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Gulisashvili, Archil

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Author ID: gulisashvili.archil Recent zbMATH articles by "Gulisashvili, Archil"
Published as: Gulisashvili, A.; Gulisashvili, A. B.; Gulisashvili, Archil
Homepage: https://www.ohio.edu/cas/math/contact/profiles.cfm?profile=gulisash
External Links: MGP · Math-Net.Ru · Wikidata
Documents Indexed: 81 Publications since 1970, including 3 Books
all top 5

Serials

10 Soobshcheniya Akademii Nauk Gruzinskoĭ SSR
6 Soviet Mathematics. Doklady
5 Journal of Soviet Mathematics
5 Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta Imeni V. A. Steklova
4 Journal of Functional Analysis
3 Quantitative Finance
3 SIAM Journal on Financial Mathematics
2 Studia Mathematica
2 Applied Mathematics and Optimization
2 Transactions of the American Mathematical Society
2 Mathematical Finance
2 Proceedings of A. Razmadze Mathematical Institute
2 International Journal of Theoretical and Applied Finance
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Journal of Mathematical Analysis and Applications
1 Mathematical Notes
1 Matematicheskie Zametki
1 American Journal of Mathematics
1 The Annals of Probability
1 Functional Analysis and its Applications
1 Funktsional’nyĭ Analiz i ego Prilozheniya
1 Journal of Approximation Theory
1 Matematicheskiĭ Sbornik. Novaya Seriya
1 Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne
1 IMRN. International Mathematics Research Notices
1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
1 Journal of Dynamic Systems, Measurement and Control
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Mathematics of the USSR, Sbornik
1 Stochastic Processes and their Applications
1 Electronic Communications in Probability
1 Bernoulli
1 Journal of Evolution Equations
1 Annals of Finance
1 Springer Proceedings in Mathematics & Statistics
1 Springer Finance

