Edit Profile (opens in new tab) Milstein, Grigori N. Compute Distance To: Compute Author ID: milstein.grigori-n Published as: Milstein, G. N.; Milstein, Grigori N.; Milstein, Grigori; Mil’shtejn, G. N. more...less Documents Indexed: 59 Publications since 1993, including 3 Books 1 Further Contribution Reviewing Activity: 204 Reviews Co-Authors: 14 Co-Authors with 50 Joint Publications 483 Co-Co-Authors all top 5 Co-Authors 10 single-authored 29 Tretyakov, Michael V. 7 Schoenmakers, John G. M. 4 Belomestny, Denis 4 Spokoiny, Vladimir G. 3 Khas’minskiĭ, Rafail Zalmanovich 2 Nussbaum, Michael 2 Repin, Yu. M. 1 Babovsky, Hans 1 Belopol’skaya, Yana Isaevna 1 Imkeller, Peter 1 Nevel’son, Mihail Borisovic 1 Platen, Eckhard 1 Reiß, Oliver 1 Schurz, Henri 1 Veretennikov, Alexander Yu. all top 5 Serials 6 SIAM Journal on Numerical Analysis 5 Stochastics and Dynamics 4 Advances in Applied Probability 4 IMA Journal of Numerical Analysis 4 Stochastics and Stochastics Reports 2 Mathematics of Computation 2 Statistics & Probability Letters 2 Physica D 2 Random & Computational Dynamics 2 SIAM Journal on Scientific Computing 2 International Journal of Theoretical and Applied Finance 2 Scientific Computation 1 Journal of Computational Physics 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Transport Theory and Statistical Physics 1 Theory of Probability and its Applications 1 BIT 1 Journal of Computational and Applied Mathematics 1 Stochastic Analysis and Applications 1 Probability Theory and Related Fields 1 Numerical Methods for Partial Differential Equations 1 The Annals of Applied Probability 1 Journal of Physics A: Mathematical and General 1 Stochastic Processes and their Applications 1 Bernoulli 1 Markov Processes and Related Fields 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Mathematics and its Applications (Dordrecht) 1 Stochastic Modelling and Applied Probability 1 Journal of Physics A: Mathematical and Theoretical 1 Numerical Mathematics: Theory, Methods and Applications 1 SIAM Journal on Financial Mathematics all top 5 Fields 52 Probability theory and stochastic processes (60-XX) 37 Numerical analysis (65-XX) 11 Ordinary differential equations (34-XX) 9 Partial differential equations (35-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Statistics (62-XX) 7 Systems theory; control (93-XX) 4 Dynamical systems and ergodic theory (37-XX) 4 Fluid mechanics (76-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Measure and integration (28-XX) 1 Special functions (33-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of particles and systems (70-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 50 Publications have been cited 1,013 times in 714 Documents Cited by ▼ Year ▼ Stochastic numerics for mathematical physics. Zbl 1085.60004Milstein, Grigori N.; Tretyakov, Michael V. 237 2004 Numerical integration of stochastic differential equations. Transl. from the Russian. Zbl 0810.65144Milstein, G. N. 151 1994 Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson. 2nd completely revised and enlarged ed. Zbl 1241.60002Khasminskii, Rafail 145 2012 Balanced implicit methods for stiff stochastic systems. Zbl 0914.65143Milstein, G. N.; Platen, E.; Schurz, H. 100 1998 Numerical methods for stochastic systems preserving symplectic structure. Zbl 1028.60064Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. 58 2002 Symplectic integration of Hamiltonian systems with additive noise. Zbl 1019.60056Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. 