# zbMATH — the first resource for mathematics

## Gyöngy, István

Compute Distance To:
 Author ID: gyongy.istvan Published as: Gyoengy, I.; Gyongy, I.; Gyöngy, I.; Gyöngy, Istvan; Gyöngy, István Homepage: http://www.maths.ed.ac.uk/people/show?person=46 External Links: MGP · Math-Net.Ru · Wikidata · GND
 Documents Indexed: 84 Publications since 1980, including 1 Book
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#### Co-Authors

 29 single-authored 22 Krylov, Nicolaĭ Vladimirovich 5 Šiška, David 4 Gerencsér, Máté 4 Millet, Annie 4 Nualart, David 3 Martinez, Teresa 3 Pardoux, Etienne 2 Alabert, Aureli 2 Rovira, Carles 2 Sabanis, Sotirios 1 Bally, Vlad 1 Cohen, Samuel N. 1 Dareiotis, Konstantinos Anastasios 1 dos Reis, Gonçalo 1 Michaletzky, Gyórgy 1 Pröhle, T. 1 Rásonyi, Miklós 1 Sanz-Solé, Marta 1 Shmatkov, Anton 1 Stinga, Pablo Raúl 1 Szpruch, Lukasz
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#### Serials

 11 Potential Analysis 7 Stochastics and Stochastics Reports 5 Stochastics 5 Probability Theory and Related Fields 5 Stochastic Processes and their Applications 5 Stochastic and Partial Differential Equations. Analysis and Computations 4 Applied Mathematics and Optimization 3 Mathematics of Computation 2 Computers & Mathematics with Applications 2 The Annals of Probability 2 Acta Mathematica Hungarica 2 SIAM Journal on Mathematical Analysis 2 Bernoulli 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Collectanea Mathematica 1 Czechoslovak Mathematical Journal 1 Illinois Journal of Mathematics 1 Journal of Functional Analysis 1 Acta Applicandae Mathematicae 1 Mathematics of the USSR, Sbornik 1 Matematicheskiĭ Sbornik 1 Journal of Mathematical Sciences (New York) 1 Methods and Applications of Analysis 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 1 Stochastics 1 Springer Proceedings in Mathematics & Statistics
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#### Fields

 74 Probability theory and stochastic processes (60-XX) 31 Partial differential equations (35-XX) 21 Numerical analysis (65-XX) 12 Systems theory; control (93-XX) 1 General and overarching topics; collections (00-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX)

