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Föllmer, Hans

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Author ID: follmer.hans Recent zbMATH articles by "Föllmer, Hans"
Published as: Föllmer, H.; Föllmer, Hans; Fölmer, Hans
Homepage: http://www.math.hu-berlin.de/~foellmer/index-e.html
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 91 Publications since 1969, including 7 Books
Biographic References: 1 Publication

Publications by Year

Citations contained in zbMATH Open

76 Publications have been cited 2,499 times in 1,849 Documents Cited by Year
Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028
Föllmer, Hans; Schied, Alexander
447
2004
Convex measures of risk and trading constraints. Zbl 1041.91039
Föllmer, Hans; Schied, Alexander
397
2002
Hedging of contingent claims under incomplete information. Zbl 0738.90007
Föllmer, Hans; Schweizer, Martin
178
1990
Stochastic finance. An introduction in discrete time. Zbl 1125.91053
Föllmer, Hans; Schied, Alexander
123
2002
Quantile hedging. Zbl 0977.91019
Föllmer, Hans; Leukert, Peter
119
1999
Hedging of non-redundant contingent claims. Zbl 0663.90006
Föllmer, Hans; Sondermann, Dieter
104
1986
Efficient hedging: cost versus shortfall risk. Zbl 0956.60074
Föllmer, Hans; Leukert, Peter
98
2000
Optional decompositions under constraints. Zbl 0882.60063
Föllmer, H.; Kramkov, D.
69
1997
Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119
Föllmer, Hans; Penner, Irina
59
2006
Stochastic finance. An introduction in discrete time. 3rd revised and extended ed. Zbl 1213.91006
Fölmer, Hans; Schied, Alexander
56
2011
Random economies with many interacting agents. Zbl 0281.90021
Föllmer, Hans
53
1974
Calcul d’Ito sans probabilités. Zbl 0461.60074
Föllmer, Hans
48
1981
Large deviations for the empirical field of a Gibbs measure. Zbl 0648.60028
Föllmer, Hans; Orey, Steven
46
1988
Robust preferences and convex measures of risk. Zbl 1022.91045
Föllmer, Hans; Schied, Alexander
42
2002
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
41
1995
The exit measure of a supermartingale. Zbl 0231.60033
Föllmer, Hans
37
1971
Optional decomposition and Lagrange multipliers. Zbl 0894.90016
Föllmer, H.; Kabanov, Yu. M.
33
1998
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044
Föllmer, Hans; Horst, Ulrich; Kirman, Alan
32
2005
Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128
Föllmer, Hans; Knispel, Thomas
28
2011
On entropy and information gain in random fields. Zbl 0258.60029
Föllmer, Hans
27
1973
A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027
Föllmer, Hans; Schweizer, Martin
26
1993
Random fields and diffusion processes. Zbl 0661.60063
Föllmer, Hans
26
1988
Robust preferences and robust portfolio choice. Zbl 1180.91274
Schied, Alexander; Föllmer, Hans; Weber, Stefan
25
2009
A covariance estimate for Gibbs measures. Zbl 0482.60052
Föllmer, Hans
25
1982
Phase transition and Martin boundary. Zbl 0367.60112
Föllmer, Hans
25
1975
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Zbl 1262.91091
Acciaio, Beatrice; Föllmer, Hans; Penner, Irina
19
2012
Robust projections in the class of martingale measures. Zbl 1099.94016
Föllmer, Hans; Gundel, Anne
18
2006
Time reversal of infinite-dimensional diffusions. Zbl 0602.60067
Föllmer, H.; Wakolbinger, A.
18
1986
Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin
16
2014
On the representation of semimartingales. Zbl 0265.60044
Föllmer, Hans
16
1973
Asymptotic arbitrage and large deviations. Zbl 1153.91015
Föllmer, H.; Schachermayer, W.
15
2008
Time reversal on Wiener space. Zbl 0582.60078
Föllmer, Hans
14
1986
Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082
Föllmer, Hans; Imkeller, Peter
13
1993
American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022
Bank, Peter; Föllmer, Hans
12
2003