54 2002 Numerical algorithms for forward-backward stochastic differential equations. Zbl 1114.60054Milstein, G. N.; Tretyakov, M. V. 47 2006 Numerical integration of stochastic differential equations with nonglobally Lipschitz coefficients. Zbl 1102.60059Milstein, G. N.; Tretyakov, M. V. 41 2005 Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations. Zbl 1059.65007Milstein, G. N.; Tretyakov, M. V. 40 2004 Mean-square numerical methods for stochastic differential equations with small noises. Zbl 0888.60047Milstein, G. N.; Tret’yakov, M. V. 19 1997 Quasi-symplectic methods for Langevin-type equations. Zbl 1055.65141Milstein, G. N.; Tretyakov, M. V. 19 2003 Simulation of a space-time bounded diffusion. Zbl 0964.60065Milstein, G. N.; Tretyakov, M. V. 19 1999 Diffusion approximation for nonparametric autoregression. Zbl 1053.62556Milstein, Grigori; Nussbaum, Michael 17 1998 Discretization of forward-backward stochastic differential equations and related quasi-linear parabolic equations. Zbl 1109.65009Milstein, G. N.; Tretyakov, M. V. 16 2007 The probability approach to numerical solution of nonlinear parabolic equations. Zbl 1014.65005Milstein, G. N. 15 2002 Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations. Zbl 0935.35062Milstein, G. N.; Tretyakov, M. V. 13 2000 Numerical methods in the weak sense for stochastic differential equations with small noise. Zbl 0896.60028Milstein, G. N.; Tret’yakov, M. V. 13 1997 Transition density estimation for stochastic differential equations via forward-reverse representations. Zbl 1085.62098Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir 13 2004 Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach. Zbl 0993.65014Milstein, G. N.; Tretyakov, M. V. 12 2001 Computing ergodic limits for Langevin equations. Zbl 1117.65012Milstein, G. N.; Tretyakov, M. V. 11 2007 Solving parabolic stochastic partial differential equations via averaging over characteristics. Zbl 1198.65033Milstein, G. N.; Tretyakov, M. V. 9 2009 Monte Carlo construction of hedging strategies against multi-asset European claims. Zbl 1005.60079Milstein, G. N.; Schoenmakers, J. G. M. 9 2002 Weak approximation of a diffusion process in a bounded domain. Zbl 0893.60032Milstein, G. N. 8 1997 Monte Carlo evaluation of American options using consumption processes. Zbl 1184.91209Belomestny, Denis; Milstein, Grigori N. 7 2006 On estimation of the linearized drift for nonlinear stochastic differential equations. Zbl 1064.62092Khasminskii, R.; Milstein, G. N. 7 2001 Regression methods in pricing American and Bermudan options using consumption processes. Zbl 1169.91338Belomestny, Denis; Milstein, Grigori; Spokoiny, Vladimir 7 2009 Practical variance reduction via regression for simulating diffusions. Zbl 1190.65011Milstein, G. N.; Tretyakov, M. V. 7 2009 Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach. Zbl 1387.35460Milstein, G. N.; Tretyakov, M. V. 6 2012 Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions. Zbl 1280.35097Milstein, G. N.; Tretyakov, M. V. 6 2013 On the mean-square approximation of a diffusion process in a bounded domain. Zbl 1043.60518Milstein, G. N. 4 1998 Sensitivities for Bermudan options by regression methods. Zbl 1198.91202Belomestny, Denis; Milstein, G. N.; Schoenmakers, John 4 2010 An approximation method for Navier-Stokes equations based on probabilistic approach. Zbl 1116.76332Belopolskaya, Ya.; Milstein, G. N. 4 2003 Uniform approximation of the Cox-Ingersoll-Ross process via exact simulation at random times. Zbl 1362.65016Milstein, Grigori N.; Schoenmakers, John 4 2016 The simplest random walks for the Dirichlet problem. Zbl 1038.60066Mil’shtejn, G. N.; Tretyakov, M. V. 3 2002 Solution of the first boundary-value problem for parabolic equations by integration of stochastic differential equations. Zbl 0859.60055Milstein, G. N. 3 1993 Orbital stability index for stochastic systems. Zbl 0970.60067Milstein, G. N. 3 2000 A new Monte Carlo method for American options. Zbl 1121.91367Milstein, G. N.; Reiß, O.; Schoenmakers, J. 3 2004 Layer methods for stochastic Navier-Stokes equations using simplest characteristics. Zbl 1334.65016Milstein, G. N.; Tretyakov, M. V. 3 2016 Monte Carlo methods for backward equations in nonlinear