Edit Profile (opens in new tab) Gyöngy, István Compute Distance To: Compute 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 all top 5 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 all top 5 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 all top 5 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) Publications by Year all cited Publications top 5 cited Publications 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 0847.60038Gyöngy, István; Krylov, Nicolai 157 1996 Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043Gyöngy, I. 77 1986 Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II. Zbl 0944.60074Gyöngy, István 76 1999 Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058Gyöngy, István 71 1998 A note on Euler’s approximations. Zbl 0946.60059Gyöngy, István 68 1998 On the stochastic Burgers’ equation in the real line. Zbl 0939.60058Gyöngy, István; Nualart, David 54 1999 On stochastics equations with respect to semimartingales. II. Ito formula in Banach spaces. Zbl 0481.60060Gyoengy, I.; Krylov, N. V. 50 1982 A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. Zbl 1226.60095Gyöngy, István; Rásonyi, Miklós 50 2011 Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I. Zbl 0915.60069Gyöngy, István 47 1998 On stochastic equations with respect to semimartingales I. Zbl 0439.60061Gyöngy, I.; Krylov, N. V. 46 1980 On stochastic equations with respect to semimartingales. III. Zbl 0495.60067Gyongy, I. 46 1982 On stochastic differential equations with locally unbounded drift. Zbl 1001.60060Gyöngy, István; Martínez, Teresa 45 2001 On discretization schemes for stochastic evolution equations. Zbl 1067.60049Gyöngy, István; Millet, Annie 40 2005 On the splitting-up method and stochastic partial differential equations. Zbl 1028.60058Gyöngy, István; Krylov, Nicolai 35 2003 White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049Bally, V.; Gyöngy, I.; Pardoux, E. 35 1994 Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1106.60050Gyöngy, Istvan; Shmatkov, Anton 33 2006 On the approximation of stochastic partial differential equations. I. Zbl 0669.60058Gyöngy, I. 31 1988 Rate of convergence of space time approximations for stochastic evolution equations. Zbl 1168.60025Gyöngy, István; Millet, Annie 31 2009 On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations. Zbl 1046.60059Gyöngy, István; Rovira, Carles 29 2000 On quasi-linear stochastic partial differential equations. Zbl 0791.60047Gyöngy, I.; Pardoux, E. 28 1993 On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064Gyöngy, István; Pardoux, E. 27 1993 Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033Gyöngy, István; Nualart, David 21 1997 On the rate of convergence of splitting-up approximations for SPDEs. Zbl 1038.60057Gyöngy, István; Krylov, Nicolai 20 2003 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068Gyöngy, István; Nualart, David 18 1995 On the approximation of stochastic partial differential equations. II. Zbl 0669.60059Gyöngy, I. 16 1989 On the approximation of stochastic differential equation and on Stroock- Varadhan’s support theorem. Zbl 0711.60051Gyöngy, I.; Pröhle, T. 16 1990 On numerical approximation of stochastic Burgers’ equation. Zbl 1116.60027Alabert, Aureli; Gyöngy, István 16 2006 Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space. Zbl 1222.65009Gyöngy, István; Krylov, Nicolai 16 2010 Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115Gyöngy, István; Sabanis, Sotirios; Šiška, David 15 2016 Rate of convergence of implicit approximations for stochastic evolution equations. Zbl 1126.60054Gyöngy, István; Millet, Annie 14 2007 A note on Euler approximations for stochastic differential equations with delay. Zbl 1293.60068Gyöngy, Istvan; Sabanis, Sotirios 12 2013 Approximations of stochastic partial differential equations. Zbl 1004.60073Gyöngy, István 10 2002 An accelerated splitting-up method for parabolic equations. Zbl 1101.35038Gyöngy, István; Krylov, Nicolai 10 2005 On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai 10 2015 The stability of stochastic partial differential equations and applications. I. Zbl 0726.60060Gyöngy, I. 9 1989 A comparison principle for stochastic integro-differential equations. Zbl 1307.60093Dareiotis, Konstantinos Anastasios; Gyöngy, István 8 2014 Approximation and support