Publications by Year

Citations contained in zbMATH

56 Publications have been cited 328 times in 218 Documents Cited by Year
Exact smoothing properties of Schrödinger semigroups. Zbl 0864.47019
Gulisashvili, Archil; Kon, Mark A.
27
1996
Asymptotic formulas with error estimates for call pricing functions and the implied volatility at extreme strikes. Zbl 1284.91545
Gulisashvili, Archil
25
2010
Analytically tractable stochastic stock price models. Zbl 1264.91007
Gulisashvili, Archil
23
2012
Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models. Zbl 1208.91172
Gulisashvili, Archil; Stein, Elias M.
22
2010
On refined volatility smile expansion in the Heston model. Zbl 1267.91068
Friz, Peter; Gerhold, Stefan; Gulisashvili, Archil; Sturm, Stephan
21
2011
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory. Zbl 1347.60097
Friz, Peter K.; Gess, Benjamin; Gulisashvili, Archil; Riedel, Sebastian
19
2016
Linear chaos in the unforced quantum harmonic oscillator. Zbl 0870.58057
Gulisashvili, A.; MacCluer, C. R.
19
1996
Non-autonomous Kato classes and Feynman–Kac propagators. Zbl 1113.47031
Gulisashvili, Archil; van Casteren, Jan A.
15
2006
Tail behavior of sums and differences of log-normal random variables. Zbl 1344.60036
Gulisashvili, Archil; Tankov, Peter
11
2016
Large deviations and asymptotic methods in finance. Zbl 1322.60003
Friz, Peter K. (ed.); Gatheral, Jim (ed.); Gulisashvili, Archil (ed.); Jacquier, Antoine (ed.); Teichmann, Josef (ed.)
10
2015
Left-wing asymptotics of the implied volatility in the presence of atoms. Zbl 1337.91043
Gulisashvili, Archil
9
2015
Asymptotic behavior of distribution densities in models with stochastic volatility. I. Zbl 1198.91247
Gulisashvili, Archil; Stein, Elias M.
9
2010
Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model. Zbl 1134.91021
Gulisashvili, Archil; Stein, Elias M.
8
2006
Estimates for the Pettis integral in interpolation spaces, and a generalization of some imbedding theorems. Zbl 0531.46031
Gulisashvili, A. B.
8
1982
Short-time near-the-money skew in rough fractional volatility models. Zbl 1420.91445
Bayer, C.; Friz, P. K.; Gulisashvili, A.; Horvath, B.; Stemper, B.
7
2019
Asymptotic equivalence in Lee’s moment formulas for the implied volatility, asset price models without moment explosions, and Piterbarg’s conjecture. Zbl 1241.91114
Gulisashvili, Archil
7
2012
Implied volatility in the Hull-White model. Zbl 1168.91360
Gulisashvili, Archil; Stein, Elias M.
7
2009
On the probability of hitting the boundary for Brownian motions on the SABR plane. Zbl 1384.60090
Gulisashvili, Archil; Horvath, Blanka; Jacquier, Antoine
6
2016
On multipliers on Besov spaces. Zbl 0564.46026
Gulisashvili, A. B.
5
1984
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics. Zbl 1406.91463
Gulisashvili, Archil; Horvath, Blanka; Jacquier, Antoine
4
2018
On the heat equation with a time-dependent singular potential. Zbl 1029.35107
Gulisashvili, Archil
4
2002
Estimates for the Pettis integral in interpolation spaces with some applications. Zbl 0531.46032
Gulisashvili, A.
4
1983
Fourier coefficients of summable functions. Zbl 0388.42003
Gulisashvili, A. B.; Rodin, V. A.; Semenov, E. M.
4
1977
Extreme-strike asymptotics for general Gaussian stochastic volatility models. Zbl 1410.91450
Gulisashvili, Archil; Viens, Frederi; Zhang, Xin
3
2019
Large deviation principle for Volterra type fractional stochastic volatility models. Zbl 1416.91376
Gulisashvili, Archil
3
2018
The Heston Riemannian distance function. Zbl 1312.91097