filtering. Zbl 1159.93359Milstein, G. N.; Tretyakov, M. V. 3 2009 Forward and reverse representations for Markov chains. Zbl 1116.62083Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V. 3 2007 Uniform approximation of the Cox-Ingersoll-Ross process. Zbl 1335.65011Milstein, Grigori N.; Schoenmakers, John 3 2015 Evaluation of moment Lyapunov exponents for second order stochastic systems. Zbl 1002.60548Milstein, G. N. 2 1996 A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations. Zbl 1018.65006Milstein, G. N.; Tretyakov, M. V. 2 2002 Moment Lyapunov exponent for conservative systems with small periodic and random perturbations. Zbl 1023.60053Imkeller, P.; Milstein, G. N. 2 2002 The simulation of phase trajectories of a diffusion process in a bounded domain. Zbl 0888.60048Milstein, G. N. 1 1996 Mean velocity of noise-induced transport in the limit of weak periodic forcing. Zbl 0962.82066Milstein, G. N.; Tretyakov, M. V. 1 1999 Numerical analysis of noise-induced regular oscillations. Zbl 0959.60058Milstein, G. N.; Tretyakov, M. V. 1 2000 Stochastic numerics for mathematical physics. 2nd edition. Zbl 1493.60002Milstein, Grigori N.; Tretyakov, Michael V. 1 2021 Superdiffusion of a random walk driven by an ergodic Markov process with switching. Zbl 1153.82008Fedotov, S.; Milstein, G. N.; Tretyakov, M. V. 1 2007 Nonlinear filtering algorithms based on averaging over characteristics and on the innovation approach. Zbl 1223.93116Milstein, G. N.; Tretyakov, M. V. 1 2011 Stochastic numerics for mathematical physics. 2nd edition. Zbl 1493.60002Milstein, Grigori N.; Tretyakov, Michael V. 1 2021 Uniform approximation of the Cox-Ingersoll-Ross process via exact simulation at random times. Zbl 1362.65016Milstein, Grigori N.; Schoenmakers, John 4 2016 Layer methods for stochastic Navier-Stokes equations using simplest characteristics. Zbl 1334.65016Milstein, G. N.; Tretyakov, M. V. 3 2016 Uniform approximation of the Cox-Ingersoll-Ross process. Zbl 1335.65011Milstein, Grigori N.; Schoenmakers, John 3 2015 Probabilistic methods for the incompressible Navier-Stokes equations with space periodic conditions. Zbl 1280.35097Milstein, G. N.; Tretyakov, M. V. 6 2013 Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson. 2nd completely revised and enlarged ed. Zbl 1241.60002Khasminskii, Rafail 145 2012 Solving the Dirichlet problem for Navier-Stokes equations by probabilistic approach. Zbl 1387.35460Milstein, G. N.; Tretyakov, M. V. 6 2012 Nonlinear filtering algorithms based on averaging over characteristics and on the innovation approach. Zbl 1223.93116Milstein, G. N.; Tretyakov, M. V. 1 2011 Sensitivities for Bermudan options by regression methods. Zbl 1198.91202Belomestny, Denis; Milstein, G. N.; Schoenmakers, John 4 2010 Solving parabolic stochastic partial differential equations via averaging over characteristics. Zbl 1198.65033Milstein, G. N.; Tretyakov, M. V. 9 2009 Regression methods in pricing American and Bermudan options using consumption processes. Zbl 1169.91338Belomestny, Denis; Milstein, Grigori; Spokoiny, Vladimir 7 2009 Practical variance reduction via regression for simulating diffusions. Zbl 1190.65011Milstein, G. N.; Tretyakov, M. V. 7 2009 Monte Carlo methods for backward equations in nonlinear filtering. Zbl 1159.93359Milstein, G. N.; Tretyakov, M. V. 3 2009 Discretization of forward-backward stochastic differential equations and related quasi-linear parabolic equations. Zbl 1109.65009Milstein, G. N.; Tretyakov, M. V. 16 2007 Computing ergodic limits for Langevin equations. Zbl 1117.65012Milstein, G. N.; Tretyakov, M. V. 11 2007 Forward and reverse representations for Markov chains. Zbl 1116.62083Milstein, G. N.; Schoenmakers, J. G. M.; Spokoiny, V. 3 2007 Superdiffusion of a random walk driven by an ergodic Markov process with switching. Zbl 1153.82008Fedotov, S.; Milstein, G. N.; Tretyakov, M. V. 