Edit Profile (opens in new tab) Swishchuk, Anatoliy Compute Distance To: Compute Author ID: swishchuk.anatoliy-v Published as: Svishchuk, A. V.; Swishchuk, Anatoliy; Swishchuk, A. V.; Swishchuk, Anatoly; Swishchuk, A.; Swishchuk, Anatoliy V.; Swishchuk, Anatoly V.; Svishchuk, Anatolij more...less Further Spellings: Svishchuk, Anatoliĭ Vital’evich; Свищук Анатолій Віталійович Homepage: http://people.ucalgary.ca/~aswish/ External Links: GND Documents Indexed: 98 Publications since 1983, including 10 Books 1 Further Contribution Reviewing Activity: 400 Reviews Co-Authors: 40 Co-Authors with 65 Joint Publications 1,466 Co-Co-Authors all top 5 Co-Authors 34 single-authored 16 Korolyuk, Volodymyr Semenovych 5 Elliott, Robert James 5 Wu, Jianhong 4 Goncharova, Svitlana Ya. 4 Islam, Mohammad Shafiqul 4 Kazmerchuk, Yuriĭ Ivanovich 4 Zagst, Rudi 3 Lukin, O. E. 3 Vadori, Nelson 2 Gusak, Dmytro V. 2 Ivanov, Anatoli F. 2 Kalemanova, A. V. 2 Korolyuk, Vladimir V. 2 Limnios, Nikolaos 2 Mishura, Yuliya Stepanivna 2 Steinrücke, Lea 2 Svishchuk, M. Ya 2 Zhuravyts’kyj, D. G. 1 Borovskikh, Yuri V. 1 Bratijchuk, M. S. 1 Bratijchuk, N. S. 1 Burdeinyi, A. G. 1 Burdejnyj, A. G. 1 Cera, Katharina 1 Chavez-Casillas, Jonathan A. 1 Cherenkov, A. P. 1 Demenin, A. N. 1 Di, Lan 1 Diesperova, M. M. 1 Dobrovol’skij, V. V. 1 Dukhovny, Alexander M. 1 Dzhalladova, Irada A. 1 Gasanenko, Vitalii Alekseevich 1 Griego, Richard J. 1 Grikh, Z. A. 1 Hofmeister, Tyler 1 Khusainov, Denis Ya. 1 Li, Hua 1 Manca, Raimondo 1 Marushin, M. N. 1 Melyaeva, O. 1 Novikov, M. M. 1 Pratsiovytyi, Mykola 1 Rémillard, Bruno N. 1 Salvi, Giovanni 1 Schmidt, Julia K. 1 Solopko, I. O. 1 Tertychnyi, Maksym 1 Turbin, Anatoly F. 1 Tureniyazova, A. I. 1 Ware, Antony F. 1 Xu, Li 1 Yatsishin, Yu. V. 1 Yuan, George Xianzhi 1 Yuan, Steven 1 Zaigraev, Alexander 1 Zayats, Volodymyr V. 1 Zeller, Gabriela 1 Zhang, I. Y. 1 Zhdanova, Yu. D. all top 5 Serials 13 Ukraïns’kyĭ Matematychnyĭ Zhurnal 8 Ukrainian Mathematical Journal 6 The Canadian Applied Mathematics Quarterly 5 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 3 Random Operators and Stochastic Equations 3 Methodology and Computing in Applied Probability 3 Mathematics and its Applications (Dordrecht) 2 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 2 Insurance Mathematics & Economics 2 Stochastic Analysis and Applications 2 Dopovidi Akademiï Nauk Ukraïni 2 Theory of Probability and Mathematical Statistics 2 Differential Equations and Dynamical Systems 2 International Journal of Theoretical and Applied Finance 2 Prykladna Statystyka. Aktuarna ta Finansova Matematyka 2 International Journal of Stochastic Analysis 1 Advances in Applied Probability 1 Fuzzy Sets and Systems 1 Mathematics and Computers in Simulation 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Mathematical Problems in Engineering 1 Neliniĭni Kolyvannya 1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 1 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 1 International Journal of Differential Equations and Applications 1 Quantitative Finance 1 International Journal of Qualitative Theory of Differential Equations and Applications 1 SIAM Journal on Financial Mathematics 1 SpringerBriefs in Mathematics 1 Mathematical Modelling: Theory and Applications all top 5 Fields 89 Probability theory and stochastic processes (60-XX) 48 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistics (62-XX) 12 Systems theory; control (93-XX) 6 Ordinary differential equations (34-XX) 3 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Dynamical systems and ergodic theory (37-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 46 Publications have been cited 216 times in 157 Documents Cited by ▼ Year ▼ The pricing of options for securities markets with delayed response. Zbl 1301.91053Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 20 2007 Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V. 17 2003 Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083Korolyuk, V. S.; Swishchuk, A. V. 15 1994 A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 14 2005 Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329Swishchuk, Anatoliy 9 2006 Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116Ivanov, Anatoli F.; Swishchuk, Anatoly V. 9 2008 Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061Swishchuk, Anatoly; Wu, Jianhong 8 2003 Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017Swishchuk, Anatoliy 8 2013 Random evolutions and their applications. New trends. Zbl 