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Author ID: klebaner.fima-c Recent zbMATH articles by "Klebaner, Fima C."
Published as: Klebaner, Fima C.; Klebaner, F. C.; Klebaner, Fima; Klebaner, F.; Klebaner, Fina C.; Klebaner, C. F.; Klebaner, F. K.
Homepage: http://www.monash.edu.au/research/people/profiles/profile.html?sid=4466&pid=3623
External Links: MGP · Wikidata · GND · IdRef · theses.fr

Publications by Year

Citations contained in zbMATH Open

77 Publications have been cited 963 times in 724 Documents Cited by Year
Introduction to stochastic calculus with applications. 2nd ed. Zbl 1077.60001
Klebaner, Fina C.
201
2005
Introduction to stochastic calculus with applications. 3rd ed. Zbl 1274.60005
Klebaner, Fima C.
96
2012
Introduction to stochastic calculus with applications. Zbl 0926.60002
Klebaner, Fima C.
68
1998
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. Zbl 1061.34513
Khasminskii, R. Z.; Klebaner, F. C.
55
2001
On population-size-dependent branching processes. Zbl 0528.60080
Klebaner, F. C.
37
1984
Population-size-dependent and age-dependent branching processes. Zbl 1045.60090
Jagers, Peter; Klebaner, Fima C.
30
2000
Geometric rate of growth in population-size-dependent branching processes. Zbl 0544.60073
Klebaner, F. C.
27
1984
When a stochastic exponential is a true martingale. Extension of the Beneš method. Zbl 1328.60111
Klebaner, F.; Liptser, R.
21
2014
Population-size-dependent, age-structured branching processes linger around. Zbl 1229.60098
Jagers, Peter; Klebaner, Fima C.
20
2011
Option price when the stock is a semimartingale. Zbl 1008.60057
Klebaner, Fima
19
2002
A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039
Hamza, Kais; Klebaner, Fima C.
18
2007
A limit theorem for population-size-dependent branching processes. Zbl 0562.60092
Klebaner, F. C.
18
1985
Population-dependent branching processes with a threshold. Zbl 0788.60106
Klebaner, Fima C.
17
1993
Stochasticity in the adaptive dynamics of evolution: the bare bones. Zbl 1403.92180
Klebaner, Fima C.; Sagitov, Serik; Vatutin, Vladimir A.; Haccou, Patsy; Jagers, Peter
16
2011
Conditions for integrability of Markov chains. Zbl 0835.60066
Hamza, K.; Klebaner, F. C.
16
1995
Branching random walk in varying environments. Zbl 0482.60078
Klebaner, C. F.
15
1982
Escape from the boundary in Markov population processes. Zbl 1355.92085
Barbour, A. D.; Hamza, K.; Kaspi, Haya; Klebaner, F. C.
15
2015
Moderate deviations for randomly perturbed dynamical systems. Zbl 0961.60042
Klebaner, F. C.; Liptser, R.
15
1999
Markovian paths to extinction. Zbl 1134.60052
Jagers, Peter; Klebaner, Fima C.; Sagitov, Serik
14
2007
Autoregressive approximation in branching processes with a threshold. Zbl 0830.60083
Klebaner, F. C.; Nerman, O.
13
1994
Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes. Zbl 0694.60079
Klebaner, Fima C.
12
1989
On the establishment, persistence, and inevitable extinction of populations. Zbl 1334.60179
Hamza, Kais; Jagers, Peter; Klebaner, Fima C.
11
2016
The exit problem for a class of density-dependent branching systems. Zbl 0815.60025
Klebaner, Fima C.; Zeitouni, Ofer
10
1994
Transformations of Galton-Watson processes and linear fractional reproduction. Zbl 1139.60038
Klebaner, F. C.; Rösler, U.; Sagitov, S.
10
2007
Sharp conditions for nonexplosions and explosions in Markov jump processes. Zbl 0834.60084
Kersting, G.; Klebaner, F. C.
