Edit Profile (opens in new tab) Shevchenko, Georgiy M. Co-Author Distance Author ID: shevchenko.georgiy-m Published as: Shevchenko, Georgiy; Shevchenko, G. M.; Shevchenko, G.; Shevchenko, Georgiy M.; Shevchenko, Georgij; Shevchenko, Georgiĭ; Shevchenko, H. M.; Shevchenko, Georgii M.; Shevchenko, Georgiĭ M. more...less External Links: MGP · ORCID · ResearchGate · Math-Net.Ru Documents Indexed: 84 Publications since 1998, including 1 Book 3 Contributions as Editor Reviewing Activity: 33 Reviews Co-Authors: 52 Co-Authors with 69 Joint Publications 1,011 Co-Co-Authors all top 5 Co-Authors 18 single-authored 34 Mishura, Yuliya Stepanivna 7 Ralchenko, Kostiantyn V. 4 Shalaiko, Taras 3 Hashorva, Enkelejd 3 Pryhara, Larysa 3 Sakhno, Lyudmyla Mykhaĭlivna 2 Bahchedjioglou, O. O. 2 Dozzi, Marco E. 2 Korolyuk, Volodymyr Semenovych 2 Moroz, A. G. 2 Perestyuk, Mykola Oleksiĭovych 2 Shalaiko, T. O. 2 Viitasaari, Lauri 1 Avetisian, D. A. 1 Banna, Oksana L. 1 Bisewski, Krzysztof 1 Bladt, Martin 1 Bodnarchuk, I. M. 1 Boguslavskaya, Elena Vladimirovna 1 Boldyreva, Valery O. 1 Bulda, M. M. 1 Doroshenko, Vadym 1 Dotsenko, Sergeĭ I. 1 Iksanov, Aleksander M. 1 Kabluchko, Zakhar A. 1 Kampf, Jürgen 1 Khlifa, M. Bel Hadj 1 Kondrat’yev, Yuriĭ Grygorovych 1 Kozachenko, Yuriĭ Vasyl’ovych 1 Kukush, Oleksandr Georgiĭovych 1 Kurchenko, Oleksandr O. 1 Leifura, V. M. 1 Limnios, Nikolaos 1 Marynych, Alexander V. 1 Melnikov, Aleksander Viktorovich 1 Pavlyukevich, Ilya 1 Posashkova, Svitlana V. 1 Pryhara, L. I. 1 Radchenko, Vadym Mykolaĭovych 1 Rusanyuk, L. I. 1 Seleznev, Oleg 1 Shelyazhenko, P. S. 1 Shklyar, Sergiĭ Volodymyrovych 1 Soloveĭko, Olena M. 1 Solovejko, O. M. 1 Spodarev, Evgueni 1 Syta, Halyna M. 1 Tomashyk, V. V. 1 Valkeila, Esko 1 Yasinskiy, V. A. 1 Yukhnovs’kiĭ, Yu. V. 1 Zili, Mounir all top 5 Serials 12 Theory of Probability and Mathematical Statistics 11 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 8 Modern Stochastics. Theory and Applications 5 Stochastic Processes and their Applications 4 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 3 Ukraïns’kyĭ Matematychnyĭ Zhurnal 3 Random Operators and Stochastic Equations 3 Theory of Stochastic Processes 2 Statistics & Probability Letters 2 Stochastic Analysis and Applications 2 Communications in Statistics. Theory and Methods 2 U Sviti Matematyky 2 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 2 Methodology and Computing in Applied Probability 2 Stochastics 1 Computers & Mathematics with Applications 1 Theory of Probability and its Applications 1 Annals of the Institute of Statistical Mathematics 1 Applied Mathematics and Computation 1 Journal of Theoretical Probability 1 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 1 Cybernetics and Systems Analysis 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Probability 1 Bernoulli 1 Mathematical Methods of Operations Research 1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Statistical Inference for Stochastic Processes 1 Prykladna Statystyka. Aktuarna ta Finansova Matematyka 1 Matematicheskaya Teoriya Igr i eë Prilozheniya 1 Springer Optimization and Its Applications all top 5 Fields 74 Probability theory and stochastic processes (60-XX) 20 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Statistics (62-XX) 10 Partial differential equations (35-XX) 7 Ordinary differential equations (34-XX) 7 Numerical analysis (65-XX) 5 General and overarching topics; collections (00-XX) 3 Operator theory (47-XX) 2 Measure and integration (28-XX) 2 Operations research, mathematical programming (90-XX) 1 History and biography (01-XX) 1 