0973.60002Swishchuk, Anatoly 7 2000 The stochastic stability of interest rates with jump changes. Zbl 0990.60059Svishchuk, A. V.; Kalemanova, A. V. 7 2000 Random dynamical systems in finance. Zbl 1279.37050Swishchuk, Anatoliy; Islam, Shafiqul 7 2013 Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178Elliott, Robert J.; Swishchuk, Anatoliy V. 6 2007 Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert 6 2014 The geometric Markov renewal processes with application to finance. Zbl 1223.60072Swishchuk, Anatoliy; Islam, Md Shafiqul 6 2011 Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059Svishchuk, A. V.; Kazmerchuk, Yu. I. 6 2001 Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035Korolyuk, V. S.; Svishchuk, A. V. 5 1986 Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106Limnios, Nikolaos; Swishchuk, Anatoliy 5 2013 A semi-Markovian modeling of limit order markets. Zbl 1370.60155Swishchuk, Anatoliy; Vadori, Nelson 5 2017 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187Swishchuk, Anatoliy; Xu, Li 5 2011 Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380Swishchuk, A. V. 4 1995 Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095Vadori, N.; Swishchuk, A. 4 2015 Random evolutions and their applications. Zbl 0892.60089Swishchuk, Anatoly 3 1997 Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167Salvi, Giovanni; Swishchuk, Anatoliy V. 3 2014 Black-Scholes formula for a market in a random environment. Zbl 0989.60056Griego, R. J.; Svishchuk, A. V. 3 2000 Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047Swishchuk, Anatoly 3 2008 General semi-Markov model for limit order books. Zbl 1396.91764Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia 3 2017 Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090Svishchuk, A. V. 2 1989 Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085Korolyuk, V. S.; Svishchuk, A. V. 2 1989 Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077Koroljuk, V. S.; Swishchuk, A. V. 2 1988 Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021Swishchuk, A. V. 2 1995 Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004Korolyuk, V. S.; Svishchuk, A. V. 2 2000 Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085Swishchuk, Anatoly V. 2 2010 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 Change of time methods in quantitative finance. Zbl 1391.91004Swishchuk, Anatoliy 2 2016 Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101Korolyuk, V. S.; Svishchuk, A. V. 1 1990 Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082Korolyuk, V. S.; Svishchuk, A. V. 1 1989 A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V. 1 1987 Filtering hidden semi-Markov chains. Zbl 1383.62202Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy 1 2013 Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps. Zbl 0971.60069Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V. 1 2000 Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086Korolyuk, V. S.; Svishchuk, A. V. 1 1992 Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100Swishchuk, Anatoliy; Islam, Md Shafiqul 1 2013 Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355Swishchuk, Anatoliy; Manca, Raimondo 1 2010 A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V. 1 2019 Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025Korolyuk, V. S.; Svishchuk, A. V. 1 1990 Change of time method in mathematical finance. Zbl 1163.91015Swishchuk, Anatoliy 1 2007 Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042Svishchuk, A. V. 1 1990 A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V. 1 2019 A semi-Markovian modeling of limit order markets. Zbl 1370.60155Swishchuk, Anatoliy; Vadori, Nelson 5 2017 General semi-Markov model for limit order books. Zbl 1396.91764Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia 3 2017 Change of time methods in quantitative finance. Zbl 1391.91004Swishchuk, Anatoliy 2 2016 Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095Vadori, N.; Swishchuk, A. 4 2015 Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert 6 2014 Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167Salvi, Giovanni; Swishchuk, Anatoliy V. 3 2014 Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017Swishchuk, Anatoliy 8 2013 Random dynamical systems in finance. Zbl 1279.37050Swishchuk, Anatoliy; Islam, Shafiqul 7 2013 Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106Limnios, Nikolaos; Swishchuk, Anatoliy 5 2013 Filtering hidden semi-Markov chains. Zbl 