9
1995
Random variation and concentration effects in PCR. Zbl 1461.92038
Jagers, Peter; Klebaner, Fima
9
2003
Stochastic difference equations and generalized gamma distributions. Zbl 0674.60077
Klebaner, Fima C.
9
1989
The age structure of population-dependent general branching processes in environments with a high carrying capacity. Zbl 1306.60127
Hamza, K.; Jagers, P.; Klebaner, F. C.
8
2013
On the emergence of random initial conditions in fluid limits. Zbl 1356.60053
Barbour, A. D.; Chigansky, P.; Klebaner, F. C.
8
2016
Asymptotic analysis and extinction in a stochastic Lotka-Volterra model. Zbl 1015.92044
Klebaner, F. C.; Liptser, R.
8
2001
Mimicking self-similar processes. Zbl 1372.60053
Fan, Jie Yen; Hamza, Kais; Klebaner, Fima
7
2015
Asymptotic behaviour of Markov population processes with asymptotically linear rate of change. Zbl 0819.60064
Klebaner, F. C.
7
1994
Linear growth in near-critical population size-dependent multitype Galton-Watson processes. Zbl 0682.60074
Klebaner, Fima C.
7
1989
Large deviations for past-dependent recursions. Zbl 1037.60500
Klebaner, F. K.; Liptser, R. Sh.
6
1996
On the quasi-stationary distribution for some randomly perturbed transformations of an interval. Zbl 0942.60070
Klebaner, Fima C.; Lazar, Justin; Zeitouni, Ofer
6
1998
What can be observed in real time PCR and when does it show? Zbl 1382.92217
Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C.
6
2018
Geometric rate of growth in Markov chains with applications to population-size-dependent models with dependent offspring. Zbl 0606.60071
Cohn, Harry; Klebaner, Fima
6
1986
Convergence of the age structure of general schemes of population processes. Zbl 1466.60175
Fan, Jie Yen; Hamza, Kais; Jagers, Peter; Klebaner, Fima
5
2020
Asymptotic behavior of near-critical multitype branching processes. Zbl 0738.60082
Klebaner, Fima C.
5
1991
On nonexistence of non-constant volatility in the Black-Scholes formula. Zbl 1133.60337
Hamza, Kais; Klebaner, Fima C.
5
2006
Population-size-dependent branching process with linear rate of growth. Zbl 0513.60085
Klebaner, F. C.
5
1983
The age of a Galton-Watson population with a geometric offspring distribution. Zbl 1019.60085
Klebaner, F. C.; Sagitov, S.
5
2002
Persistence of small noise and random initial conditions. Zbl 1431.60085
Baker, J.; Chigansky, P.; Hamza, K.; Klebaner, F. C.
4
2018
Option pricing for log-symmetric distributions of returns. Zbl 1170.91385
Klebaner, Fima C.; Landsman, Zinoviy
4
2009
Conditions for fixation of an allele in the density-dependent Wright- Fisher models. Zbl 0654.92006
Klebaner, Fima C.
4
1988
Likely path to extinction in simple branching models with large initial population. Zbl 1115.60078
Klebaner, F. C.; Liptser, R.
4
2006
Asymptotic analysis of ruin in the constant elasticity of variance model. Zbl 1223.91041
Klebaner, F.; Liptser, R.
3
2011
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach. Zbl 1420.91438
Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili; Klebaner, Fima; Hamza, Kais
3
2019
Large deviations for processes on half-line: random walk and compound Poisson. Zbl 1420.60039
Klebaner, Fima C.; Mogulskiĭ, Anatoliĭ Al’fredovich
3
2019
Population and density dependent branching processes. Zbl 0867.60064
Klebaner, F. C.
3
1997
Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line. Zbl 1447.60056
Klebaner, F. C.; Logachov, A. V.; Mogulskii, A. A.