1 2007 Numerical algorithms for forward-backward stochastic differential equations. Zbl 1114.60054Milstein, G. N.; Tretyakov, M. V. 47 2006 Monte Carlo evaluation of American options using consumption processes. Zbl 1184.91209Belomestny, Denis; Milstein, Grigori N. 7 2006 Numerical integration of stochastic differential equations with nonglobally Lipschitz coefficients. Zbl 1102.60059Milstein, G. N.; Tretyakov, M. V. 41 2005 Stochastic numerics for mathematical physics. Zbl 1085.60004Milstein, Grigori N.; Tretyakov, Michael V. 237 2004 Evaluation of conditional Wiener integrals by numerical integration of stochastic differential equations. Zbl 1059.65007Milstein, G. N.; Tretyakov, M. V. 40 2004 Transition density estimation for stochastic differential equations via forward-reverse representations. Zbl 1085.62098Milstein, Grigori N.; Schoenmakers, John G. M.; Spokoiny, Vladimir 13 2004 A new Monte Carlo method for American options. Zbl 1121.91367Milstein, G. N.; Reiß, O.; Schoenmakers, J. 3 2004 Quasi-symplectic methods for Langevin-type equations. Zbl 1055.65141Milstein, G. N.; Tretyakov, M. V. 19 2003 An approximation method for Navier-Stokes equations based on probabilistic approach. Zbl 1116.76332Belopolskaya, Ya.; Milstein, G. N. 4 2003 Numerical methods for stochastic systems preserving symplectic structure. Zbl 1028.60064Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. 58 2002 Symplectic integration of Hamiltonian systems with additive noise. Zbl 1019.60056Milstein, G. N.; Repin, Yu. M.; Tretyakov, M. V. 54 2002 The probability approach to numerical solution of nonlinear parabolic equations. Zbl 1014.65005Milstein, G. N. 15 2002 Monte Carlo construction of hedging strategies against multi-asset European claims. Zbl 1005.60079Milstein, G. N.; Schoenmakers, J. G. M. 9 2002 The simplest random walks for the Dirichlet problem. Zbl 1038.60066Mil’shtejn, G. N.; Tretyakov, M. V. 3 2002 A probabilistic approach to the solution of the Neumann problem for nonlinear parabolic equations. Zbl 1018.65006Milstein, G. N.; Tretyakov, M. V. 2 2002 Moment Lyapunov exponent for conservative systems with small periodic and random perturbations. Zbl 1023.60053Imkeller, P.; Milstein, G. N. 2 2002 Numerical solution of the Dirichlet problem for nonlinear parabolic equations by a probabilistic approach. Zbl 0993.65014Milstein, G. N.; Tretyakov, M. V. 12 2001 On estimation of the linearized drift for nonlinear stochastic differential equations. Zbl 1064.62092Khasminskii, R.; Milstein, G. N. 7 2001 Numerical algorithms for semilinear parabolic equations with small parameter based on approximation of stochastic equations. Zbl 0935.35062Milstein, G. N.; Tretyakov, M. V. 13 2000 Orbital stability index for stochastic systems. Zbl 0970.60067Milstein, G. N. 3 2000 Numerical analysis of noise-induced regular oscillations. Zbl 0959.60058Milstein, G. N.; Tretyakov, M. V. 1 2000 Simulation of a space-time bounded diffusion. Zbl 0964.60065Milstein, G. N.; Tretyakov, M. V. 19 1999 Mean velocity of noise-induced transport in the limit of weak periodic forcing. Zbl 0962.82066Milstein, G. N.; Tretyakov, M. V. 1 1999 Balanced implicit methods for stiff stochastic systems. Zbl 0914.65143Milstein, G. N.; Platen, E.; Schurz, H. 100 1998 Diffusion approximation for nonparametric autoregression. Zbl 1053.62556Milstein, Grigori; Nussbaum, Michael 17 1998 On the mean-square approximation of a diffusion process in a bounded domain. Zbl 1043.60518Milstein, G. N. 4 1998 Mean-square numerical methods for stochastic differential equations with small noises. Zbl 0888.60047Milstein, G. N.; Tret’yakov, M. V. 19 1997 Numerical methods in the weak sense for stochastic differential equations with small noise. Zbl 0896.60028Milstein, G. N.; Tret’yakov, M. V. 13 1997 Weak approximation of a diffusion process in a bounded domain. Zbl 0893.60032Milstein, G. N. 