#### Citations contained in zbMATH

70 Publications have been cited 1,248 times in 754 Documents Cited by Year
Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038
Gyöngy, István; Krylov, Nicolai
1996
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II. Zbl 0944.60074
Gyöngy, István
1999
Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043
Gyöngy, I.
1986
Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058
Gyöngy, István
1998
A note on Euler’s approximations. Zbl 0946.60059
Gyöngy, István
1998
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
1999
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I. Zbl 0915.60069
Gyöngy, István
1998
On stochastics equations with respect to semimartingales. II. Ito formula in Banach spaces. Zbl 0481.60060
Gyoengy, I.; Krylov, N. V.
1982
On stochastic equations with respect to semimartingales. III. Zbl 0495.60067
Gyongy, I.
1982
On stochastic equations with respect to semimartingales I. Zbl 0439.60061
Gyöngy, I.; Krylov, N. V.
1980
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. Zbl 1226.60095
Gyöngy, István; Rásonyi, Miklós
2011
On stochastic differential equations with locally unbounded drift. Zbl 1001.60060
Gyöngy, István; Martínez, Teresa
2001
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
1994
On discretization schemes for stochastic evolution equations. Zbl 1067.60049
Gyöngy, István; Millet, Annie
2005
On the splitting-up method and stochastic partial differential equations. Zbl 1028.60058
Gyöngy, István; Krylov, Nicolai
2003
On the approximation of stochastic partial differential equations. I. Zbl 0669.60058
Gyöngy, I.
1988
Rate of convergence of space time approximations for stochastic evolution equations. Zbl 1168.60025
Gyöngy, István; Millet, Annie
2009
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
1993
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
1993
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1106.60050
Gyöngy, Istvan; Shmatkov, Anton
2006
On $$L^ {p}$$-solutions of semilinear stochastic partial differential equations. Zbl 1046.60059
Gyöngy, István; Rovira, Carles
2000
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
1997
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
1995
Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space. Zbl 1222.65009
Gyöngy, István; Krylov, Nicolai
2010
On numerical approximation of stochastic Burgers’ equation. Zbl 1116.60027
Alabert, Aureli; Gyöngy, István
2006
On the rate of convergence of splitting-up approximations for SPDEs. Zbl 1038.60057
Gyöngy, István; Krylov, Nicolai
2003
On the approximation of stochastic differential equation and on Stroock- Varadhan’s support theorem. Zbl 0711.60051
Gyöngy, I.; Pröhle, T.
1990
Rate of convergence of implicit approximations for stochastic evolution equations. Zbl 1126.60054
Gyöngy, István; Millet, Annie
2007
Approximations of stochastic partial differential equations. Zbl 1004.60073
Gyöngy, István
2002
On the approximation of stochastic partial differential equations. II. Zbl 0669.60059
Gyöngy, I.
1989
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
2016
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
2015
A note on Euler approximations for stochastic differential equations with delay. Zbl 1293.60068
Gyöngy, Istvan; Sabanis, Sotirios
2013
An accelerated splitting-up method for parabolic equations. Zbl 1101.35038
Gyöngy, István; Krylov, Nicolai
2005
Approximation and support theorems in modulus spaces. Zbl 0820.60038
Gyöngy, István; Nualart, David; Sanz-Sole, Marta
1995
The stability of stochastic partial differential equations and applications. I. Zbl 0726.60060
Gyöngy, I.
1989
On nondegenerate quasilinear stochastic partial differential equations. Zbl 0842.60063
Gyöngy, István
1995
Stochastic partial differential equations with unbounded coefficients and applications. I. Zbl 0729.60053
Gyöngy, I.; Krylov, N. V.
1990
The stability of stochastic partial differential equations. II. Zbl 0726.60061
Gyöngy, I.
1989
On the approximation of stochastic differential equations. Zbl 0635.60071
Gyöngy, I.
1988
On stochastic finite difference schemes. Zbl 1311.65005
Gyöngy, István
2014
A comparison principle for stochastic integro-differential equations. Zbl 1307.60093
Dareiotis, Konstantinos Anastasios; Gyöngy, István
2014
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1291.60129
Gyöngy, István; Stinga, Pablo Raúl
2013
Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space. Zbl 1223.65068
Gyöngy, István; Krylov, Nicolai
2011
On stochastic reaction-diffusion equations with singular force term. Zbl 0976.60062
Alabert, Aureli; Gyöngy, István
2001
Stochastic partial differential equations on manifolds. I. Zbl 0777.60053
Gyöngy, István
1993
Stochastic partial differential equations with unbounded coefficients and applications. III. Zbl 0791.60045
Gyöngy, István; Krylov, Nicolai V.
1992
The stability of stochastic partial differential equations and applications. Theorems on supports. Zbl 0683.93092
Gyöngy, I.
1989
Localization errors in solving stochastic partial differential equations in the whole space. Zbl 1364.60081
