Edit Profile Filipović, Damir Compute Distance To: Compute Author ID: filipovic.damir.1 Published as: Filipović, D.; Filipović, Damir Homepage: http://sfi.epfl.ch/op/edit/page-12795.html External Links: MGP · Wikidata Documents Indexed: 64 Publications since 1999, including 2 Books all top 5 Co-Authors 12 single-authored 7 Teichmann, Josef 6 Kupper, Michael 5 Larsson, Martin 5 Tappe, Stefan 3 Ackerer, Damien 3 Amini, Hamed 3 Mayerhofer, Eberhard 3 Minca, Andreea 3 Schmidt, Thorsten 3 Svindland, Gregor 3 Vogelpoth, Nicolas 2 Albrecher, Hansjörg 2 Cheridito, Patrick 2 Embrechts, Paul 2 Loisel, Stéphane 2 Overbeck, Ludger 2 Pulido, Sergio 2 Trolle, Anders B. 2 Wagner, Joël 1 Ahmed, Shabbir 1 Bauer, Daniel J. 1 Cambou, Mathieu 1 Chen, Li 1 Chen, Li 1 Chen, Li 1 Cuchiero, Christa 1 Duffie, James Darrell 1 Eksi, Zehra 1 Harrison, Glenn W. 1 Hughston, Lane P. 1 Kimmel, Robert L. 1 Kitapbayev, Yerkin 1 Koch Medina, Pablo 1 Koch, Pablo 1 Korn, Ralf 1 Macrina, Andrea 1 Pelsser, Antoon A. J. 1 Platen, Eckhard 1 Poor, Harold Vincent 1 Schachermayer, Walter 1 Schiller, Frank 1 Schmeiser, Hato 1 Schneider, Paul J. 1 Sharef, Emmanuel 1 Statti, Francesco 1 Vanini, Paolo 1 Willems, Sander 1 Yor, Marc 1 Zabczyk, Jerzy all top 5 Serials 12 Mathematical Finance 9 Finance and Stochastics 4 The Annals of Applied Probability 4 SIAM Journal on Financial Mathematics 3 Journal of Functional Analysis 3 International Journal of Theoretical and Applied Finance 2 Insurance Mathematics & Economics 2 Operations Research Letters 2 Stochastic Processes and their Applications 2 Quantitative Finance 2 European Actuarial Journal 1 Journal of Computational and Applied Mathematics 1 Journal of Econometrics 1 Operations Research 1 Probability Theory and Related Fields 1 Electronic Journal of Probability 1 Bernoulli 1 Mitteilungen. Schweizerische Aktuarvereinigung (SAV) 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 ASTIN Bulletin 1 Asia-Pacific Financial Markets 1 Stochastics 1 Lecture Notes in Mathematics 1 Stochastic Systems 1 Springer Finance all top 5 Fields 57 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 32 Probability theory and stochastic processes (60-XX) 5 Statistics (62-XX) 2 Ordinary differential equations (34-XX) 2 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 2 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Functional analysis (46-XX) 1 Global analysis, analysis on manifolds (58-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 51 Publications have been cited 1,146 times in 777 Documents Cited by ▼ Year ▼ Affine processes and applications in finance. Zbl 1048.60059Duffie, D.; Filipović, D.; Schachermayer, W. 263 2003 Term-structure models. A graduate course. Zbl 1184.91002Filipović, Damir 76 2009 Consistency problems for Heath-Jarrow-Morton interest rate models. Zbl 1008.91038Filipović, Damir 66 2001 Affine processes on positive semidefinite matrices. Zbl 1219.60068Cuchiero, Christa; Filipović, Damir; Mayerhofer, Eberhard; Teichmann, Josef 55 2011 Equivalent and absolutely continuous measure changes for jump-diffusion processes. Zbl 1082.60034Cheridito, Patrick; Filipović, Damir; Yor, Marc 50 2005 Separation and duality in locally \(L^0\)-convex modules. Zbl 1180.46055Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 45 2009 A general characterization of one factor affine term structure models. Zbl 0978.91033Filipović, Damir 37 2001 The canonical model space for law-invariant convex risk measures is \(L^{1}\). Zbl 1278.91086Filipović, Damir; Svindland, Gregor 34 2012 Density approximations for multivariate affine jump-diffusion processes. Zbl 