Edit Profile Dokuchaev, Nikolai G. Compute Distance To: Compute Author ID: dokuchaev.nikolai-g Published as: Dokuchaev, N.; Dokuchaev, N. G.; Dokuchaev, Nikolai; Dokuchaev, Nikolai G. Documents Indexed: 96 Publications since 1982, including 4 Books all top 5 Co-Authors 79 single-authored 3 Rodkina, Alexandra 3 Yakubovich, Vladimir Andreevich 2 Bender, Christian 2 Hin, Lin-Yee 2 Savkin, Andrey V. 2 Zhou, Xunyu 1 Appleby, John A. D. 1 Gusev, S. A. 1 Haussmann, Ulrich G. 1 Teo, Kok Lay all top 5 Serials 7 Differential Equations 6 Theory of Probability and its Applications 6 Vestnik St. Petersburg University. Mathematics 5 Journal of Physics A: Mathematical and Theoretical 4 Differentsial’nye Uravneniya 4 IMA Journal of Management Mathematics 3 International Journal of Theoretical and Applied Finance 3 Stochastics 2 Teoriya Veroyatnosteĭ i eë Primeneniya 2 Vestnik Leningradskogo Universiteta. Matematika, Mekhanika, Astronomiya 2 SIAM Journal on Control and Optimization 2 Insurance Mathematics & Economics 2 IEEE Transactions on Signal Processing 2 European Journal of Operational Research 2 Vestnik Leningrad University. Mathematics 2 Journal of Mathematical Sciences (New York) 2 Random Operators and Stochastic Equations 2 Discrete and Continuous Dynamical Systems 2 Journal of Nonparametric Statistics 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Mathematical Analysis and Applications 1 Applied Mathematics and Computation 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Mathematical Economics 1 Theory and Decision 1 Systems & Control Letters 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 Leningrad University Mechanics Bulletin 1 IMA Journal of Mathematical Control and Information 1 Signal Processing 1 Automation and Remote Control 1 Communications in Statistics. Theory and Methods 1 Journal of Computer and Systems Sciences International 1 Calculus of Variations and Partial Differential Equations 1 Applied Mathematical Finance 1 Obozrenie Prikladnoĭ i Promyshlennoĭ Matematiki 1 Journal of Difference Equations and Applications 1 Electronic Communications in Probability 1 Dynamics of Continuous, Discrete and Impulsive Systems 1 Quantitative Finance 1 Stochastics and Dynamics 1 Dynamics of Partial Differential Equations 1 Kibernetika i Vychislitel’naya Tekhnika 1 International Series in Operations Research & Management Science 1 Annals of Finance all top 5 Fields 52 Probability theory and stochastic processes (60-XX) 35 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 31 Systems theory; control (93-XX) 18 Partial differential equations (35-XX) 12 Ordinary differential equations (34-XX) 12 Calculus of variations and optimal control; optimization (49-XX) 7 Statistics (62-XX) 4 Information and communication theory, circuits (94-XX) 3 Several complex variables and analytic spaces (32-XX) 3 Difference and functional equations (39-XX) 3 Operations research, mathematical programming (90-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Numerical analysis (65-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral transforms, operational calculus (44-XX) 1 Operator theory (47-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 56 Publications have been cited 180 times in 105 Documents Cited by ▼ Year ▼ Stochastic controls with terminal contingent conditions. Zbl 0937.93053Dokuchaev, Nikolai; Zhou, Xun Yu 34 1999 Discrete time market with serial correlations and optimal myopic strategies. Zbl 1111.90059Dokuchaev, Nikolai 11 2007 Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information. Zbl 