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. Zbl 0996.60079
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
12
1999
Probabilistic aspects of finance. Zbl 1279.91053
Föllmer, Hans; Schied, Alexander
10
2013
On weak Brownian motions of arbitrary order. Zbl 0968.60069
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
10
2000
Dirichlet processes. Zbl 0462.60046
Föllmer, Hans
10
1981
On the global Markov property. Zbl 0457.60077
Föllmer, Hans
10
1980
Probabilistic aspects of financial risk. Zbl 1047.91041
Föllmer, Hans
8
2001
On Itô’s formula for multidimensional Brownian motion. Zbl 0955.60077
Föllmer, Hans; Protter, Philip
8
2000
Entropy minimization and Schrödinger processes in infinite dimensions. Zbl 0876.60063
Föllmer, Hans; Gantert, Nina
8
1997
On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty. Zbl 0402.90026
Föllmer, Hans; Majumdar, Mukul
8
1978
Feine Topologie am Martinrand eines Standardprozesses. Zbl 0172.21601
Föllmer, H.
8
1969
Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001
Fölmer, Hans; Schied, Alexander
7
2016
Stock price fluctuation as a diffusion in a random environment. Zbl 0822.90022
Föllmer, Hans
6
1994
On large deviations and relative entropy of Markov random fields. Zbl 0641.60040
Föllmer, H.
6
1987
Relative densities of semimartingales. Zbl 0281.60053
Airault, Hélène; Föllmer, Hans
6
1974
Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011
Föllmer, Hans
5
2014
A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058
El Karoui, Nicole; Föllmer, Hans
5
2005
Convergence of locally and globally interacting Markov chains. Zbl 1058.60087
Föllmer, Hans; Horst, Ulrich
5
2001
An entropy approach to the time reversal of diffusion processes. Zbl 0562.60083
Föllmer, Hans
5
1985
Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094
Föllmer, Hans
5
1979
Quasimartingales à deux indices. Zbl 0397.60044
Föllmer, Hans
5
1979
Monetary valuation of cash flows under Knightian uncertainty. Zbl 1208.91170
Föllmer, Hans; Penner, Irina
4
2011
Potentials of a Markov process are expected suprema. Zbl 1184.60030
Föllmer, Hans; Knispel, Thomas
4
2007
Stock price fluctuation as a diffusion in a random environment. Zbl 0854.90012
Föllmer, Hans
4
1995
École d’été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987). Zbl 0649.00016
Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S.
4
1988
An ”inner” variational principle for Markov fields on a graph. Zbl 0366.60120
Föllmer, Hans; Snell, J. L.
4
1977
Spatial risk measures: local specification and boundary risk. Zbl 1386.91080
Föllmer, Hans; Klüppelberg, Claudia
3
2014
A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038
Buckdahn, Rainer; Föllmer, Hans
3
1993
A representation of excessive functions as expected suprema. Zbl 1127.60075
Föllmer, Hans; Knispel, Thomas
2
2006
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
2
1998
Large deviations and surface entropy for Markov fields. Zbl 0671.60020
Föllmer, Hans; Ort, Marianne
2
1988
Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Zbl 0563.60070
Föllmer, Hans
2
1984
On the potential theory of stochastic fields. Zbl 0364.60114
Föllmer, Hans
2
1975
Optimal stopping of constrained Brownian motion. Zbl 0241.60034
Föllmer, Hans
2
1972
Convex capital requirements for large portfolio. Zbl 1308.91139
Föllmer, Hans; Knispel, Thomas
1
2012
Everything is right and still wrong? Zbl 1181.91358
Föllmer, Hans
1
2009
Randomness in economics: on the role of probability theory in the theory of financial markets. Zbl 1205.60014
Föllmer, Hans
1
1999
Orthogonal martingale representation. Zbl 0728.60049
Elliott, Robert J.; Föllmer, Hans
1
1991
Martin boundaries on Wiener space. Zbl 0726.60078
Föllmer, Hans
1
1990
Time reversal and smoothing of infinite-dimensional diffusion processes. Zbl 0612.60050
Deuschel, J. D.; Föllmer, Hans