Gulisashvili, Archil; Laurence, Peter
3
2014
Sharp estimates in smoothing theorems for Schrödinger semigroups. Zbl 0958.47017
Gulisashvili, Archil
3
2000
Smoothness of Schrödinger semigroups and eigenfunctions. Zbl 0834.47033
Gulisashvili, Archil; Kon, Mark A.
3
1994
Multipliers in Besov spaces and traces of functions on subsets of Euclidean space. Zbl 0666.42011
Gulisashvili, A. B.
3
1985
Classes of time-dependent measures, non-homogeneous Markov processes, and Feynman–Kac propagators. Zbl 1141.47031
Gulisashvili, Archil
2
2008
Nonautonomous Kato classes of measures and Feynman-Kac propagators. Zbl 1078.35039
Gulisashvili, Archil
2
2005
Free propagators and Feynman-Kac propagators. Zbl 1084.47035
Gulisashvili, Archil
2
2004
On the Kato classes of distributions and the BMO-classes. Zbl 1088.46019
Gulisashvili, A.
2
2002
Classes of time-dependent measures and the behavior of Feynman-Kac propagators. Zbl 1020.31001
Gulisashvili, Archil
2
2002
Interpolation on families of characteristic functions. Zbl 0958.46006
Cwikel, Michael; Gulisashvili, Archil
2
2000
Rearrangements of functions on a locally compact abelian group and integrability of the Fourier transform. Zbl 0870.43001
Gulisashvili, A.
2
1997
Rearrangements, arrangements of signs and the convergence of sequences of operators. Zbl 0507.47012
Gulisashvili, A. B.
2
1982
On singularities of summable functions. Zbl 0474.42015
Gulisashvili, A. B.
2
1981
The Gärtner-Ellis theorem, homogenization, and affine processes. Zbl 1418.91616
Gulisashvili, Archil; Teichmann, Josef
1
2015
Implied volatility of basket options at extreme strikes. Zbl 1418.91516
Gulisashvili, Archil; Tankov, Peter
1
2015
Asymptotic analysis of stock price densities and implied volatilities in mixed stochastic models. Zbl 1336.91075
Gulisashvili, Archil; Vives, Josep
1
2015
Two-sided estimates for distribution densities in models with jumps. Zbl 1247.91184
Gulisashvili, Archil; Vives, Josep
1
2012
Feynman–Kac propagators and viscosity solutions. Zbl 1101.47027
Gulisashvili, Archil; van Casteren, Jan A.
1
2005
Gustave Choquet tells about his stay in Poland after World War II. Zbl 1242.01039
Gulisashvili, Archil
1
2003
Rearrangement-invariant spaces of functions on LCA groups. Zbl 0909.43002
Gulisashvili, Archil
1
1998
Mean dimension of function classes with Lebesgue measurable spectral sets. Zbl 0787.41019
Gulisashvili, A.
1
1993
Traces of functions belonging to Sovolev and Besov spaces and extensions from subsets of the Euclidean space. Zbl 0666.46036
Gulisashvili, A. B.
1
1989
Traces of differential functions on subsets of the Euclidean space. Zbl 0655.46024
Gulisashvili, A. B.
1
1988
Singularities of summable functions. Zbl 0517.42041
Gulisashvili, A. B.
1
1983
Classes with a ”cancellation” and integrability of maximal operators. Zbl 0502.46015
Gulisashvili, A. B.
1
1982
On the convergence of orthogonal series in \(L^ 1-\)norm and almost everywhere. Zbl 0468.42017
Gulisashvili, A. B.
1
1981
On the behavior of the Fourier coefficients of equimeasurable functions. Zbl 0473.42004
Gulisashvili, A. B.
1
1980
Individual interpolation theorem. Zbl 0423.47012
Gulisashvili, A. B.
1
1979
An interpolation theorem on subsets. Zbl 0395.46034
Gulisashvili, A. B.
1
1978
On the behaviour of the Fourier transform of rearranged functions. Zbl 0379.43007
Gulisashvili, A. B.
1
1977
An interpolation theorem of weak type and the behavior of the Fourier transform of a function having prescribed Lebesgue sets. Zbl 0318.46046
Gulisashvili, A. B.
1
1974
