## Gyöngy, István

Compute Distance To:
 Author ID: gyongy.istvan Published as: Gyöngy, István; Gyöngy, I.; Gyöngy, Istvan; Gyoengy, I.; Gyongy, I. more...less Homepage: http://www.maths.ed.ac.uk/people/show?person=46 External Links: MGP · Wikidata · Math-Net.Ru · GND
 Documents Indexed: 86 Publications since 1980 1 Contribution as Editor Co-Authors: 23 Co-Authors with 58 Joint Publications 496 Co-Co-Authors
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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 3 Wu, Sizhou 2 Alabert, Aureli 2 Rovira, Carles 2 Sabanis, Sotirios 1 Bally, Vlad 1 Cohen, Samuel N. 1 Dareiotis, Konstantinos Anastasios 1 De León-Contreras, Marta 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

 12 Potential Analysis 7 Stochastics and Stochastics Reports 6 Stochastic and Partial Differential Equations. Analysis and Computations 5 Stochastics 5 Probability Theory and Related Fields 5 Stochastic Processes and their Applications 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 Queueing Systems 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

 76 Probability theory and stochastic processes (60-XX) 33 Partial differential equations (35-XX) 21 Numerical analysis (65-XX) 12 Systems theory; control (93-XX) 2 Integral equations (45-XX) 2 Operator theory (47-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 Calculus of variations and optimal control; optimization (49-XX) 1 Fluid mechanics (76-XX)

