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Author ID: schweizer.martin Recent zbMATH articles by "Schweizer, Martin"
Published as: Schweizer, Martin; Schweizer, M.
Homepage: http://www.math.ethz.ch/~mschweiz/
External Links: MGP · Wikidata · dblp · GND

Publications by Year

Citations contained in zbMATH Open

63 Publications have been cited 2,163 times in 1,257 Documents Cited by Year
Hedging of contingent claims under incomplete information. Zbl 0738.90007
Föllmer, Hans; Schweizer, Martin
207
1990
Exponential hedging and entropic penalties. Zbl 1072.91019
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; Samperi, Dominick; Schweizer, Martin; Stricker, Christophe
151
2002
A guided tour through quadratic hedging approaches. Zbl 0992.91036
Schweizer, Martin
139
2001
On the minimal martingale measure and the Föllmer-Schweizer decomposition. Zbl 0837.60042
Schweizer, Martin
113
1995
Option hedging for semimartingales. Zbl 0735.90028
Schweizer, Martin
94
1991
Approximation pricing and the variance-optimal martingale measure. Zbl 0854.60045
Schweizer, Martin
87
1996
Dynamic indifference valuation via convex risk measures. Zbl 1138.91502
Klöppel, Susanne; Schweizer, Martin
83
2007
Dynamic exponential utility indifference valuation. Zbl 1134.91449
Mania, Michael; Schweizer, Martin
80
2005
Variance-optimal hedging in discrete time. Zbl 0835.90008
Schweizer, Martin
79
1995
Additional logarithmic utility of an insider. Zbl 0934.91020
Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin
75
1998
Approximating random variables by stochastic integrals. Zbl 0814.60041
Schweizer, Martin
65
1994
Mean-variance hedging for general claims. Zbl 0742.60042
Schweizer, Martin
59
1992
Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069
Heath, David; Schweizer, Martin
53
2000
A comparison of two quadratic approaches to hedging in incomplete markets. Zbl 1032.91058
Heath, David; Platen, Eckhard; Schweizer, Martin
49
2001
Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016
Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe
44
1997
A monetary value for initial information in portfolio optimization. Zbl 1035.60069
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin
42
2003
On feedback effects from hedging derivatives. Zbl 0908.90016
Platen, Eckhard; Schweizer, Martin
41
1998
Mean-variance hedging for continuous processes: New proofs and examples. Zbl 0894.90023
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin
41
1998
Risk-minimizing hedging strategies under restricted information. Zbl 0884.90051
Schweizer, Martin
39
1994
Term structures of implied volatilities: Absence of arbitrage and existence results. Zbl 1138.91481
Schweizer, Martin; Wissel, Johannes
37
2008
A stochastic control approach to a robust utility maximization problem. Zbl 1130.93056
Bordigoni, Giuliana; Matoussi, Anis; Schweizer, Martin
36
2007
Minimal entropy preserves the Lévy property: how and why. Zbl 1075.60049
Esche, Felix; Schweizer, Martin
36
2005
A note on the condition of no unbounded profit with bounded risk. Zbl 1318.91200
Takaoka, Koichiro; Schweizer, Martin
36
2014
A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027
Föllmer, Hans; Schweizer, Martin
35
1993
Mean-variance hedging via stochastic control and BSDEs for general semimartingales. Zbl 1273.60053
Jeanblanc, Monique; Mania, Michael; Santacroce, Marina; Schweizer, Martin
33
2012
On \(L^2\)-projections on a space of stochastic integrals. Zbl 0895.60051
Rheinländer, Thorsten; Schweizer, Martin
32
1997
Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes. Zbl 1075.60080
Becherer, Dirk; Schweizer, Martin
31
2005
Option pricing under incompleteness and stochastic volatility. Zbl 0900.90095