theorems in modulus spaces. Zbl 0820.60038Gyöngy, István; Nualart, David; Sanz-Sole, Marta 8 1995 On the approximation of stochastic differential equations. Zbl 0635.60071Gyöngy, I. 8 1988 The stability of stochastic partial differential equations. II. Zbl 0726.60061Gyöngy, I. 8 1989 On numerical solution of stochastic partial differential equations of elliptic type. Zbl 1111.60046Gyöngy, István; Martínez, Teresa 8 2006 On nondegenerate quasilinear stochastic partial differential equations. Zbl 0842.60063Gyöngy, István 7 1995 Stochastic partial differential equations with unbounded coefficients and applications. I. Zbl 0729.60053Gyöngy, I.; Krylov, N. V. 7 1990 On stochastic finite difference schemes. Zbl 1311.65005Gyöngy, István 6 2014 Stochastic partial differential equations on manifolds. I. Zbl 0777.60053Gyöngy, István 6 1993 Stochastic partial differential equations with unbounded coefficients and applications. III. Zbl 0791.60045Gyöngy, István; Krylov, Nicolai V. 6 1992 Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1291.60129Gyöngy, István; Stinga, Pablo Raúl 6 2013 On randomized stopping. Zbl 1157.60316Gyöngy, István; Šiška, David 6 2008 On stochastic partial differential equations with polynomial nonlinearities. Zbl 0945.60052Gyöngy, István; Rovira, Carles 5 1999 On stochastic reaction-diffusion equations with singular force term. Zbl 0976.60062Alabert, Aureli; Gyöngy, István 5 2001 The stability of stochastic partial differential equations and applications. Theorems on supports. Zbl 0683.93092Gyöngy, I. 5 1989 On Wong-Zakai approximations with \(\delta\)-martingales. Zbl 1055.60056Gyöngy, István; Michaletzky, György 5 2004 Finite difference schemes for stochastic partial differential equations in Sobolev spaces. Zbl 1351.65004Gerencsér, Máté; Gyöngy, István 5 2015 Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space. Zbl 1223.65068Gyöngy, István; Krylov, Nicolai 5 2011 Stochastic partial differential equations on manifolds. II: Nonlinear filtering. Zbl 0873.60042Gyöngy, István 4 1997 On finite difference schemes for degenerate stochastic parabolic partial differential equations. Zbl 1291.65263Gyöngy, I. 4 2011 Localization errors in solving stochastic partial differential equations in the whole space. Zbl 1364.60081Gerencsér, Máté; Gyöngy, István 4 2017 Stochastic partial differential equations with unbounded coefficients and applications. II. Zbl 0791.60044Gyöngy, I.; Krylov, N. V. 3 1990 On stochastic partial differential equations with unbounded coefficients. Zbl 0783.60057Gyöngy, István; Krylov, Nicolai V. 3 1992 The approximation of stochastic partial differential equations and applications in nonlinear filtering. Zbl 0711.60053Gyöngy, I. 3 1990 On finite-difference approximations for normalized Bellman equations. Zbl 1181.93090Gyöngy, István; Šiška, David 3 2009 On stochastic partial differential equations. Results on approximations. Zbl 0791.60046Gyöngy, István 2 1991 First derivatives estimates for finite-difference schemes. Zbl 1198.65165Gyöngy, István; Krylov, Nicolai 2 2009 Expansion of solutions of parameterized equations and acceleration of numerical methods. Zbl 1123.65084Gyöngy, István; Krylov, Nicolai 2 2006 Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations. Zbl 1183.65107Gyöngy, István; Krylov, Nicolai 2 2009 Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067Gyöngy, István; Šiška, David 2 2017 On the support of the solutions of stochastic differential equations. Zbl 0837.60055Gyöngy, I. 1 1994 On the approximation of Ito stochastic equations. Zbl 0712.60063Gyöngy, I. 1 1990 On stochastic partial differential equations with unbounded coefficients. Zbl 0797.60049Gyöngy, I.; Krylov, N. V. 1 1992 Solutions of stochastic partial differential equations as extremals of convex functionals. Zbl 1090.60056Gyöngy, I.; Martínez, T. 1 2005 Accelerated numerical schemes for PDEs and SPDEs. Zbl 1221.65222Gyöngy, István; Krylov, Nicolai 1 2011 On \(L_p\)-solvability of stochastic integro-differential equations. Zbl 1470.45020Gyöngy, István; Wu, Sizhou 1 2021 On \(L_p\)-solvability of stochastic integro-differential equations. Zbl 1470.45020Gyöngy, István; Wu, Sizhou 1 2021 Localization errors in solving stochastic partial differential equations in the whole space. Zbl 1364.60081Gerencsér, Máté; Gyöngy, István 4 