1284.62110Filipović, Damir; Mayerhofer, Eberhard; Schneider, Paul 32 2013 Optimal capital and risk allocations for law- and cash-invariant convex functions. Zbl 1164.91012Filipović, Damir; Svindland, Gregor 32 2008 Time-inhomogeneous affine processes. Zbl 1079.60068Filipović, Damir 32 2005 Equilibrium prices for monetary utility functions. Zbl 1151.91608Filipović, Damir; Kupper, Michael 29 2008 Existence of invariant manifolds for stochastic equations in infinite dimension. Zbl 1013.60035Filipović, Damir; Teichmann, Josef 29 2003 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068Filipović, Damir; Tappe, Stefan; Teichmann, Josef 27 2010 Polynomial diffusions and applications in finance. Zbl 1386.60237Filipović, Damir; Larsson, Martin 24 2016 Affine diffusion processes: theory and applications. Zbl 1205.91068Filipović, Damir; Mayerhofer, Eberhard 23 2009 On the geometry of the term structure of interest rates. Zbl 1048.60045Filipović, Damir; Teichmann, Josef 22 2004 Existence of Lévy term structure models. Zbl 1150.91017Filipović, Damir; Tappe, Stefan 21 2008 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066Filipović, Damir; Tappe, Stefan; Teichmann, Josef 19 2010 Monotone and cash-invariant convex functions and hulls. Zbl 1119.91051Filipović, Damir; Kupper, Michael 19 2007 Quadratic term structure models for risk-free and defaultable rates. Zbl 1098.91048Chen, Li; Filipović, Damir; Poor, H. Vincent 19 2004 A note on the Nelson-Siegel family. Zbl 0997.91034Filipović, Damir 18 1999 Approaches to conditional risk. Zbl 1255.91178Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 15 2012 Optimal capital and risk transfers for group diversification. Zbl 1138.91496Filipović, Damir; Kupper, Michael 14 2008 Uniqueness of equilibrium in a payment system with liquidation costs. Zbl 1408.91244Amini, Hamed; Filipović, Damir; Minca, Andreea 13 2016 Dynamic CDO term structure modeling. Zbl 1229.91306Filipović, Damir; Overbeck, Ludger; Schmidt, Thorsten 12 2011 The Jacobi stochastic volatility model. Zbl 1402.91746Ackerer, Damien; Filipović, Damir; Pulido, Sergio 11 2018 Multi-level risk aggregation. Zbl 1179.91103Filipović, Damir 8 2009 A note on natural risk statistics. Zbl 1151.91557Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor 8 2008 Separable term structures and the maximal degree problem. Zbl 1047.91031Filipović, Damir 8 2002 To fully net or not to net: adverse effects of partial multilateral netting. Zbl 1378.91130Amini, Hamed; Filipović, Damir; Minca, Andreea 7 2016 A simple model for credit migration and spread curves. Zbl 1088.60082Chen, Li; Filipović, Damir 7 2005 Markovian term structure models in discrete time. Zbl 1020.60060Filipović, Damir; Zabczyk, Jerzy 7 2002 Exponential-polynomial families and the term structure of interest rates. Zbl 0982.60085Filipović, Damir 7 2000 Invariant manifolds for weak solutions to stochastic equations. Zbl 0970.60069Filipović, Damir 7 2000 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072Filipović, Damir; Tappe, Stefan; Teichmann, Josef 6 2014 Conditional density models for asset pricing. Zbl 1244.91090Filipović, Damir; Hughston, Lane P.; Macrina, Andrea 6 2012 Regularity of finite-dimensional realizations for evolution equations. Zbl 1011.37004Filipović, Damir; Teichmann, Josef 6 2003 A note on the Dai-Singleton canonical representation of affine term structure models. Zbl 1194.91185Cheridito, Patrick; Filipović, Damir; Kimmel, Robert L. 5 2010 Old-age provision: past, present, future. Zbl 1394.91007Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 4 2016 Convexity theory for the term structure equation. Zbl 