3
2020
On solutions of first order stochastic partial differential equations. Zbl 1121.60067
Hamza, K.; Klebaner, F. C.
3
2006
Large deviations for processes on half-line. Zbl 1329.60055
Klebaner, Fima C.; Logachev, Artem V.; Mogulski, Anatoli A.
3
2015
A connection between the limit and the maximum random variable of a branching process in varying environments. Zbl 0493.60088
Klebaner, F. C.; Schuh, H.-J.
3
1982
The equivalent martingale measure conditions in a general model for interest rates. Zbl 1076.60055
Hamza, Kais; Jacka, Saul; Klebaner, Fima
2
2005
The Euler-Maruyama approximations for the CEV model. Zbl 1230.65005
Abramov, Vyacheslav M.; Klebaner, Fima C.; Lipster, Robert Sh.
2
2011
Some results on the Lotka–Volterra model and its small random perturbations. Zbl 1044.34015
Khaminskii, R. Z.; Klebaner, F. C.; Liptser, R.
2
2003
Tracking volatility. Zbl 1201.91227
Goldentayer, L.; Klebaner, F.; Liptser, R. Sh.
2
2005
Large deviations analysis of extinction in branching models. Zbl 1144.60050
Klebaner, Fima C.; Liptser, Robert
2
2008
From size to age and type structure dependent branching: a first step to sexual reproduction in general population processes. Zbl 1354.60097
Jagers, Peter; Klebaner, Fima C.
1
2016
Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities. Zbl 1481.60176
Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C.
1
2019
Branching processes in near-critical random environments. Zbl 1052.60069
Jagers, Peter; Klebaner, Fima
1
2004
On the Markov property of some Brownian martingales. Zbl 1262.60039
Fan, J. Y.; Hamza, K.; Klebaner, F. C.
1
2012
Random step functions model for interest rates. Zbl 1035.60086
Borovkov, Konstantin; Klebaner, Fima C.; Virag, Eleanor
1
2003
Explosions in Markov processes and submartingale convergence. Zbl 0862.60071
Kersting, G.; Klebaner, F. C.
1
1996
Conditions for the unlimited growth in multitype population size dependent Galton-Watson processes. Zbl 0712.92017
Klebaner, Fima C.
1
1990
The Euler-Maruyama approximation for the absorption time of the CEV diffusion. Zbl 1248.60061
Chigansky, Pavel; Klebaner, Fima C.
1
2012
On the establishment of a mutant. Zbl 1434.92022
Baker, Jeremy; Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C.
1
2020
Dependence and interaction in branching processes. Zbl 1271.60093
Jagers, Peter; Klebaner, Fima C.
1
2013
FCLT and MDP for stochastic Lotka-Volterra model. Zbl 1116.92068
Klebaner, F. C.; Lim, A.; Liptser, R.
1
2007
Estimation and prediction of a non-constant volatility. Zbl 1151.91469
Abramov, Vyacheslav M.; Klebaner, Fima C.
1
2007
How did we get here? Zbl 1310.60117
Hamza, Kais; Klebaner, Fima C.
1
2014
Option pricing for symmetric Lévy returns with applications. Zbl 1368.91171
Hamza, Kais; Klebaner, Fima C.; Landsman, Zinoviy; Tan, Ying-Oon
1
2015
Expected number of excursions above curved boundaries by a random walk. Zbl 0682.60060
Klebaner, Fima C.
1
1990
On the implicit Black-Scholes formula. Zbl 1140.60022
Hamza, Kais; Klebaner, Fima C.
1
2008
On estimation of volatility surface and prediction of future spot volatility. Zbl 1143.91337
Klebaner, Fima; Le, Truc; Liptser, Robert
1
2006
Expectation of local times and the Dupire formula. Zbl 1492.91374
Hamza, K.; Klebaner, F. C.
1
2022
Expectation of local times and the Dupire formula. Zbl 1492.91374
Hamza, K.; Klebaner, F. C.
