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Author ID: sulem.agnes Recent zbMATH articles by "Sulem, Agnès"
Published as: Sulem, Agnès; Sulem, A.; Sulem, Agnés; Sulem, Agnes

Publications by Year

Citations contained in zbMATH Open

65 Publications have been cited 1,457 times in 1,091 Documents Cited by Year
Applied stochastic control of jump diffusions. 2nd ed. Zbl 1116.93004
Øksendal, Bernt; Sulem, Agnès
198
2007
Applied stochastic control of jump diffusions. Zbl 1074.93009
Øksendal, Bernt; Sulem, Agnès
192
2005
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance. Zbl 1140.93496
Framstad, N. C.; Øksendal, B.; Sulem, A.
78
2005
Some solvable stochastic control problems with delay. Zbl 0999.93072
Elsanosi, Ismail; Øksendal, Bernt; Sulem, Agnès
62
2000
Optimal consumption and portfolio with both fixed and proportional transaction costs. Zbl 1102.91054
Øksendal, Bernt; Sulem, Agnès
61
2002
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
59
2011
On an investment-consumption model with transaction costs. Zbl 1035.91505
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès
53
1996
Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. Zbl 1207.93115
Øksendal, Bernt; Sulem, Agnès
51
2010
An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044
Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi
50
2004
BSDEs with jumps, optimization and applications to dynamic risk measures. Zbl 1285.93091
Quenez, Marie-Claire; Sulem, Agnès
48
2013
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Zbl 1013.91055
Framstad, Nils Chr.; Øksendal, Bernt; Sulem, Agnès
40
2001
A maximum principle for optimal control of stochastic systems with delay, with applications to finance. Zbl 1054.93531
Øksendal, Bernt; Sulem, Agnès
36
2001
Forward-backward stochastic differential games and stochastic control under model uncertainty. Zbl 1290.49076
Øksendal, Bernt; Sulem, Agnès
36
2014
A solvable one-dimensional model of a diffusion inventory system. Zbl 0601.93069
Sulem, Agnès
32
1986
A stochastic maximum principle for processes driven by fractional Brownian motion. Zbl 1064.93048
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
30
2002
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016
Akian, Marianne; Sulem, Agnès; Taksar, Michael I.
27
2001
Explicit solution of inventory problems with delivery lags. Zbl 0846.90031
Bar-Ilan, Avner; Sulem, Agnès
26
1995
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps. Zbl 1293.93783
Quenez, Marie-Claire; Sulem, Agnès
24
2014
Utility maximization in an insider influenced market. Zbl 1136.91450
Kohatsu-Higa, Arturo; Sulem, Agnès
21
2006
Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Zbl 1422.93001
Øksendal, Bernt; Sulem, Agnès
19
2019
Portfolio optimization under model uncertainty and BSDE games. Zbl 1277.91159
Øksendal, Bernt; Sulem, Agnès
19
2011
Optimal consumption and portfolio in a Black–Scholes market driven by fractional Brownian motion. Zbl 1180.91266
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnés
18
2003
Risk minimization in financial markets modeled by Itô-Lévy processes. Zbl 1334.60122
Øksendal, Bernt; Sulem, Agnès
17
2015
Time-to-build and capacity choice. Zbl 0990.91019
Bar-Ilan, A.; Sulem, A.; Zanello, A.
17
2002
Optimal stochastic impulse control with delayed reaction. Zbl 1161.93029
Øksendal, Bernt; Sulem, Agnès
17
2008
Risk indifference pricing in jump diffusion markets. Zbl 1187.91105
Øksendal, Bernt; Sulem, Agnès
15
2009
Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Zbl 1259.93135
Øksendal, Bernt; Sulem, Agnès
15
2012
Generalized Dynkin games and doubly reflected BSDEs with jumps. Zbl 1351.93170
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
15
2016
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
13
2014
Game options in an imperfect market with default. Zbl 1381.93103
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
11
2017
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Zbl 1014.91042
Chancelier, J.-Ph.; Øksendal, B.; Sulem, A.