1
1986
Almost sure convergence of multiparameter martingales for Markov random fields. Zbl 0538.60043
Föllmer, Hans
1
1984
Stochastic holomorphy. Zbl 0262.60032
Föllmer, Hans
1
1974
Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Zbl 0188.41902
Föllmer, Hans
1
1971
Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001
Fölmer, Hans; Schied, Alexander
7
2016
Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin
16
2014
Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011
Föllmer, Hans
5
2014
Spatial risk measures: local specification and boundary risk. Zbl 1386.91080
Föllmer, Hans; Klüppelberg, Claudia
3
2014
Probabilistic aspects of finance. Zbl 1279.91053
Föllmer, Hans; Schied, Alexander
10
2013
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Zbl 1262.91091
Acciaio, Beatrice; Föllmer, Hans; Penner, Irina
19
2012
Convex capital requirements for large portfolio. Zbl 1308.91139
Föllmer, Hans; Knispel, Thomas
1
2012
Stochastic finance. An introduction in discrete time. 3rd revised and extended ed. Zbl 1213.91006
Fölmer, Hans; Schied, Alexander
56
2011
Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128
Föllmer, Hans; Knispel, Thomas
28
2011
Monetary valuation of cash flows under Knightian uncertainty. Zbl 1208.91170
Föllmer, Hans; Penner, Irina
4
2011
Robust preferences and robust portfolio choice. Zbl 1180.91274
Schied, Alexander; Föllmer, Hans; Weber, Stefan
25
2009
Everything is right and still wrong? Zbl 1181.91358
Föllmer, Hans
1
2009
Asymptotic arbitrage and large deviations. Zbl 1153.91015
Föllmer, H.; Schachermayer, W.
15
2008
Potentials of a Markov process are expected suprema. Zbl 1184.60030
Föllmer, Hans; Knispel, Thomas
4
2007
Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119
Föllmer, Hans; Penner, Irina
59
2006
Robust projections in the class of martingale measures. Zbl 1099.94016
Föllmer, Hans; Gundel, Anne
18
2006
A representation of excessive functions as expected suprema. Zbl 1127.60075
Föllmer, Hans; Knispel, Thomas
2
2006
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044
Föllmer, Hans; Horst, Ulrich; Kirman, Alan
32
2005
A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058
El Karoui, Nicole; Föllmer, Hans
5
2005
Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028
Föllmer, Hans; Schied, Alexander
447
2004
American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022
Bank, Peter; Föllmer, Hans
12
2003
Convex measures of risk and trading constraints. Zbl 1041.91039
Föllmer, Hans; Schied, Alexander
397
2002
Stochastic finance. An introduction in discrete time. Zbl 1125.91053
Föllmer, Hans; Schied, Alexander
123
2002
Robust preferences and convex measures of risk. Zbl 1022.91045
Föllmer, Hans; Schied, Alexander
42
2002
Probabilistic aspects of financial risk. Zbl 1047.91041
Föllmer, Hans
8
2001
Convergence of locally and globally interacting Markov chains. Zbl 1058.60087
Föllmer, Hans; Horst, Ulrich
5
2001
Efficient hedging: cost versus shortfall risk. Zbl 0956.60074
Föllmer, Hans; Leukert, Peter
98
2000
On weak Brownian motions of arbitrary order. Zbl 0968.60069
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
10
2000
On Itô’s formula for multidimensional Brownian motion. Zbl 0955.60077
Föllmer, Hans; Protter, Philip
8
2000
Quantile hedging. Zbl 0977.91019
Föllmer, Hans; Leukert, Peter
119
1999
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. Zbl 0996.60079
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
12
1999
Randomness in economics: on the role of probability theory in the theory of financial markets. Zbl 1205.60014
Föllmer, Hans
1
1999
Optional decomposition and Lagrange multipliers. Zbl 0894.90016
Föllmer, H.; Kabanov, Yu. M.
33
1998
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
2
1998
Optional decompositions under constraints. Zbl 0882.60063
