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Author ID: shreve.steven-e Recent zbMATH articles by "Shreve, Steven E."
Published as: Shreve, Steven E.; Shreve, Steven; Shreve, S. E.; Shreve, S.
External Links: ORCID

Publications by Year

Citations contained in zbMATH Open

62 Publications have been cited 6,111 times in 5,079 Documents Cited by Year
Brownian motion and stochastic calculus. 2nd ed. Zbl 0734.60060
Karatzas, Ioannis; Shreve, Steven E.
1991
Brownian motion and stochastic calculus. Zbl 0638.60065
Karatzas, Ioannis; Shreve, Steven E.
718
1988
Methods of mathematical finance. Zbl 0941.91032
Karatzas, Ioannis; Shreve, Steven E.
613
1998
Stochastic optimal control. The discrete time case. Zbl 0471.93002
Bertsekas, Dimitri P.; Shreve, Steven E.
436
1978
Stochastic calculus for finance. II: Continuous-time models. Zbl 1068.91041
Shreve, Steven E.
277
2004
Optimal portfolio and consumption decisions for a “small investor” on a finite horizon. Zbl 0644.93066
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
277
1987
Martingale and duality methods for utility maximization in an incomplete market. Zbl 0733.93085
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.; Xu, Gan-Lin
217
1991
Optimal investment and consumption with transaction costs. Zbl 0813.60051
Shreve, S. E.; Soner, H. M.
169
1994
Robustness of the Black and Scholes formula. Zbl 0910.90008
El Karoui, Nicole; Jeanblanc-Picqué, Monique; Shreve, Steven E.
110
1998
Optimal consumption for general diffusions with absorbing and reflecting barriers. Zbl 0535.93071
Shreve, S. E.; Lehoczky, J. P.; Gaver, D. P.
106
1984
Explicit solution of a consumption/investment problem. Zbl 0622.90018
Karatzas, I.; Lehoczky, J.; Sethi, S.; Shreve, S.
93
1986
Connections between optimal stopping and singular stochastic control. I: Monotone follower problems. Zbl 0551.93078
Karatzas, Ioannis; Shreve, Steven E.
81
1984
There is no nontrivial hedging portfolio for option pricing with transaction costs. Zbl 0837.90012
Soner, H. M.; Shreve, S. E.; Cvitanić, J.
69
1995
An explicit formula for the Skorokhod map on \([0,a]\). Zbl 1139.60017
Kruk, Lukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
66
2007
Optimal execution in a general one-sided limit-order book. Zbl 1222.91062
Predoiu, Silviu; Shaikhet, Gennady; Shreve, Steven
45
2011
Stochastic calculus for finance. I: The binomial asset pricing model. Zbl 1068.91040
Shreve, Steven E.
44
2004
Regularity of the value function for a two-dimensional singular stochastic control problem. Zbl 0685.93076
Soner, H. Mete; Shreve, Steven E.
43
1989
Asymptotic analysis of optimal investment and consumption with transaction costs. Zbl 1098.91051
Janeček, Karel; Shreve, Steven
42
2004
Connections between optimal stopping and singular stochastic control. II: Reflected follower problems. Zbl 0573.93078
Karatzas, Ioannis; Shreve, Steven E.
41
1985
A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients. Zbl 0745.93083
Xu, Ganlin; Shreve, Steven E.
40
1992
Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model. Zbl 0707.90018
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
39
1990
A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients. Zbl 0773.90017
Xu, Gan-Lin; Shreve, Steven E.
32
1992
Real-time queues in heavy traffic with earliest-deadline-first queue discipline. Zbl 1015.60086
Doytchinov, Bogdan; Lehoczky, John; Shreve, Steven
30
2001
A general framework for pricing credit risk. Zbl 1134.91395
Bélanger, Alain; Shreve, Steven E.; Wong, Dennis
28
2004
Mimicking an Itō process by a solution of a stochastic differential equation. Zbl 1284.60109
Brunick, Gerard; Shreve, Steven
28
2013
Equivalent models for finite-fuel stochastic control. Zbl 0635.93076
Karatzas, Ioannis; Shreve, Steven E.