10
2002
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
9
2007
Pseudopower expansion of solutions of generalized equations and constrained optimization problems. Zbl 0842.65044
Bonnans, Joseph Frédéric; Sulem, Agnès
9
1995
Optimal risk control and dividend policies under excess of loss reinsurance. Zbl 1076.93046
Mnif, Mohamed; Sulem, Agnès
9
2005
American options in an imperfect complete market with default. Zbl 1419.91612
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
8
2018
A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations. Zbl 1343.93097
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
8
2016
Mixed generalized Dynkin game and stochastic control in a Markovian framework. Zbl 1361.60054
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
8
2017
Explicit solution of a two-dimensional deterministic inventory problem. Zbl 0601.93070
Sulem, Agnès
7
1986
BSDEs with default jump. Zbl 1408.60044
Dumitrescu, Roxana; Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
6
2018
A game theoretic approach to martingale measures in incomplete markets. Zbl 1199.91029
Oksendal, B.; Sulem, A.
6
2008
Partial observation control in an anticipating environment. Zbl 1055.93075
Øksendal, B.; Sulem, A.
6
2003
Optimal stopping for dynamic risk measures with jumps and obstacle problems. Zbl 1327.93412
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
6
2015
Singular mean-field control games. Zbl 1376.91029
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
5
2017
Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations. Zbl 1147.35327
N’Zi, Modeste; Ouknine, Youssef; Sulem, Agnès
5
2006
Multi-asset portfolio selection problem with transaction costs. Zbl 0830.90006
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès
5
1995
Optimal control of predictive mean-field equations and applications to finance. Zbl 1341.49032
Øksendal, Bernt; Sulem, Agnès
5
2016
Computational aspects in applied stochastic control. Zbl 0821.90026
Tapiero, Charles S.; Sulem, Agnès
4
1994
Dynamic robust duality in utility maximization. Zbl 1361.60047
Øksendal, Bernt; Sulem, Agnès
4
2017
Dynamic optimization for a mixed portfolio with transaction costs. Zbl 0898.90037
Sulem, Agnès
4
1997
Optimal control of interbank contagion under complete information. Zbl 1291.91250
Minca, Andreea; Sulem, Agnès
3
2014
A barrier version of the Russian option. Zbl 1011.91038
Shepp, Larry A.; Shiryaev, Albert N.; Sulem, Agnes
3
2002
A stochastic HJB equation for optimal control of forward-backward SDEs. Zbl 1354.60061
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
3
2016
Control of interbank contagion under partial information. Zbl 1330.91191
Amini, Hamed; Minca, Andreea; Sulem, Agnès
3
2015
Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Zbl 1283.93316
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
3
2012
An integral representation theorem of \(g\)-expectations. Zbl 1409.91231
Chen, Zengjing; Sulem, Agnès
2
2011
Optimal portfolio in a fractional Black & Scholes market. Zbl 0974.91024
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2
2000
Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Zbl 1053.49001
2
2001
Stochastic control for mean-field stochastic partial differential equations with jumps. Zbl 1391.60156
Dumitrescu, Roxana; Øksendal, Bernt; Sulem, Agnès
2
2018
Robust stochastic control and equivalent martingale measures. Zbl 1248.93174
Øksendal, Bernt; Sulem, Agnès
2
2011
Anticipative stochastic control for Lévy processes with application to insider trading. Zbl 1180.91142
Sulem, Agnès; Kohatsu-Higa, Arturo; Øksendal, Bernt; Proske, Frank; Di Nunno, Giulia
2
2009
Market viability and martingale measures under partial information. Zbl 1338.60121
Fontana, Claudio; Øksendal, Bernt; Sulem, Agnès
2
2015
European options in a nonlinear incomplete market model with default. Zbl 1452.91308
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
1
2020
Foreword. Zbl 1298.00306
1
2014
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1
1988
American options in a non-linear incomplete market model with default. Zbl 1476.91185
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
1
2021
American options in a non-linear incomplete market model with default. Zbl 1476.91185
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
1
2021
European options in a nonlinear incomplete market model with default. Zbl 1452.91308
Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
1
2020
Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Zbl 1422.93001
Øksendal, Bernt; Sulem, Agnès
19
2019
American options in an imperfect complete market with default. Zbl 1419.91612
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
8
2018
BSDEs with default jump. Zbl 1408.60044
Dumitrescu, Roxana; Grigorova, Miryana; Quenez, Marie-Claire; Sulem, Agnès
6
2018
Stochastic control for mean-field stochastic partial differential equations with jumps. Zbl 1391.60156
Dumitrescu, Roxana; Øksendal, Bernt; Sulem, Agnès
2
2018
Game options in an imperfect market with default. Zbl 1381.93103
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
11
2017
Mixed generalized Dynkin game and stochastic control in a Markovian framework. Zbl 1361.60054
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
8
2017
Singular mean-field control games. Zbl 1376.91029
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
5
2017
Dynamic robust duality in utility maximization. Zbl 1361.60047
Øksendal, Bernt; Sulem, Agnès
4
2017
Generalized Dynkin games and doubly reflected BSDEs with jumps. Zbl 1351.93170
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
15
2016
A weak dynamic programming principle for combined optimal stopping/stochastic control with \({\mathcal E}^{f}\)-expectations. Zbl 1343.93097
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
8
2016
Optimal control of predictive mean-field equations and applications to finance. Zbl 1341.49032
Øksendal, Bernt; Sulem, Agnès
5
2016
A stochastic HJB equation for optimal control of forward-backward SDEs. Zbl 1354.60061
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
3
2016
Risk minimization in financial markets modeled by Itô-Lévy processes. Zbl 1334.60122
Øksendal, Bernt; Sulem, Agnès
17
2015
Optimal stopping for dynamic risk measures with jumps and obstacle problems. Zbl 1327.93412
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
6
2015
Control of interbank contagion under partial information. Zbl 1330.91191
Amini, Hamed; Minca, Andreea; Sulem, Agnès
3
2015
Market viability and martingale measures under partial information. Zbl 1338.60121
Fontana, Claudio; Øksendal, Bernt; Sulem, Agnès
2
2015
Forward-backward stochastic differential games and stochastic control under model uncertainty. Zbl 1290.49076
Øksendal, Bernt; Sulem, Agnès
36
2014
Reflected BSDEs and robust optimal stopping for dynamic risk measures with jumps. Zbl 1293.93783
Quenez, Marie-Claire; Sulem, Agnès
24
2014
Singular control and optimal stopping of SPDEs, and backward SPDEs with reflection. Zbl 1306.93078
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
13
2014
Optimal control of interbank contagion under complete information. Zbl 1291.91250
Minca, Andreea; Sulem, Agnès
3
2014
Foreword. Zbl 1298.00306
1
2014
BSDEs with jumps, optimization and applications to dynamic risk measures. Zbl 1285.93091
Quenez, Marie-Claire; Sulem, Agnès
48
2013
Singular stochastic control and optimal stopping with partial information of Itô-Lévy processes. Zbl 1259.93135
Øksendal, Bernt; Sulem, Agnès
15
2012
Optimal partial information control of SPDEs with delay and time-advanced backward SPDEs. Zbl 1283.93316
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
3
2012
Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations. Zbl 1217.93183
Øksendal, Bernt; Sulem, Agnès; Zhang, Tusheng
59
2011
Portfolio optimization under model uncertainty and BSDE games. Zbl 1277.91159
Øksendal, Bernt; Sulem, Agnès
19
2011
An integral representation theorem of \(g\)-expectations. Zbl 1409.91231
Chen, Zengjing; Sulem, Agnès
2
2011
Robust stochastic control and equivalent martingale measures. Zbl 1248.93174
Øksendal, Bernt; Sulem, Agnès
2
2011
Maximum principles for optimal control of forward-backward stochastic differential equations with jumps. Zbl 1207.93115
Øksendal, Bernt; Sulem, Agnès
51
2010
Risk indifference pricing in jump diffusion markets. Zbl 1187.91105
Øksendal, Bernt; Sulem, Agnès
15
2009
Anticipative stochastic control for Lévy processes with application to insider trading. Zbl 1180.91142
Sulem, Agnès; Kohatsu-Higa, Arturo; Øksendal, Bernt; Proske, Frank; Di Nunno, Giulia
2
2009
Optimal stochastic impulse control with delayed reaction. Zbl 1161.93029
Øksendal, Bernt; Sulem, Agnès
17
2008
A game theoretic approach to martingale measures in incomplete markets. Zbl 1199.91029
Oksendal, B.; Sulem, A.