1150.91018Filipović, Damir; Tappe, Stefan 4 2008 Replicating portfolio approach to capital calculation. Zbl 1396.91294Cambou, Mathieu; Filipović, Damir 3 2018 A note on the Swiss solvency test risk measure. Zbl 1141.91507Filipović, Damir; Vogelpoth, Nicolas 3 2008 Linear credit risk models. Zbl 1445.91066Ackerer, Damien; Filipović, Damir 2 2020 Asset-liability management for long-term insurance business. Zbl 1416.91145Albrecher, Hansjörg (ed.); Bauer, Daniel (ed.); Embrechts, Paul (ed.); Filipović, Damir (ed.); Koch-Medina, Pablo (ed.); Korn, Ralf (ed.); Loisel, Stéphane (ed.); Pelsser, Antoon (ed.); Schiller, Frank (ed.); Schmeiser, Hato (ed.); Wagner, Joël (ed.) 2 2018 Optimal numeraires for risk measures. Zbl 1133.91446Filipović, Damir 2 2008 On the group level Swiss Solvency Test. Zbl 1333.62252Filipović, Damir; Kupper, Michael 2 2007 Conditions for consistent exponential-polynomial forward rate processes with multiple nontrivial factors. Zbl 1066.91049Sharef, Emmanuel; Filipović, Damir 2 2004 Polynomial jump-diffusion models. Zbl 07243693Filipović, Damir; Larsson, Martin 1 2020 Option pricing with orthogonal polynomial expansions. Zbl 07200951Ackerer, Damien; Filipović, Damir 1 2020 Exact smooth term-structure estimation. Zbl 1416.91374Filipović, Damir; Willems, Sander 1 2018 Linear credit risk models. Zbl 1445.91066Ackerer, Damien; Filipović, Damir 2 2020 Polynomial jump-diffusion models. Zbl 07243693Filipović, Damir; Larsson, Martin 1 2020 Option pricing with orthogonal polynomial expansions. Zbl 07200951Ackerer, Damien; Filipović, Damir 1 2020 The Jacobi stochastic volatility model. Zbl 1402.91746Ackerer, Damien; Filipović, Damir; Pulido, Sergio 11 2018 Replicating portfolio approach to capital calculation. Zbl 1396.91294Cambou, Mathieu; Filipović, Damir 3 2018 Asset-liability management for long-term insurance business. Zbl 1416.91145Albrecher, Hansjörg (ed.); Bauer, Daniel (ed.); Embrechts, Paul (ed.); Filipović, Damir (ed.); Koch-Medina, Pablo (ed.); Korn, Ralf (ed.); Loisel, Stéphane (ed.); Pelsser, Antoon (ed.); Schiller, Frank (ed.); Schmeiser, Hato (ed.); Wagner, Joël (ed.) 2 2018 Exact smooth term-structure estimation. Zbl 1416.91374Filipović, Damir; Willems, Sander 1 2018 Polynomial diffusions and applications in finance. Zbl 1386.60237Filipović, Damir; Larsson, Martin 24 2016 Uniqueness of equilibrium in a payment system with liquidation costs. Zbl 1408.91244Amini, Hamed; Filipović, Damir; Minca, Andreea 13 2016 To fully net or not to net: adverse effects of partial multilateral netting. Zbl 1378.91130Amini, Hamed; Filipović, Damir; Minca, Andreea 7 2016 Old-age provision: past, present, future. Zbl 1394.91007Albrecher, Hansjörg; Embrechts, Paul; Filipović, Damir; Harrison, Glenn W.; Koch, Pablo; Loisel, Stéphane; Vanini, Paolo; Wagner, Joël 4 2016 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072Filipović, Damir; Tappe, Stefan; Teichmann, Josef 6 2014 Density approximations for multivariate affine jump-diffusion processes. Zbl 1284.62110Filipović, Damir; Mayerhofer, Eberhard; Schneider, Paul 32 2013 The canonical model space for law-invariant convex risk measures is \(L^{1}\). Zbl 1278.91086Filipović, Damir; Svindland, Gregor 34 2012 Approaches to conditional risk. Zbl 1255.91178Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 15 2012 Conditional density models for asset pricing. Zbl 1244.91090Filipović, Damir; Hughston, Lane P.; Macrina, Andrea 6 2012 Affine processes on positive semidefinite matrices. Zbl 1219.60068Cuchiero, Christa; Filipović, Damir; Mayerhofer, Eberhard; Teichmann, Josef 55 2011 Dynamic CDO term structure modeling. Zbl 