1
2022
Convergence of the age structure of general schemes of population processes. Zbl 1466.60175
Fan, Jie Yen; Hamza, Kais; Jagers, Peter; Klebaner, Fima
5
2020
Extended large deviation principle for trajectories of processes with independent and stationary increments on the half-line. Zbl 1447.60056
Klebaner, F. C.; Logachov, A. V.; Mogulskii, A. A.
3
2020
On the establishment of a mutant. Zbl 1434.92022
Baker, Jeremy; Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C.
1
2020
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach. Zbl 1420.91438
Zhang, Rongju; Langrené, Nicolas; Tian, Yu; Zhu, Zili; Klebaner, Fima; Hamza, Kais
3
2019
Large deviations for processes on half-line: random walk and compound Poisson. Zbl 1420.60039
Klebaner, Fima C.; Mogulskiĭ, Anatoliĭ Al’fredovich
3
2019
Populations with interaction and environmental dependence: from few, (almost) independent, members into deterministic evolution of high densities. Zbl 1481.60176
Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C.
1
2019
What can be observed in real time PCR and when does it show? Zbl 1382.92217
Chigansky, Pavel; Jagers, Peter; Klebaner, Fima C.
6
2018
Persistence of small noise and random initial conditions. Zbl 1431.60085
Baker, J.; Chigansky, P.; Hamza, K.; Klebaner, F. C.
4
2018
On the establishment, persistence, and inevitable extinction of populations. Zbl 1334.60179
Hamza, Kais; Jagers, Peter; Klebaner, Fima C.
11
2016
On the emergence of random initial conditions in fluid limits. Zbl 1356.60053
Barbour, A. D.; Chigansky, P.; Klebaner, F. C.
8
2016
From size to age and type structure dependent branching: a first step to sexual reproduction in general population processes. Zbl 1354.60097
Jagers, Peter; Klebaner, Fima C.
1
2016
Escape from the boundary in Markov population processes. Zbl 1355.92085
Barbour, A. D.; Hamza, K.; Kaspi, Haya; Klebaner, F. C.
15
2015
Mimicking self-similar processes. Zbl 1372.60053
Fan, Jie Yen; Hamza, Kais; Klebaner, Fima
7
2015
Large deviations for processes on half-line. Zbl 1329.60055
Klebaner, Fima C.; Logachev, Artem V.; Mogulski, Anatoli A.
3
2015
Option pricing for symmetric Lévy returns with applications. Zbl 1368.91171
Hamza, Kais; Klebaner, Fima C.; Landsman, Zinoviy; Tan, Ying-Oon
1
2015
When a stochastic exponential is a true martingale. Extension of the Beneš method. Zbl 1328.60111
Klebaner, F.; Liptser, R.
21
2014
How did we get here? Zbl 1310.60117
Hamza, Kais; Klebaner, Fima C.
1
2014
The age structure of population-dependent general branching processes in environments with a high carrying capacity. Zbl 1306.60127
Hamza, K.; Jagers, P.; Klebaner, F. C.
8
2013
Dependence and interaction in branching processes. Zbl 1271.60093
Jagers, Peter; Klebaner, Fima C.
1
2013
Introduction to stochastic calculus with applications. 3rd ed. Zbl 1274.60005
Klebaner, Fima C.
96
2012
On the Markov property of some Brownian martingales. Zbl 1262.60039
Fan, J. Y.; Hamza, K.; Klebaner, F. C.
1
2012
The Euler-Maruyama approximation for the absorption time of the CEV diffusion. Zbl 1248.60061
Chigansky, Pavel; Klebaner, Fima C.
1
2012
Population-size-dependent, age-structured branching processes linger around. Zbl 1229.60098
Jagers, Peter; Klebaner, Fima C.