2017 Itô formula for processes taking values in intersection of finitely many Banach spaces. Zbl 1379.60067Gyöngy, István; Šiška, David 2 2017 Convergence of tamed Euler schemes for a class of stochastic evolution equations. Zbl 1342.60115Gyöngy, István; Sabanis, Sotirios; Šiška, David 15 2016 On the solvability of degenerate stochastic partial differential equations in Sobolev spaces. Zbl 1310.60094Gerencsér, Máté; Gyöngy, István; Krylov, Nicolai 10 2015 Finite difference schemes for stochastic partial differential equations in Sobolev spaces. Zbl 1351.65004Gerencsér, Máté; Gyöngy, István 5 2015 A comparison principle for stochastic integro-differential equations. Zbl 1307.60093Dareiotis, Konstantinos Anastasios; Gyöngy, István 8 2014 On stochastic finite difference schemes. Zbl 1311.65005Gyöngy, István 6 2014 A note on Euler approximations for stochastic differential equations with delay. Zbl 1293.60068Gyöngy, Istvan; Sabanis, Sotirios 12 2013 Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1291.60129Gyöngy, István; Stinga, Pablo Raúl 6 2013 A note on Euler approximations for SDEs with Hölder continuous diffusion coefficients. Zbl 1226.60095Gyöngy, István; Rásonyi, Miklós 50 2011 Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space. Zbl 1223.65068Gyöngy, István; Krylov, Nicolai 5 2011 On finite difference schemes for degenerate stochastic parabolic partial differential equations. Zbl 1291.65263Gyöngy, I. 4 2011 Accelerated numerical schemes for PDEs and SPDEs. Zbl 1221.65222Gyöngy, István; Krylov, Nicolai 1 2011 Accelerated finite difference schemes for linear stochastic partial differential equations in the whole space. Zbl 1222.65009Gyöngy, István; Krylov, Nicolai 16 2010 Rate of convergence of space time approximations for stochastic evolution equations. Zbl 1168.60025Gyöngy, István; Millet, Annie 31 2009 On finite-difference approximations for normalized Bellman equations. Zbl 1181.93090Gyöngy, István; Šiška, David 3 2009 First derivatives estimates for finite-difference schemes. Zbl 1198.65165Gyöngy, István; Krylov, Nicolai 2 2009 Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations. Zbl 1183.65107Gyöngy, István; Krylov, Nicolai 2 2009 On randomized stopping. Zbl 1157.60316Gyöngy, István; Šiška, David 6 2008 Rate of convergence of implicit approximations for stochastic evolution equations. Zbl 1126.60054Gyöngy, István; Millet, Annie 14 2007 Rate of convergence of Wong-Zakai approximations for stochastic partial differential equations. Zbl 1106.60050Gyöngy, Istvan; Shmatkov, Anton 33 2006 On numerical approximation of stochastic Burgers’ equation. Zbl 1116.60027Alabert, Aureli; Gyöngy, István 16 2006 On numerical solution of stochastic partial differential equations of elliptic type. Zbl 1111.60046Gyöngy, István; Martínez, Teresa 8 2006 Expansion of solutions of parameterized equations and acceleration of numerical methods. Zbl 1123.65084Gyöngy, István; Krylov, Nicolai 2 2006 On discretization schemes for stochastic evolution equations. Zbl 1067.60049Gyöngy, István; Millet, Annie 40 2005 An accelerated splitting-up method for parabolic equations. Zbl 1101.35038Gyöngy, István; Krylov, Nicolai 10 2005 Solutions of stochastic partial differential equations as extremals of convex functionals. Zbl 1090.60056Gyöngy, I.; Martínez, T. 1 2005 On Wong-Zakai approximations with \(\delta\)-martingales. Zbl 1055.60056Gyöngy, István; Michaletzky, György 5 2004 On the splitting-up method and stochastic partial differential equations. Zbl 1028.60058Gyöngy, István; Krylov, Nicolai 35 2003 On the rate of convergence of splitting-up approximations for SPDEs. Zbl 1038.60057Gyöngy, István; Krylov, Nicolai 20 2003 Approximations of stochastic partial differential equations. Zbl 1004.60073Gyöngy, István 10 2002 On stochastic differential equations with locally unbounded drift. Zbl 1001.60060Gyöngy, István; Martínez, Teresa 45 2001 On stochastic reaction-diffusion equations with singular force term. Zbl 0976.60062Alabert, Aureli; Gyöngy, István 5 2001 On \(L^ {p}\)-solutions of semilinear stochastic partial differential equations. Zbl 1046.60059Gyöngy, István; Rovira, Carles 29 2000 Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. II. Zbl 0944.60074Gyöngy, István 76 1999 On the stochastic Burgers’ equation in the real line. Zbl 