Gerencsér, Máté; Gyöngy, István
2017
Finite difference schemes for stochastic partial differential equations in Sobolev spaces. Zbl 1351.65004
Gerencsér, Máté; Gyöngy, István
2015
On finite difference schemes for degenerate stochastic parabolic partial differential equations. Zbl 1291.65263
Gyöngy, I.
2011
On numerical solution of stochastic partial differential equations of elliptic type. Zbl 1111.60046
Gyöngy, István; Martínez, Teresa
2006
On Wong-Zakai approximations with $$\delta$$-martingales. Zbl 1055.60056
Gyöngy, István; Michaletzky, György
2004
On stochastic partial differential equations with polynomial nonlinearities. Zbl 0945.60052
Gyöngy, István; Rovira, Carles
1999
Stochastic partial differential equations on manifolds. II: Nonlinear filtering. Zbl 0873.60042
Gyöngy, István
1997
On stochastic partial differential equations with unbounded coefficients. Zbl 0783.60057
Gyöngy, István; Krylov, Nicolai V.
1992
The approximation of stochastic partial differential equations and applications in nonlinear filtering. Zbl 0711.60053
Gyöngy, I.
1990
Stochastic partial differential equations with unbounded coefficients and applications. II. Zbl 0791.60044
Gyöngy, I.; Krylov, N. V.
1990
First derivatives estimates for finite-difference schemes. Zbl 1198.65165
Gyöngy, István; Krylov, Nicolai
2009
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations. Zbl 1183.65107
Gyöngy, István; Krylov, Nicolai
2009
Expansion of solutions of parameterized equations and acceleration of numerical methods. Zbl 1123.65084
Gyöngy, István; Krylov, Nicolai
2006
Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067
Gyöngy, István; Šiška, David
2017
Accelerated numerical schemes for PDEs and SPDEs. Zbl 1221.65222
Gyöngy, István; Krylov, Nicolai
2011
On finite-difference approximations for normalized Bellman equations. Zbl 1181.93090
Gyöngy, István; Šiška, David
2009
On randomized stopping. Zbl 1157.60316
Gyöngy, István; Šiška, David
2008
Solutions of stochastic partial differential equations as extremals of convex functionals. Zbl 1090.60056
Gyöngy, I.; Martínez, T.
2005
On the support of the solutions of stochastic differential equations. Zbl 0837.60055
Gyöngy, I.
1994
On stochastic partial differential equations with unbounded coefficients. Zbl 0797.60049
Gyöngy, I.; Krylov, N. V.
1992
On stochastic partial differential equations. Results on approximations. Zbl 0791.60046
Gyöngy, István
1991
On the approximation of Ito stochastic equations. Zbl 0712.60063
Gyöngy, I.
1990
Localization errors in solving stochastic partial differential equations in the whole space. Zbl 1364.60081
Gerencsér, Máté; Gyöngy, István
2017
Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067
Gyöngy, István; Šiška, David
2017
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
2016
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
2015
Finite difference schemes for stochastic partial differential equations in Sobolev spaces. Zbl 1351.65004
Gerencsér, Máté; Gyöngy, István
2015
On stochastic finite difference schemes. Zbl 1311.65005
Gyöngy, István
2014
A comparison principle for stochastic integro-differential equations. Zbl 1307.60093
Dareiotis, Konstantinos Anastasios; Gyöngy, István
2014
A note on Euler approximations for stochastic differential equations with delay. Zbl 1293.60068
Gyöngy, Istvan; Sabanis, Sotirios
2013
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1291.60129
Gyöngy, István; Stinga, Pablo Raúl
2013
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. Zbl 1226.60095
Gyöngy, István; Rásonyi, Miklós
2011
Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space. Zbl 1223.65068
Gyöngy, István; Krylov, Nicolai
2011
On finite difference schemes for degenerate stochastic parabolic partial differential equations. Zbl 1291.65263
Gyöngy, I.
2011
Accelerated numerical schemes for PDEs and SPDEs. Zbl 1221.65222
Gyöngy, István; Krylov, Nicolai
2011
Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space. Zbl 1222.65009
Gyöngy, István; Krylov, Nicolai
2010
Rate of convergence of space time approximations for stochastic evolution equations. Zbl 1168.60025
Gyöngy, István; Millet, Annie
2009
First derivatives estimates for finite-difference schemes. Zbl 1198.65165
Gyöngy, István; Krylov, Nicolai
2009
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations. Zbl 1183.65107
Gyöngy, István; Krylov, Nicolai
2009
On finite-difference approximations for normalized Bellman equations. Zbl 1181.93090
Gyöngy, István; Šiška, David
2009
On randomized stopping. Zbl 1157.60316
Gyöngy, István; Šiška, David
2008
Rate of convergence of implicit approximations for stochastic evolution equations. Zbl 1126.60054
Gyöngy, István; Millet, Annie
2007
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1106.60050
Gyöngy, Istvan; Shmatkov, Anton
2006
On numerical approximation of stochastic Burgers’ equation. Zbl 1116.60027
Alabert, Aureli; Gyöngy, István
2006
On numerical solution of stochastic partial differential equations of elliptic type. Zbl 1111.60046