6
2008
Applied stochastic control of jump diffusions. 2nd ed. Zbl 1116.93004
Øksendal, Bernt; Sulem, Agnès
198
2007
A policy iteration algorithm for fixed point problems with nonexpansive operators. Zbl 1171.47051
Chancelier, Jean-Philippe; Messaoud, Marouen; Sulem, Agnès
9
2007
Utility maximization in an insider influenced market. Zbl 1136.91450
Kohatsu-Higa, Arturo; Sulem, Agnès
21
2006
Regularity and representation of viscosity solutions of partial differential equations via backward stochastic differential equations. Zbl 1147.35327
N’Zi, Modeste; Ouknine, Youssef; Sulem, Agnès
5
2006
Applied stochastic control of jump diffusions. Zbl 1074.93009
Øksendal, Bernt; Sulem, Agnès
192
2005
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance. Zbl 1140.93496
Framstad, N. C.; Øksendal, B.; Sulem, A.
78
2005
Optimal risk control and dividend policies under excess of loss reinsurance. Zbl 1076.93046
Mnif, Mohamed; Sulem, Agnès
9
2005
An introduction to white-noise theory and Malliavin calculus for fractional Brownian motion. Zbl 1043.60044
Biagini, Francesca; Øksendal, Bernt; Sulem, Agnés; Wallner, Naomi
50
2004
Optimal consumption and portfolio in a Black–Scholes market driven by fractional Brownian motion. Zbl 1180.91266
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnés
18
2003
Partial observation control in an anticipating environment. Zbl 1055.93075
Øksendal, B.; Sulem, A.
6
2003
Optimal consumption and portfolio with both fixed and proportional transaction costs. Zbl 1102.91054
Øksendal, Bernt; Sulem, Agnès
61
2002
A stochastic maximum principle for processes driven by fractional Brownian motion. Zbl 1064.93048
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
30
2002
Time-to-build and capacity choice. Zbl 0990.91019
Bar-Ilan, A.; Sulem, A.; Zanello, A.
17
2002
Combined stochastic control and optimal stopping, and application to numerical approximation of combined stochastic and impulse control. Zbl 1014.91042
Chancelier, J.-Ph.; Øksendal, B.; Sulem, A.
10
2002
A barrier version of the Russian option. Zbl 1011.91038
Shepp, Larry A.; Shiryaev, Albert N.; Sulem, Agnes
3
2002
Optimal consumption and portfolio in a jump diffusion market with proportional transaction costs. Zbl 1013.91055
Framstad, Nils Chr.; Øksendal, Bernt; Sulem, Agnès
40
2001
A maximum principle for optimal control of stochastic systems with delay, with applications to finance. Zbl 1054.93531
Øksendal, Bernt; Sulem, Agnès
36
2001
Dynamic optimization of long-term growth rate for a portfolio with transaction costs and logarithmic utility. Zbl 1055.91016
Akian, Marianne; Sulem, Agnès; Taksar, Michael I.
27
2001
Optimal control and partial differential equations. In honour of Professor Alain Bensoussan’s 60th birthday. Proceedings of the conference, Paris, France, December 4, 2000. Zbl 1053.49001
2
2001
Some solvable stochastic control problems with delay. Zbl 0999.93072
Elsanosi, Ismail; Øksendal, Bernt; Sulem, Agnès
62
2000
Optimal portfolio in a fractional Black & Scholes market. Zbl 0974.91024
Hu, Yaozhong; Øksendal, Bernt; Sulem, Agnès
2
2000
Dynamic optimization for a mixed portfolio with transaction costs. Zbl 0898.90037
Sulem, Agnès
4
1997
On an investment-consumption model with transaction costs. Zbl 1035.91505
Akian, Marianne; Menaldi, José Luis; Sulem, Agnès
53
1996
Explicit solution of inventory problems with delivery lags. Zbl 0846.90031
Bar-Ilan, Avner; Sulem, Agnès
26
1995
Pseudopower expansion of solutions of generalized equations and constrained optimization problems. Zbl 0842.65044
Bonnans, Joseph Frédéric; Sulem, Agnès
9
1995
Multi-asset portfolio selection problem with transaction costs. Zbl 0830.90006
Akian, Marianne; Menaldi, Jose Luis; Sulem, Agnès
5
1995
Computational aspects in applied stochastic control. Zbl 0821.90026
Tapiero, Charles S.; Sulem, Agnès
4
1994
Automatic study in stochastic control. Zbl 0648.93070
Chancelier, J. P.; Gomez, C.; Quadrat, J. P.; Sulem, A.
1
1988
A solvable one-dimensional model of a diffusion inventory system. Zbl 0601.93069
Sulem, Agnès
32
1986
Explicit solution of a two-dimensional deterministic inventory problem. Zbl 0601.93070
Sulem, Agnès
7
1986
all top 5

Cited by 1,385 Authors

48 Øksendal, Bernt Karsten
26 Sulem, Agnès
20 Wu, Zhen
17 Agram, Nacira
15 Yoshioka, Hidekazu
14 Shen, Yang
14 Siu, Tak Kuen
13 Shi, Jingtao
12 Quenez, Marie-Claire
11 Ouknine, Youssef
10 Menoukeu Pamen, Olivier
10 Proske, Frank Norbert
9 Alpay, Daniel Aron
9 Bayraktar, Erhan
9 Meng, Qingxin
9 Peng, Xingchun
9 Pham, Huyên
8 Di Nunno, Giulia
8 Forsyth, Peter A.
8 Mezerdi, Brahim
8 Yaegashi, Yuta
7 Dumitrescu, Roxana
7 Federico, Salvatore
7 Liang, Zongxia
7 Yoshioka, Yumi
6 Chen, Fenge
6 Christensen, Soren
6 Egami, Masahiko
6 Gómez-Valle, Lourdes
6 Hamadene, Saïd
6 Martínez-Rodríguez, Julia
6 Popier, Alexandre
6 Sass, Jörn
6 Wang, Wenyuan
6 Wang, Yan
6 Xiong, Jie
6 Yang, Hailiang
6 Zhang, Tusheng S.
6 Zhou, Jianjun
5 Belak, Christoph
5 Bender, Christian
5 Benkherouf, Lakdere
5 Bensoussan, Alain
5 Biagini, Francesca
5 Cartea, Álvaro
5 Chighoub, Farid
5 Choulli, Tahir
5 Dai, Min
5 Duan, Jinqiao
5 Elliott, Robert James
5 Grigorova, Miryana
5 Guambe, Calisto
5 Hafayed, Mokhtar
5 Hu, Yaozhong
5 Jaimungal, Sebastian
5 Kufakunesu, Rodwell
5 Lorig, Matthew J.
5 Lv, Siyu
5 Meyer-Brandis, Thilo
5 Sun, Zhongyang
5 Thonhauser, Stefan
5 Wang, Guangchen
5 Wu, Jianglun
5 Yamazaki, Kazutoshi
5 Yang, Qigui
5 Yu, Zhiyong
5 Yuan, Chenggui
5 Zeng, Caibin
5 Zeng, Yan
5 Zhang, Feng
5 Zhang, Shuaiqi
5 Zhang, Xin
5 Zhu, Weiqiu
4 Abbas, Syed
4 Aïd, René
4 Al-Hussein, Abdulrahman
4 An, Ta Thi Kieu
4 Chala, Adel
4 Colaneri, Katia
4 Dang, Duy Minh
4 Delong, Łukasz
4 Deng, Jun
4 Do, Khac Duc
4 Draouil, Olfa
4 Ferrari, Giorgio
4 Gapeev, Pavel V.
4 Grecksch, Wilfried
4 Guo, Junyi
4 Imkeller, Peter
4 Jakobsen, Espen Robstad
4 Jeanblanc, Monique
4 Ji, Shaolin
4 Karlsen, Kenneth Hvistendahl
4 Kharroubi, Idris
4 Khelfallah, Nabil
4 Kim, Yoontae
4 Lebovits, Joachim
4 Lépinette, Emmanuel
4 Levanony, David
4 Li, Bin
...and 1,285 more Authors
all top 5

Cited in 222 Serials

43 Stochastic Processes and their Applications
35 Applied Mathematics and Optimization
35 Stochastics
31 Insurance Mathematics & Economics
30 Journal of Optimization Theory and Applications
30 Journal of Economic Dynamics & Control
28 SIAM Journal on Control and Optimization
25 Journal of Computational and Applied Mathematics
25 European Journal of Operational Research
25 Mathematical Methods of Operations Research
24 Stochastic Analysis and Applications
21 Journal of Mathematical Analysis and Applications
19 Automatica
19 International Journal of Theoretical and Applied Finance
17 Quantitative Finance
17 Mathematics and Financial Economics
16 International Journal of Control
16 Finance and Stochastics
16 Journal of Systems Science and Complexity
15 Systems & Control Letters
15 Mathematical Control and Related Fields
14 Mathematical Problems in Engineering
14 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
13 Advances in Applied Probability
13 Mathematical Finance
12 Statistics & Probability Letters
12 The Annals of Applied Probability
12 SIAM Journal on Financial Mathematics
11 Computers & Mathematics with Applications
11 Mathematics of Operations Research
11 Journal of Industrial and Management Optimization
10 Applied Mathematics and Computation
10 Methodology and Computing in Applied Probability
9 Stochastics and Dynamics
8 Annals of Operations Research
8 Applied Mathematical Finance
8 Advances in Difference Equations
8 Afrika Matematika
7 Journal of Applied Probability
7 Communications in Statistics. Theory and Methods
6 Journal of Differential Equations
6 Journal of Theoretical Probability
6 Random Operators and Stochastic Equations
6 Scandinavian Actuarial Journal
6 Comptes Rendus. Mathématique. Académie des Sciences, Paris
6 Science China. Mathematics
6 Annals of Finance
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Operations Research Letters
5 Potential Analysis
5 Bernoulli
5 Nonlinear Dynamics
5 Abstract and Applied Analysis
5 Infinite Dimensional Analysis, Quantum Probability and Related Topics
5 Communications in Nonlinear Science and Numerical Simulation
5 Discrete and Continuous Dynamical Systems. Series B
5 International Journal of Stochastic Analysis
5 Probability, Uncertainty and Quantitative Risk
4 Lithuanian Mathematical Journal
4 Physica A
4 The Annals of Probability
4 Journal of Mathematical Economics
4 Acta Mathematicae Applicatae Sinica. English Series
4 Electronic Journal of Probability
4 European Journal of Control
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Asian Journal of Control
4 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
3 Journal of the Franklin Institute
3 Chaos, Solitons and Fractals
3 Journal of Economic Theory
3 Numerische Mathematik
3 Optimal Control Applications & Methods
3 Probability and Mathematical Statistics
3 Chinese Annals of Mathematics. Series B
3 Optimization
3 Journal of Economics
3 Asia-Pacific Journal of Operational Research
3 Journal of Applied Mathematics and Stochastic Analysis
3 Applied Mathematical Modelling
3 SIAM Journal on Mathematical Analysis
3 Journal of Nonlinear Science
3 NoDEA. Nonlinear Differential Equations and Applications
3 Discrete and Continuous Dynamical Systems
3 Discrete Dynamics in Nature and Society
3 The ANZIAM Journal
3 Acta Mathematica Scientia. Series B. (English Edition)
3 Asia-Pacific Financial Markets
3 Journal of the Korean Statistical Society
3 Journal of Biological Dynamics
3 Frontiers of Mathematics in China
3 Communications in Mathematics and Statistics
2 Problems of Information Transmission
2 Theory of Probability and its Applications
2 Journal of Econometrics
2 Journal of Functional Analysis
2 Mathematics and Computers in Simulation
2 Quarterly of Applied Mathematics
2 SIAM Journal on Numerical Analysis
2 Transactions of the American Mathematical Society
...and 122 more Serials

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