20
2011
Stochasticity in the adaptive dynamics of evolution: the bare bones. Zbl 1403.92180
Klebaner, Fima C.; Sagitov, Serik; Vatutin, Vladimir A.; Haccou, Patsy; Jagers, Peter
16
2011
Asymptotic analysis of ruin in the constant elasticity of variance model. Zbl 1223.91041
Klebaner, F.; Liptser, R.
3
2011
The Euler-Maruyama approximations for the CEV model. Zbl 1230.65005
Abramov, Vyacheslav M.; Klebaner, Fima C.; Lipster, Robert Sh.
2
2011
Option pricing for log-symmetric distributions of returns. Zbl 1170.91385
Klebaner, Fima C.; Landsman, Zinoviy
4
2009
Large deviations analysis of extinction in branching models. Zbl 1144.60050
Klebaner, Fima C.; Liptser, Robert
2
2008
On the implicit Black-Scholes formula. Zbl 1140.60022
Hamza, Kais; Klebaner, Fima C.
1
2008
A family of non-Gaussian martingales with Gaussian marginals. Zbl 1152.60039
Hamza, Kais; Klebaner, Fima C.
18
2007
Markovian paths to extinction. Zbl 1134.60052
Jagers, Peter; Klebaner, Fima C.; Sagitov, Serik
14
2007
Transformations of Galton-Watson processes and linear fractional reproduction. Zbl 1139.60038
Klebaner, F. C.; Rösler, U.; Sagitov, S.
10
2007
FCLT and MDP for stochastic Lotka-Volterra model. Zbl 1116.92068
Klebaner, F. C.; Lim, A.; Liptser, R.
1
2007
Estimation and prediction of a non-constant volatility. Zbl 1151.91469
Abramov, Vyacheslav M.; Klebaner, Fima C.
1
2007
On nonexistence of non-constant volatility in the Black-Scholes formula. Zbl 1133.60337
Hamza, Kais; Klebaner, Fima C.
5
2006
Likely path to extinction in simple branching models with large initial population. Zbl 1115.60078
Klebaner, F. C.; Liptser, R.
4
2006
On solutions of first order stochastic partial differential equations. Zbl 1121.60067
Hamza, K.; Klebaner, F. C.
3
2006
On estimation of volatility surface and prediction of future spot volatility. Zbl 1143.91337
Klebaner, Fima; Le, Truc; Liptser, Robert
1
2006
Introduction to stochastic calculus with applications. 2nd ed. Zbl 1077.60001
Klebaner, Fina C.
201
2005
The equivalent martingale measure conditions in a general model for interest rates. Zbl 1076.60055
Hamza, Kais; Jacka, Saul; Klebaner, Fima
2
2005
Tracking volatility. Zbl 1201.91227
Goldentayer, L.; Klebaner, F.; Liptser, R. Sh.
2
2005
Branching processes in near-critical random environments. Zbl 1052.60069
Jagers, Peter; Klebaner, Fima
1
2004
Random variation and concentration effects in PCR. Zbl 1461.92038
Jagers, Peter; Klebaner, Fima
9
2003
Some results on the Lotka–Volterra model and its small random perturbations. Zbl 1044.34015
Khaminskii, R. Z.; Klebaner, F. C.; Liptser, R.
2
2003
Random step functions model for interest rates. Zbl 1035.60086
Borovkov, Konstantin; Klebaner, Fima C.; Virag, Eleanor
1
2003
Option price when the stock is a semimartingale. Zbl 1008.60057
Klebaner, Fima
19
2002
The age of a Galton-Watson population with a geometric offspring distribution. Zbl 1019.60085
Klebaner, F. C.; Sagitov, S.
5
2002
Long term behavior of solutions of the Lotka-Volterra system under small random perturbations. Zbl 1061.34513
Khasminskii, R. Z.; Klebaner, F. C.
55
2001
Asymptotic analysis and extinction in a stochastic Lotka-Volterra model. Zbl 1015.92044
Klebaner, F. C.; Liptser, R.