25
1986
A two-person game for pricing convertible bonds. Zbl 1141.91309
Sîrbu, Mihai; Shreve, Steven E.
25
2006
Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control. Zbl 0544.60069
Karatzas, Ioannis; Shreve, Steven E.
20
1984
A decomposition of the Brownian path. Zbl 0615.60075
Karatzas, Ioannis; Shreve, Steven E.
20
1987
A free boundary problem related to singular stochastic control: The parabolic case. Zbl 0746.35058
Soner, H. M.; Shreve, S. E.
18
1991
Heavy traffic analysis for EDF queues with reneging. Zbl 1220.60053
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
17
2011
Optimal consumption and investment policies allowing consumption constraints and bankruptcy. Zbl 0526.90009
Lehoczky, J.; Sethi, S.; Shreve, S.
16
1983
Universally measurable policies in dynamic programming. Zbl 0412.90071
Shreve, Steven E.; Bertsekas, Dimitri P.
16
1979
Options on a traded account: Vacation calls, vacation puts and passport options. Zbl 0997.91020
Shreve, Steven E.; Večeř, Jan
14
2000
Double Skorokhod map and reneging real-time queues. Zbl 1170.60314
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
14
2008
Perpetual convertible bonds. Zbl 1101.91048
Sîrbu, Mihai; Pikovsky, Igor; Shreve, Steven E.
14
2004
Utility maximization trading two futures with transaction costs. Zbl 1282.91296
Bichuch, Maxim; Shreve, Steven
13
2013
Alternative theoretical frameworks for finite horizon discretetime stochastic optimal control. Zbl 0405.93044
Shreve, Steven E.; Bertsekas, Dimitri P.
12
1978
Equilibrium models with singular asset prices. Zbl 0900.90111
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
11
1991
Absolutely continuous and singular stochastic control. Zbl 0564.93068
Lehoczky, J. P.; Shreve, S. E.
10
1986
Heavy traffic convergence of a controlled, multiclass queueing system. Zbl 0866.90061
Martins, L. F.; Shreve, S. E.; Soner, H. M.
10
1996
Satisfying convex risk limits by trading. Zbl 1092.91048
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; Tütüncü, Reha
9
2005
Futures trading with transaction costs. Zbl 1276.91094
Janeček, Karel; Shreve, Steven E.
9
2010
Earliest-deadline-first service in heavy-traffic acyclic networks. Zbl 1084.60056
Kruk, Łukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
8
2004
An introduction to singular stochastic control. Zbl 0850.93739
Shreve, Steven E.
8
1988
Optimal investment and consumption with two bonds and transaction costs. Zbl 0900.90049
Shreve, S. E.; Soner, H. M.; Xu, G.-L.
7
1991
Reflected Brownian motion in the ”Bang-Bang” control of Brownian drift. Zbl 0462.49024
Shreve, Steven E.
7
1981
Accuracy of state space collapse for earliest-deadline-first queues. Zbl 1129.60084
Kruk, Łukasz; Lehoczky, John; Shreve, Steven
6
2006
Multiple-input heavy-traffic real-time queues. Zbl 1046.60082
Kruk, Lukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
4
2003
A martingale formulation for optimal consumption/investment decision making. Zbl 0623.90001
Lehoczky, J. P.; Sethi, S. P.; Shreve, S. E.
4
1985
Equilibrium in a simplified dynamic, stochastic economy with heterogeneous agents. Zbl 0735.90024
Karatzas, Ioannis; Lakner, Peter; Lehoczky, John P.; Shreve, Steven E.
4
1991
Strong consistency of a modified maximum likelihood estimator for controlled Markov chains. Zbl 0442.93054
Doshi, Bharat; Shreve, Steven E.
4
1980
Stochastic optimal control. The discrete time case. (Stokhasticheskoe optimal’noe upravlenie. Sluchaj diskretnogo vremeni). Transl. from the English by V. I. Lutkov and V. A. Khavanskov. Zbl 0633.93001
Bertsekas, Dimitri P.; Shreve, Steven E.