1229.91306Filipović, Damir; Overbeck, Ludger; Schmidt, Thorsten 12 2011 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068Filipović, Damir; Tappe, Stefan; Teichmann, Josef 27 2010 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066Filipović, Damir; Tappe, Stefan; Teichmann, Josef 19 2010 A note on the Dai-Singleton canonical representation of affine term structure models. Zbl 1194.91185Cheridito, Patrick; Filipović, Damir; Kimmel, Robert L. 5 2010 Term-structure models. A graduate course. Zbl 1184.91002Filipović, Damir 76 2009 Separation and duality in locally \(L^0\)-convex modules. Zbl 1180.46055Filipović, Damir; Kupper, Michael; Vogelpoth, Nicolas 45 2009 Affine diffusion processes: theory and applications. Zbl 1205.91068Filipović, Damir; Mayerhofer, Eberhard 23 2009 Multi-level risk aggregation. Zbl 1179.91103Filipović, Damir 8 2009 Optimal capital and risk allocations for law- and cash-invariant convex functions. Zbl 1164.91012Filipović, Damir; Svindland, Gregor 32 2008 Equilibrium prices for monetary utility functions. Zbl 1151.91608Filipović, Damir; Kupper, Michael 29 2008 Existence of Lévy term structure models. Zbl 1150.91017Filipović, Damir; Tappe, Stefan 21 2008 Optimal capital and risk transfers for group diversification. Zbl 1138.91496Filipović, Damir; Kupper, Michael 14 2008 A note on natural risk statistics. Zbl 1151.91557Ahmed, Shabbir; Filipović, Damir; Svindland, Gregor 8 2008 Convexity theory for the term structure equation. Zbl 1150.91018Filipović, Damir; Tappe, Stefan 4 2008 A note on the Swiss solvency test risk measure. Zbl 1141.91507Filipović, Damir; Vogelpoth, Nicolas 3 2008 Optimal numeraires for risk measures. Zbl 1133.91446Filipović, Damir 2 2008 Monotone and cash-invariant convex functions and hulls. Zbl 1119.91051Filipović, Damir; Kupper, Michael 19 2007 On the group level Swiss Solvency Test. Zbl 1333.62252Filipović, Damir; Kupper, Michael 2 2007 Equivalent and absolutely continuous measure changes for jump-diffusion processes. Zbl 1082.60034Cheridito, Patrick; Filipović, Damir; Yor, Marc 50 2005 Time-inhomogeneous affine processes. Zbl 1079.60068Filipović, Damir 32 2005 A simple model for credit migration and spread curves. Zbl 1088.60082Chen, Li; Filipović, Damir 7 2005 On the geometry of the term structure of interest rates. Zbl 1048.60045Filipović, Damir; Teichmann, Josef 22 2004 Quadratic term structure models for risk-free and defaultable rates. Zbl 1098.91048Chen, Li; Filipović, Damir; Poor, H. Vincent 19 2004 Conditions for consistent exponential-polynomial forward rate processes with multiple nontrivial factors. Zbl 1066.91049Sharef, Emmanuel; Filipović, Damir 2 2004 Affine processes and applications in finance. Zbl 1048.60059Duffie, D.; Filipović, D.; Schachermayer, W. 263 2003 Existence of invariant manifolds for stochastic equations in infinite dimension. Zbl 1013.60035Filipović, Damir; Teichmann, Josef 29 2003 Regularity of finite-dimensional realizations for evolution equations. Zbl 1011.37004Filipović, Damir; Teichmann, Josef 6 2003 Separable term structures and the maximal degree problem. Zbl 1047.91031Filipović, Damir 8 2002 Markovian term structure models in discrete time. Zbl 1020.60060Filipović, Damir; Zabczyk, Jerzy 7 2002 Consistency problems for Heath-Jarrow-Morton interest rate models. Zbl 1008.91038Filipović, Damir 66 2001 A general characterization of one factor affine term structure models. Zbl 0978.91033Filipović, Damir 37 2001 Exponential-polynomial families and the term structure of interest rates. Zbl 0982.60085Filipović, Damir 7 2000 Invariant manifolds for weak solutions to stochastic equations. Zbl 