Short-time near-the-money skew in rough fractional volatility models. Zbl 1420.91445
Bayer, C.; Friz, P. K.; Gulisashvili, A.; Horvath, B.; Stemper, B.
7
2019
Extreme-strike asymptotics for general Gaussian stochastic volatility models. Zbl 1410.91450
Gulisashvili, Archil; Viens, Frederi; Zhang, Xin
3
2019
Mass at zero in the uncorrelated SABR model and implied volatility asymptotics. Zbl 1406.91463
Gulisashvili, Archil; Horvath, Blanka; Jacquier, Antoine
4
2018
Large deviation principle for Volterra type fractional stochastic volatility models. Zbl 1416.91376
Gulisashvili, Archil
3
2018
The Jain-Monrad criterion for rough paths and applications to random Fourier series and non-Markovian Hörmander theory. Zbl 1347.60097
Friz, Peter K.; Gess, Benjamin; Gulisashvili, Archil; Riedel, Sebastian
19
2016
Tail behavior of sums and differences of log-normal random variables. Zbl 1344.60036
Gulisashvili, Archil; Tankov, Peter
11
2016
On the probability of hitting the boundary for Brownian motions on the SABR plane. Zbl 1384.60090
Gulisashvili, Archil; Horvath, Blanka; Jacquier, Antoine
6
2016
Large deviations and asymptotic methods in finance. Zbl 1322.60003
Friz, Peter K. (ed.); Gatheral, Jim (ed.); Gulisashvili, Archil (ed.); Jacquier, Antoine (ed.); Teichmann, Josef (ed.)
10
2015
Left-wing asymptotics of the implied volatility in the presence of atoms. Zbl 1337.91043
Gulisashvili, Archil
9
2015
The Gärtner-Ellis theorem, homogenization, and affine processes. Zbl 1418.91616
Gulisashvili, Archil; Teichmann, Josef
1
2015
Implied volatility of basket options at extreme strikes. Zbl 1418.91516
Gulisashvili, Archil; Tankov, Peter
1
2015
Asymptotic analysis of stock price densities and implied volatilities in mixed stochastic models. Zbl 1336.91075
Gulisashvili, Archil; Vives, Josep
1
2015
The Heston Riemannian distance function. Zbl 1312.91097
Gulisashvili, Archil; Laurence, Peter
3
2014
Analytically tractable stochastic stock price models. Zbl 1264.91007
Gulisashvili, Archil
23
2012
Asymptotic equivalence in Lee’s moment formulas for the implied volatility, asset price models without moment explosions, and Piterbarg’s conjecture. Zbl 1241.91114
Gulisashvili, Archil
7
2012
Two-sided estimates for distribution densities in models with jumps. Zbl 1247.91184
Gulisashvili, Archil; Vives, Josep
1
2012
On refined volatility smile expansion in the Heston model. Zbl 1267.91068
Friz, Peter; Gerhold, Stefan; Gulisashvili, Archil; Sturm, Stephan
21
2011
Asymptotic formulas with error estimates for call pricing functions and the implied volatility at extreme strikes. Zbl 1284.91545
Gulisashvili, Archil
25
2010
Asymptotic behavior of the stock price distribution density and implied volatility in stochastic volatility models. Zbl 1208.91172
Gulisashvili, Archil; Stein, Elias M.
22
2010
Asymptotic behavior of distribution densities in models with stochastic volatility. I. Zbl 1198.91247
Gulisashvili, Archil; Stein, Elias M.
9
2010
Implied volatility in the Hull-White model. Zbl 1168.91360
Gulisashvili, Archil; Stein, Elias M.
7
2009
Classes of time-dependent measures, non-homogeneous Markov processes, and Feynman–Kac propagators. Zbl 1141.47031
Gulisashvili, Archil
2
2008
Non-autonomous Kato classes and Feynman–Kac propagators. Zbl 1113.47031
Gulisashvili, Archil; van Casteren, Jan A.
15
2006
Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull-White model. Zbl 1134.91021
Gulisashvili, Archil; Stein, Elias M.
8
2006
Nonautonomous Kato classes of measures and Feynman-Kac propagators. Zbl 1078.35039