0997.91023Dokuchaev, Nikolai 7 2002 Optimal solution of investment problems via linear parabolic equations generated by Kalman filter. Zbl 1110.49025Dokuchaev, Nikolai 6 2005 Estimates for distances between first exit times via parabolic equations in unbounded cylinders. Zbl 1056.60030Dokuchaev, Nikolai 6 2004 A bounded risk strategy for a market with non-observable parameters. Zbl 1055.91024Dokuchaev, Nikolai G.; Savkin, Andrey V. 6 2002 Backward parabolic Ito equations and the second fundamental inequality. Zbl 1273.60075Dokuchaev, Nikolai 5 2012 Duality and semi-group property for backward parabolic Itô equations. Zbl 1224.60192Dokuchaev, Nikolai 5 2010 Optimal investment strategies with bounded risks, general utilities, and goal achieving. Zbl 0992.91048Dokuchaev, Nikolai; Zhou, Xun Yu 5 2001 Boundary value problems for functionals of Itô processes. Zbl 0776.60072Dokuchaev, N. G. 5 1991 A first-order BSPDE for swing option pricing. Zbl 1391.91154Bender, Christian; Dokuchaev, Nikolai 4 2016 Regularity for some backward heat equations. Zbl 1186.35093Dokuchaev, Nikolai 4 2010 Parabolic Ito equations with mixed in time conditions. Zbl 1148.60035Dokuchaev, Nikolai 4 2008 Parabolic Itô equations with nonsmooth nonlinearity and duality approach. Zbl 1064.60150Dokuchaev, N. G. 4 2003 Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise. Zbl 1291.39041Rodkina, Alexandra; Dokuchaev, Nikolai 3 2014 Continuously controlled options: derivatives with added flexibility. Zbl 1275.91131Dokuchaev, Nikolai 3 2013 Representation of functionals of Itô processes and their first exit times. Zbl 1221.60091Dokuchaev, Nikolai 3 2011 Optimality of myopic strategies for multi-stock discrete time market with management costs. Zbl 1177.91076Dokuchaev, Nikolai 3 2010 The predictability of band-limited, high-frequency and mixed processes in the presence of ideal low-pass filters. Zbl 1147.60026Dokuchaev, Nikolai 3 2008 Maximin investment problems for discounted and total wealth. Zbl 1213.91138Dokuchaev, Nikolai 3 2008 Mean-reverting market model: speculative opportunities and non-arbitrage. Zbl 1143.91016Dokuchaev, Nikolai 3 2007 Parabolic Itô equations and second fundamental inequality. Zbl 1083.60054Dokuchaev, Nikolai 3 2005 Universal strategies for diffusion markets and possibility of asymptotic arbitrage. Zbl 1188.91199Dokuchaev, N. G.; Savkin, Andrey V. 3 2004 Optimal portfolio selection and compression in an incomplete market. Zbl 1405.91548Dokuchaev, N.; Haussmann, U. 3 2001 On forward and backward SPDEs with non-local boundary conditions. Zbl 1334.60108Dokuchaev, Nikolai 2 2015 On limit periodicity of discrete time stochastic processes. Zbl 1300.93156Rodkina, Alexandra; Dokuchaev, Nikolai; Appleby, John 2 2014 Mutual fund theorem for continuous time markets with random coefficients. Zbl 1410.91412Dokuchaev, Nikolai 2 2014 On prescribed change of profile for solutions of parabolic equations. Zbl 1219.35122Dokuchaev, Nikolai 2 2011 Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations. Zbl 1198.91185Dokuchaev, Nikolai 2 2010 Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies. Zbl 1177.94115Dokuchaev, Nikolai 2 2010 Mathematical finance. Core theory, problems and statistical algorithms. Zbl 1173.91002Dokuchaev, Nikolai 2 2007 Parabolic equations without Cauchy boundary condition and control problems for diffusion processes. II. Zbl 1031.35504Dokuchaev, N. G. 2 1995 Distributions of Itô processes: Estimates for the density and for conditional expectations of integral functionals. Zbl 0844.60030Dokuchaev, N. G. 2 1994 Integral estimates