8
2001
Population-size-dependent and age-dependent branching processes. Zbl 1045.60090
Jagers, Peter; Klebaner, Fima C.
30
2000
Moderate deviations for randomly perturbed dynamical systems. Zbl 0961.60042
Klebaner, F. C.; Liptser, R.
15
1999
Introduction to stochastic calculus with applications. Zbl 0926.60002
Klebaner, Fima C.
68
1998
On the quasi-stationary distribution for some randomly perturbed transformations of an interval. Zbl 0942.60070
Klebaner, Fima C.; Lazar, Justin; Zeitouni, Ofer
6
1998
Population and density dependent branching processes. Zbl 0867.60064
Klebaner, F. C.
3
1997
Large deviations for past-dependent recursions. Zbl 1037.60500
Klebaner, F. K.; Liptser, R. Sh.
6
1996
Explosions in Markov processes and submartingale convergence. Zbl 0862.60071
Kersting, G.; Klebaner, F. C.
1
1996
Conditions for integrability of Markov chains. Zbl 0835.60066
Hamza, K.; Klebaner, F. C.
16
1995
Sharp conditions for nonexplosions and explosions in Markov jump processes. Zbl 0834.60084
Kersting, G.; Klebaner, F. C.
9
1995
Autoregressive approximation in branching processes with a threshold. Zbl 0830.60083
Klebaner, F. C.; Nerman, O.
13
1994
The exit problem for a class of density-dependent branching systems. Zbl 0815.60025
Klebaner, Fima C.; Zeitouni, Ofer
10
1994
Asymptotic behaviour of Markov population processes with asymptotically linear rate of change. Zbl 0819.60064
Klebaner, F. C.
7
1994
Population-dependent branching processes with a threshold. Zbl 0788.60106
Klebaner, Fima C.
17
1993
Asymptotic behavior of near-critical multitype branching processes. Zbl 0738.60082
Klebaner, Fima C.
5
1991
Conditions for the unlimited growth in multitype population size dependent Galton-Watson processes. Zbl 0712.92017
Klebaner, Fima C.
1
1990
Expected number of excursions above curved boundaries by a random walk. Zbl 0682.60060
Klebaner, Fima C.
1
1990
Geometric growth in near-supercritical population size dependent multitype Galton-Watson processes. Zbl 0694.60079
Klebaner, Fima C.
12
1989
Stochastic difference equations and generalized gamma distributions. Zbl 0674.60077
Klebaner, Fima C.
9
1989
Linear growth in near-critical population size-dependent multitype Galton-Watson processes. Zbl 0682.60074
Klebaner, Fima C.
7
1989
Conditions for fixation of an allele in the density-dependent Wright- Fisher models. Zbl 0654.92006
Klebaner, Fima C.
4
1988
Geometric rate of growth in Markov chains with applications to population-size-dependent models with dependent offspring. Zbl 0606.60071
Cohn, Harry; Klebaner, Fima
6
1986
A limit theorem for population-size-dependent branching processes. Zbl 0562.60092
Klebaner, F. C.
18
1985
On population-size-dependent branching processes. Zbl 0528.60080
Klebaner, F. C.
37
1984
Geometric rate of growth in population-size-dependent branching processes. Zbl 0544.60073
Klebaner, F. C.
27
1984
Population-size-dependent branching process with linear rate of growth. Zbl 0513.60085
Klebaner, F. C.
5
1983
Branching random walk in varying environments. Zbl 0482.60078
Klebaner, C. F.
15
1982
A connection between the limit and the maximum random variable of a branching process in varying environments. Zbl 0493.60088
Klebaner, F. C.; Schuh, H.-J.