8 1997 Evaluation of moment Lyapunov exponents for second order stochastic systems. Zbl 1002.60548Milstein, G. N. 2 1996 The simulation of phase trajectories of a diffusion process in a bounded domain. Zbl 0888.60048Milstein, G. N. 1 1996 Numerical integration of stochastic differential equations. Transl. from the Russian. Zbl 0810.65144Milstein, G. N. 151 1994 Solution of the first boundary-value problem for parabolic equations by integration of stochastic differential equations. Zbl 0859.60055Milstein, G. N. 3 1993 all cited Publications top 5 cited Publications all top 5 Cited by 861 Authors 23 Milstein, Grigori N. 19 Gan, Siqing 19 Hong, Jialin 18 Mao, Xuerong 17 Zhao, Weidong 16 Buckwar, Evelyn 15 Schoenmakers, John G. M. 14 Jentzen, Arnulf 14 Kloeden, Peter Eris 12 Ding, Xiaohua 12 Kuznetsov, Dmitriĭ Feliksovich 12 Rößler, Andreas 12 Tretyakov, Michael V. 10 Belomestny, Denis 10 Burrage, Kevin 10 Debrabant, Kristian 10 Ma, Qiang 10 Wang, Lijin 10 Wang, Xiaojie 9 Hosseini, Seyed Mohammad 8 Cao, Wanrong 8 Hutzenthaler, Martin 8 Lejay, Antoine 8 Platen, Eckhard 8 Szpruch, Lukasz 7 Cao, Yanzhao 7 Hofmann, Norbert 7 Jimenez, Juan Carlos 7 Sabelfeld, Karl Karlovich 7 Stoltz, Gabriel 7 Tocino, Alicia 7 Vilmart, Gilles 7 Winkler, Renate 7 Zhou, Tao 6 Abdulle, Assyr 6 Acebrón, Juan A. 6 Fan, Zhencheng 6 Higham, Desmond J. 6 Liu, Wei 6 Neuenkirch, Andreas 6 Shardlow, Tony 6 Sun, Liying 6 Sun, Yabing 6 Urusov, Mikhail A. 6 Xiao, Aiguo 6 Zhang, Qimin 5 Bayer, Christian 5 Biscay, Rolando J. 5 Bou-Rabee, Nawaf M. 5 Bréhier, Charles-Edouard 5 Giles, Michael B. 5 Guo, Qian 5 Hu, Junhao 5 Huang, Chengming 5 Kruse, Raphael 5 Kvaerno, Anne 5 Liu, Mingzhu 5 Müller-Gronbach, Thomas 5 Pham Huu Anh Ngoc 5 Rathinasamy, Anandaraman 5 Tang, Xiao 5 Wang, Peng 5 Wang, Xu 5 Wang, Zhongjian 5 Xin, Jack X. 5 Yin, Gang George 5 Yuan, Chenggui 5 Zhang, Zhiwen 4 Ableidinger, Markus 4 Bender, Christian 4 Bernal, Francisco 4 Chen, Chuchu 4 D’Ambrosio, Raffaele 4 de la Cruz, H. 4 Gao, Shuaibin 4 Haghighi, Amir 4 Hu, Lin 4 Komori, Yoshio 4 Kozić, Predrag 4 Laurent, Adrien 4 Mariucci, Ester 4 Menozzi, Stéphane 4 Nouri, Kazem 4 Ranjbar, Hassan 4 Ritter, Klaus 4 Rodríguez-Rozas, ángel 4 Rybakov, Konstantin Aleksandrovich 4 Shu, Chi-Wang 4 Sickenberger, Thorsten 4 Spokoiny, Vladimir G. 4 Tempone, Raúl F. 4 Vanden-Eijnden, Eric 4 Zhang, Chiping 3 Alcock, Jamie 3 Ankirchner, Stefan 3 Averina, Tat’yana Aleksandrovna 3 Baccouch, Mahboub 3 Bao, Feng 3 Beck, Christian 3 Bonaventura, Luca ...and 761 more Authors all top 5 Cited in 178 Serials 83 Journal of Computational and Applied Mathematics 36 Applied Numerical Mathematics 35 BIT 32 Applied Mathematics and Computation 28 Journal of Computational Physics 22 SIAM Journal on Numerical Analysis 16 The Annals of Applied Probability 14 International Journal of Computer Mathematics 13 Mathematics of Computation 13 SIAM Journal on Scientific Computing 12 Mathematics and Computers in Simulation 12 Numerical Algorithms 11 Journal of Scientific Computing 10 Journal of Mathematical Analysis and Applications 10 The Annals of Statistics 10 Stochastic Analysis and Applications 9 Stochastic Processes and their Applications 9 Differentsial’nye Uravneniya i Protsessy Upravleniya 8 Physica D 7 Applied Mathematics Letters 7 Stochastics and Dynamics 6 Advances in Applied Probability 6 Physica A 6 Numerische Mathematik 6 Monte Carlo Methods and Applications 6 Bernoulli 6 Abstract and Applied Analysis 5 Computer Methods in Applied Mechanics and Engineering 5 Statistics & Probability Letters 5 Methodology and Computing in Applied Probability 5 Multiscale Modeling & Simulation 5 Advances in Difference Equations 5 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 5 Communications in Computational Physics 5 SIAM/ASA Journal on Uncertainty Quantification 4 Computers & Mathematics with Applications 4 Journal of