for solutions of ordinary differential equations with a discontinuity on a domain boundary. Zbl 0810.34025Dokuchaev, N. G. 2 1992 Boundary problems for functionals in Itô processes. Zbl 0739.60056Dokuchaev, N. G. 2 1991 A frequency criterion for the existence of optimal control for Ito equations. Zbl 0509.93071Dokuchaev, N. G. 2 1983 A first-order BSPDE for swing option pricing: classical solutions. Zbl 1414.91362Bender, Christian; Dokuchaev, Nikolai 1 2017 Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization. Zbl 1433.91175Hin, Lin-Yee; Dokuchaev, Nikolai 1 2016 Degenerate backward SPDEs in bounded domains and applications to barrier options. Zbl 1335.60110Dokuchaev, Nikolai 1 2015 Predictors for discrete time processes with energy decay on higher frequencies. Zbl 1393.94215Dokuchaev, Nikolai 1 2012 Dimension reduction and mutual fund theorem in maximin setting for Bond market. Zbl 1229.93165Dokuchaev, Nikolai 1 2011 Option pricing via maximization over uncertainty and correction of volatility smile. Zbl 1218.91153Dokuchaev, Nikolai 1 2011 Multiple rescindable options and their pricing. Zbl 1182.91170Dokuchaev, Nikolai 1 2009 Estimates for first exit times of non-Markovian Itô processes. Zbl 1146.60034Dokuchaev, Nikolai 1 2008 Parabolic equations with the second-order Cauchy conditions on the boundary. Zbl 1126.35033Dokuchaev, Nikolai 1 2007 Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation. Zbl 1280.91147Dokuchaev, Nikolai 1 2006 Optimal hedging strategy for a portfolio investment problem with additional constraints. Zbl 1017.91029Dokuchaev, N. G.; Teo, K. L. 1 2000 Local sojourn time of diffusion and degenerating processes on a mobile surface. Zbl 0981.60071Dokuchaev, N. G. 1 1998 Random process optimal stopping in the problem with constraints. Zbl 0913.60038Dokuchaev, N. G. 1 1996 \(S\)-procedure and duality for nonlinear stochastic problems. Zbl 0887.60066Dokuchaev, N. G. 1 1995 Nonstationary control problems for diffusion processes on an infinite time interval. Zbl 0855.60055Dokuchaev, N. G. 1 1994 Parabolic equations without the Cauchy boundary condition and problems on control over diffusion processes. I. Zbl 0855.35050Dokuchaev, N. G. 1 1994 A stochastic linear-quadratic optimal control problem for stationary systems with quadratic constraints. Zbl 0839.93080Dokuchaev, N. G.; Yakubovich, V. A. 1 1992 On transversality conditions for the stochastic maximum principle. Zbl 0671.49033Dokuchaev, N. G. 1 1988 On first exit times for homogeneous diffusion processes. Zbl 0623.60101Dokuchaev, N. G. 1 1987 The maximum principle for stochastic differential equations with determined control. Zbl 0509.93067Dokuchaev, N. G.; Yakubovich, V. A. 1 1982 A first-order BSPDE for swing option pricing: classical solutions. Zbl 1414.91362Bender, Christian; Dokuchaev, Nikolai 1 2017 A first-order BSPDE for swing option pricing. Zbl 1391.91154Bender, Christian; Dokuchaev, Nikolai 4 2016 Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization. Zbl 1433.91175Hin, Lin-Yee; Dokuchaev, Nikolai 1 2016 On forward and backward SPDEs with non-local boundary conditions. Zbl 1334.60108Dokuchaev, Nikolai 2 2015 Degenerate backward SPDEs in bounded domains and applications to barrier options. Zbl 1335.60110Dokuchaev, Nikolai 1 2015 Instability and stability of solutions of systems of nonlinear stochastic difference equations with diagonal noise. Zbl 1291.39041Rodkina, Alexandra; Dokuchaev, Nikolai 3 2014 On limit periodicity of discrete time stochastic processes. Zbl 1300.93156Rodkina, Alexandra; Dokuchaev, Nikolai; Appleby, John 