Hofmann, Norbert; Platen, Eckhard; Schweizer, Martin
30
1992
Martingale densities for general asset prices. Zbl 0762.90014
Schweizer, Martin
27
1992
\(M^6\) – on minimal market models and minimal martingale measures. Zbl 1229.91376
Hulley, Hardy; Schweizer, Martin
25
2010
Arbitrage-free market models for option prices: the multi-strike case. Zbl 1199.91218
Schweizer, Martin; Wissel, Johannes
25
2008
Local risk-minimization for multidimensional assets and payment streams. Zbl 1153.91560
Schweizer, Martin
23
2008
From actuarial to financial valuation principles. Zbl 1017.91031
Schweizer, Martin
22
2001
Mean-variance hedging and stochastic control: beyond the Brownian setting. Zbl 1366.91152
Bobrovnytska, Olga; Schweizer, Martin
18
2004
A minimality property of the minimal martingale measure. Zbl 0984.60049
Schweizer, Martin
16
1999
Risk-minimality and orthogonality of martingales. Zbl 0702.60049
Schweizer, Martin
16
1990
Exponential utility indifference valuation in two Brownian settings with stochastic correlation. Zbl 1154.91024
Frei, Christoph; Schweizer, Martin
15
2008
Dynamic utility-based good deal bounds. Zbl 1140.91396
Klöppel, Susanne; Schweizer, Martin
13
2007
Cone-constrained continuous-time Markowitz problems. Zbl 1268.91162
Czichowsky, Christoph; Schweizer, Martin
13
2013
Local risk-minimization under transaction costs. Zbl 0994.91024
Lamberton, Damien; Pham, Huyên; Schweizer, Martin
12
1998
Strong bubbles and strict local martingales. Zbl 1350.91019
Herdegen, Martin; Schweizer, Martin
11
2016
Convex duality in mean-variance hedging under convex trading constraints. Zbl 1277.60079
Czichowsky, Christoph; Schweizer, Martin
11
2012
Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. Zbl 1225.60073
Czichowsky, Christoph; Schweizer, Martin
9
2011
Numerical comparison of local risk-minimisation and mean-variance hedging. Zbl 1004.91031
Heath, David; Platen, Eckhard; Schweizer, Martin
8
2001
A diffusion limit for generalized correlated random walks. Zbl 1106.60038
Gruber, Urs; Schweizer, Martin
8
2006
On Bermudan options. Zbl 1011.91050
Schweizer, Martin
8
2002
Exponential utility indifference valuation in a general semimartingale model. Zbl 1188.91216
Frei, Christoph; Schweizer, Martin
8
2009
Some new BSDE results for an infinite-horizon stochastic control problem. Zbl 1230.91202
Hu, Ying; Schweizer, Martin
7
2011
Semi-efficient valuations and put-call parity. Zbl 1417.91503
Herdegen, Martin; Schweizer, Martin
6
2018
Simplified mean-variance portfolio optimisation. Zbl 1264.91115
Fontana, Claudio; Schweizer, Martin
6
2012
On savings accounts in semimartingale term structure models. Zbl 1017.91042
Döberlein, Frank; Schweizer, Martin
5
2001
Editorial: 20th anniversary of Finance and Stochastics. Zbl 1347.00072
5
2016
Convexity bounds for BSDE solutions, with applications to indifference valuation. Zbl 1227.60073
Frei, Christoph; Malamud, Semyon; Schweizer, Martin
4
2011
Implied savings accounts are unique. Zbl 0961.60044
Döberlein, Frank; Schweizer, Martin; Stricker, Christophe
3
2000
Weighted norm inequalities and closedness of a space of stochastic integrals. (Inégalités de normes avec poids et fermeture d’un espace d’intégrales stochastiques.) Zbl 0810.60047
Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe
3
1994
Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277
Bálint, D. Á.; Schweizer, M.
3
2020
Properly discounted asset prices are semimartingales. Zbl 1461.91323
Bálint, Dániel Ágoston; Schweizer, Martin
3
2020
Convergence of option values under incompleteness. Zbl 0827.60026
Runggaldier, Wolfgang J.; Schweizer, Martin
2
1995
Semimartingales and hedging in incomplete markets. Zbl 0794.60038
Schweizer, M.