1383.62202Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy 1 2013 Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100Swishchuk, Anatoliy; Islam, Md Shafiqul 1 2013 The geometric Markov renewal processes with application to finance. Zbl 1223.60072Swishchuk, Anatoliy; Islam, Md Shafiqul 6 2011 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187Swishchuk, Anatoliy; Xu, Li 5 2011 Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085Swishchuk, Anatoly V. 2 2010 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355Swishchuk, Anatoliy; Manca, Raimondo 1 2010 Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116Ivanov, Anatoli F.; Swishchuk, Anatoly V. 9 2008 Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047Swishchuk, Anatoly 3 2008 The pricing of options for securities markets with delayed response. Zbl 1301.91053Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 20 2007 Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178Elliott, Robert J.; Swishchuk, Anatoliy V. 6 2007 Change of time method in mathematical finance. Zbl 1163.91015Swishchuk, Anatoliy 1 2007 Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329Swishchuk, Anatoliy 9 2006 A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 14 2005 Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V. 17 2003 Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061Swishchuk, Anatoly; Wu, Jianhong 8 2003 Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059Svishchuk, A. V.; Kazmerchuk, Yu. I. 6 2001 Random evolutions and their applications. New trends. Zbl 0973.60002Swishchuk, Anatoly 7 2000 The stochastic stability of interest rates with jump changes. Zbl 0990.60059Svishchuk, A. V.; Kalemanova, A. V. 7 2000 Black-Scholes formula for a market in a random environment. Zbl 0989.60056Griego, R. J.; Svishchuk, A. V. 3 2000 Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004Korolyuk, V. S.; Svishchuk, A. V. 2 2000 Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps. Zbl 0971.60069Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V. 1 2000 Random evolutions and their applications. Zbl 0892.60089Swishchuk, Anatoly 3 1997 Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380Swishchuk, A. V. 4 1995 Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021Swishchuk, A. V. 2 1995 Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083Korolyuk, V. S.; Swishchuk, A. V. 15 1994 Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086Korolyuk, V. S.; Svishchuk, A. V. 1 1992 Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101Korolyuk, V. S.; Svishchuk, A. V. 1 1990 Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025Korolyuk, V. S.; Svishchuk, A. V. 1 1990 Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042Svishchuk, A. V. 1 1990 Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090Svishchuk, A. V. 2 1989 Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085Korolyuk, V. S.; Svishchuk, A. V. 2 1989 Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082Korolyuk, V. S.; Svishchuk, A. V. 1 1989 Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077Koroljuk, V. S.; Swishchuk, A. V. 2 1988 A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V. 1 1987 Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035Korolyuk, V. S.; Svishchuk, A. V. 5 1986 all cited Publications top 5 cited Publications all top 5 Cited by 244 Authors 21 Swishchuk, Anatoliy 6 Islam, Mohammad Shafiqul 5 Korolyuk, Volodymyr Semenovych 4 Chang, Mouhsiung 4 Cordoni, Francesco Giuseppe 4 Di Persio, Luca 4 Kolesnik, Alexander D. 3 Ademola, Adeleke Timothy 3 Anisimov, Vladimir Vladislavovič 3 Birkin, Mark 3 Cui, Zhenyu 3 Frank, Till Daniel 3 Jiang, Feng 3 Limnios, Nikolaos 3 Luo, Jingjing 3 Manca, Raimondo 3 Nie, Xiaokai 3 Rujivan, Sanae 3 Zhu, Songping 2 Adesina, Olufemi Adeyinka 2 Badescu, Alexandru M. 2 Bretó, Carles 2 Coca, Daniel 2 D’Amico, Guglielmo 2 Elliott, Robert James 2 Fei, Weiyin 2 Ionides, Edward L. 2 Issaka, Aziz 2 Janssen, Jacques 2 Lei, Jinzhi 2 Li, Cuixiang 2 Li, Wenhan 2 Li, Xiong 2 Liu, Lixia 2 Luo, Jiaowan 2 Lv, Guiwen 2 Ogundare, Babatunde Sunday 2 Ogundiran, Michael Oluniyi 2 Pang, Tao 2 Pemy, Moustapha 2 Pogorui, Anatoliy A. 2 Ricciuti, Costantino 2 Rodríguez-Dagnino, Ramón Martín 2 Toaldo, Bruno 2 Wang, Liang 2 Wang, Zhen 2 Wu, Zhen 2 Yang, Hua 2 Youree, Roger K. 2 Yue, Chao 1 Abou-El-Ela, A. M. A. 1 Akindeinde, Saheed Ojo 1 Al-Obaidi, Ali H. M. 1 Antonio, Katrien 1 Artalejo, Jesus R. 1 Askes, Harm 1 Au, Chi Yan 1 Bae, Hyeong-Ohk 1 Baños, David R. 1 Barron, Yonit 1 