Gyöngy, István; Martínez, Teresa
2006
Expansion of solutions of parameterized equations and acceleration of numerical methods. Zbl 1123.65084
Gyöngy, István; Krylov, Nicolai
2006
On discretization schemes for stochastic evolution equations. Zbl 1067.60049
Gyöngy, István; Millet, Annie
2005
An accelerated splitting-up method for parabolic equations. Zbl 1101.35038
Gyöngy, István; Krylov, Nicolai
2005
Solutions of stochastic partial differential equations as extremals of convex functionals. Zbl 1090.60056
Gyöngy, I.; Martínez, T.
2005
On Wong-Zakai approximations with $$\delta$$-martingales. Zbl 1055.60056
Gyöngy, István; Michaletzky, György
2004
On the splitting-up method and stochastic partial differential equations. Zbl 1028.60058
Gyöngy, István; Krylov, Nicolai
2003
On the rate of convergence of splitting-up approximations for SPDEs. Zbl 1038.60057
Gyöngy, István; Krylov, Nicolai
2003
Approximations of stochastic partial differential equations. Zbl 1004.60073
Gyöngy, István
2002
On stochastic differential equations with locally unbounded drift. Zbl 1001.60060
Gyöngy, István; Martínez, Teresa
2001
On stochastic reaction-diffusion equations with singular force term. Zbl 0976.60062
Alabert, Aureli; Gyöngy, István
2001
On $$L^ {p}$$-solutions of semilinear stochastic partial differential equations. Zbl 1046.60059
Gyöngy, István; Rovira, Carles
2000
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II. Zbl 0944.60074
Gyöngy, István
1999
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
1999
On stochastic partial differential equations with polynomial nonlinearities. Zbl 0945.60052
Gyöngy, István; Rovira, Carles
1999
Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058
Gyöngy, István
1998
A note on Euler’s approximations. Zbl 0946.60059
Gyöngy, István
1998
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I. Zbl 0915.60069
Gyöngy, István
1998
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
1997
Stochastic partial differential equations on manifolds. II: Nonlinear filtering. Zbl 0873.60042
Gyöngy, István
1997
Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038
Gyöngy, István; Krylov, Nicolai
1996
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
1995
Approximation and support theorems in modulus spaces. Zbl 0820.60038
Gyöngy, István; Nualart, David; Sanz-Sole, Marta
1995
On nondegenerate quasilinear stochastic partial differential equations. Zbl 0842.60063
Gyöngy, István
1995
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
1994
On the support of the solutions of stochastic differential equations. Zbl 0837.60055
Gyöngy, I.
1994
On quasi-linear stochastic partial differential equations. Zbl 0791.60047
Gyöngy, I.; Pardoux, E.
1993
On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064
Gyöngy, István; Pardoux, E.
1993
Stochastic partial differential equations on manifolds. I. Zbl 0777.60053
Gyöngy, István
1993
Stochastic partial differential equations with unbounded coefficients and applications. III. Zbl 0791.60045
Gyöngy, István; Krylov, Nicolai V.
1992
On stochastic partial differential equations with unbounded coefficients. Zbl 0783.60057
Gyöngy, István; Krylov, Nicolai V.
1992
On stochastic partial differential equations with unbounded coefficients. Zbl 0797.60049
Gyöngy, I.; Krylov, N. V.
1992
On stochastic partial differential equations. Results on approximations. Zbl 0791.60046
Gyöngy, István
1991
On the approximation of stochastic differential equation and on Stroock- Varadhan’s support theorem. Zbl 0711.60051
Gyöngy, I.; Pröhle, T.
1990
Stochastic partial differential equations with unbounded coefficients and applications. I. Zbl 0729.60053
Gyöngy, I.; Krylov, N. V.
1990
The approximation of stochastic partial differential equations and applications in nonlinear filtering. Zbl 0711.60053
Gyöngy, I.
1990
Stochastic partial differential equations with unbounded coefficients and applications. II. Zbl 0791.60044
Gyöngy, I.; Krylov, N. V.
1990
On the approximation of Ito stochastic equations. Zbl 0712.60063
Gyöngy, I.
1990
On the approximation of stochastic partial differential equations. II. Zbl 0669.60059
Gyöngy, I.
1989
The stability of stochastic partial differential equations and applications. I. Zbl 0726.60060
Gyöngy, I.
1989
The stability of stochastic partial differential equations. II. Zbl 0726.60061
Gyöngy, I.
1989
The stability of stochastic partial differential equations and applications. Theorems on supports. Zbl 0683.93092
Gyöngy, I.
1989
On the approximation of stochastic partial differential equations. I. Zbl 0669.60058
Gyöngy, I.
1988
On the approximation of stochastic differential equations. Zbl 0635.60071
Gyöngy, I.
1988
Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043
Gyöngy, I.
1986
On stochastics equations with respect to semimartingales. II. Ito formula in Banach spaces. Zbl 0481.60060
Gyoengy, I.; Krylov, N. V.
1982
On stochastic equations with respect to semimartingales. III. Zbl 0495.60067
Gyongy, I.
1982
On stochastic equations with respect to semimartingales I. Zbl 0439.60061
Gyöngy, I.; Krylov, N. V.
1980
all top 5