3
1985
Valuation of exotic options under shortselling constraints. Zbl 1002.91021
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe
3
2002
Probability measures and the C-sets of Selivanovskij. Zbl 0401.60004
Shreve, Steven E.
3
1979
Explicit solution of a general consumption/investment problem. Zbl 0587.90012
Karatzas, Ioannis; Sethi, Suresh P.; Lehoczky, John P.; Shreve, Steven E.
2
1986
A free boundary problem related to singular stochastic control. Zbl 0733.93083
Shreve, S. E.; Soner, H. M.
2
1990
Existence of optimal stationary policies in deterministic optimal control. Zbl 0416.49007
Bertsekas, Dimitri P.; Shreve, Steven E.
2
1979
A tribute to Wendell H. Fleming. Zbl 0770.01012
Berkovitz, L. D.; Shreve, Steven E.; Ziemer, William P.
1
1993
Liquidity premium for capital asset pricing with transaction costs. Zbl 0841.90018
Shreve, S. E.
1
1995
Borel-approachable functions. Zbl 0387.28007
Shreve, Steven E.
1
1981
Resolution of measurability problems in discrete - time stochastic control. Zbl 0407.49016
Shreve, Steven E.
1
1979
Mimicking an Itō process by a solution of a stochastic differential equation. Zbl 1284.60109
Brunick, Gerard; Shreve, Steven
28
2013
Utility maximization trading two futures with transaction costs. Zbl 1282.91296
Bichuch, Maxim; Shreve, Steven
13
2013
Optimal execution in a general one-sided limit-order book. Zbl 1222.91062
Predoiu, Silviu; Shaikhet, Gennady; Shreve, Steven
45
2011
Heavy traffic analysis for EDF queues with reneging. Zbl 1220.60053
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
17
2011
Futures trading with transaction costs. Zbl 1276.91094
Janeček, Karel; Shreve, Steven E.
9
2010
Double Skorokhod map and reneging real-time queues. Zbl 1170.60314
Kruk, Łukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
14
2008
An explicit formula for the Skorokhod map on \([0,a]\). Zbl 1139.60017
Kruk, Lukasz; Lehoczky, John; Ramanan, Kavita; Shreve, Steven
66
2007
A two-person game for pricing convertible bonds. Zbl 1141.91309
Sîrbu, Mihai; Shreve, Steven E.
25
2006
Accuracy of state space collapse for earliest-deadline-first queues. Zbl 1129.60084
Kruk, Łukasz; Lehoczky, John; Shreve, Steven
6
2006
Satisfying convex risk limits by trading. Zbl 1092.91048
Larsen, Kasper; Pirvu, Traian A.; Shreve, Steven E.; Tütüncü, Reha
9
2005
Stochastic calculus for finance. II: Continuous-time models. Zbl 1068.91041
Shreve, Steven E.
277
2004
Stochastic calculus for finance. I: The binomial asset pricing model. Zbl 1068.91040
Shreve, Steven E.
44
2004
Asymptotic analysis of optimal investment and consumption with transaction costs. Zbl 1098.91051
Janeček, Karel; Shreve, Steven
42
2004
A general framework for pricing credit risk. Zbl 1134.91395
Bélanger, Alain; Shreve, Steven E.; Wong, Dennis
28
2004
Perpetual convertible bonds. Zbl 1101.91048
Sîrbu, Mihai; Pikovsky, Igor; Shreve, Steven E.
14
2004
Earliest-deadline-first service in heavy-traffic acyclic networks. Zbl 1084.60056
Kruk, Łukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
8
2004
Multiple-input heavy-traffic real-time queues. Zbl 1046.60082
Kruk, Lukasz; Lehoczky, John; Shreve, Steven; Yeung, Shu-Ngai
4
2003
Valuation of exotic options under shortselling constraints. Zbl 1002.91021
Schmock, Uwe; Shreve, Steven E.; Wystup, Uwe
3
2002
Real-time queues in heavy traffic with earliest-deadline-first queue discipline. Zbl 1015.60086
Doytchinov, Bogdan; Lehoczky, John; Shreve, Steven
30
2001
Options on a traded account: Vacation calls, vacation puts and passport options. Zbl 0997.91020
Shreve, Steven E.; Večeř, Jan
14
2000
Methods of mathematical finance. Zbl 0941.91032
Karatzas, Ioannis; Shreve, Steven E.