0970.60069Filipović, Damir 7 2000 A note on the Nelson-Siegel family. Zbl 0997.91034Filipović, Damir 18 1999 all cited Publications top 5 cited Publications all top 5 Cited by 969 Authors 36 Filipović, Damir 19 Teichmann, Josef 15 Keller-Ressel, Martin 15 Kupper, Michael 14 Tappe, Stefan 12 Guo, Tiexin 12 Mayerhofer, Eberhard 12 Schmidt, Thorsten 11 Grasselli, Martino 11 Kallsen, Jan 11 Pap, Gyula 10 Barczy, Mátyás 10 Benth, Fred Espen 10 Larsson, Martin 10 Svindland, Gregor 9 Cuchiero, Christa 9 Feinstein, Zachary 9 Li, Zenghu 9 Rüdiger, Barbara 9 Wang, Ruodu 8 Biagini, Francesca 8 Gourieroux, Christian 8 Linetsky, Vadim 7 Krühner, Paul 7 Levendorskiĭ, Sergei 7 Papapantoleon, Antonis 7 Pelsser, Antoon A. J. 7 Zabczyk, Jerzy 6 Brody, Dorje C. 6 Cheridito, Patrick 6 Criens, David 6 Da Fonseca, José 6 Gnoatto, Alessandro 6 Grbac, Zorana 6 Guasoni, Paolo 6 Jamneshan, Asgar 6 Jin, Peng 6 Mendoza-Arriaga, Rafael 6 Platen, Eckhard 6 Weber, Stefan 5 Acciaio, Beatrice 5 Bielecki, Tomasz R. 5 Cialenco, Igor 5 Drapeau, Samuel 5 Glau, Kathrin 5 Horst, Ulrich 5 Hughston, Lane P. 5 Jiao, Ying 5 Kim, Kyoung-Kuk 5 Liu, Haiyan 5 Monfort, Alain 5 Muhle-Karbe, Johannes 5 Robertson, Scott 5 Todorov, Viktor 5 Yuen, Kam Chuen 4 Akahori, Jirô 4 Albeverio, Sergio A. 4 Anthropelos, Michail 4 Assa, Hirbod 4 Barski, Michał 4 Bo, Lijun 4 Boonen, Tim J. 4 Carmona, René A. 4 Carr, Peter P. 4 Cui, Zhenyu 4 Dassios, Angelos 4 Dong, Yinghui 4 Fontana, Claudio 4 Jacquier, Antoine 4 Jang, Jiwook 4 Jentzen, Arnulf 4 Kardaras, Constantinos 4 Li, Lingfei 4 Ma, Chunhua 4 Maccheroni, Fabio 4 Macrina, Andrea 4 Marinacci, Massimo 4 Minca, Andreea 4 Munari, Cosimo 4 Patie, Pierre 4 Pulido, Sergio 4 Sircar, Ronnie 4 Spreij, Peter 4 Tebaldi, Claudio 4 Tsanakas, Andreas 4 Wang, Guojing 4 Xing, Hao 4 Yang, Xuewei 4 Zagst, Rudi 4 Zhang, Xia 4 Zhao, Hongbiao 4 Zhao, Shien 3 Ackerer, Damien 3 Alfonsi, Aurélien 3 Amini, Hamed 3 Angelini, Flavio 3 Belomestny, Denis 3 Björk, Tomas 3 Cerreia-Vioglio, Simone 3 Christensen, Jens H. E. ...and 869 more Authors all top 5 Cited in 152 Serials 55 Finance and Stochastics 47 Stochastic Processes and their Applications 46 Insurance Mathematics & Economics 43 International Journal of Theoretical and Applied Finance 40 Mathematical Finance 31 Quantitative Finance 28 SIAM Journal on Financial Mathematics 23 Mathematics and Financial Economics 19 The Annals of Applied Probability 18 Journal of Mathematical Analysis and Applications 16 Journal of Econometrics 15 Applied Mathematical Finance 14 Stochastic Analysis and Applications 13 ASTIN Bulletin 12 European Journal of Operational Research 10 Statistics & Probability Letters 10 European Actuarial Journal 10 Annals of Finance 9 Operations Research Letters 9 Journal of Economic Dynamics & Control 9 Review of Derivatives Research 8 Journal of Computational and Applied Mathematics 8 Mathematics of Operations Research 8 Scandinavian Actuarial Journal 8 Decisions in Economics and Finance 8 Stochastics 7 Advances in Applied Probability 7 Journal of Theoretical Probability 7 Asia-Pacific Financial Markets 6 Journal of Applied Probability 6 Journal of Functional Analysis 6 Journal of Mathematical Economics 6 Operations Research 6 Electronic Journal of Probability 5 Stochastic Models 5 Dependence Modeling 4 Applied Mathematics and Optimization 4 Annals of Operations Research 4 Bernoulli 4 Journal of Inequalities and Applications 4 Science China. Mathematics 4 Probability, Uncertainty and Quantitative Risk 3 Chaos, Solitons and Fractals 3 Journal of Optimization Theory and Applications 3 Transactions of the American Mathematical Society 