Beek, Peter J. 1 Bhat, Harish S. 1 Bo, Lijun 1 Boyarsky, Abraham 1 Burdeinyi, A. G. 1 Burrage, Kevin 1 Cadenillas, Abel 1 Cera, Katharina 1 Chabanyuk, Yaroslav M. 1 Chang, Pei-Chann 1 Chavez-Casillas, Jonathan A. 1 Chen, Chuchu 1 Chen, Yuyu 1 Cosso, Andrea 1 Couch, Matthew 1 Crauel, Hans 1 Crevecoeur, Jonas 1 De Gregorio, Alessandro 1 Di Nunno, Giulia 1 Doan, Thai Son 1 Domínguez de la Iglesia, Manuel 1 Dong, Yang 1 Dshalalow, Jewgeni H. 1 Du, Ying 1 El-Gohary, Awad I. 1 Feng, Tao 1 Filip, Silviu-Ioan 1 Foroush Bastani, Ali 1 Fung, Eric S. 1 Ge, Xiangyu 1 Gianfelice, Michele 1 Gitman, Inna M. 1 Gitman, Michael B. 1 Glech, S. G. 1 Góra, Paweł 1 Guedda, Lahcene 1 Guo, Yongfeng 1 Ha, Seung-Yeal 1 Hao, Tao 1 He, Daihai ...and 144 more Authors all top 5 Cited in 93 Serials 8 Ukrainian Mathematical Journal 6 Stochastic Analysis and Applications 5 Stochastic Processes and their Applications 5 International Journal of Theoretical and Applied Finance 4 Journal of Statistical Physics 4 Journal of Computational and Applied Mathematics 4 Mathematical Problems in Engineering 4 Methodology and Computing in Applied Probability 3 Physica A 3 Physics Letters. A 3 Communications in Statistics. Theory and Methods 3 Abstract and Applied Analysis 3 Communications in Nonlinear Science and Numerical Simulation 3 Discrete and Continuous Dynamical Systems. Series B 3 International Journal of Stochastic Analysis 2 Chaos, Solitons and Fractals 2 Applied Mathematics and Computation 2 Automatica 2 Journal of Optimization Theory and Applications 2 Insurance Mathematics & Economics 2 Journal of Applied Mathematics and Stochastic Analysis 2 Annals of Operations Research 2 European Journal of Operational Research 2 Journal of Nonlinear Science 2 Theory of Probability and Mathematical Statistics 2 Random Operators and Stochastic Equations 2 Top 2 Journal of Difference Equations and Applications 2 Differentsial’nye Uravneniya i Protsessy Upravleniya 2 Stochastics 2 Journal of Probability and Statistics 2 Annals of Finance 1 Advances in Applied Probability 1 International Journal of Control 1 Inverse Problems 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Mathematics and Computers in Simulation 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Numerical Analysis 1 Cybernetics 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Acta Applicandae Mathematicae 1 Journal of the Nigerian Mathematical Society 1 Physica D 1 Journal of Economic Dynamics & Control 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 Journal of Global Optimization 1 Numerical Algorithms 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 SIAM Review 1 Journal of Dynamics and Differential Equations 1 Archive of Applied Mechanics 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Cybernetics and Systems Analysis 1 Applied Mathematics. Series B (English Edition) 1 Applicationes Mathematicae 1 NoDEA. Nonlinear Differential Equations and Applications 1 Bernoulli 1 European Journal of Control 1 Mathematical Finance 1 Soft Computing 1 Journal of Applied Mathematics and Decision Sciences 1 Discrete Dynamics in Nature and Society 1 Statistical Inference for Stochastic Processes 1 Brazilian Journal of Probability and Statistics 1 The ANZIAM Journal 1 Quantitative Finance 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 1 Dynamical Systems 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Mediterranean Journal of Mathematics 1 Advances in Difference Equations 1 Journal of Industrial and Management Optimization 1 Chebyshevskiĭ Sbornik 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 The Annals of Applied Statistics 1 SIAM Journal on Financial Mathematics 1 Set-Valued and Variational Analysis 1 Advances in Decision Sciences 1 International Journal of Analysis 1 The Scientific World Journal. Probability and Statistics 1 International Journal of Applied and Computational Mathematics all top 5 Cited in 21 Fields 102 Probability theory and stochastic processes (60-XX) 66 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 23 Ordinary differential equations (34-XX) 19 Numerical analysis (65-XX) 16 Systems theory; control (93-XX) 14 Dynamical systems and ergodic theory (37-XX) 14 Statistics (62-XX) 9 Partial differential equations (35-XX) 7 Biology and other natural sciences (92-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Operations research, mathematical programming (90-XX) 2 Difference and functional equations (39-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Citations by Year