Real functions (26-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Geometry (51-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Systems theory; control (93-XX) 1 Mathematics education (97-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 48 Publications have been cited 295 times in 205 Documents Cited by ▼ Year ▼ The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046Mishura, Yu; Shevchenko, G. 32 2008 Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088Mishura, Yuliya; Shevchenko, Georgiy 29 2012 Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071Mishura, Yulia S.; Shevchenko, Georgiy M. 27 2011 Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087Shevchenko, Georgiy 14 2014 Mixed stochastic delay differential equations. Zbl 1322.60097Shevchenko, G. 12 2014 Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60067Shevchenko, Georgiy 11 2015 Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy 11 2015 Fractionally integrated inverse stable subordinators. Zbl 1353.60032Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy 9 2017 Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075Shevchenko, Georgiy; Shalaiko, Taras 9 2013 Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044Mishura, Yu. S.; Shevchenko, G. M. 9 2007 Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092Pryhara, Larysa; Shevchenko, Georgiy 8 2016 Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy 8 2015 Real harmonizable multifractional stable process and its local properties. Zbl 1231.60039Dozzi, Marco; Shevchenko, Georgiy 8 2011 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 8 2019 Approximation of fractional Brownian motion by martingales. Zbl 1312.60043Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana 7 2014 Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069Mishura, Yuliya S.; Shevchenko, Georgiy M. 7 2011 Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy 6 2015 Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko 6 2013 Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065Bodnarchuk, I. M.; Shevchenko, G. M. 6 2016 Wave equation with a coloured stable noise. Zbl 1386.60224Pryhara, Larysa; Shevchenko, Georgiy 5 2017 Path properties of multifractal Brownian motion. Zbl 1224.60080Ral’chenko, K. V.; Shevchenko, G. M. 5 2009 Theory and statistical applications of stochastic processes. Zbl 1375.60006Mishura, Yuliya; Shevchenko, Georgiy 4 2017 On reselling of European option. Zbl 1141.91017Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy 4 2014 Wave equation with a stable noise. Zbl 1402.60079Pryhara, L. I.; Shevchenko, G. M. 4 2018 Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091Pryhara, Larysa; Shevchenko, Georgiy 3 2016 Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076Shevchenko, Georgiy M. 3 2014 Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041Shevchenko, Georgiy; Viitasaari, Lauri 3 2014 Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. 3 2008 Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. 3 2009 Local properties of a multifractional stable field. Zbl 1285.60045Shevchenko, Georgiy 3 2012 Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067Rusanyuk, L. I.; Shevchenko, G. M. 3 2019 Small ball properties and representation results. Zbl 1353.60050Mishura, Yuliya; Shevchenko, Georgiy 2 2017 Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60110Shevchenko, Georgiy; Viitasaari, Lauri 2 2015 The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087Mishura, Yuliya; Shevchenko, Georgiy 2 2009 Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval. Zbl 