Föllmer, H.; Kramkov, D.
69
1997
Entropy minimization and Schrödinger processes in infinite dimensions. Zbl 0876.60063
Föllmer, Hans; Gantert, Nina
8
1997
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
41
1995
Stock price fluctuation as a diffusion in a random environment. Zbl 0854.90012
Föllmer, Hans
4
1995
Stock price fluctuation as a diffusion in a random environment. Zbl 0822.90022
Föllmer, Hans
6
1994
A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027
Föllmer, Hans; Schweizer, Martin
26
1993
Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082
Föllmer, Hans; Imkeller, Peter
13
1993
A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038
Buckdahn, Rainer; Föllmer, Hans
3
1993
Orthogonal martingale representation. Zbl 0728.60049
Elliott, Robert J.; Föllmer, Hans
1
1991
Hedging of contingent claims under incomplete information. Zbl 0738.90007
Föllmer, Hans; Schweizer, Martin
178
1990
Martin boundaries on Wiener space. Zbl 0726.60078
Föllmer, Hans
1
1990
Large deviations for the empirical field of a Gibbs measure. Zbl 0648.60028
Föllmer, Hans; Orey, Steven
46
1988
Random fields and diffusion processes. Zbl 0661.60063
Föllmer, Hans
26
1988
École d’été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987). Zbl 0649.00016
Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S.
4
1988
Large deviations and surface entropy for Markov fields. Zbl 0671.60020
Föllmer, Hans; Ort, Marianne
2
1988
On large deviations and relative entropy of Markov random fields. Zbl 0641.60040
Föllmer, H.
6
1987
Hedging of non-redundant contingent claims. Zbl 0663.90006
Föllmer, Hans; Sondermann, Dieter
104
1986
Time reversal of infinite-dimensional diffusions. Zbl 0602.60067
Föllmer, H.; Wakolbinger, A.
18
1986
Time reversal on Wiener space. Zbl 0582.60078
Föllmer, Hans
14
1986
Time reversal and smoothing of infinite-dimensional diffusion processes. Zbl 0612.60050
Deuschel, J. D.; Föllmer, Hans
1
1986
An entropy approach to the time reversal of diffusion processes. Zbl 0562.60083
Föllmer, Hans
5
1985
Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Zbl 0563.60070
Föllmer, Hans
2
1984
Almost sure convergence of multiparameter martingales for Markov random fields. Zbl 0538.60043
Föllmer, Hans
1
1984
A covariance estimate for Gibbs measures. Zbl 0482.60052
Föllmer, Hans
25
1982
Calcul d’Ito sans probabilités. Zbl 0461.60074
Föllmer, Hans
48
1981
Dirichlet processes. Zbl 0462.60046
Föllmer, Hans
10
1981
On the global Markov property. Zbl 0457.60077
Föllmer, Hans
10
1980
Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094
Föllmer, Hans
5
1979
Quasimartingales à deux indices. Zbl 0397.60044
Föllmer, Hans
5
1979
On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty. Zbl 0402.90026
Föllmer, Hans; Majumdar, Mukul
8
1978
An ”inner” variational principle for Markov fields on a graph. Zbl 0366.60120
Föllmer, Hans; Snell, J. L.
4
1977
Phase transition and Martin boundary. Zbl 0367.60112
Föllmer, Hans
25
1975
On the potential theory of stochastic fields. Zbl 0364.60114
Föllmer, Hans
2
1975
Random economies with many interacting agents. Zbl 0281.90021
Föllmer, Hans
53
1974
Relative densities of semimartingales. Zbl 0281.60053
Airault, Hélène; Föllmer, Hans
6
1974
Stochastic holomorphy. Zbl 0262.60032
Föllmer, Hans
1
1974
On entropy and information gain in random fields. Zbl 0258.60029
Föllmer, Hans
27
1973
On the representation of semimartingales. Zbl 0265.60044
Föllmer, Hans
16
1973
Optimal stopping of constrained Brownian motion. Zbl 0241.60034
Föllmer, Hans
2
1972
The exit measure of a supermartingale. Zbl 0231.60033
Föllmer, Hans
37
1971
Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Zbl 0188.41902
Föllmer, Hans
1
1971
Feine Topologie am Martinrand eines Standardprozesses. Zbl 0172.21601
Föllmer, H.
8
1969
all top 5