2 2014 Mutual fund theorem for continuous time markets with random coefficients. Zbl 1410.91412Dokuchaev, Nikolai 2 2014 Continuously controlled options: derivatives with added flexibility. Zbl 1275.91131Dokuchaev, Nikolai 3 2013 Backward parabolic Ito equations and the second fundamental inequality. Zbl 1273.60075Dokuchaev, Nikolai 5 2012 Predictors for discrete time processes with energy decay on higher frequencies. Zbl 1393.94215Dokuchaev, Nikolai 1 2012 Representation of functionals of Itô processes and their first exit times. Zbl 1221.60091Dokuchaev, Nikolai 3 2011 On prescribed change of profile for solutions of parabolic equations. Zbl 1219.35122Dokuchaev, Nikolai 2 2011 Dimension reduction and mutual fund theorem in maximin setting for Bond market. Zbl 1229.93165Dokuchaev, Nikolai 1 2011 Option pricing via maximization over uncertainty and correction of volatility smile. Zbl 1218.91153Dokuchaev, Nikolai 1 2011 Duality and semi-group property for backward parabolic Itô equations. Zbl 1224.60192Dokuchaev, Nikolai 5 2010 Regularity for some backward heat equations. Zbl 1186.35093Dokuchaev, Nikolai 4 2010 Optimality of myopic strategies for multi-stock discrete time market with management costs. Zbl 1177.91076Dokuchaev, Nikolai 3 2010 Mean variance and goal achieving portfolio for discrete-time market with currently observable source of correlations. Zbl 1198.91185Dokuchaev, Nikolai 2 2010 Predictability on finite horizon for processes with exponential decrease of energy on higher frequencies. Zbl 1177.94115Dokuchaev, Nikolai 2 2010 Multiple rescindable options and their pricing. Zbl 1182.91170Dokuchaev, Nikolai 1 2009 Parabolic Ito equations with mixed in time conditions. Zbl 1148.60035Dokuchaev, Nikolai 4 2008 The predictability of band-limited, high-frequency and mixed processes in the presence of ideal low-pass filters. Zbl 1147.60026Dokuchaev, Nikolai 3 2008 Maximin investment problems for discounted and total wealth. Zbl 1213.91138Dokuchaev, Nikolai 3 2008 Estimates for first exit times of non-Markovian Itô processes. Zbl 1146.60034Dokuchaev, Nikolai 1 2008 Discrete time market with serial correlations and optimal myopic strategies. Zbl 1111.90059Dokuchaev, Nikolai 11 2007 Mean-reverting market model: speculative opportunities and non-arbitrage. Zbl 1143.91016Dokuchaev, Nikolai 3 2007 Mathematical finance. Core theory, problems and statistical algorithms. Zbl 1173.91002Dokuchaev, Nikolai 2 2007 Parabolic equations with the second-order Cauchy conditions on the boundary. Zbl 1126.35033Dokuchaev, Nikolai 1 2007 Saddle points for maximin investment problems with observable but non-predictable parameters: solution via heat equation. Zbl 1280.91147Dokuchaev, Nikolai 1 2006 Optimal solution of investment problems via linear parabolic equations generated by Kalman filter. Zbl 1110.49025Dokuchaev, Nikolai 6 2005 Parabolic Itô equations and second fundamental inequality. Zbl 1083.60054Dokuchaev, Nikolai 3 2005 Estimates for distances between first exit times via parabolic equations in unbounded cylinders. Zbl 1056.60030Dokuchaev, Nikolai 6 2004 Universal strategies for diffusion markets and possibility of asymptotic arbitrage. Zbl 1188.91199Dokuchaev, N. G.; Savkin, Andrey V. 3 2004 Parabolic Itô equations with nonsmooth nonlinearity and duality approach. Zbl 1064.60150Dokuchaev, N. G. 4 2003 Dynamic portfolio strategies: Quantitative methods and empirical rules for incomplete information. Zbl 0997.91023Dokuchaev, Nikolai 7 2002 A bounded risk strategy for a market with non-observable parameters. Zbl 