#### Cited by 807 Authors

 41 Gyöngy, István 21 Jentzen, Arnulf 15 Flandoli, Franco 15 Kloeden, Peter Eris 14 Röckner, Michael 13 Krylov, Nicolaĭ Vladimirovich 12 Debussche, Arnaud 12 Zhang, Tusheng S. 11 Friz, Peter Karl 11 Liu, Wei 10 Brzeźniak, Zdzisław 10 Dareiotis, Konstantinos Anastasios 10 Huang, Xing 10 Nualart, David 10 Zhang, Xicheng 9 Hausenblas, Erika 9 Hofmanová, Martina 9 Mao, Xuerong 9 Millet, Annie 9 Temam, Roger Meyer 8 Gess, Benjamin 8 Priola, Enrico 8 Proske, Frank Norbert 8 Taguchi, Dai 8 Wang, Xiaojie 8 Wu, Jianglun 7 Dokuchaev, Nikolai G. 7 Gerencsér, Máté 7 Kamrani, Minoo 7 Manna, Utpal 7 Marinelli, Carlo 7 Matoussi, Anis 7 Ngo, Hoang-Long 7 Sabanis, Sotirios 7 Šiška, David 6 Biswas, Anup 6 Cerrai, Sandra 6 Da Prato, Giuseppe 6 Hairer, Martin 6 Hutzenthaler, Martin 6 Khoshnevisan, Davar 6 Neuenkirch, Andreas 6 Razafimandimby, Paul André 6 Sango, Mamadou 6 Sanz-Solé, Marta 6 Vallet, Guy 5 Arapostathis, Aristotle 5 Duan, Jinqiao 5 Gan, Siqing 5 Lu, Kening 5 Luo, Dejun 5 Nilssen, Torstein K. 5 Ouknine, Youssef 5 Prohl, Andreas 5 Słomiński, Leszek 5 Twardowska, Krystyna 5 Xie, Bin 4 Bao, Jianhai 4 Bessaih, Hakima 4 Bo, Lijun 4 Borkar, Vivek Shripad 4 Breit, Dominic 4 Cao, Yanzhao 4 Deugoue, Gabriel 4 Foondun, Mohammud 4 Glatt-Holtz, Nathan E. 4 Hong, Jialin 4 Hosseini, Seyed Mohammad 4 Leahy, James-Michael 4 Liu, Xianming 4 Meyer-Brandis, Thilo 4 Müller-Gronbach, Thomas 4 Oberhauser, Harald 4 Printems, Jacques 4 Spiliopoulos, Konstantinos V. 4 Sritharan, Sivaguru S. 4 Stannat, Wilhelm 4 Wang, Bixiang 4 Wittbold, Petra 4 Wu, Jing 4 Yaroslavtseva, Larisa 4 Yuan, Chenggui 4 Zhu, RongChan 3 Al-Hussein, Abdulrahman 3 Bachouch, Achref 3 Baños, David R. 3 Barbu, Viorel 3 Becker, Sebastian 3 Blömker, Dirk 3 Brigo, Damiano 3 Cont, Rama 3 Conus, Daniel 3 Cui, Jianbo 3 de Bouard, Anne 3 Dehghan Takht Fooladi, Mehdi 3 Feireisl, Eduard 3 Forde, Martin 3 Freidlin, Mark I. 3 Gao, Hongjun 3 Guo, Boling ...and 707 more Authors
all top 5