0939.60058Gyöngy, István; Nualart, David 54 1999 On stochastic partial differential equations with polynomial nonlinearities. Zbl 0945.60052Gyöngy, István; Rovira, Carles 5 1999 Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058Gyöngy, István 71 1998 A note on Euler’s approximations. Zbl 0946.60059Gyöngy, István 68 1998 Lattice approximations for stochastic quasi-linear parabolic partial differential equations driven by space-time white noise. I. Zbl 0915.60069Gyöngy, István 47 1998 Implicit scheme for stochastic parabolic partial differential equations driven by space-time white noise. Zbl 0893.60033Gyöngy, István; Nualart, David 21 1997 Stochastic partial differential equations on manifolds. II: Nonlinear filtering. Zbl 0873.60042Gyöngy, István 4 1997 Existence of strong solutions for Itô’s stochastic equations via approximations. Zbl 0847.60038Gyöngy, István; Krylov, Nicolai 157 1996 Implicit scheme for quasi-linear parabolic partial differential equations perturbed by space-time white noise. Zbl 0832.60068Gyöngy, István; Nualart, David 18 1995 Approximation and support theorems in modulus spaces. Zbl 0820.60038Gyöngy, István; Nualart, David; Sanz-Sole, Marta 8 1995 On nondegenerate quasilinear stochastic partial differential equations. Zbl 0842.60063Gyöngy, István 7 1995 White noise driven parabolic SPDEs with measurable drift. Zbl 0801.60049Bally, V.; Gyöngy, I.; Pardoux, E. 35 1994 On the support of the solutions of stochastic differential equations. Zbl 0837.60055Gyöngy, I. 1 1994 On quasi-linear stochastic partial differential equations. Zbl 0791.60047Gyöngy, I.; Pardoux, E. 28 1993 On the regularization effect of space-time white noise on quasi-linear parabolic partial differential equations. Zbl 0793.60064Gyöngy, István; Pardoux, E. 27 1993 Stochastic partial differential equations on manifolds. I. Zbl 0777.60053Gyöngy, István 6 1993 Stochastic partial differential equations with unbounded coefficients and applications. III. Zbl 0791.60045Gyöngy, István; Krylov, Nicolai V. 6 1992 On stochastic partial differential equations with unbounded coefficients. Zbl 0783.60057Gyöngy, István; Krylov, Nicolai V. 3 1992 On stochastic partial differential equations with unbounded coefficients. Zbl 0797.60049Gyöngy, I.; Krylov, N. V. 1 1992 On stochastic partial differential equations. Results on approximations. Zbl 0791.60046Gyöngy, István 2 1991 On the approximation of stochastic differential equation and on Stroock- Varadhan’s support theorem. Zbl 0711.60051Gyöngy, I.; Pröhle, T. 16 1990 Stochastic partial differential equations with unbounded coefficients and applications. I. Zbl 0729.60053Gyöngy, I.; Krylov, N. V. 7 1990 Stochastic partial differential equations with unbounded coefficients and applications. II. Zbl 0791.60044Gyöngy, I.; Krylov, N. V. 3 1990 The approximation of stochastic partial differential equations and applications in nonlinear filtering. Zbl 0711.60053Gyöngy, I. 3 1990 On the approximation of Ito stochastic equations. Zbl 0712.60063Gyöngy, I. 1 1990 On the approximation of stochastic partial differential equations. II. Zbl 0669.60059Gyöngy, I. 16 1989 The stability of stochastic partial differential equations and applications. I. Zbl 0726.60060Gyöngy, I. 9 1989 The stability of stochastic partial differential equations. II. Zbl 0726.60061Gyöngy, I. 8 1989 The stability of stochastic partial differential equations and applications. Theorems on supports. Zbl 0683.93092Gyöngy, I. 5 1989 On the approximation of stochastic partial differential equations. I. Zbl 0669.60058Gyöngy, I. 31 1988 On the approximation of stochastic differential equations. Zbl 0635.60071Gyöngy, I. 8 1988 Mimicking the one-dimensional marginal distributions of processes having an Ito differential. Zbl 0579.60043Gyöngy, I. 77 1986 On stochastics equations with respect to semimartingales. II. Ito formula in Banach spaces. Zbl 0481.60060Gyoengy, I.; Krylov, N. V. 50 1982 On stochastic equations with respect to semimartingales. III. Zbl 0495.60067Gyongy, I. 46 1982 On stochastic equations with respect to semimartingales I. Zbl 0439.60061Gyöngy, I.; Krylov, N. V. 46 1980 all cited Publications top 5 cited Publications 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) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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