1224.62126Moroz, A.; Shevchenko, G. 2 2010 Estimation of diffusion parameter for stochastic heat equation with white noise. Zbl 1438.35466Avetisian, D. A.; Shevchenko, G. M. 2 2018 Convergence of hitting times for jump-diffusion processes. Zbl 1352.60052Shevchenko, Georgiy 1 2015 Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161Ral’chenko, K. V.; Shevchenko, G. M. 1 2010 On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358Mishura, Yu. S.; Shevchenko, G. M. 1 2007 Local times for multifractional square Gaussian processes. Zbl 1313.60075Shevchenko, G. M. 1 2013 Approximation of random variables by functionals of the increments of a fractional Brownian motion. Zbl 1310.60038Shevchenko, G. M.; Shalaiko, T. O. 1 2013 Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. Zbl 1466.60120Pavlyukevich, Ilya; Shevchenko, Georgiy 1 2020 Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. Zbl 1313.60143Tomashyk, V. V.; Shevchenko, G. M. 1 2014 Limit theorems for additive functionals of continuous time random walks. Zbl 1485.60049Kondratiev, Yuri; Mishura, Yuliya; Shevchenko, Georgiy 1 2021 Properties of trajectories of a multifractional Rosenblatt process. Zbl 1248.60045Shevchenko, Georgiĭ 1 2011 Nonparametric estimation of the kernel function of symmetric stable moving average random functions. Zbl 1469.62222Kampf, Jürgen; Shevchenko, Georgiy; Spodarev, Evgeny 1 2021 Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068Ralchenko, Kostiantyn; Shevchenko, Georgiy 1 2018 Limit theorems for additive functionals of continuous time random walks. Zbl 1485.60049Kondratiev, Yuri; Mishura, Yuliya; Shevchenko, Georgiy 1 2021 Nonparametric estimation of the kernel function of symmetric stable moving average random functions. Zbl 1469.62222Kampf, Jürgen; Shevchenko, Georgiy; Spodarev, Evgeny 1 2021 Stratonovich stochastic differential equation with irregular coefficients: Girsanov’s example revisited. Zbl 1466.60120Pavlyukevich, Ilya; Shevchenko, Georgiy 1 2020 Existence and uniqueness of a mild solution to the stochastic heat equation with white and fractional noises. Zbl 1433.60059Mishura, Yu.; Ralchenko, K.; Shevchenko, G. 8 2019 Wave equation for a homogeneous string with fixed ends driven by a stable random noise. Zbl 1436.60067Rusanyuk, L. I.; Shevchenko, G. M. 3 2019 Wave equation with a stable noise. Zbl 1402.60079Pryhara, L. I.; Shevchenko, G. M. 4 2018 Estimation of diffusion parameter for stochastic heat equation with white noise. Zbl 1438.35466Avetisian, D. A.; Shevchenko, G. M. 2 2018 Existence and uniqueness of mild solution to fractional stochastic heat equation. Zbl 1442.60068Ralchenko, Kostiantyn; Shevchenko, Georgiy 1 2018 Fractionally integrated inverse stable subordinators. Zbl 1353.60032Iksanov, Alexander; Kabluchko, Zakhar; Marynych, Alexander; Shevchenko, Georgiy 9 2017 Wave equation with a coloured stable noise. Zbl 1386.60224Pryhara, Larysa; Shevchenko, Georgiy 5 2017 Theory and statistical applications of stochastic processes. Zbl 1375.60006Mishura, Yuliya; Shevchenko, Georgiy 4 2017 Small ball properties and representation results. Zbl 1353.60050Mishura, Yuliya; Shevchenko, Georgiy 2 2017 Stochastic wave equation in a plane driven by spatial stable noise. Zbl 1352.60092Pryhara, Larysa; Shevchenko, Georgiy 8 2016 Heat equation in a multidimensional domain with a general stochastic measure. Zbl 1357.60065Bodnarchuk, I. M.; Shevchenko, G. M. 6 2016 Approximations for a solution to stochastic heat equation with stable noise. Zbl 1352.60091Pryhara, Larysa; Shevchenko, Georgiy 3 2016 Fractional Brownian motion in a nutshell. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60067Shevchenko, Georgiy 11 2015 Stochastic viability and comparison theorems for mixed stochastic differential equations. Zbl 1310.60087Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy 11 2015 Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Zbl 1329.60102Dozzi, Marco; Mishura, Yuliya; Shevchenko, Georgiy 8 2015 Convergence of solutions of mixed stochastic delay differential equations with applications. Zbl 1338.34155Mishura, Yuliya; Shalaiko, Taras; Shevchenko, Georgiy 6 2015 Adapted integral representations of random variables. Reprint of the International Journal of Modern Physics: Conference Series 36 (2015). Zbl 1337.60110Shevchenko, Georgiy; Viitasaari, Lauri 2 2015 Convergence of hitting times for jump-diffusion processes. Zbl 1352.60052Shevchenko, Georgiy 1 2015 Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087Shevchenko, Georgiy 14 2014 Mixed stochastic delay differential equations. Zbl 1322.60097Shevchenko, G. 12 2014 Approximation of fractional Brownian motion by martingales. Zbl 1312.60043Shklyar, Sergiy; Shevchenko, Georgiy; Mishura, Yuliya; Doroshenko, Vadym; Banna, Oksana 7 2014 Asymptotic properties of drift parameter estimator based on discrete observations of stochastic differential equation driven by fractional Brownian motion. Zbl 1329.60193Mishura, Yuliya; Ral’chenko, Kostiantyn; Seleznev, Oleg; Shevchenko, Georgiy 4 2014 Integrability of solutions to mixed stochastic differential equations. Zbl 1398.60076Shevchenko, Georgiy M. 3 2014 Integral representation with adapted continuous integrand with respect to fractional Brownian motion. Zbl 1305.60041Shevchenko, Georgiy; Viitasaari, Lauri 3 2014 Convergence of hitting times in diffusion models with jumps and non-Lipschitz diffusion. Zbl 1313.60143Tomashyk, V. V.; Shevchenko, G. M. 1 2014 Malliavin regularity of solutions to mixed stochastic differential equations. Zbl 1287.60075Shevchenko, Georgiy; Shalaiko, Taras 9 2013 Random variables as pathwise integrals with respect to fractional Brownian motion. Zbl 1328.60131Mishura, Yuliya; Shevchenko, Georgiy; Valkeila, Esko 6 2013 Local times for multifractional square Gaussian processes. Zbl 1313.60075Shevchenko, G. M. 1 2013 Approximation of random variables by functionals of the increments of a fractional Brownian motion. Zbl 1310.60038Shevchenko, G. M.; Shalaiko, T. O. 1 2013 Mixed stochastic differential equations with long-range dependence: existence, uniqueness and convergence of solutions. Zbl 1268.60088Mishura, Yuliya; Shevchenko, Georgiy 29 2012 Local properties of a multifractional stable field. Zbl 1285.60045Shevchenko, Georgiy 3 2012 Existence and uniqueness of the solution of stochastic differential equation involving Wiener process and fractional Brownian motion with Hurst index \(H > 1/2\). Zbl 1315.60071Mishura, Yulia S.; Shevchenko, Georgiy M. 27 2011 Real harmonizable multifractional stable process and its local properties. Zbl 1231.60039Dozzi, Marco; Shevchenko, Georgiy 8 2011 Rate of convergence of Euler approximations of solution to mixed stochastic differential equation involving Brownian motion and fractional Brownian motion. Zbl 1290.60069Mishura, Yuliya S.; Shevchenko, Georgiy M. 7 2011 Properties of trajectories of a multifractional Rosenblatt process. Zbl 1248.60045Shevchenko, Georgiĭ 1 2011 Asymptotic behaviour of the value function of an American type perpetual contingent claim in the Lévy model at infinite expansion of the time interval. Zbl 1224.62126Moroz, A.; Shevchenko, G. 2 2010 Approximation of solutions