1055.91024Dokuchaev, Nikolai G.; Savkin, Andrey V. 6 2002 Optimal investment strategies with bounded risks, general utilities, and goal achieving. Zbl 0992.91048Dokuchaev, Nikolai; Zhou, Xun Yu 5 2001 Optimal portfolio selection and compression in an incomplete market. Zbl 1405.91548Dokuchaev, N.; Haussmann, U. 3 2001 Optimal hedging strategy for a portfolio investment problem with additional constraints. Zbl 1017.91029Dokuchaev, N. G.; Teo, K. L. 1 2000 Stochastic controls with terminal contingent conditions. Zbl 0937.93053Dokuchaev, Nikolai; Zhou, Xun Yu 34 1999 Local sojourn time of diffusion and degenerating processes on a mobile surface. Zbl 0981.60071Dokuchaev, N. G. 1 1998 Random process optimal stopping in the problem with constraints. Zbl 0913.60038Dokuchaev, N. G. 1 1996 Parabolic equations without Cauchy boundary condition and control problems for diffusion processes. II. Zbl 1031.35504Dokuchaev, N. G. 2 1995 \(S\)-procedure and duality for nonlinear stochastic problems. Zbl 0887.60066Dokuchaev, N. G. 1 1995 Distributions of Itô processes: Estimates for the density and for conditional expectations of integral functionals. Zbl 0844.60030Dokuchaev, N. G. 2 1994 Nonstationary control problems for diffusion processes on an infinite time interval. Zbl 0855.60055Dokuchaev, N. G. 1 1994 Parabolic equations without the Cauchy boundary condition and problems on control over diffusion processes. I. Zbl 0855.35050Dokuchaev, N. G. 1 1994 Integral estimates for solutions of ordinary differential equations with a discontinuity on a domain boundary. Zbl 0810.34025Dokuchaev, N. G. 2 1992 A stochastic linear-quadratic optimal control problem for stationary systems with quadratic constraints. Zbl 0839.93080Dokuchaev, N. G.; Yakubovich, V. A. 1 1992 Boundary value problems for functionals of Itô processes. Zbl 0776.60072Dokuchaev, N. G. 5 1991 Boundary problems for functionals in Itô processes. Zbl 0739.60056Dokuchaev, N. G. 2 1991 On transversality conditions for the stochastic maximum principle. Zbl 0671.49033Dokuchaev, N. G. 1 1988 On first exit times for homogeneous diffusion processes. Zbl 0623.60101Dokuchaev, N. G. 1 1987 A frequency criterion for the existence of optimal control for Ito equations. Zbl 0509.93071Dokuchaev, N. G. 2 1983 The maximum principle for stochastic differential equations with determined control. Zbl 0509.93067Dokuchaev, N. G.; Yakubovich, V. A. 1 1982 all cited Publications top 5 cited Publications all top 5 Cited by 116 Authors 29 Dokuchaev, Nikolai G. 5 Mezerdi, Brahim 4 Meng, Qingxin 4 Wu, Zhen 3 Bahlali, Khaled 3 Bahlali, Seid 3 Gherbal, Boulakhras 3 Khelfallah, Nabil 3 Mbele Bidima, Martin Le Doux 3 Nguyen Huy Tuan 3 Rodkina, Alexandra 3 Shi, Jingtao 3 Trong, Dang Duc 2 Bender, Christian 2 Hata, Hiroaki 2 Hu, Mingshang 2 Huang, Jianhui 2 Ji, Shaolin 2 Jouini, Elyès 2 Labed, Boubakeur 2 Li, Ming 2 Li, Zhongfei 2 Lv, Siyu 2 Özekici, Süleyman 2 Qiu, Jinniao 2 Quan, Pham Hoang 2 Rapoo, Eeva Maria 2 Rásonyi, Miklós 2 Savkin, Andrey V. 2 Tang, Maoning 2 Tang, Shanjian 2 Tao, Ran 2 Wang, Guangchen 2 Wei, Wenning 2 Wu, Shuang 2 Xue, Xiaole 1 Aduda, Jane Akinyi 1 Atar, Rami 1 Aurell, Alexander 1 Baghery, Fouzia 1 Bálint, D. Á. 1 Baumann, Michael Heinrich 1 Bianchi, Daniele 1 Braverman, Elena 1 Brown, Garfield O. 1 Buckdahn, Rainer 1 Buckley, Winston S. 1 Budhiraja, Amarjit S. 1 Bulmuş, T. 1 Çanakoğlu, Ethem 1 Chen, Biao 1 Chen, Li 1 Cui, Xiangyu 1 Dong, Yuchao 1 Feldman, David P. 1 Gao, Jianjun 1 Gilding, Brian H. 1 Grüne, Lars 1 Guidolin, Massimo 1 Gusev, S. A. 1 Hao, Tao 1 Hinz, Juri 1 Igarashi, Toru 1 James, Matthew