#### Cited in 158 Serials

 67 Stochastic Processes and their Applications 31 Stochastic Analysis and Applications 30 Journal of Mathematical Analysis and Applications 29 Journal of Differential Equations 24 Stochastic and Partial Differential Equations. Analysis and Computations 22 Potential Analysis 21 Stochastics and Dynamics 20 Journal of Computational and Applied Mathematics 20 Probability Theory and Related Fields 18 The Annals of Probability 17 Statistics & Probability Letters 14 Mathematics of Computation 14 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 13 Journal of Functional Analysis 12 The Annals of Applied Probability 10 Applied Mathematics and Computation 10 Discrete and Continuous Dynamical Systems. Series B 10 Stochastics 9 Bernoulli 9 Infinite Dimensional Analysis, Quantum Probability and Related Topics 9 International Journal of Theoretical and Applied Finance 8 Applied Mathematics and Optimization 8 Abstract and Applied Analysis 7 BIT 7 Discrete and Continuous Dynamical Systems 6 Stochastics 6 Numerische Mathematik 6 Journal of Theoretical Probability 6 SIAM Journal on Mathematical Analysis 6 Finance and Stochastics 6 Quantitative Finance 5 Journal of Computational Physics 5 Journal of Mathematical Physics 5 SIAM Journal on Numerical Analysis 5 Applied Numerical Mathematics 5 Numerical Algorithms 5 International Journal of Computer Mathematics 5 Journal of Dynamics and Differential Equations 5 Bulletin des Sciences Mathématiques 5 Monte Carlo Methods and Applications 5 SIAM Journal on Financial Mathematics 4 Computers & Mathematics with Applications 4 Communications on Pure and Applied Mathematics 4 Acta Applicandae Mathematicae 4 Physica D 4 Journal of Complexity 4 Journal de Mathématiques Pures et Appliquées. Neuvième Série 4 Stochastics and Stochastics Reports 4 Journal of Nonlinear Science 4 NoDEA. Nonlinear Differential Equations and Applications 4 Electronic Journal of Probability 4 Mathematical Finance 4 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 4 Acta Mathematica Sinica. English Series 4 Nonlinear Analysis. Real World Applications 4 Science China. Mathematics 3 Archive for Rational Mechanics and Analysis 3 Journal of Statistical Physics 3 Nonlinearity 3 Automatica 3 Czechoslovak Mathematical Journal 3 Osaka Journal of Mathematics 3 Proceedings of the American Mathematical Society 3 SIAM Journal on Control and Optimization 3 Transactions of the American Mathematical Society 3 Systems & Control Letters 3 Insurance Mathematics & Economics 3 Numerical Methods for Partial Differential Equations 3 Journal of Scientific Computing 3 Journal of Mathematical Sciences (New York) 3 Journal of Mathematical Fluid Mechanics 3 Methodology and Computing in Applied Probability 3 Journal of Evolution Equations 3 Communications on Pure and Applied Analysis 3 Modern Stochastics. Theory and Applications 2 Communications in Mathematical Physics 2 Lithuanian Mathematical Journal 2 Mathematical Methods in the Applied Sciences 2 Illinois Journal of Mathematics 2 Mathematics and Computers in Simulation 2 Memoirs of the American Mathematical Society 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Chinese Annals of Mathematics. Series B 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Communications in Partial Differential Equations 2 Computational and Applied Mathematics 2 Engineering Analysis with Boundary Elements 2 Doklady Mathematics 2 LMS Journal of Computation and Mathematics 2 Foundations of Computational Mathematics 2 Computational Methods in Applied Mathematics 2 Milan Journal of Mathematics 2 Journal of Hyperbolic Differential Equations 2 Advances in Difference Equations 2 Mathematical Control and Related Fields 2 SIAM/ASA Journal on Uncertainty Quantification 2 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 1 Advances in Applied Probability 1 International Journal of Control 1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) ...and 58 more Serials
all top 5

#### Cited in 32 Fields

 673 Probability theory and stochastic processes (60-XX) 319 Partial differential equations (35-XX) 228 Numerical analysis (65-XX) 62 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 59 Ordinary differential equations (34-XX) 45 Fluid mechanics (76-XX) 43 Systems theory; control (93-XX) 37 Dynamical systems and ergodic theory (37-XX) 22 Statistical mechanics, structure of matter (82-XX) 18 Operator theory (47-XX) 16 Approximations and expansions (41-XX) 15 Statistics (62-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 8 Functional analysis (46-XX) 8 Global analysis, analysis on manifolds (58-XX) 8 Biology and other natural sciences (92-XX) 5 Integral equations (45-XX) 4 Computer science (68-XX) 4 Operations research, mathematical programming (90-XX) 3 Real functions (26-XX) 3 Difference and functional equations (39-XX) 3 Mechanics of particles and systems (70-XX) 3 Mechanics of deformable solids (74-XX) 2 Measure and integration (28-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Geophysics (86-XX) 1 Combinatorics (05-XX) 1 Special functions (33-XX) 1 Differential geometry (53-XX) 1 Optics, electromagnetic theory (78-XX) 1 Quantum theory (81-XX) 1 Astronomy and astrophysics (85-XX)

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