### Citations contained in zbMATH Open

71 Publications have been cited 1,433 times in 897 Documents Cited by Year
Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038
Gyöngy, István; Krylov, Nicolai
1996
Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043
Gyöngy, I.
1986
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II. Zbl 0944.60074
Gyöngy, István
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
On the stochastic Burgers’ equation in the real line. Zbl 0939.60058
Gyöngy, István; Nualart, David
1999
On stochastics equations with respect to semimartingales. II. Ito formula in Banach spaces. Zbl 0481.60060
Gyoengy, I.; Krylov, N. V.
1982
A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. Zbl 1226.60095
Gyöngy, István; Rásonyi, Miklós
2011
Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I. Zbl 0915.60069
Gyöngy, István
1998
On stochastic equations with respect to semimartingales I. Zbl 0439.60061
Gyöngy, I.; Krylov, N. V.
1980
On stochastic equations with respect to semimartingales. III. Zbl 0495.60067
Gyongy, I.
1982
On stochastic differential equations with locally unbounded drift. Zbl 1001.60060
Gyöngy, István; Martínez, Teresa
2001
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
White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049
Bally, V.; Gyöngy, I.; Pardoux, E.
1994
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1106.60050
Gyöngy, Istvan; Shmatkov, Anton
2006
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 $$L^ {p}$$-solutions of semilinear stochastic partial differential equations. Zbl 1046.60059
Gyöngy, István; Rovira, Carles
2000
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
Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033
Gyöngy, István; Nualart, David
1997
On the rate of convergence of splitting-up approximations for SPDEs. Zbl 1038.60057
Gyöngy, István; Krylov, Nicolai
2003
Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068
Gyöngy, István; Nualart, David
1995
On the approximation of stochastic partial differential equations. II. Zbl 0669.60059
Gyöngy, I.
1989
On the approximation of stochastic differential equation and on Stroock- Varadhan’s support theorem. Zbl 0711.60051
Gyöngy, I.; Pröhle, T.
1990
On numerical approximation of stochastic Burgers’ equation. Zbl 1116.60027
Alabert, Aureli; Gyöngy, István
2006
Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space. Zbl 1222.65009
Gyöngy, István; Krylov, Nicolai
2010
Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115
Gyöngy, István; Sabanis, Sotirios; Šiška, David
2016
Rate of convergence of implicit approximations for stochastic evolution equations. Zbl 1126.60054
Gyöngy, István; Millet, Annie
2007
A note on Euler approximations for stochastic differential equations with delay. Zbl 1293.60068
Gyöngy, Istvan; Sabanis, Sotirios
2013
Approximations of stochastic partial differential equations. Zbl 1004.60073
Gyöngy, István
2002
An accelerated splitting-up method for parabolic equations. Zbl 1101.35038
Gyöngy, István; Krylov, Nicolai
2005
On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094
Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai
2015
The stability of stochastic partial differential equations and applications. I. Zbl 0726.60060
Gyöngy, I.
1989
A comparison principle for stochastic integro-differential equations. Zbl 1307.60093
Dareiotis, Konstantinos Anastasios; Gyöngy, István
2014
Approximation and support theorems in modulus spaces. Zbl 0820.60038
Gyöngy, István; Nualart, David; Sanz-Sole, Marta
1995
On the approximation of stochastic differential equations. Zbl 0635.60071
Gyöngy, I.
1988
The stability of stochastic partial differential equations. II. Zbl 0726.60061
Gyöngy, I.
1989
On numerical solution of stochastic partial differential equations of elliptic type. Zbl 1111.60046
Gyöngy, István; Martínez, Teresa
2006
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
On stochastic finite difference schemes. Zbl 1311.65005
Gyöngy, István
2014
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
Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1291.60129
Gyöngy, István; Stinga, Pablo Raúl
2013
On randomized stopping. Zbl 1157.60316
Gyöngy, István; Šiška, David
2008
On stochastic partial differential equations with polynomial nonlinearities. Zbl 0945.60052
Gyöngy, István; Rovira, Carles
1999
On stochastic reaction-diffusion equations with singular force term. Zbl 0976.60062
Alabert, Aureli; Gyöngy, István
2001
The stability of stochastic partial differential equations and applications. Theorems on supports. Zbl 0683.93092
Gyöngy, I.
1989
On Wong-Zakai approximations with $$\delta$$-martingales. Zbl 1055.60056
Gyöngy, István; Michaletzky, György
2004
Finite difference schemes for stochastic partial differential equations in Sobolev spaces. Zbl 1351.65004
Gerencsér, Máté; Gyöngy, István
2015
Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space. Zbl 1223.65068
Gyöngy, István; Krylov, Nicolai
2011
Stochastic partial differential equations on manifolds. II: Nonlinear filtering. Zbl 0873.60042
Gyöngy, István
1997
On finite difference schemes for degenerate stochastic parabolic partial differential equations. Zbl 1291.65263
Gyöngy, I.
2011
Localization errors in solving stochastic partial differential equations in the whole space. Zbl 1364.60081
Gerencsér, Máté; Gyöngy, István
2017
Stochastic partial differential equations with unbounded coefficients and applications. II. Zbl 0791.60044
Gyöngy, I.; Krylov, N. V.
1990
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
On finite-difference approximations for normalized Bellman equations. Zbl 1181.93090
Gyöngy, István; Šiška, David
2009
On stochastic partial differential equations. Results on approximations. Zbl 0791.60046
Gyöngy, István
1991
First derivatives estimates for finite-difference schemes. Zbl 1198.65165
Gyöngy, István; Krylov, Nicolai
2009
Expansion of solutions of parameterized equations and acceleration of numerical methods. Zbl 1123.65084
Gyöngy, István; Krylov, Nicolai
2006
Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations. Zbl 1183.65107
Gyöngy, István; Krylov, Nicolai
2009
Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067
Gyöngy, István; Šiška, David
2017
On the support of the solutions of stochastic differential equations. Zbl 0837.60055
Gyöngy, I.
1994
On the approximation of Ito stochastic equations. Zbl 0712.60063
Gyöngy, I.
1990
On stochastic partial differential equations with unbounded coefficients. Zbl 0797.60049
Gyöngy, I.; Krylov, N. V.
1992
Solutions of stochastic partial differential equations as extremals of convex functionals. Zbl 1090.60056
Gyöngy, I.; Martínez, T.
2005
Accelerated numerical schemes for PDEs and SPDEs. Zbl 1221.65222
Gyöngy, István; Krylov, Nicolai
2011
On $$L_p$$-solvability of stochastic integro-differential equations. Zbl 1470.45020
Gyöngy, István; Wu, Sizhou
2021
On $$L_p$$-solvability of stochastic integro-differential equations. Zbl 1470.45020
Gyöngy, István; Wu, Sizhou
2021
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
A comparison principle for stochastic integro-differential equations. Zbl 1307.60093
Dareiotis, Konstantinos Anastasios; Gyöngy, István
2014
On stochastic finite difference schemes. Zbl 1311.65005
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
On finite-difference approximations for normalized Bellman equations. Zbl 1181.93090
Gyöngy, István; Šiška, David
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 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
Stochastic partial differential equations with unbounded coefficients and applications. II. Zbl 0791.60044
Gyöngy, I.; Krylov, N. V.
1990
The approximation of stochastic partial differential equations and applications in nonlinear filtering. Zbl 0711.60053
Gyöngy, I.
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 936 Authors