Gulisashvili, Archil
2
2005
Feynman–Kac propagators and viscosity solutions. Zbl 1101.47027
Gulisashvili, Archil; van Casteren, Jan A.
1
2005
Free propagators and Feynman-Kac propagators. Zbl 1084.47035
Gulisashvili, Archil
2
2004
Gustave Choquet tells about his stay in Poland after World War II. Zbl 1242.01039
Gulisashvili, Archil
1
2003
On the heat equation with a time-dependent singular potential. Zbl 1029.35107
Gulisashvili, Archil
4
2002
On the Kato classes of distributions and the BMO-classes. Zbl 1088.46019
Gulisashvili, A.
2
2002
Classes of time-dependent measures and the behavior of Feynman-Kac propagators. Zbl 1020.31001
Gulisashvili, Archil
2
2002
Sharp estimates in smoothing theorems for Schrödinger semigroups. Zbl 0958.47017
Gulisashvili, Archil
3
2000
Interpolation on families of characteristic functions. Zbl 0958.46006
Cwikel, Michael; Gulisashvili, Archil
2
2000
Rearrangement-invariant spaces of functions on LCA groups. Zbl 0909.43002
Gulisashvili, Archil
1
1998
Rearrangements of functions on a locally compact abelian group and integrability of the Fourier transform. Zbl 0870.43001
Gulisashvili, A.
2
1997
Exact smoothing properties of Schrödinger semigroups. Zbl 0864.47019
Gulisashvili, Archil; Kon, Mark A.
27
1996
Linear chaos in the unforced quantum harmonic oscillator. Zbl 0870.58057
Gulisashvili, A.; MacCluer, C. R.
19
1996
Smoothness of Schrödinger semigroups and eigenfunctions. Zbl 0834.47033
Gulisashvili, Archil; Kon, Mark A.
3
1994
Mean dimension of function classes with Lebesgue measurable spectral sets. Zbl 0787.41019
Gulisashvili, A.
1
1993
Traces of functions belonging to Sovolev and Besov spaces and extensions from subsets of the Euclidean space. Zbl 0666.46036
Gulisashvili, A. B.
1
1989
Traces of differential functions on subsets of the Euclidean space. Zbl 0655.46024
Gulisashvili, A. B.
1
1988
Multipliers in Besov spaces and traces of functions on subsets of Euclidean space. Zbl 0666.42011
Gulisashvili, A. B.
3
1985
On multipliers on Besov spaces. Zbl 0564.46026
Gulisashvili, A. B.
5
1984
Estimates for the Pettis integral in interpolation spaces with some applications. Zbl 0531.46032
Gulisashvili, A.
4
1983
Singularities of summable functions. Zbl 0517.42041
Gulisashvili, A. B.
1
1983
Estimates for the Pettis integral in interpolation spaces, and a generalization of some imbedding theorems. Zbl 0531.46031
Gulisashvili, A. B.
8
1982
Rearrangements, arrangements of signs and the convergence of sequences of operators. Zbl 0507.47012
Gulisashvili, A. B.
2
1982
Classes with a ”cancellation” and integrability of maximal operators. Zbl 0502.46015
Gulisashvili, A. B.
1
1982
On singularities of summable functions. Zbl 0474.42015
Gulisashvili, A. B.
2
1981
On the convergence of orthogonal series in \(L^ 1-\)norm and almost everywhere. Zbl 0468.42017
Gulisashvili, A. B.
1
1981
On the behavior of the Fourier coefficients of equimeasurable functions. Zbl 0473.42004
Gulisashvili, A. B.
1
1980
Individual interpolation theorem. Zbl 0423.47012
Gulisashvili, A. B.
1
1979
An interpolation theorem on subsets. Zbl 0395.46034
Gulisashvili, A. B.
1
1978
Fourier coefficients of summable functions. Zbl 0388.42003
Gulisashvili, A. B.; Rodin, V. A.; Semenov, E. M.
4
1977
On the behaviour of the Fourier transform of rearranged functions. Zbl 0379.43007
Gulisashvili, A. B.
1
1977
An interpolation theorem of weak type and the behavior of the Fourier transform of a function having prescribed Lebesgue sets. Zbl 0318.46046
Gulisashvili, A. B.
1
1974
all top 5