Cited by 2,000 Authors

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26 Kupper, Michael
20 Schied, Alexander
18 Elliott, Robert James
16 Rosazza Gianin, Emanuela
16 Russo, Francesco
16 Svindland, Gregor
16 Wang, Ruodu
15 Rásonyi, Miklós
14 Föllmer, Hans
14 Mishura, Yuliya Stepanivna
14 Rudloff, Birgit
13 Carassus, Laurence
13 Delbaen, Freddy
13 Hu, Yijun
13 Ruszczyński, Andrzej
12 Nutz, Marcel
12 Shapiro, Alexander
12 Yang, Hailiang
11 Albeverio, Sergio A.
11 Cheung, Ka Chun
11 Drapeau, Samuel
11 Horst, Ulrich
11 Melnikov, Aleksander Viktorovich
11 Pennanen, Teemu
11 Protter, Philip Elliott
11 Schweizer, Martin
11 Touzi, Nizar
10 Assa, Hirbod
10 Biagini, Francesca
10 Bouchard, Bruno
10 Cheridito, Patrick
10 Karatzas, Ioannis
10 Kardaras, Constantinos
10 Kratschmer, Volker
10 Munari, Cosimo
10 Obloj, Jan K.
10 Øksendal, Bernt Karsten
10 Platen, Eckhard
10 Rüschendorf, Ludger
10 Weber, Stefan
10 Zähle, Henryk
9 Filipović, Damir
9 Hamel, Andreas H.
9 Kondrat’yev, Yuriĭ Grygorovych
9 Pflug, Georg Ch.
9 Riedel, Frank
9 Röckner, Michael
9 Schachermayer, Walter
9 Yan, Litan
8 Bellini, Fabio
8 Chi, Yichun
8 Grechuk, Bogdan
8 Hu, Feng
8 Koch Medina, Pablo
8 Molchanov, Ilya S.
8 Peng, Shige
8 Pinar, Mustafa Çelebi
8 Sulem, Agnès
7 Aguilar, Erick Treviño
7 Balbás, Alejandro
7 Bayraktar, Erhan
7 Bion-Nadal, Jocelyne
7 Chen, Yanhong
7 Cohen, Samuel N.
7 Cretarola, Alessandra
7 Frittelli, Marco
7 Laeven, Roger J. A.
7 Léonard, Christian
7 Lépinette, Emmanuel
7 Marinacci, Massimo
7 Pichler, Alois
7 Stadje, Mitja
7 Tangpi, Ludovic
7 Vicig, Paolo
7 Yao, Song
7 Zabarankin, Michael
7 Zegarlinski, Boguslaw
7 Zessin, Hans N.
6 Acciaio, Beatrice
6 Arai, Takuji
6 Bank, Peter
6 Bielecki, Tomasz R.
6 Bignozzi, Valeria
6 Chen, Zhiping
6 Cialenco, Igor
6 Cont, Rama
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6 Evstigneev, Igor V.
6 Feinstein, Zachary
6 Jaeger, Peter
6 Maccheroni, Fabio
6 Madan, Dilip B.
6 Meyer-Brandis, Thilo
6 Pelessoni, Renato
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6 Zhou, Xunyu
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Cited in 265 Serials