613
1998
Robustness of the Black and Scholes formula. Zbl 0910.90008
El Karoui, Nicole; Jeanblanc-Picqué, Monique; Shreve, Steven E.
110
1998
Heavy traffic convergence of a controlled, multiclass queueing system. Zbl 0866.90061
Martins, L. F.; Shreve, S. E.; Soner, H. M.
10
1996
There is no nontrivial hedging portfolio for option pricing with transaction costs. Zbl 0837.90012
Soner, H. M.; Shreve, S. E.; Cvitanić, J.
69
1995
Liquidity premium for capital asset pricing with transaction costs. Zbl 0841.90018
Shreve, S. E.
1
1995
Optimal investment and consumption with transaction costs. Zbl 0813.60051
Shreve, S. E.; Soner, H. M.
169
1994
A tribute to Wendell H. Fleming. Zbl 0770.01012
Berkovitz, L. D.; Shreve, Steven E.; Ziemer, William P.
1
1993
A duality method for optimal consumption and investment under short- selling prohibition. I: General market coefficients. Zbl 0745.93083
Xu, Ganlin; Shreve, Steven E.
40
1992
A duality method for optimal consumption and investment under short- selling prohibition. II: Constant market coefficients. Zbl 0773.90017
Xu, Gan-Lin; Shreve, Steven E.
32
1992
Brownian motion and stochastic calculus. 2nd ed. Zbl 0734.60060
Karatzas, Ioannis; Shreve, Steven E.
1991
Martingale and duality methods for utility maximization in an incomplete market. Zbl 0733.93085
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.; Xu, Gan-Lin
217
1991
A free boundary problem related to singular stochastic control: The parabolic case. Zbl 0746.35058
Soner, H. M.; Shreve, S. E.
18
1991
Equilibrium models with singular asset prices. Zbl 0900.90111
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
11
1991
Optimal investment and consumption with two bonds and transaction costs. Zbl 0900.90049
Shreve, S. E.; Soner, H. M.; Xu, G.-L.
7
1991
Equilibrium in a simplified dynamic, stochastic economy with heterogeneous agents. Zbl 0735.90024
Karatzas, Ioannis; Lakner, Peter; Lehoczky, John P.; Shreve, Steven E.
4
1991
Existence and uniqueness of multi-agent equilibrium in a stochastic, dynamic consumption/investment model. Zbl 0707.90018
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
39
1990
A free boundary problem related to singular stochastic control. Zbl 0733.93083
Shreve, S. E.; Soner, H. M.
2
1990
Regularity of the value function for a two-dimensional singular stochastic control problem. Zbl 0685.93076
Soner, H. Mete; Shreve, Steven E.
43
1989
Brownian motion and stochastic calculus. Zbl 0638.60065
Karatzas, Ioannis; Shreve, Steven E.
718
1988
An introduction to singular stochastic control. Zbl 0850.93739
Shreve, Steven E.
8
1988
Optimal portfolio and consumption decisions for a “small investor” on a finite horizon. Zbl 0644.93066
Karatzas, Ioannis; Lehoczky, John P.; Shreve, Steven E.
277
1987
A decomposition of the Brownian path. Zbl 0615.60075
Karatzas, Ioannis; Shreve, Steven E.
20
1987
Explicit solution of a consumption/investment problem. Zbl 0622.90018
Karatzas, I.; Lehoczky, J.; Sethi, S.; Shreve, S.
93
1986
Equivalent models for finite-fuel stochastic control. Zbl 0635.93076
Karatzas, Ioannis; Shreve, Steven E.
25
1986
Absolutely continuous and singular stochastic control. Zbl 0564.93068
Lehoczky, J. P.; Shreve, S. E.
10
1986
Explicit solution of a general consumption/investment problem. Zbl 0587.90012
Karatzas, Ioannis; Sethi, Suresh P.; Lehoczky, John P.; Shreve, Steven E.