of stochastic differential equations with fractional Brownian motion by solutions of random ordinary differential equations. Zbl 1240.60161Ral’chenko, K. V.; Shevchenko, G. M. 1 2010 Path properties of multifractal Brownian motion. Zbl 1224.60080Ral’chenko, K. V.; Shevchenko, G. M. 5 2009 Functional limit theorems for stochastic integrals with applications to risk processes and to self-financing strategies in a multidimensional market. I. Zbl 1224.60061Mishura, Yu. S.; Shevchenko, G. M.; Yukhnovs’kyj, Yu. V. 3 2009 The optimal time to exchange one asset for another on finite interval. Zbl 1189.60087Mishura, Yuliya; Shevchenko, Georgiy 2 2009 The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046Mishura, Yu; Shevchenko, G. 32 2008 Properties of solutions of stochastic differential equations with nonhomogeneous coefficients and non-Lipschitz diffusion. Zbl 1224.91194Mishura, Yu. S.; Posashkova, S. V.; Shevchenko, G. M. 3 2008 Approximation schemes for stochastic differential equations in Hilbert space. Zbl 1148.60044Mishura, Yu. S.; Shevchenko, G. M. 9 2007 On the differentiability of solutions to stochastic differential equations with fractional Brownian motion. Zbl 1142.60358Mishura, Yu. S.; Shevchenko, G. M. 1 2007 On reselling of European option. Zbl 1141.91017Kukush, A. G.; Mishura, Yu. S.; Shevchenko, G. M. 4 2006 all cited Publications top 5 cited Publications all top 5 Cited by 273 Authors 28 Mishura, Yuliya Stepanivna 26 Shevchenko, Georgiy M. 13 Ralchenko, Kostiantyn V. 8 Radchenko, Vadym Mykolaĭovych 7 Neuenkirch, Andreas 6 Shalaiko, Taras 5 Kuznetsov, Dmitriĭ Feliksovich 5 Li, Zhi 5 Prakasa Rao, B. L. S. 5 Yan, Litan 4 Kozachenko, Yuriĭ Vasyl’ovych 4 Marynych, Alexander V. 4 Tindel, Samy 4 Torres, Soledad 4 Xu, Yong 3 Ayache, Antoine 3 Bodnarchuk, I. M. 3 Bourguin, Solesne 3 Dozzi, Marco E. 3 Fallah, Somayeh 3 Iksanov, Aleksander M. 3 Khodabin, Morteza 3 Mehrdoust, Farshid 3 Melnikov, Aleksander Viktorovich 3 Moroz, A. G. 3 Pei, Bin 3 Shen, Guangjun 3 Shklyar, Sergiĭ Volodymyrovych 3 Spiliopoulos, Konstantinos V. 3 Viitasaari, Lauri 3 Wu, Jianglun 3 Xu, Liping 2 Araya, Héctor 2 Avazzadeh, Zakieh 2 Avetisian, Diana 2 Banna, Oksana L. 2 Falkowski, Adrian 2 Gailus, Siragan 2 Hamonier, Julien 2 Han, Min 2 Hashemi, Bentol Hoda 2 Heydari, Mohammad Hossien 2 Hong, Phan Thanh 2 Hu, Yaozhong 2 Jentzen, Arnulf 2 Kleptsyna, Marina L. 2 Kloeden, Peter Eris 2 Kubilius, Kȩstutis 2 León, Jorge A. 2 Liu, Weiguo 2 Lundgren, Robin 2 Ly, Sel 2 Mahmoudi, Mohammad Reza 2 Maleknejad, Khosrow 2 Naganuma, Nobuaki 2 Nualart, David 2 Privault, Nicolas 2 Pryhara, Larysa 2 Rashytov, Bohdan 2 Ruan, Dehao 2 Silvestrov, Dmitrii 2 Słomiński, Leszek 2 Sönmez, Ercan 2 Stibůrek, David 2 Tomashyk, V. V. 2 Vas’kovskiĭ, Maksim Mikhaĭlovich 2 Yukhnovs’kiĭ, Yu. V. 2 Yurchenko-Tytarenko, Anton 2 Zhang, Xinwen 1 Ahmed, Nauman 1 Aida, Shigeki 1 Akgül, Ali 1 Avetisian, D. A. 1 Babaei, Afshin 1 Balachandar, S. Raja 1 Balasubramaniam, Pagavathigounder 1 Balasubramanian, K. 1 Banihashemi, Seddigheh 1 Banna, O. 1 Barth, Andrea 1 Beghin, Luisa 1 Biermé, Hermine 1 Binh, Cao Tan 1 Bodnarchuk, Iryna 1 Bohun, Vladyslav 1 Bratyk, Mykhajlo V. 1 Bréhier, Charles-Edouard 1 Buckdahn, Rainer 1 Buryak, Filipp 1 Butkovsky, Oleg A. 1 Cahoy, Dexter O. 1 Cai, Chunhao 1 Caraballo Garrido, Tomás 1 Chang, Qiangqiang 1 Chronopoulou, Alexandra 1 Clausel, Marianne 1 Cortés López, Juan Carlos 1 Coutin, Laure 1 Da Prato, Giuseppe 1 da Silva, José Luís ...and 173 more Authors all top 5 Cited in 81 Serials 30 Theory of Probability and Mathematical Statistics 13 Modern Stochastics. Theory