107 Insurance Mathematics & Economics
99 Stochastic Processes and their Applications
97 Finance and Stochastics
65 Mathematical Finance
63 The Annals of Applied Probability
63 Mathematics and Financial Economics
50 European Journal of Operational Research
44 International Journal of Theoretical and Applied Finance
42 Quantitative Finance
40 The Annals of Probability
40 Journal of Mathematical Economics
33 Journal of Economic Dynamics & Control
30 SIAM Journal on Financial Mathematics
29 Journal of Mathematical Analysis and Applications
28 Statistics & Probability Letters
26 Probability Theory and Related Fields
26 Annals of Operations Research
25 Mathematical Methods of Operations Research
22 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
22 Stochastics
21 Annals of Finance
20 Journal of Functional Analysis
20 Mathematical Programming. Series A. Series B
18 Stochastic Analysis and Applications
18 Decisions in Economics and Finance
17 Mathematics of Operations Research
17 Applied Mathematical Finance
16 Scandinavian Actuarial Journal
15 Communications in Mathematical Physics
15 Journal of Statistical Physics
15 Journal of Applied Probability
15 Journal of Optimization Theory and Applications
15 Operations Research Letters
14 ASTIN Bulletin
13 Journal of Economic Theory
13 Acta Mathematicae Applicatae Sinica. English Series
13 Bernoulli
12 Journal of Computational and Applied Mathematics
12 Journal of Multivariate Analysis
11 Applied Mathematics and Optimization
11 SIAM Journal on Optimization
10 International Journal of Approximate Reasoning
10 European Actuarial Journal
9 Journal of Theoretical Probability
9 Theory of Probability and Mathematical Statistics
9 Methodology and Computing in Applied Probability
9 Statistics & Risk Modeling
9 Dependence Modeling
8 Advances in Applied Probability
8 Transactions of the American Mathematical Society
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
8 Review of Derivatives Research
8 Science China. Mathematics
8 Probability, Uncertainty and Quantitative Risk
7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
7 Operations Research
7 SIAM Journal on Control and Optimization
7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
7 Positivity
7 North American Actuarial Journal
7 Asia-Pacific Financial Markets
6 Chaos, Solitons and Fractals
6 Journal of Econometrics
6 Optimization
6 Stochastics and Dynamics
6 Formalized Mathematics
5 Lithuanian Mathematical Journal
5 Systems & Control Letters
5 Applied Mathematics. Series B (English Edition)
5 Mathematical Problems in Engineering
5 Macroeconomic Dynamics
5 Acta Mathematica Sinica. English Series
4 Physica A
4 Theory of Probability and its Applications
4 Applied Mathematics and Computation
4 Kybernetika
4 Proceedings of the American Mathematical Society
4 Journal of Applied Mathematics and Stochastic Analysis
4 Automation and Remote Control
4 Stochastics and Stochastics Reports
4 Computational Economics
4 Journal of Mathematical Sciences (New York)
4 Economic Theory
4 Discrete and Continuous Dynamical Systems
4 OR Spectrum
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Advances in Complex Systems
4 Computational Management Science
4 Journal of Industrial and Management Optimization
4 Optimization Letters
4 International Journal of Stochastic Analysis
3 Journal of Mathematical Physics
3 Reviews in Mathematical Physics
3 The Annals of Statistics
3 Inventiones Mathematicae
3 Journal of Statistical Planning and Inference
3 Mathematical Social Sciences
3 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
3 Science in China. Series A
3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
...and 165 more Serials
all top 5

Cited in 43 Fields

1,308 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
916 Probability theory and stochastic processes (60-XX)
199 Operations research, mathematical programming (90-XX)
194 Statistics (62-XX)
144 Systems theory; control (93-XX)
112 Calculus of variations and optimal control; optimization (49-XX)
87 Functional analysis (46-XX)
85 Statistical mechanics, structure of matter (82-XX)
50 Measure and integration (28-XX)
46 Partial differential equations (35-XX)
38 Dynamical systems and ergodic theory (37-XX)
38 Numerical analysis (65-XX)
21 Operator theory (47-XX)
19 Real functions (26-XX)
15 Convex and discrete geometry (52-XX)
14 Global analysis, analysis on manifolds (58-XX)
13 Potential theory (31-XX)
13 Computer science (68-XX)
12 Ordinary differential equations (34-XX)
10 Mathematical logic and foundations (03-XX)
10 Quantum theory (81-XX)
10 Information and communication theory, circuits (94-XX)
8 Difference and functional equations (39-XX)
6 Combinatorics (05-XX)
6 Fluid mechanics (76-XX)
6 Biology and other natural sciences (92-XX)
5 General and overarching topics; collections (00-XX)
5 Integral equations (45-XX)
3 History and biography (01-XX)
3 Order, lattices, ordered algebraic structures (06-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Differential geometry (53-XX)
2 Special functions (33-XX)
2 Approximations and expansions (41-XX)
2 Integral transforms, operational calculus (44-XX)
2 General topology (54-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Geophysics (86-XX)
1 Algebraic geometry (14-XX)
1 Group theory and generalizations (20-XX)
1 Topological groups, Lie groups (22-XX)
1 Sequences, series, summability (40-XX)
1 Abstract harmonic analysis (43-XX)

Citations by Year

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