2
1992
Dynamic mean-variance optimization problems with deterministic information. Zbl 1395.91420
Schweizer, Martin; Zivoi, Danijel; Šikić, Mario
2
2018
Risky options simplified. Zbl 1153.91602
Schweizer, Martin
2
1999
Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR. Zbl 1498.91411
Bálint, Dániel Ágoston; Schweizer, Martin
2
2022
A projection result for semimartingales. Zbl 0832.60057
Schweizer, Martin
1
1994
Making no-arbitrage discounting-invariant: a new FTAP version beyond NFLVR and NUPBR. Zbl 1498.91411
Bálint, Dániel Ágoston; Schweizer, Martin
2
2022
Large financial markets, discounting, and no asymptotic arbitrage. Zbl 1448.91277
Bálint, D. Á.; Schweizer, M.
3
2020
Properly discounted asset prices are semimartingales. Zbl 1461.91323
Bálint, Dániel Ágoston; Schweizer, Martin
3
2020
Semi-efficient valuations and put-call parity. Zbl 1417.91503
Herdegen, Martin; Schweizer, Martin
6
2018
Dynamic mean-variance optimization problems with deterministic information. Zbl 1395.91420
Schweizer, Martin; Zivoi, Danijel; Šikić, Mario
2
2018
Strong bubbles and strict local martingales. Zbl 1350.91019
Herdegen, Martin; Schweizer, Martin
11
2016
Editorial: 20th anniversary of Finance and Stochastics. Zbl 1347.00072
5
2016
A note on the condition of no unbounded profit with bounded risk. Zbl 1318.91200
Takaoka, Koichiro; Schweizer, Martin
36
2014
Cone-constrained continuous-time Markowitz problems. Zbl 1268.91162
Czichowsky, Christoph; Schweizer, Martin
13
2013
Mean-variance hedging via stochastic control and BSDEs for general semimartingales. Zbl 1273.60053
Jeanblanc, Monique; Mania, Michael; Santacroce, Marina; Schweizer, Martin
33
2012
Convex duality in mean-variance hedging under convex trading constraints. Zbl 1277.60079
Czichowsky, Christoph; Schweizer, Martin
11
2012
Simplified mean-variance portfolio optimisation. Zbl 1264.91115
Fontana, Claudio; Schweizer, Martin
6
2012
Closedness in the semimartingale topology for spaces of stochastic integrals with constrained integrands. Zbl 1225.60073
Czichowsky, Christoph; Schweizer, Martin
9
2011
Some new BSDE results for an infinite-horizon stochastic control problem. Zbl 1230.91202
Hu, Ying; Schweizer, Martin
7
2011
Convexity bounds for BSDE solutions, with applications to indifference valuation. Zbl 1227.60073
Frei, Christoph; Malamud, Semyon; Schweizer, Martin
4
2011
\(M^6\) – on minimal market models and minimal martingale measures. Zbl 1229.91376
Hulley, Hardy; Schweizer, Martin
25
2010
Exponential utility indifference valuation in a general semimartingale model. Zbl 1188.91216
Frei, Christoph; Schweizer, Martin
8
2009
Term structures of implied volatilities: Absence of arbitrage and existence results. Zbl 1138.91481
Schweizer, Martin; Wissel, Johannes
37
2008
Arbitrage-free market models for option prices: the multi-strike case. Zbl 1199.91218
Schweizer, Martin; Wissel, Johannes
25
2008
Local risk-minimization for multidimensional assets and payment streams. Zbl 1153.91560
Schweizer, Martin
23
2008
Exponential utility indifference valuation in two Brownian settings with stochastic correlation. Zbl 1154.91024
Frei, Christoph; Schweizer, Martin
15
2008
Dynamic indifference valuation via convex risk measures. Zbl 1138.91502
Klöppel, Susanne; Schweizer, Martin
83
2007
A stochastic control approach to a robust utility maximization problem. Zbl 1130.93056
Bordigoni, Giuliana; Matoussi, Anis; Schweizer, Martin
36
2007
Dynamic utility-based good deal bounds. Zbl 1140.91396
Klöppel, Susanne; Schweizer, Martin
13
2007
A diffusion limit for generalized correlated random walks. Zbl 1106.60038
Gruber, Urs; Schweizer, Martin
8
2006
Dynamic exponential utility indifference valuation. Zbl 1134.91449
Mania, Michael; Schweizer, Martin
80
2005
Minimal entropy preserves the Lévy property: how and why. Zbl 1075.60049
Esche, Felix; Schweizer, Martin
36
2005
Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes. Zbl 1075.60080
Becherer, Dirk; Schweizer, Martin
31
2005
Mean-variance hedging and stochastic control: beyond the Brownian setting. Zbl 1366.91152
Bobrovnytska, Olga; Schweizer, Martin
18
2004
A monetary value for initial information in portfolio optimization. Zbl 1035.60069
Amendinger, Jürgen; Becherer, Dirk; Schweizer, Martin
42
2003
Exponential hedging and entropic penalties. Zbl 1072.91019
Delbaen, Freddy; Grandits, Peter; Rheinländer, Thorsten; Samperi, Dominick; Schweizer, Martin; Stricker, Christophe
151
2002
On Bermudan options. Zbl 1011.91050
Schweizer, Martin
8
2002
A guided tour through quadratic hedging approaches. Zbl 0992.91036
Schweizer, Martin
139
2001
A comparison of two quadratic approaches to hedging in incomplete markets. Zbl 1032.91058
Heath, David; Platen, Eckhard; Schweizer, Martin
49
2001
From actuarial to financial valuation principles. Zbl 1017.91031
Schweizer, Martin
22
2001
Numerical comparison of local risk-minimisation and mean-variance hedging. Zbl 1004.91031
Heath, David; Platen, Eckhard; Schweizer, Martin
8
2001
On savings accounts in semimartingale term structure models. Zbl 1017.91042
Döberlein, Frank; Schweizer, Martin
5
2001
Martingales versus PDEs in finance: an equivalence result with examples. Zbl 0996.91069
Heath, David; Schweizer, Martin
53
2000
Implied savings accounts are unique. Zbl 0961.60044
Döberlein, Frank; Schweizer, Martin; Stricker, Christophe
3
2000
A minimality property of the minimal martingale measure. Zbl 0984.60049
Schweizer, Martin
16
1999
Risky options simplified. Zbl 1153.91602
Schweizer, Martin
2
1999
Additional logarithmic utility of an insider. Zbl 0934.91020
Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin
75
1998
On feedback effects from hedging derivatives. Zbl 0908.90016
Platen, Eckhard; Schweizer, Martin
41
1998
Mean-variance hedging for continuous processes: New proofs and examples. Zbl 0894.90023
Pham, Huyên; Rheinländer, Thorsten; Schweizer, Martin
41
1998
Local risk-minimization under transaction costs. Zbl 0994.91024
Lamberton, Damien; Pham, Huyên; Schweizer, Martin
12
1998
Weighted norm inequalities and hedging in incomplete markets. Zbl 0916.90016
Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe
44
1997
On \(L^2\)-projections on a space of stochastic integrals. Zbl 0895.60051
Rheinländer, Thorsten; Schweizer, Martin
32
1997
Approximation pricing and the variance-optimal martingale measure. Zbl 0854.60045
Schweizer, Martin
87
1996
On the minimal martingale measure and the Föllmer-Schweizer decomposition. Zbl 0837.60042
Schweizer, Martin
113
1995
Variance-optimal hedging in discrete time. Zbl 0835.90008
Schweizer, Martin
79
1995
Convergence of option values under incompleteness. Zbl 0827.60026
Runggaldier, Wolfgang J.; Schweizer, Martin
2
1995
Approximating random variables by stochastic integrals. Zbl 0814.60041
Schweizer, Martin
65
1994
Risk-minimizing hedging strategies under restricted information. Zbl 0884.90051
Schweizer, Martin
39
1994
Weighted norm inequalities and closedness of a space of stochastic integrals. (Inégalités de normes avec poids et fermeture d’un espace d’intégrales stochastiques.) Zbl 0810.60047
Delbaen, Freddy; Monat, Pascale; Schachermayer, Walter; Schweizer, Martin; Stricker, Christophe
3
1994
A projection result for semimartingales. Zbl 0832.60057
Schweizer, Martin
1
1994
A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027
Föllmer, Hans; Schweizer, Martin
35
1993
Mean-variance hedging for general claims. Zbl 0742.60042
Schweizer, Martin
59
1992
Option pricing under incompleteness and stochastic volatility. Zbl 0900.90095
Hofmann, Norbert; Platen, Eckhard; Schweizer, Martin
30
1992
Martingale densities for general asset prices. Zbl 0762.90014
Schweizer, Martin
27
1992
Semimartingales and hedging in incomplete markets. Zbl 0794.60038
Schweizer, M.