and Applications 11 Stochastic Processes and their Applications 10 Stochastic Analysis and Applications 7 Journal of Theoretical Probability 5 Journal of Computational and Applied Mathematics 5 Statistics & Probability Letters 5 Communications in Statistics. Theory and Methods 5 Statistical Inference for Stochastic Processes 5 Differentsial’nye Uravneniya i Protsessy Upravleniya 4 Chaos, Solitons and Fractals 4 Stochastics 3 Journal of Mathematical Analysis and Applications 3 Applied Mathematics and Computation 3 Applied Mathematics and Optimization 3 Bernoulli 3 Abstract and Applied Analysis 3 Nonlinear Analysis. Modelling and Control 3 Stochastics and Dynamics 2 Computers & Mathematics with Applications 2 Theory of Probability and its Applications 2 Journal of Applied Probability 2 Journal of Differential Equations 2 Applied Mathematics Letters 2 Communications in Statistics. Simulation and Computation 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Filomat 2 Random Operators and Stochastic Equations 2 Journal of Inequalities and Applications 2 Discrete Dynamics in Nature and Society 2 Differential Equations 1 Applicable Analysis 1 International Journal of Control 1 Physica A 1 Ukrainian Mathematical Journal 1 Mathematics and Computers in Simulation 1 Osaka Journal of Mathematics 1 Transactions of the American Mathematical Society 1 Applied Numerical Mathematics 1 Statistics 1 Probability Theory and Related Fields 1 Journal of Complexity 1 Revista Matemática Iberoamericana 1 Journal of Integral Equations and Applications 1 Annals of Operations Research 1 The Annals of Applied Probability 1 Numerical Algorithms 1 Geometric and Functional Analysis. GAFA 1 Journal of Partial Differential Equations 1 Cybernetics and Systems Analysis 1 Potential Analysis 1 Applied Mathematics. Series B (English Edition) 1 Russian Journal of Mathematical Physics 1 Journal of Mathematical Sciences (New York) 1 Turkish Journal of Mathematics 1 Fractals 1 Electronic Journal of Probability 1 Mathematical Problems in Engineering 1 Mathematical Inequalities & Applications 1 Communications in Nonlinear Science and Numerical Simulation 1 Methodology and Computing in Applied Probability 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Multiscale Modeling & Simulation 1 Journal of the Institute of Mathematics of Jussieu 1 Mediterranean Journal of Mathematics 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 Statistical Methodology 1 Journal of the Korean Statistical Society 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Journal of Statistical Theory and Practice 1 Electronic Journal of Statistics 1 Discrete and Continuous Dynamical Systems. Series S 1 Science China. Mathematics 1 Sankhyā. Series A 1 Journal of Function Spaces 1 Research in the Mathematical Sciences 1 AIMS Mathematics 1 Computational and Mathematical Biophysics 1 Probability, Uncertainty and Quantitative Risk 1 Frontiers of Mathematical Finance all top 5 Cited in 24 Fields 193 Probability theory and stochastic processes (60-XX) 41 Numerical analysis (65-XX) 25 Partial differential equations (35-XX) 23 Statistics (62-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Ordinary differential equations (34-XX) 5 Systems theory; control (93-XX) 4 Real functions (26-XX) 3 Integral equations (45-XX) 2 Measure and integration (28-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Operations research, mathematical programming (90-XX) 1 Number theory (11-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Computer science (68-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year