Cited by 317 Authors

26 Gulisashvili, Archil
14 Jacquier, Antoine
11 Friz, Peter Karl
8 Gerhold, Stefan
6 Forde, Martin
5 De Marco, Stefano
4 Horvath, Blanka
4 Intissar, Abdelkader
4 Naibo, Virginia
4 Pinter, Arpad
4 Riedel, Sebastian
4 Roome, Patrick
4 Tindel, Samy
4 Wu, Xinxing
3 Bayer, Christian
3 Bernicot, Frédéric
3 Deuschel, Jean-Dominique
3 Garnier, Josselin
3 Inahama, Yuzuru
3 Martini, Claude
3 Ouyang, Cheng
3 Peris, Alfredo
3 Rodríguez Ruiz, José
3 Sølna, Knut
3 Stein, Elias Menachem
3 Tankov, Peter
3 Vives, Josep
3 Vuillermot, Pierre-A.
2 Baudoin, Fabrice
2 Bogdan, Krzysztof
2 Brummer, Joshua
2 Caravenna, Francesco
2 Cerda, Joan L.
2 Chakrabarty, Arijit
2 Chevyrev, Ilya
2 Coll, Heribert
2 Corbetta, Jacopo
2 Eberle, Andreas
2 Fu, Xinchu
2 Jakubowski, Tomasz
2 Keller-Ressel, Martin
2 Laurence, Peter
2 Lian, Guanghua
2 Marinelli, Carlo
2 Martínez-Giménez, Félix
2 Mendoza-Arriaga, Rafael
2 Michelangeli, Alessandro
2 Pirjol, Dan
2 Prömel, David J.
2 Samorodnitsky, Gennady Pinkhosovich
2 Scheutzow, Michael K. R.
2 Schröder, Michael
2 Semënov, Evgeniĭ Mikhaĭlovich
2 Shi, Fangwei
2 Sickel, Winfried
2 Takahashi, Akihiko
2 Tehranchi, Michael R.
2 Teichmann, Josef
2 Tempone, Raúl F.
2 Viens, Frederi G.
2 Violante, S.
2 Wreszinski, Walter F.
2 Yang, Nian
2 Zagrebnov, Valentin A.
2 Zhang, Hongzhong
2 Zhang, Xin
2 Zhu, Lingjiong
2 Zhu, Peiyong
1 Agoitia Hurtado, María Fernanda del Carmen
1 Albeverio, Sergio A.
1 Alòs, Elisa
1 Alouini, Mohamed-Slim
1 Andersen, Leif B. G.
1 Arlotti, Luisa
1 Asmussen, Søren
1 Aviles Lopez, Antonio
1 Badr, Nadine
1 Bailleul, Ismaël F.
1 Barashkov, N.
1 Bellazzini, Jacopo
1 Ben Hammouda, Chiheb
1 Ben Rached, Nadhir
1 Ben Zineb, Tarik
1 Bender, Christian
1 Bermúdez, Teresa
1 Bès, Juan P.
1 Bimendina, Aĭnur Uzbekovna
1 Boedihardjo, Horatio
1 Bolkart, Martin
1 Bonilla, Antonio
1 Botev, Zdravko I.
1 Broderix, Kurt
1 Brudnyi, Yuri A.
1 Bukhvalov, Alexander V.
1 Callegaro, Giorgia
1 Cannizzaro, Giuseppe
1 Cao, Jiling
1 Cao, Pei
1 Carlehed, Magnus
1 Cascales, Bernardo
...and 217 more Authors
all top 5