2
1992
Option hedging for semimartingales. Zbl 0735.90028
Schweizer, Martin
94
1991
Hedging of contingent claims under incomplete information. Zbl 0738.90007
Föllmer, Hans; Schweizer, Martin
207
1990
Risk-minimality and orthogonality of martingales. Zbl 0702.60049
Schweizer, Martin
16
1990
all top 5

Cited by 1,328 Authors

22 Schweizer, Martin
21 Platen, Eckhard
21 Siu, Tak Kuen
18 Xiong, Dewen
17 Choulli, Tahir
16 Arai, Takuji
15 Biagini, Francesca
15 Kallsen, Jan
14 Ceci, Claudia
14 Elliott, Robert James
14 Kohlmann, Michael
14 Øksendal, Bernt Karsten
13 Jeanblanc, Monique
13 Muhle-Karbe, Johannes
12 Cretarola, Alessandra
12 Di Nunno, Giulia
12 Kardaras, Constantinos
10 Campi, Luciano
10 Imkeller, Peter
9 Fontana, Claudio
9 Rheinländer, Thorsten
9 Robertson, Scott
8 Benth, Fred Espen
8 Cheridito, Patrick
8 Colaneri, Katia
8 Delong, Łukasz
8 Henderson, Vicky
8 Horst, Ulrich
8 Kupper, Michael
8 Liang, Gechun
8 Mostovyi, Oleksii
8 Rogers, L. C. G.
8 Santacroce, Marina
8 Schachermayer, Walter
8 Stadje, Mitja
8 Yang, Hailiang
8 Žitković, Gordan
7 Bayraktar, Erhan
7 Becherer, Dirk
7 Bo, Lijun
7 Deng, Jun
7 Dolinsky, Yan
7 Goswami, Anindya
7 Guasoni, Paolo
7 Hobson, David Graham
7 Karatzas, Ioannis
7 Korn, Ralf
7 Mania, Michael
7 Mishura, Yuliya Stepanivna
7 Monoyios, Michael
7 Protter, Philip Elliott
7 Russo, Francesco
7 Tardelli, Paola
7 Touzi, Nizar
7 Vanmaele, Michèle
7 Young, Virginia R.
6 Bielecki, Tomasz R.
6 Bion-Nadal, Jocelyne
6 Bouchard, Bruno
6 Carassus, Laurence
6 Černý, Aleš
6 Cohen, Samuel N.
6 Godin, Frédéric
6 Hu, Ying
6 Jarrow, Robert Alan
6 Khedher, Asma
6 Madan, Dilip B.
6 Qian, Linyi
6 Rosazza Gianin, Emanuela
6 Sircar, Ronnie
6 Stricker, Christophe
6 Tankov, Peter
6 Tappe, Stefan
6 Zariphopoulou, Thaleia
5 Aksamit, Anna
5 Ankirchner, Stefan
5 Badescu, Alexandru M.
5 Bank, Peter
5 Carmona, René A.
5 Chan, Leunglung
5 Delbaen, Freddy
5 El Karoui, Nicole
5 Eyraud-Loisel, Anne
5 Fard, Farzad Alavi
5 Föllmer, Hans
5 Gerardi, Anna
5 Herdegen, Martin
5 Hillairet, Caroline
5 Jiao, Ying
5 Lau, John Wei
5 Lee, Kiseop
5 Leung, Tim
5 Macrina, Andrea
5 Malamud, Semyon
5 Møller, Thomas H.
5 Nadtochiy, Sergey
5 Nutz, Marcel
5 Obloj, Jan K.
5 Pennanen, Teemu
5 Primbs, James A.
...and 1,228 more Authors
all top 5

Cited in 166 Serials

99 Finance and Stochastics
87 International Journal of Theoretical and Applied Finance
82 Mathematical Finance
65 Insurance Mathematics & Economics
59 Stochastic Processes and their Applications
53 The Annals of Applied Probability
53 Quantitative Finance
44 SIAM Journal on Financial Mathematics
36 Applied Mathematical Finance
35 Mathematics and Financial Economics
33 Stochastic Analysis and Applications
28 Stochastics
22 Journal of Economic Dynamics & Control
20 Journal of Applied Probability
18 Applied Mathematics and Optimization
17 European Journal of Operational Research
16 Asia-Pacific Financial Markets
16 Annals of Finance
15 Decisions in Economics and Finance
14 Journal of Mathematical Analysis and Applications
13 Journal of Computational and Applied Mathematics
13 Statistics & Probability Letters
13 Mathematical Methods of Operations Research