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Mathematical Methods of Operations Research 3 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 3 Acta Mathematica Sinica. English Series 3 Methodology and Computing in Applied Probability 3 Frontiers of Mathematics in China 3 International Journal of Stochastic Analysis 3 Stochastic and Partial Differential Equations. Analysis and Computations 2 Journal of Mathematical Physics 2 The Annals of Probability 2 The Annals of Statistics 2 Journal of Multivariate Analysis 2 Proceedings of the American Mathematical Society 2 Statistics 2 Probability Theory and Related Fields 2 Communications in Statistics. Theory and Methods 2 International Journal of Computer Mathematics 2 SIAM Journal on Optimization 2 Potential Analysis 2 Journal of Convex Analysis 2 Abstract and Applied Analysis 2 The Econometrics Journal 2 Econometric Theory 2 Differential Equations 2 Discrete and Continuous Dynamical Systems. Series B 2 Stochastics and Dynamics 2 Journal of Function Spaces and Applications 2 Journal of Industrial and Management Optimization 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Probability Surveys 2 Statistics & Risk Modeling 1 Computers & Mathematics with Applications 1 Journal of Mathematical Biology 1 Journal of Statistical Physics 1 Lithuanian Mathematical Journal 1 Linear and Multilinear Algebra 1 Metrika 1 Moscow University Mathematics Bulletin 1 Moscow University Mechanics Bulletin 1 Physica A 1 Scandinavian Journal of Statistics 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Journal of Geometry and Physics 1 Theory of Probability and its Applications 1 BIT 1 Information Sciences 1 Journal of Differential Equations 1 Journal of Economic Theory 1 Journal of Statistical Planning and Inference 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Numerische Mathematik 1 Quaestiones Mathematicae 1 SIAM Journal on Control and Optimization 1 Theory and Decision 1 Systems & Control Letters ...and 52 more Serials all top 5 Cited in 44 Fields 588 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 410 Probability theory and stochastic processes (60-XX) 118 Statistics (62-XX) 53 Functional analysis (46-XX) 42 Numerical analysis (65-XX) 35 Partial differential equations (35-XX) 28 Systems theory; control (93-XX) 25 Operator theory (47-XX) 22 Operations research, mathematical programming (90-XX) 19 Calculus of variations and optimal control; optimization (49-XX) 10 Measure and integration (28-XX) 9 Dynamical systems and ergodic theory (37-XX) 8 Real functions (26-XX) 7 Ordinary differential equations (34-XX) 6 Integral transforms, operational calculus (44-XX) 5 Approximations and expansions (41-XX) 4 Mathematical logic and foundations (03-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Information and communication theory, circuits (94-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Convex and discrete geometry (52-XX) 3 Mechanics of particles and systems (70-XX) 3 Quantum theory (81-XX) 2 General and overarching topics; collections (00-XX) 2 Order, lattices, ordered algebraic structures (06-XX) 2 Commutative algebra (13-XX) 2 Nonassociative rings and algebras (17-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Integral equations (45-XX) 2 Differential geometry (53-XX) 2 General topology (54-XX) 2 Biology and other natural sciences (92-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Category theory; homological algebra (18-XX) 1 Topological groups, Lie groups (22-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Difference and functional equations (39-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline