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Author ID: tang.shanjian Recent zbMATH articles by "Tang, Shanjian"
Published as: Tang, Shanjian
Homepage: http://math.fudan.edu.cn/project/Sino_France/html/Tang.html
External Links: MGP · dblp

Publications by Year

Citations contained in zbMATH Open

61 Publications have been cited 1,319 times in 893 Documents Cited by Year
Necessary conditions for optimal control of stochastic systems with random jumps. Zbl 0922.49021
Tang, Shanjian; Li, Xunjing
252
1994
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
154
1999
General linear quadratic optimal stochastic control problems with random coefficients: Linear stochastic Hamilton systems and backward stochastic Riccati equations. Zbl 1035.93065
Tang, Shanjian
83
2003
The maximum principle for partially observed optimal control of stochastic differential equations. Zbl 0915.93068
Tang, Shanjian
79
1998
Multi-dimensional BSDE with oblique reflection and optimal switching. Zbl 1188.60029
Hu, Ying; Tang, Shanjian
75
2010
Null controllability for forward and backward stochastic parabolic equations. Zbl 1203.93027
Tang, Shanjian; Zhang, Xu
55
2009
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. Zbl 1333.60120
Hu, Ying; Tang, Shanjian
52
2016
Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach. Zbl 0795.93103
Tang, Shanjian; Yong, Jiongmin
45
1993
Multidimensional backward stochastic Riccati equations and applications. Zbl 1175.93242
Kohlmann, Michael; Tang, Shanjian
37
2003
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. Zbl 1064.93050
Kohlmann, Michael; Tang, Shanjian
32
2002
Harmonic analysis of stochastic equations and backward stochastic differential equations. Zbl 1210.60060
Delbaen, Freddy; Tang, Shanjian
26
2010
Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains. Zbl 1259.60068
Du, Kai; Tang, Shanjian
26
2012
Dynamic programming for general linear quadratic optimal stochastic control with random coefficients. Zbl 1312.93119
Tang, Shanjian
24
2015
General necessary conditions for partially observed optimal stochastic controls. Zbl 0844.93076
Li, Xunjing; Tang, Shanjian
23
1995
Maximum principle for quasi-linear backward stochastic partial differential equations. Zbl 1238.60076
Qiu, Jinniao; Tang, Shanjian
23
2012
\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space. Zbl 1266.60116
Du, Kai; Qiu, Jinniao; Tang, Shanjian
22
2012
\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space. Zbl 1259.35232
Du, Kai; Tang, Shanjian; Zhang, Qi
22
2013
Minimization of risk and linear quadratic optimal control theory. Zbl 1047.93048
Kohlmann, Michael; Tang, Shanjian
21
2003
Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\). Zbl 1077.60047
Tang, Shanjian
21
2005
Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations. Zbl 1332.93384
Tang, Shanjian; Zhang, Fu
17
2015
Maximum principle for optimal control of distributed parameter stochastic systems with random jumps. Zbl 0811.49021
Tang, Shanjian; Li, Xun-Jing
15
1994
Switching games of stochastic differential systems. Zbl 1293.91022
Tang, Shanjian; Hou, Shui-Hung
12
2007
A second-order maximum principle for singular optimal stochastic controls. Zbl 1219.93147
Tang, Shanjian
12
2010
Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040
Buckdahn, Rainer; Hu, Ying; Tang, Shanjian
12
2018
New developments in backward stochastic Riccati equations and their applications. Zbl 0987.60082
Kohlmann, Michael; Tang, Shanjian
11
2001
On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces. Zbl 1336.60125
Tang, Shanjian; Wei, Wenning
11
2016
A discontinuous Galerkin method for stochastic conservation laws. Zbl 07149719
Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian
11
2020
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions. Zbl 1464.60062
Fan, Shengjun; Hu, Ying; Tang, Shanjian
11
2020
Dynkin game of stochastic differential equations with random coefficients and associated backward stochastic partial differential variational inequality. Zbl 1263.35224
Yang, Zhou; Tang, Shanjian
11
2013
2D backward stochastic Navier-Stokes equations with nonlinear forcing. Zbl 1230.60067
Qiu, Jinniao; Tang, Shanjian; You, Yuncheng
10
2012
Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values. Zbl 1390.60208
Hu, Ying; Tang, Shanjian
9
2018
The maximum principle for progressive optimal stochastic control problems with random jumps. Zbl 1447.93378
Song, Yuanzhuo; Tang, Shanjian; Wu, Zhen
9
2020
Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Zbl 1332.93377
Hu, Ying; Tang, Shanjian
8
2015
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381
Hu, Ying; Tang, Shanjian
8
2019
Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain. Zbl 1341.49020
Li, Juan; Tang, Shanjian
7
2015
Systems of ergodic BSDEs arising in regime switching forward performance processes. Zbl 1461.60057
Hu, Ying; Liang, Gechun; Tang, Shanjian
7
2020
A local discontinuous Galerkin method for nonlinear parabolic SPDEs. Zbl 1480.65019
Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian
7
2021
Optimal switching of one-dimensional reflected BSDEs and associated multidimensional BSDEs with oblique reflection. Zbl 1235.93263
Tang, Shanjian; Zhong, Wei; Koo, Hyeng Keun
5
2011
Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space. Zbl 1323.35010
Delbaen, Freddy; Qiu, Jinniao; Tang, Shanjian
5
2015
Approximation of backward stochastic partial differential equations by a splitting-up method. Zbl 1450.65004
Li, Yunzhang; Tang, Shanjian
5
2021
Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286
Tang, Shanjian; Wei, Wenning
5
2012
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations. Zbl 1125.60067
Li, Juan; Tang, Shanjian
4
2007
Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations. Zbl 1130.91015
Tang, Shanjian
4
2006
An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations. Zbl 1434.65015
Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian
4
2020
Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Zbl 1322.60105
Chen, Shaokuan; Tang, Shanjian
3
2015
Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions. Zbl 1503.60067
Hu, Ying; Tang, Shanjian; Wang, Falei
3
2022
Reflected quadratic BSDEs driven by \(G\)-Brownian motions. Zbl 1456.60142
Cao, Dong; Tang, Shanjian
3
2020
Optimal control of point processes with noisy observations: the maximum principle. Zbl 1001.93088
Tang, Shanjian; Hou, Shui-hung
2
2002
Carleman inequality for backward stochastic parabolic equations with general coefficients. Zbl 1067.60051
Tang, Shanjian; Zhang, Xu
2
2004
A Dynkin game under Knightian uncertainty. Zbl 1332.93378
Koo, Hyeng Keun; Tang, Shanjian; Yang, Zhou
2
2015
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012
Sun, Dingqian; Liang, Gechun; Tang, Shanjian
2
2022
Brockett’s problem of classification of finite-dimensional estimation algebras for nonlinear filtering systems. Zbl 1041.93055
Tang, Shanjian
1
2000
Real options: a framework of optimal switching. Zbl 1299.91166
Tang, Shanjian; Koo, Hyeng Keun
1
2011
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result. Zbl 07700853
Fan, Shengjun; Hu, Ying; Tang, Shanjian
1
2023
Mean-field type quadratic BSDEs. Zbl 1515.60191
Hibon, Hélène; Hu, Ying; Tang, Shanjian
1
2023
Axiomatic characteristics for solutions of reflected backward stochastic differential equations. Zbl 1200.60044
Bao, Xiaobo; Tang, Shanjian
1
2007
Mean-field game with degenerate state-and distribution-dependent noises. Zbl 1474.91015
Yu, Jiahe; Tang, Shanjian
1
2020
Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286
Hu, Ying; Tang, Shanjian; Xu, Zuo Quan
1
2022
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. Zbl 1520.60030
Fan, Shengjun; Hu, Ying; Tang, Shanjian
1
2023
Gradient convergence of deep learning-based numerical methods for BSDEs. Zbl 1470.62126
Wang, Zixuan; Tang, Shanjian
1
2021
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. Zbl 1501.49018
Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian
1
2023
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators: the general result. Zbl 07700853
Fan, Shengjun; Hu, Ying; Tang, Shanjian
1
2023
Mean-field type quadratic BSDEs. Zbl 1515.60191
Hibon, Hélène; Hu, Ying; Tang, Shanjian
1
2023
Existence, uniqueness and comparison theorem on unbounded solutions of scalar super-linear BSDEs. Zbl 1520.60030
Fan, Shengjun; Hu, Ying; Tang, Shanjian
1
2023
Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps. Zbl 1501.49018
Meng, Qingxin; Dong, Yuchao; Shen, Yang; Tang, Shanjian
1
2023
Quadratic \(G\)-BSDEs with convex generators and unbounded terminal conditions. Zbl 1503.60067
Hu, Ying; Tang, Shanjian; Wang, Falei
3
2022
Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012
Sun, Dingqian; Liang, Gechun; Tang, Shanjian
2
2022
Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286
Hu, Ying; Tang, Shanjian; Xu, Zuo Quan
1
2022
A local discontinuous Galerkin method for nonlinear parabolic SPDEs. Zbl 1480.65019
Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian
7
2021
Approximation of backward stochastic partial differential equations by a splitting-up method. Zbl 1450.65004
Li, Yunzhang; Tang, Shanjian
5
2021
Gradient convergence of deep learning-based numerical methods for BSDEs. Zbl 1470.62126
Wang, Zixuan; Tang, Shanjian
1
2021
A discontinuous Galerkin method for stochastic conservation laws. Zbl 07149719
Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian
11
2020
On the uniqueness of solutions to quadratic BSDEs with non-convex generators and unbounded terminal conditions. Zbl 1464.60062
Fan, Shengjun; Hu, Ying; Tang, Shanjian
11
2020
The maximum principle for progressive optimal stochastic control problems with random jumps. Zbl 1447.93378
Song, Yuanzhuo; Tang, Shanjian; Wu, Zhen
9
2020
Systems of ergodic BSDEs arising in regime switching forward performance processes. Zbl 1461.60057
Hu, Ying; Liang, Gechun; Tang, Shanjian
7
2020
An ultra-weak discontinuous Galerkin method with implicit-explicit time-marching for generalized stochastic KdV equations. Zbl 1434.65015
Li, Yunzhang; Shu, Chi-Wang; Tang, Shanjian
4
2020
Reflected quadratic BSDEs driven by \(G\)-Brownian motions. Zbl 1456.60142
Cao, Dong; Tang, Shanjian
3
2020
Mean-field game with degenerate state-and distribution-dependent noises. Zbl 1474.91015
Yu, Jiahe; Tang, Shanjian
1
2020
Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381
Hu, Ying; Tang, Shanjian
8
2019
Uniqueness of solution to scalar BSDEs with \(L\exp(\mu \sqrt{2\log(1+L)})\)-integrable terminal values. Zbl 1414.60040
Buckdahn, Rainer; Hu, Ying; Tang, Shanjian
12
2018
Existence of solution to scalar BSDEs with \(L\exp\left(\sqrt {\frac{2}{\lambda}\log(1+L)}\right)\)-integrable terminal values. Zbl 1390.60208
Hu, Ying; Tang, Shanjian
9
2018
Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. Zbl 1333.60120
Hu, Ying; Tang, Shanjian
52
2016
On the Cauchy problem for backward stochastic partial differential equations in Hölder spaces. Zbl 1336.60125
Tang, Shanjian; Wei, Wenning
11
2016
Dynamic programming for general linear quadratic optimal stochastic control with random coefficients. Zbl 1312.93119
Tang, Shanjian
24
2015
Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations. Zbl 1332.93384
Tang, Shanjian; Zhang, Fu
17
2015
Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations. Zbl 1332.93377
Hu, Ying; Tang, Shanjian
8
2015
Optimal stochastic control with recursive cost functionals of stochastic differential systems reflected in a domain. Zbl 1341.49020
Li, Juan; Tang, Shanjian
7
2015
Forward-backward stochastic differential systems associated to Navier-Stokes equations in the whole space. Zbl 1323.35010
Delbaen, Freddy; Qiu, Jinniao; Tang, Shanjian
5
2015
Semi-linear backward stochastic integral partial differential equations driven by a Brownian motion and a Poisson point process. Zbl 1322.60105
Chen, Shaokuan; Tang, Shanjian
3
2015
A Dynkin game under Knightian uncertainty. Zbl 1332.93378
Koo, Hyeng Keun; Tang, Shanjian; Yang, Zhou
2
2015
\(W^{m,p}\)-solution (\(p\geqslant 2\)) of linear degenerate backward stochastic partial differential equations in the whole space. Zbl 1259.35232
Du, Kai; Tang, Shanjian; Zhang, Qi
22
2013
Dynkin game of stochastic differential equations with random coefficients and associated backward stochastic partial differential variational inequality. Zbl 1263.35224
Yang, Zhou; Tang, Shanjian
11
2013
Strong solution of backward stochastic partial differential equations in \(C ^{2}\) domains. Zbl 1259.60068
Du, Kai; Tang, Shanjian
26
2012
Maximum principle for quasi-linear backward stochastic partial differential equations. Zbl 1238.60076
Qiu, Jinniao; Tang, Shanjian
23
2012
\(L ^{p }\) theory for super-parabolic backward stochastic partial differential equations in the whole space. Zbl 1266.60116
Du, Kai; Qiu, Jinniao; Tang, Shanjian
22
2012
2D backward stochastic Navier-Stokes equations with nonlinear forcing. Zbl 1230.60067
Qiu, Jinniao; Tang, Shanjian; You, Yuncheng
10
2012
Representation of dynamic time-consistent convex risk measures with jumps. Zbl 1409.91286
Tang, Shanjian; Wei, Wenning
5
2012
Optimal switching of one-dimensional reflected BSDEs and associated multidimensional BSDEs with oblique reflection. Zbl 1235.93263
Tang, Shanjian; Zhong, Wei; Koo, Hyeng Keun
5
2011
Real options: a framework of optimal switching. Zbl 1299.91166
Tang, Shanjian; Koo, Hyeng Keun
1
2011
Multi-dimensional BSDE with oblique reflection and optimal switching. Zbl 1188.60029
Hu, Ying; Tang, Shanjian
75
2010
Harmonic analysis of stochastic equations and backward stochastic differential equations. Zbl 1210.60060
Delbaen, Freddy; Tang, Shanjian
26
2010
A second-order maximum principle for singular optimal stochastic controls. Zbl 1219.93147
Tang, Shanjian
12
2010
Null controllability for forward and backward stochastic parabolic equations. Zbl 1203.93027
Tang, Shanjian; Zhang, Xu
55
2009
Switching games of stochastic differential systems. Zbl 1293.91022
Tang, Shanjian; Hou, Shui-Hung
12
2007
A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations. Zbl 1125.60067
Li, Juan; Tang, Shanjian
4
2007
Axiomatic characteristics for solutions of reflected backward stochastic differential equations. Zbl 1200.60044
Bao, Xiaobo; Tang, Shanjian
1
2007
Dual representation as stochastic differential games of backward stochastic differential equations and dynamic evaluations. Zbl 1130.91015
Tang, Shanjian
4
2006
Semi-linear systems of backward stochastic partial differential equations in \(\mathbb{R}^n\). Zbl 1077.60047
Tang, Shanjian
21
2005
Carleman inequality for backward stochastic parabolic equations with general coefficients. Zbl 1067.60051
Tang, Shanjian; Zhang, Xu
2
2004
General linear quadratic optimal stochastic control problems with random coefficients: Linear stochastic Hamilton systems and backward stochastic Riccati equations. Zbl 1035.93065
Tang, Shanjian
83
2003
Multidimensional backward stochastic Riccati equations and applications. Zbl 1175.93242
Kohlmann, Michael; Tang, Shanjian
37
2003
Minimization of risk and linear quadratic optimal control theory. Zbl 1047.93048
Kohlmann, Michael; Tang, Shanjian
21
2003
Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. Zbl 1064.93050
Kohlmann, Michael; Tang, Shanjian
32
2002
Optimal control of point processes with noisy observations: the maximum principle. Zbl 1001.93088
Tang, Shanjian; Hou, Shui-hung
2
2002
New developments in backward stochastic Riccati equations and their applications. Zbl 0987.60082
Kohlmann, Michael; Tang, Shanjian
11
2001
Brockett’s problem of classification of finite-dimensional estimation algebras for nonlinear filtering systems. Zbl 1041.93055
Tang, Shanjian
1
2000
Forward-backward stochastic differential equations and quasilinear parabolic PDEs. Zbl 0943.60057
Pardoux, Etienne; Tang, Shanjian
154
1999
The maximum principle for partially observed optimal control of stochastic differential equations. Zbl 0915.93068
Tang, Shanjian
79
1998
General necessary conditions for partially observed optimal stochastic controls. Zbl 0844.93076
Li, Xunjing; Tang, Shanjian
23
1995
Necessary conditions for optimal control of stochastic systems with random jumps. Zbl 0922.49021
Tang, Shanjian; Li, Xunjing
252
1994
Maximum principle for optimal control of distributed parameter stochastic systems with random jumps. Zbl 0811.49021
Tang, Shanjian; Li, Xun-Jing
15
1994
Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach. Zbl 0795.93103
Tang, Shanjian; Yong, Jiongmin
45
1993
all top 5

Cited by 830 Authors

39 Tang, Shanjian
37 Wu, Zhen
30 Hu, Ying
20 Fan, Shengjun
20 Qiu, Jinniao
18 Meng, Qingxin
18 Yong, Jiongmin
17 Yu, Zhiyong
16 Hamadene, Saïd
15 Ji, Shaolin
15 Pham, Huyên
13 Fuhrman, Marco
12 Li, Juan
12 Lü, Qi
12 Ouknine, Youssef
12 Shi, Jingtao
11 Cosso, Andrea
11 Huang, Jianhui
11 Li, Xun
11 Nie, Tianyang
11 Xiong, Jie
11 Zhang, Xu
10 Ren, Yong
10 Sun, Jingrui
10 Wang, Falei
10 Zhao, Weidong
9 Confortola, Fulvia
9 Hu, Mingshang
9 Øksendal, Bernt Karsten
9 Shen, Yang
8 Bayraktar, Erhan
8 Liang, Gechun
8 Luo, Peng
8 Wu, Bin
8 Zhang, Liangquan
7 Bandini, Elena
7 Du, Kai
7 Fakhouri, Imade
7 Kharroubi, Idris
7 Ma, Jin
7 Menoukeu Pamen, Olivier
7 Olofsson, Marcus
7 Wang, Guangchen
7 Zhang, Haisen
7 Zhang, Qi
6 Dokuchaev, Nikolai G.
6 El Asri, Brahim
6 El Otmani, Mohamed
6 Elie, Romuald
6 Feng, Xinwei
6 Kohlmann, Michael
6 Perninge, Magnus
6 Richou, Adrien
6 Sun, Zhongyang
6 Tessitore, Gianmario
6 Wang, Tianxiao
6 Xiong, Dewen
6 Yin, Juliang
6 Zhang, Jianfeng
6 Zhang, Xin
5 Ankirchner, Stefan
5 Bensoussan, Alain
5 Bishop, Adrian N.
5 Chassagneux, Jean-François
5 Chighoub, Farid
5 Del Moral, Pierre
5 Djehiche, Boualem
5 Fromm, Alexander
5 Gashi, Bujar
5 Guatteri, Giuseppina
5 Hao, Tao
5 Horst, Ulrich
5 Jackson, Joe
5 Jentzen, Arnulf
5 Liu, Xu
5 Lundström, Niklas L. P.
5 Mezerdi, Brahim
5 Moon, Jun-Hee
5 Siu, Tak Kuen
5 Sulem, Agnès
5 Tang, Maoning
5 Tangpi, Ludovic
5 Wang, Zewen
5 Wei, Qingmeng
5 Wei, Wenning
5 Yu, Yongyi
5 Zhou, Qing
4 Al-Hussein, Abdulrahman
4 Chen, Qun
4 Chen, Tian
4 Delarue, François
4 Dong, Yuchao
4 Eddahbi, M’hamed
4 Fu, Xiaoyu
4 Gao, Peng
4 Hafayed, Mokhtar
4 Han, Jiequn
4 Li, Na
4 Liu, Bin
4 Lv, Siyu
...and 730 more Authors
all top 5

Cited in 180 Serials

70 Stochastic Processes and their Applications
66 SIAM Journal on Control and Optimization
46 Applied Mathematics and Optimization
39 Journal of Mathematical Analysis and Applications
36 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
25 The Annals of Applied Probability
24 Systems & Control Letters
20 Stochastics
20 Probability, Uncertainty and Quantitative Risk
17 Stochastic Analysis and Applications
17 Stochastics and Dynamics
17 Mathematical Control and Related Fields
14 Statistics & Probability Letters
12 Automatica
12 Journal of Optimization Theory and Applications
12 Chinese Annals of Mathematics. Series B
12 Electronic Journal of Probability
11 Journal of Differential Equations
11 Discrete and Continuous Dynamical Systems
11 Journal of Systems Science and Complexity
9 International Journal of Control
9 The Annals of Probability
9 Journal of Theoretical Probability
8 Acta Mathematica Sinica. English Series
7 Journal of Computational and Applied Mathematics
7 Acta Mathematicae Applicatae Sinica. English Series
7 Probability Theory and Related Fields
7 Random Operators and Stochastic Equations
7 Mathematical Finance
7 Comptes Rendus. Mathématique. Académie des Sciences, Paris
7 SIAM Journal on Financial Mathematics
7 Science China. Mathematics
6 Applied Mathematics and Computation
6 Bulletin des Sciences Mathématiques
6 Asian Journal of Control
5 Journal of Functional Analysis
5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
5 Electronic Communications in Probability
5 Mathematical Problems in Engineering
5 Finance and Stochastics
5 European Journal of Control
5 Mathematical Methods of Operations Research
5 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
5 Mathematics and Financial Economics
4 Journal of the Franklin Institute
4 Mathematics of Operations Research
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 MCSS. Mathematics of Control, Signals, and Systems
4 Journal of Scientific Computing
4 Automation and Remote Control
4 Communications in Statistics. Theory and Methods
4 NoDEA. Nonlinear Differential Equations and Applications
4 Abstract and Applied Analysis
4 Journal of Dynamical and Control Systems
4 Discrete and Continuous Dynamical Systems. Series B
4 Advances in Difference Equations
4 Frontiers of Mathematics in China
4 Dynamic Games and Applications
4 International Journal of Systems Science. Principles and Applications of Systems and Integration
3 Advances in Applied Probability
3 Computers & Mathematics with Applications
3 Inverse Problems
3 Journal of Computational Physics
3 Transactions of the American Mathematical Society
3 Insurance Mathematics & Economics
3 European Journal of Operational Research
3 Bernoulli
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Quantitative Finance
3 Communications in Computational Physics
3 International Journal of Stochastic Analysis
3 Afrika Matematika
3 Communications in Mathematics and Statistics
3 Stochastic and Partial Differential Equations. Analysis and Computations
3 Evolution Equations and Control Theory
3 Modern Stochastics. Theory and Applications
2 Annali di Matematica Pura ed Applicata. Serie Quarta
2 Journal of Applied Probability
2 SIAM Journal on Numerical Analysis
2 Optimal Control Applications & Methods
2 Bulletin of the Korean Mathematical Society
2 Applied Mathematics and Mechanics. (English Edition)
2 Journal of Computational Mathematics
2 Science in China. Series A
2 Journal of Dynamics and Differential Equations
2 Journal of Nonlinear Science
2 SIAM Journal on Scientific Computing
2 Filomat
2 Journal of Inverse and Ill-Posed Problems
2 Applied Mathematical Finance
2 Arab Journal of Mathematical Sciences
2 Journal of Inequalities and Applications
2 International Journal of Theoretical and Applied Finance
2 Journal of Evolution Equations
2 Acta Mathematica Scientia. Series B. (English Edition)
2 Advances in Applied Mathematics and Mechanics
2 Numerical Algebra, Control and Optimization
1 Applicable Analysis
1 Bulletin of the Australian Mathematical Society
1 Mathematical Methods in the Applied Sciences
...and 80 more Serials

Citations by Year