Cited in 95 Serials

18 SIAM Journal on Financial Mathematics
14 Journal of Functional Analysis
10 Journal of Mathematical Analysis and Applications
10 International Journal of Theoretical and Applied Finance
9 Quantitative Finance
6 Journal of Soviet Mathematics
6 Stochastic Processes and their Applications
6 Mathematical Finance
5 Transactions of the American Mathematical Society
4 Journal of Applied Probability
4 Journal of Differential Equations
4 Potential Analysis
4 Finance and Stochastics
3 Journal d’Analyse Mathématique
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Insurance Mathematics & Economics
3 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
3 Decisions in Economics and Finance
2 Communications in Mathematical Physics
2 Communications on Pure and Applied Mathematics
2 Theory of Probability and its Applications
2 The Annals of Probability
2 Applied Mathematics and Optimization
2 Statistics & Probability Letters
2 Stochastic Analysis and Applications
2 Journal of Theoretical Probability
2 Applied Mathematics Letters
2 Annals of Operations Research
2 The Journal of Geometric Analysis
2 Applied Mathematical Finance
2 Methodology and Computing in Applied Probability
2 Communications on Pure and Applied Analysis
2 Complex Analysis and Operator Theory
1 Advances in Applied Probability
1 Israel Journal of Mathematics
1 Journal of Mathematical Physics
1 Lithuanian Mathematical Journal
1 Mathematical Notes
1 Studia Mathematica
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 Applied Mathematics and Computation
1 Bulletin de la Société Mathématique de France
1 Duke Mathematical Journal
1 Integral Equations and Operator Theory
1 Journal of Computational and Applied Mathematics
1 Journal für die Reine und Angewandte Mathematik
1 Mathematische Nachrichten
1 Proceedings of the American Mathematical Society
1 Quaestiones Mathematicae
1 SIAM Journal on Numerical Analysis
1 Siberian Mathematical Journal
1 Tohoku Mathematical Journal. Second Series
1 Topology and its Applications
1 Zeitschrift für Analysis und ihre Anwendungen
1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
1 Probability Theory and Related Fields
1 Sugaku Expositions
1 European Journal of Applied Mathematics
1 The Annals of Applied Probability
1 Communications in Partial Differential Equations
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Bulletin of the American Mathematical Society. New Series
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Statistics and Data Analysis
1 Experimental Mathematics
1 Advances in Applied Clifford Algebras
1 Random Operators and Stochastic Equations
1 Monte Carlo Methods and Applications
1 Electronic Journal of Probability
1 Electronic Communications in Probability
1 Doklady Mathematics
1 Abstract and Applied Analysis
1 Mathematical Physics, Analysis and Geometry
1 Analysis (München)
1 Statistical Inference for Stochastic Processes
1 Annales Henri Poincaré
1 Journal of Nonlinear Mathematical Physics
1 Journal of Evolution Equations
1 Journal of Systems Science and Complexity
1 Comptes Rendus. Mathématique. Académie des Sciences, Paris
1 Asia-Pacific Financial Markets
1 Stochastics
1 Proceedings of the Steklov Institute of Mathematics
1 Frontiers of Mathematics in China
1 Mathematics and Financial Economics
1 Journal of Physics A: Mathematical and Theoretical
1 Advances in Mathematical Physics
1 Antiquitates Mathematicae
1 International Journal of Stochastic Analysis
1 European Actuarial Journal
1 Annals of Finance
1 Statistics & Risk Modeling
1 Stochastic and Partial Differential Equations. Analysis and Computations
1 Modern Stochastics. Theory and Applications
1 Journal de l’École Polytechnique – Mathématiques
all top 5

Cited in 40 Fields

101 Probability theory and stochastic processes (60-XX)
92 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
36 Operator theory (47-XX)
34 Functional analysis (46-XX)
32 Partial differential equations (35-XX)
16 Harmonic analysis on Euclidean spaces (42-XX)
14 Numerical analysis (65-XX)
12 Statistics (62-XX)
10 Quantum theory (81-XX)
9 Dynamical systems and ergodic theory (37-XX)
8 Ordinary differential equations (34-XX)
7 Approximations and expansions (41-XX)
5 Functions of a complex variable (30-XX)
4 Real functions (26-XX)
4 Measure and integration (28-XX)
4 Statistical mechanics, structure of matter (82-XX)
3 Potential theory (31-XX)
3 Global analysis, analysis on manifolds (58-XX)
3 Fluid mechanics (76-XX)
2 Abstract harmonic analysis (43-XX)
2 Integral transforms, operational calculus (44-XX)
2 Calculus of variations and optimal control; optimization (49-XX)
2 Differential geometry (53-XX)
2 General topology (54-XX)
2 Computer science (68-XX)
2 Relativity and gravitational theory (83-XX)
1 History and biography (01-XX)
1 Number theory (11-XX)
1 Algebraic geometry (14-XX)
1 Associative rings and algebras (16-XX)
1 Nonassociative rings and algebras (17-XX)
1 Topological groups, Lie groups (22-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Special functions (33-XX)
1 Sequences, series, summability (40-XX)
1 Integral equations (45-XX)
1 Mechanics of particles and systems (70-XX)
1 Astronomy and astrophysics (85-XX)
1 Systems theory; control (93-XX)
1 Information and communication theory, circuits (94-XX)

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