2
1986
Connections between optimal stopping and singular stochastic control. II: Reflected follower problems. Zbl 0573.93078
Karatzas, Ioannis; Shreve, Steven E.
41
1985
A martingale formulation for optimal consumption/investment decision making. Zbl 0623.90001
Lehoczky, J. P.; Sethi, S. P.; Shreve, S. E.
4
1985
Stochastic optimal control. The discrete time case. (Stokhasticheskoe optimal’noe upravlenie. Sluchaj diskretnogo vremeni). Transl. from the English by V. I. Lutkov and V. A. Khavanskov. Zbl 0633.93001
Bertsekas, Dimitri P.; Shreve, Steven E.
3
1985
Optimal consumption for general diffusions with absorbing and reflecting barriers. Zbl 0535.93071
Shreve, S. E.; Lehoczky, J. P.; Gaver, D. P.
106
1984
Connections between optimal stopping and singular stochastic control. I: Monotone follower problems. Zbl 0551.93078
Karatzas, Ioannis; Shreve, Steven E.
81
1984
Trivariate density of Brownian motion, its local and occupation times, with application to stochastic control. Zbl 0544.60069
Karatzas, Ioannis; Shreve, Steven E.
20
1984
Optimal consumption and investment policies allowing consumption constraints and bankruptcy. Zbl 0526.90009
Lehoczky, J.; Sethi, S.; Shreve, S.
16
1983
Reflected Brownian motion in the ”Bang-Bang” control of Brownian drift. Zbl 0462.49024
Shreve, Steven E.
7
1981
Borel-approachable functions. Zbl 0387.28007
Shreve, Steven E.
1
1981
Strong consistency of a modified maximum likelihood estimator for controlled Markov chains. Zbl 0442.93054
Doshi, Bharat; Shreve, Steven E.
4
1980
Universally measurable policies in dynamic programming. Zbl 0412.90071
Shreve, Steven E.; Bertsekas, Dimitri P.
16
1979
Probability measures and the C-sets of Selivanovskij. Zbl 0401.60004
Shreve, Steven E.
3
1979
Existence of optimal stationary policies in deterministic optimal control. Zbl 0416.49007
Bertsekas, Dimitri P.; Shreve, Steven E.
2
1979
Resolution of measurability problems in discrete - time stochastic control. Zbl 0407.49016
Shreve, Steven E.
1
1979
Stochastic optimal control. The discrete time case. Zbl 0471.93002
Bertsekas, Dimitri P.; Shreve, Steven E.
436
1978
Alternative theoretical frameworks for finite horizon discretetime stochastic optimal control. Zbl 0405.93044
Shreve, Steven E.; Bertsekas, Dimitri P.
12
1978
all top 5

Cited by 5,441 Authors