3
1982
all top 5

Cited by 1,163 Authors

43 Klebaner, Fima C.
19 Jagers, Peter
17 Jiang, Daqing
16 Gonzalez-Velasco, Miguel
16 Mota, Manuel
14 Molina, Manuel
13 Hamza, Kais
11 Tong, Jinying
11 Zhang, Zhenzhong
10 Mirzaee, Farshid
9 Duan, Jinqiao
8 Barbour, Andrew David
8 Ji, Chunyan
8 Martínez, Rodrigo
8 Ramos, Alfonso
7 del Puerto, Inés Maria
6 Khodabin, Morteza
6 Liptser, Robert
6 Sagitov, Serik
6 Samadyar, Nasrin
6 Sun, Xu
5 Abundo, Mario
5 Balachandar, S. Raja
5 Chigansky, Pavel
5 Escobedo-Trujillo, Beatris Adriana
5 Fan, Jie Yen
5 Jacob, Christine
5 Jin, Xinghu
5 Li, Yuqiang
5 López-Barrientos, José Daniel
5 Markowsky, Greg T.
5 Muratore-Ginanneschi, Paolo
5 Roy, Debasish
5 Tran, Viet Chi
5 Uma, D.
5 Venkatesh, S. G.
4 Allam, Allam A.
4 Avanzi, Benjamin
4 Fridman, Emilia
4 Gao, Zhiqiang
4 Greenman, Chris D.
4 Hognas, Goran
4 Lalam, Nadia
4 Leder, Kevin
4 Li, Xiaoyue
4 Liu, Quansheng
4 Méléard, Sylvie
4 Minuesa, Carmen
4 Park, Juhyun (Jessie)
4 Shi, Ningzhong
4 Song, Bo
4 Suvinthra, Murugan
4 Tang, Qihe
4 Wong, Bernard
4 Wu, Zhaojing
4 Zhang, Ya
4 Zheng, Yayun
3 Alipour, Sahar
3 Balachandran, Krishnan
3 Chen, JianBing
3 Dokuchaev, Nikolai G.
3 Dozzi, Marco E.
3 El-Hadidy, Mohamed Abd Allah
3 Ezzati, Reza
3 Fallahpour, Mohsen
3 Feng, Likang
3 Haccou, Patsy
3 Hautphenne, Sophie
3 Hayat, Tasawar
3 Heydari, Mohammad Hossein
3 Huillet, Thierry E.
3 Jiao, Ticao
3 Kim, Eunjin
3 Kozitsky, Yuri Vasil’evich
3 Lambert, Amaury
3 Li, Junping
3 Li, Mei
3 Li, Ruinan
3 Li, Xiaofan
3 Liu, Ming
3 Liu, Songnan
3 López-Mimbela, José Alfredo
3 Luczak, Malwina J.
3 Lyu, Meng-Ze
3 Maleknejad, Khosrow
3 Metz, Johan A. Jacob
3 Minier, Jean-Pierre
3 Mogul’skii, Anatolii Alfredovich
3 Mohan, Manil Thankamani
3 Pang, Guodong
3 Ramanan, Kavita
3 Schauer, Moritz
3 Spiliopoulos, Konstantinos V.
3 Tu, Vincent
3 Wang, Pengfei
3 Xu, Xiaofeng
3 Xu, Xiaojie
3 Yin, Gang George
3 Yin, George Gang
3 Yuan, Sanling
...and 1,063 more Authors
all top 5

Cited in 237 Serials

34 Stochastic Processes and their Applications
26 Journal of Applied Probability
23 The Annals of Applied Probability
22 Journal of Mathematical Biology
19 Statistics & Probability Letters
16 Journal of Mathematical Analysis and Applications
15 Applied Mathematics and Computation
14 Advances in Applied Probability
13 Automatica
12 Stochastics and Dynamics
11 Stochastic Analysis and Applications
11 Journal of Theoretical Biology
10 Mathematical Methods in the Applied Sciences
10 Stochastic Models
10 Journal of Statistical Mechanics: Theory and Experiment
9 Bernoulli
9 Communications in Nonlinear Science and Numerical Simulation
9 Stochastics
8 Insurance Mathematics & Economics
8 Journal of Theoretical Probability
8 Communications in Statistics. Theory and Methods
7 Mathematical Biosciences
7 SIAM Journal on Control and Optimization
7 Electronic Journal of Probability
7 Mathematical Problems in Engineering
6 Journal of Statistical Physics
6 Chaos, Solitons and Fractals
6 Theoretical Population Biology
6 Finance and Stochastics
6 Abstract and Applied Analysis
6 Methodology and Computing in Applied Probability
6 Discrete and Continuous Dynamical Systems. Series B
6 Advances in Difference Equations
5 Physica A
5 Journal of Computational and Applied Mathematics