13 North American Actuarial Journal
11 Advances in Applied Probability
11 Journal of Mathematical Economics
11 SIAM Journal on Control and Optimization
10 Acta Mathematicae Applicatae Sinica. English Series
10 ASTIN Bulletin
10 Review of Derivatives Research
10 Probability, Uncertainty and Quantitative Risk
9 Physica A
8 Scandinavian Actuarial Journal
7 Theory of Probability and its Applications
7 The Annals of Probability
7 Journal of Econometrics
7 Mathematics of Operations Research
7 Communications in Statistics. Theory and Methods
6 Journal of Optimization Theory and Applications
6 Operations Research Letters
6 Electronic Journal of Probability
6 Journal of Industrial and Management Optimization
5 Journal of Applied Mathematics and Stochastic Analysis
5 Annals of Operations Research
5 Bernoulli
5 Frontiers of Mathematical Finance
4 Acta Applicandae Mathematicae
4 Probability Theory and Related Fields
4 Mathematical Programming. Series A. Series B
4 Journal of Mathematical Sciences (New York)
4 Probability in the Engineering and Informational Sciences
4 Methodology and Computing in Applied Probability
4 Applied Stochastic Models in Business and Industry
4 Stochastics and Dynamics
4 European Actuarial Journal
3 Computers & Mathematics with Applications
3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
3 Optimization
3 Stochastics and Stochastics Reports
3 Random Operators and Stochastic Equations
3 Mathematical Problems in Engineering
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Science China. Mathematics
3 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
2 Lithuanian Mathematical Journal
2 Automatica
2 Journal of Functional Analysis
2 Mathematics and Computers in Simulation
2 Bulletin of the Iranian Mathematical Society
2 Mathematical and Computer Modelling
2 European Journal of Applied Mathematics
2 Japan Journal of Industrial and Applied Mathematics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Applied Mathematics. Series B (English Edition)
2 Theory of Probability and Mathematical Statistics
2 Applicationes Mathematicae
2 Economic Theory
2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
2 Abstract and Applied Analysis
2 Journal of Applied Mathematics and Decision Sciences
2 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics
2 Acta Mathematica Sinica. English Series
2 Nonlinear Analysis. Real World Applications
2 Stochastic Models
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Journal of the Korean Statistical Society
2 Set-Valued and Variational Analysis
2 International Journal of Stochastic Analysis
2 Modern Stochastics. Theory and Applications
2 Chelyabinskiĭ Fiziko-Matematicheskiĭ Zhurnal
1 Applicable Analysis
1 Indian Journal of Pure & Applied Mathematics
1 International Journal of Theoretical Physics
1 Journal of Computational Physics
1 Moscow University Mathematics Bulletin
1 The Annals of Statistics
1 Applied Mathematics and Computation
1 Illinois Journal of Mathematics
1 Journal of Differential Equations
1 Journal of Statistical Planning and Inference
...and 66 more Serials

Citations by Year

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