Statistical Physics 4 Automatica 4 Applied Mathematical Modelling 4 Computational and Applied Mathematics 4 Finance and Stochastics 4 Quantitative Finance 4 International Journal of Numerical Analysis and Modeling 4 Stochastics 4 Advances in Applied Mathematics and Mechanics 4 Stochastic and Partial Differential Equations. Analysis and Computations 4 East Asian Journal on Applied Mathematics 3 Journal of Mathematical Physics 3 Calcolo 3 Journal of Applied Probability 3 Journal of Complexity 3 Computational Mathematics and Mathematical Physics 3 Applied Mathematical Finance 3 Mathematical Problems in Engineering 3 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 3 International Journal of Theoretical and Applied Finance 3 LMS Journal of Computation and Mathematics 3 Communications in Nonlinear Science and Numerical Simulation 3 Foundations of Computational Mathematics 3 Journal of Applied Mathematics and Computing 3 Science China. Mathematics 2 Communications on Pure and Applied Mathematics 2 International Journal of Control 2 Applied Mathematics and Optimization 2 Memoirs of the American Mathematical Society 2 Quarterly of Applied Mathematics 2 Systems & Control Letters 2 Journal of Computational Mathematics 2 Journal of Theoretical Probability 2 Mathematical and Computer Modelling 2 Japan Journal of Industrial and Applied Mathematics 2 Automation and Remote Control 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 SIAM Review 2 Potential Analysis 2 Russian Journal of Numerical Analysis and Mathematical Modelling 2 Journal of Difference Equations and Applications 2 Mathematical Finance 2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 2 Nonlinear Dynamics 2 Stochastic Environmental Research and Risk Assessment 2 Discrete and Continuous Dynamical Systems. Series B 2 Decisions in Economics and Finance 2 Proceedings of the Steklov Institute of Mathematics 2 Frontiers of Mathematics in China 2 Discrete and Continuous Dynamical Systems. Series S 2 SIAM Journal on Financial Mathematics 2 Statistics and Computing 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 2 Communications on Applied Mathematics and Computation 2 Probability, Uncertainty and Quantitative Risk 1 Bulletin of the Australian Mathematical Society 1 Communications in Mathematical Physics 1 International Journal of Solids and Structures 1 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) 1 Journal of Mathematical Biology 1 Mathematical Biosciences 1 Mathematical Methods in the Applied Sciences 1 Physics Reports 1 Rocky Mountain Journal of Mathematics ...and 78 more Serials all top 5 Cited in 34 Fields 555 Probability theory and stochastic processes (60-XX) 550 Numerical analysis (65-XX) 150 Ordinary differential equations (34-XX) 94 Partial differential equations (35-XX) 50 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Dynamical systems and ergodic theory (37-XX) 45 Systems theory; control (93-XX) 43 Statistics (62-XX) 34 Statistical mechanics, structure of matter (82-XX) 21 Biology and other natural sciences (92-XX) 18 Fluid mechanics (76-XX) 16 Mechanics of particles and systems (70-XX) 13 Mechanics of deformable solids (74-XX) 10 Integral equations (45-XX) 8 Computer science (68-XX) 7 Approximations and expansions (41-XX) 5 Operations research, mathematical programming (90-XX) 4 Quantum theory (81-XX) 3 Difference and functional equations (39-XX) 3 Calculus of variations and optimal control; optimization (49-XX) 3 Global analysis, analysis on manifolds (58-XX) 2 Combinatorics (05-XX) 2 Potential theory (31-XX) 2 Special functions (33-XX) 2 Operator theory (47-XX) 2 Geophysics (86-XX) 1 General and overarching topics; collections (00-XX) 1 Nonassociative rings and algebras (17-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Optics, electromagnetic theory (78-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year