 44 Gyöngy, István 27 Jentzen, Arnulf 17 Flandoli, Franco 15 Röckner, Michael 14 Kloeden, Peter Eris 14 Krylov, Nicolaĭ Vladimirovich 13 Zhang, Tusheng S. 12 Huang, Xing 11 Brzeźniak, Zdzisław 11 Dareiotis, Konstantinos Anastasios 11 Hutzenthaler, Martin 11 Liu, Wei 10 Debussche, Arnaud 10 Friz, Peter Karl 10 Mao, Xuerong 10 Nualart, David 10 Šiška, David 10 Temam, Roger Meyer 10 Zhang, Xicheng 9 Arapostathis, Aristotle 9 Hausenblas, Erika 9 Hofmanová, Martina 9 Millet, Annie 9 Ngo, Hoang-Long 9 Taguchi, Dai 9 Wang, Xiaojie 8 Gerencsér, Máté 8 Gess, Benjamin 8 Priola, Enrico 8 Proske, Frank Norbert 8 Wu, Jianglun 7 Biswas, Anup 7 Cerrai, Sandra 7 Deugoue, Gabriel 7 Dokuchaev, Nikolai G. 7 Gao, Hongjun 7 Kamrani, Minoo 7 Luo, Dejun 7 Manna, Utpal 7 Marinelli, Carlo 7 Matoussi, Anis 7 Neuenkirch, Andreas 7 Prohl, Andreas 7 Sabanis, Sotirios 7 Vallet, Guy 7 Yuan, Chenggui 6 Da Prato, Giuseppe 6 Gan, Siqing 6 Hairer, Martin 6 Khoshnevisan, Davar 6 Mohan, Manil Thankamani 6 Ouknine, Youssef 6 Razafimandimby, Paul André 6 Sanz-Solé, Marta 5 Bao, Jianhai 5 Borkar, Vivek Shripad 5 Breit, Dominic 5 Duan, Jinqiao 5 Kruse, Thomas 5 Liu, Xianming 5 Lu, Kening 5 Nilssen, Torstein K. 5 Reisinger, Christoph 5 Sango, Mamadou 5 Scarpa, Luca 5 Słomiński, Leszek 5 Szpruch, Lukasz 5 Tachim Medjo, Theodore 5 Twardowska, Krystyna 5 Xie, Bin 5 Yang, Xu 5 Yaroslavtseva, Larisa 4 Bayer, Christian 4 Bessaih, Hakima 4 Bo, Lijun 4 Brigo, Damiano 4 Cao, Yanzhao 4 Foondun, Mohammud 4 Glatt-Holtz, Nathan E. 4 Hong, Jialin 4 Hosseini, Seyed Mohammad 4 Jiang, Yiming 4 Leahy, James-Michael 4 Luong, Duc-Trong 4 Majee, Ananta K. 4 Majka, Mateusz B. 4 Menoukeu Pamen, Olivier 4 Müller-Gronbach, Thomas 4 Oberhauser, Harald 4 Printems, Jacques 4 Spiliopoulos, Konstantinos V. 4 Sritharan, Sivaguru S. 4 Stannat, Wilhelm 4 Tang, Hao 4 Tang, Shanjian 4 Urusov, Mikhail A. 4 Wang, Bixiang 4 Wittbold, Petra 4 Zhao, Weidong 4 Zhu, RongChan ...and 836 more Authors
all top 5