R. 1 Kampen, Jörg 1 Kelly, Cónall 1 Li, Duan 1 Li, Jia-Yue 1 Li, Xun 1 Lin, Ling 1 Ling, Aifan 1 Liu, Bin 1 Liu, Jijun 1 Mahmudov, Nazim Idrisoglu 1 Marshall, Mario 1 Matveev, Aleksei S. 1 McKibben, Mark Anthony 1 Pakshin, P. V. 1 Petersen, Ian Richard 1 Rainer, Catherine 1 Rong, Ximin 1 Schweizer, Martin 1 Shen, Yang 1 Sheng, Delei 1 Sheu, Shuenn-Jyi 1 Shi, Peng 1 Shu, Lan 1 Siu, Tak Kuen 1 Sun, Jie 1 Tamer, L. 1 Tan, Ken Seng 1 Tarnopolskaya, Tanya 1 Tevzadze, Revaz 1 Toronjadze, Teimuraz 1 Turpin, Isabelle 1 Ugrinovskii, Valery A. 1 Uzunashvili, Tamaz 1 Wang, Meihua 1 Wang, Shouyang 1 Wang, Yuchan ...and 16 more Authors all top 5 Cited in 59 Serials 6 Systems & Control Letters 6 European Journal of Operational Research 5 Random Operators and Stochastic Equations 5 Stochastics 4 Discrete and Continuous Dynamical Systems 3 Journal of Mathematical Analysis and Applications 3 Applied Mathematics and Computation 3 Automatica 3 SIAM Journal on Control and Optimization 3 Insurance Mathematics & Economics 3 Annals of Operations Research 2 Theory of Probability and its Applications 2 Journal of Mathematical Economics 2 Journal of Optimization Theory and Applications 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Automation and Remote Control 2 Journal of Mathematical Sciences (New York) 2 Mathematical Problems in Engineering 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Journal of Systems Science and Complexity 2 International Journal of Stochastic Analysis 2 Asian Journal of Control 2 Afrika Matematika 1 Advances in Applied Probability 1 International Journal of Control 1 The Annals of Probability 1 International Journal of Mathematics and Mathematical Sciences 1 Journal of Computational and Applied Mathematics 1 Journal of Functional Analysis 1 Theory and Decision 1 Optimal Control Applications & Methods 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Acta Applicandae Mathematicae 1 Signal Processing 1 Japan Journal of Industrial and Applied Mathematics 1 Applied Mathematical Modelling 1 Stochastic Processes and their Applications 1 Applied Mathematics. Series B (English Edition) 1 Calculus of Variations and Partial Differential Equations 1 Journal of Inverse and Ill-Posed Problems 1 Applied Mathematical Finance 1 Journal of Nonparametric Statistics 1 Finance and Stochastics 1 European Journal of Control 1 Discrete Dynamics in Nature and Society 1 International Journal of Theoretical and Applied Finance 1 Journal of Evolution Equations 1 Discrete and Continuous Dynamical Systems. Series B 1 OR Spectrum 1 Journal of Applied Mathematics and Computing 1 Asia-Pacific Financial Markets 1 Advances in Difference Equations 1 Computational & Mathematical Methods in Medicine 1 Science China. Mathematics 1 Games 1 Annals of Finance 1 Probability, Uncertainty and Quantitative Risk all top 5 Cited in 19 Fields 58 Probability theory and stochastic processes (60-XX) 50 Systems theory; control (93-XX) 46 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Calculus of variations and optimal control; optimization (49-XX) 14 Partial differential equations (35-XX) 9 Operations research, mathematical programming (90-XX) 6 Ordinary differential equations (34-XX) 5 Statistics (62-XX) 4 Difference and functional equations (39-XX) 4 Numerical analysis (65-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Biology and other natural sciences (92-XX) 2 Information and communication theory, circuits (94-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Functional analysis (46-XX) 1 Operator theory (47-XX) Citations by Year