46 Karatzas, Ioannis
45 Bayraktar, Erhan
29 Touzi, Nizar
29 Young, Virginia R.
28 Shin, Yong Hyun
27 Ekström, Erik
24 Nowak, Andrzej S.
23 Ferrari, Giorgio
23 Muhle-Karbe, Johannes
23 Schachermayer, Walter
22 Platen, Eckhard
22 Soner, Halil Mete
21 Piunovskiĭ, Alekseĭ Borisovich
21 Russo, Francesco
19 Jaśkiewicz, Anna
19 Pham, Huyên
18 Bo, Lijun
18 Kruk, Łukasz
17 Bouchard, Bruno
17 Zheng, Harry H.
16 Budhiraja, Amarjit S.
16 Burdzy, Krzysztof
16 De Angelis, Tiziano
16 El Karoui, Nicole
16 Guasoni, Paolo
16 Ma, Jin
16 Shreve, Steven E.
15 Cvitanić, Jakša
15 Hamadene, Saïd
15 Pap, Gyula
15 Siu, Tak Kuen
15 Taksar, Michael I.
14 Dolinsky, Yan
14 Feinberg, Eugene Aleksandrovich
14 Fukasawa, Masaaki
14 Jeanblanc, Monique
14 Korn, Ralf
14 Urusov, Mikhail A.
14 Weerasinghe, Ananda P. N.
14 Yang, Zhou
14 Yi, Fahuai
14 Yong, Jiongmin
13 Ankirchner, Stefan
13 Barczy, Mátyás
13 Chen, An
13 Dokuchaev, Nikolai G.
13 Elliott, Robert James
13 Hobson, David Graham
13 Nutz, Marcel
13 Ruf, Johannes
13 Shkolnikov, Mykhaylo
13 Yang, Hailiang
13 Zhang, Jianfeng
13 Zhang, Yi
13 Zhu, Chao
13 Žitković, Gordan
12 Atar, Rami
12 Bank, Peter
12 Bielecki, Tomasz R.
12 Jeon, Junkee
12 Koo, Hyeng Keun
12 Kurano, Masami
12 Liang, Zongxia
12 Mykland, Per Aslak
12 Ouknine, Youssef
12 Zhang, Qing
11 Capponi, Agostino
11 Detemple, Jerome B.
11 Dufour, François
11 Federico, Salvatore
11 Fei, Weiyin
11 Grandits, Peter
11 Guo, Xin
11 Peskir, Goran
11 Wang, Yongjin
11 Yin, George Gang
11 Zariphopoulou, Thaleia
10 Alvarez, Luis H. R.
10 Criens, David
10 Guo, Xianping
10 Ichiba, Tomoyuki
10 Imkeller, Peter
10 Jourdain, Benjamin
10 Kardaras, Constantinos
10 Kruse, Thomas
10 Kupper, Michael
10 Lanconelli, Alberto
10 Ma, Jingtang
10 Mao, Xuerong
10 Possamaï, Dylan
10 Przybyłowicz, Paweł
10 Riedel, Frank
10 Sarantsev, Andrey
10 Schweizer, Martin
10 Zervos, Mihail
10 Zhang, Shuguang
9 Beiglböck, Mathias
9 Bossy, Mireille
9 Buckdahn, Rainer
9 Campi, Luciano
...and 5,341 more Authors
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Cited in 502 Serials

267 Stochastic Processes and their Applications
216 The Annals of Applied Probability
149 Insurance Mathematics & Economics
137 Finance and Stochastics
122 Mathematical Finance
120 SIAM Journal on Control and Optimization
116 Journal of Economic Dynamics & Control
110 Journal of Mathematical Analysis and Applications
102 Quantitative Finance
93 The Annals of Probability
93 International Journal of Theoretical and Applied Finance
81 European Journal of Operational Research
75 SIAM Journal on Financial Mathematics
74 Stochastic Analysis and Applications
72 Applied Mathematics and Optimization
72 Statistics & Probability Letters
70 Journal of Applied Probability
65 Probability Theory and Related Fields
64 Stochastics
63 Mathematics and Financial Economics
60 Advances in Applied Probability
57 Journal of Computational and Applied Mathematics
55 Applied Mathematical Finance
53 Journal of Optimization Theory and Applications
52 Bernoulli
52 Mathematical Methods of Operations Research
50 Journal of Econometrics
49 Journal of Mathematical Economics
46 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
45 Journal of Economic Theory
43 Journal of Statistical Physics
42 Annals of Finance
37 Annals of Operations Research
34 Applied Mathematics and Computation
34 Queueing Systems
34 Electronic Journal of Probability
33 Journal of Theoretical Probability
30 Physica A
30 Automatica
29 Journal of Differential Equations
28 Transactions of the American Mathematical Society
27 Scandinavian Actuarial Journal
26 Journal of Functional Analysis
25 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
25 Methodology and Computing in Applied Probability
24 Communications in Mathematical Physics
24 Mathematics of Operations Research
24 Decisions in Economics and Finance
24 Asia-Pacific Financial Markets
23 Systems & Control Letters
23 Stochastic Models
22 The Annals of Statistics
22 Stochastics and Dynamics
21 Acta Mathematicae Applicatae Sinica. English Series
21 Advances in Difference Equations