### Cited in 183 Serials

 72 Stochastic Processes and their Applications 35 Journal of Mathematical Analysis and Applications 35 Stochastic Analysis and Applications 34 Journal of Differential Equations 31 Stochastic and Partial Differential Equations. Analysis and Computations 27 Stochastics and Dynamics 23 Potential Analysis 22 Journal of Computational and Applied Mathematics 22 Probability Theory and Related Fields 20 The Annals of Probability 17 Statistics & Probability Letters 16 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 15 Mathematics of Computation 15 Journal of Functional Analysis 13 The Annals of Applied Probability 12 Applied Mathematics and Computation 12 Bernoulli 12 Discrete and Continuous Dynamical Systems. Series B 10 Infinite Dimensional Analysis, Quantum Probability and Related Topics 10 International Journal of Theoretical and Applied Finance 10 Quantitative Finance 10 Stochastics 9 Applied Mathematics and Optimization 9 Journal of Theoretical Probability 9 Discrete and Continuous Dynamical Systems 8 Electronic Journal of Probability 8 Abstract and Applied Analysis 7 BIT 7 Numerische Mathematik 7 Finance and Stochastics 6 Journal of Mathematical Physics 6 Stochastics 6 Journal of Scientific Computing 6 Numerical Algorithms 6 International Journal of Computer Mathematics 6 Journal of Dynamics and Differential Equations 6 Journal of Nonlinear Science 6 Bulletin des Sciences Mathématiques 6 Journal of Evolution Equations 5 Journal of Computational Physics 5 Systems & Control Letters 5 Applied Numerical Mathematics 5 Journal of Complexity 5 NoDEA. Nonlinear Differential Equations and Applications 5 Monte Carlo Methods and Applications 5 Acta Mathematica Sinica. English Series 5 Communications on Pure and Applied Analysis 5 Advances in Difference Equations 5 SIAM Journal on Financial Mathematics 4 Computers & Mathematics with Applications 4 Communications on Pure and Applied Mathematics 4 Journal of Statistical Physics 4 Nonlinearity 4 Automatica 4 Mathematics and Computers in Simulation 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 SIAM Journal on Numerical Analysis 4 Acta Applicandae Mathematicae 4 Physica D 4 Journal de Mathématiques Pures et Appliquées. Neuvième Série 4 Stochastics and Stochastics Reports 4 Mathematical Finance 4 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 4 Journal of Mathematical Fluid Mechanics 4 Nonlinear Analysis. Real World Applications 4 Science China. Mathematics 3 Archive for Rational Mechanics and Analysis 3 Communications in Mathematical Physics 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 Insurance Mathematics & Economics 3 Numerical Methods for Partial Differential Equations 3 Communications in Partial Differential Equations 3 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 3 SIAM Journal on Mathematical Analysis 3 Journal of Mathematical Sciences (New York) 3 Computational and Applied Mathematics 3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 Methodology and Computing in Applied Probability 3 Differentsial’nye Uravneniya i Protsessy Upravleniya 3 Foundations of Computational Mathematics 3 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 3 Modern Stochastics. Theory and Applications 3 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences 2 Lithuanian Mathematical Journal 2 Mathematical Methods in the Applied Sciences 2 Chaos, Solitons and Fractals 2 Illinois Journal of Mathematics 2 Memoirs of the American Mathematical Society 2 Chinese Annals of Mathematics. Series B 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 SIAM Journal on Scientific Computing 2 Random Operators and Stochastic Equations 2 Engineering Analysis with Boundary Elements 2 Electronic Communications in Probability 2 Doklady Mathematics 2 LMS Journal of Computation and Mathematics ...and 83 more Serials
all top 5

### Cited in 35 Fields

 790 Probability theory and stochastic processes (60-XX) 386 Partial differential equations (35-XX) 272 Numerical analysis (65-XX) 78 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 67 Ordinary differential equations (34-XX) 64 Fluid mechanics (76-XX) 53 Systems theory; control (93-XX) 41 Dynamical systems and ergodic theory (37-XX) 24 Operator theory (47-XX) 24 Statistical mechanics, structure of matter (82-XX) 23 Calculus of variations and optimal control; optimization (49-XX) 14 Approximations and expansions (41-XX) 14 Statistics (62-XX) 11 Functional analysis (46-XX) 10 Integral equations (45-XX) 10 Geophysics (86-XX) 10 Biology and other natural sciences (92-XX) 8 Global analysis, analysis on manifolds (58-XX) 8 Operations research, mathematical programming (90-XX) 6 Real functions (26-XX) 6 Computer science (68-XX) 5 Mechanics of particles and systems (70-XX) 4 Measure and integration (28-XX) 4 Difference and functional equations (39-XX) 3 Mechanics of deformable solids (74-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Optics, electromagnetic theory (78-XX) 2 Quantum theory (81-XX) 1 Combinatorics (05-XX) 1 Potential theory (31-XX) 1 Special functions (33-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Differential geometry (53-XX) 1 Astronomy and astrophysics (85-XX) 1 Information and communication theory, circuits (94-XX)

### Wikidata Timeline

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