20 Operations Research Letters
20 Discrete and Continuous Dynamical Systems. Series B
20 North American Actuarial Journal
19 Computers & Mathematics with Applications
19 Journal of Systems Science and Complexity
18 Journal of Mathematical Physics
18 Abstract and Applied Analysis
18 ASTIN Bulletin
18 Journal of Industrial and Management Optimization
17 Stochastics and Stochastics Reports
17 Potential Analysis
17 Stochastic and Partial Differential Equations. Analysis and Computations
16 Optimization
16 Electronic Communications in Probability
16 Review of Derivatives Research
15 Journal of Statistical Planning and Inference
14 Journal of Computational Physics
14 Theory of Probability and its Applications
14 Communications in Statistics. Theory and Methods
14 Applied Mathematics. Series B (English Edition)
14 Dynamic Games and Applications
13 Proceedings of the American Mathematical Society
12 Journal of Applied Mathematics and Stochastic Analysis
12 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
11 Chaos, Solitons and Fractals
11 Mathematics and Computers in Simulation
11 Japan Journal of Industrial and Applied Mathematics
11 Journal of Nonlinear Science
11 Discrete and Continuous Dynamical Systems
11 Mathematical Problems in Engineering
11 Statistical Inference for Stochastic Processes
11 International Journal of Stochastic Analysis
10 Stochastics
10 Acta Applicandae Mathematicae
10 SIAM Journal on Mathematical Analysis
10 Probability in the Engineering and Informational Sciences
10 Science China. Mathematics
10 Mathematical Control and Related Fields
9 Communications on Pure and Applied Mathematics
9 Mathematical Biosciences
9 Annals of the Institute of Statistical Mathematics
9 BIT
9 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
9 Economics Letters
9 Automation and Remote Control
...and 402 more Serials
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Cited in 52 Fields

3,074 Probability theory and stochastic processes (60-XX)
2,551 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
947 Systems theory; control (93-XX)
518 Operations research, mathematical programming (90-XX)
512 Partial differential equations (35-XX)
476 Statistics (62-XX)
467 Calculus of variations and optimal control; optimization (49-XX)
408 Numerical analysis (65-XX)
192 Ordinary differential equations (34-XX)
173 Statistical mechanics, structure of matter (82-XX)
160 Biology and other natural sciences (92-XX)
84 Computer science (68-XX)
83 Dynamical systems and ergodic theory (37-XX)
70 Fluid mechanics (76-XX)
60 Operator theory (47-XX)
51 Measure and integration (28-XX)
44 Functional analysis (46-XX)
44 Quantum theory (81-XX)
42 Global analysis, analysis on manifolds (58-XX)
30 Real functions (26-XX)
30 Integral equations (45-XX)
22 Information and communication theory, circuits (94-XX)
20 Combinatorics (05-XX)
20 Potential theory (31-XX)
18 Linear and multilinear algebra; matrix theory (15-XX)
14 Differential geometry (53-XX)
14 Mechanics of deformable solids (74-XX)
13 Approximations and expansions (41-XX)
12 Harmonic analysis on Euclidean spaces (42-XX)
12 Integral transforms, operational calculus (44-XX)
12 Mechanics of particles and systems (70-XX)
10 Mathematical logic and foundations (03-XX)
10 Difference and functional equations (39-XX)
9 Special functions (33-XX)
8 Number theory (11-XX)
8 Functions of a complex variable (30-XX)
8 Classical thermodynamics, heat transfer (80-XX)
7 General topology (54-XX)
6 Topological groups, Lie groups (22-XX)
6 Geophysics (86-XX)
5 Convex and discrete geometry (52-XX)
4 Order, lattices, ordered algebraic structures (06-XX)
4 Relativity and gravitational theory (83-XX)
3 General and overarching topics; collections (00-XX)
3 History and biography (01-XX)
3 Several complex variables and analytic spaces (32-XX)
2 Abstract harmonic analysis (43-XX)
2 Optics, electromagnetic theory (78-XX)
1 Algebraic geometry (14-XX)
1 Nonassociative rings and algebras (17-XX)
1 Group theory and generalizations (20-XX)
1 Algebraic topology (55-XX)

Citations by Year