5 Systems & Control Letters
5 International Journal of Robust and Nonlinear Control
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Journal of the Franklin Institute
4 Bulletin of Mathematical Biology
4 Acta Applicandae Mathematicae
4 Applied Mathematical Modelling
4 SIAM Journal on Mathematical Analysis
4 Chaos
4 Multiscale Modeling & Simulation
4 Journal of Physics A: Mathematical and Theoretical
4 SIAM Journal on Financial Mathematics
3 International Journal of Control
3 Physics Letters. A
3 Applied Numerical Mathematics
3 Acta Mathematicae Applicatae Sinica. English Series
3 Numerical Algorithms
3 Communications in Statistics. Simulation and Computation
3 Journal of Mathematical Sciences (New York)
3 Filomat
3 Engineering Analysis with Boundary Elements
3 Mathematical Population Studies
3 Nonlinear Dynamics
3 Discrete Dynamics in Nature and Society
3 International Journal of Theoretical and Applied Finance
3 Quantitative Finance
3 Asia-Pacific Financial Markets
3 International Journal of Biomathematics
3 Asian Journal of Control
3 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
2 Applicable Analysis
2 Journal of Computational Physics
2 Journal of Mathematical Physics
2 The Mathematical Gazette
2 The Annals of Probability
2 Journal of Differential Equations
2 Journal of Econometrics
2 Journal of Optimization Theory and Applications
2 Mathematics and Computers in Simulation
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Theoretical Computer Science
2 Physica D
2 Probability Theory and Related Fields
2 Mathematical and Computer Modelling
2 Journal of Applied Mathematics and Stochastic Analysis
2 Annals of Operations Research
2 European Journal of Operational Research
2 SIAM Journal on Applied Mathematics
2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
2 Chinese Science Bulletin
2 Test
2 Applied Mathematics. Series B (English Edition)
2 Advances in Computational Mathematics
2 Applied Mathematical Finance
2 Statistical Inference for Stochastic Processes
2 Acta Mathematica Sinica. English Series
2 Journal of the Australian Mathematical Society
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Proceedings of Institute of Mathematics and Mechanics. National Academy of Sciences of Azerbaijan
2 ASTIN Bulletin
2 Journal of Applied Mathematics and Computing
2 Mathematical Biosciences and Engineering
2 Sibirskie Èlektronnye Matematicheskie Izvestiya
2 Journal of Biological Dynamics
2 Mathematics and Financial Economics
...and 137 more Serials
all top 5

Cited in 37 Fields

537 Probability theory and stochastic processes (60-XX)
191 Biology and other natural sciences (92-XX)
108 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
96 Systems theory; control (93-XX)
92 Numerical analysis (65-XX)
76 Ordinary differential equations (34-XX)
74 Statistics (62-XX)
55 Partial differential equations (35-XX)
31 Dynamical systems and ergodic theory (37-XX)
29 Statistical mechanics, structure of matter (82-XX)
25 Integral equations (45-XX)
16 Calculus of variations and optimal control; optimization (49-XX)
14 Operations research, mathematical programming (90-XX)
13 Operator theory (47-XX)
12 Fluid mechanics (76-XX)
11 Computer science (68-XX)
9 Mechanics of deformable solids (74-XX)
8 Quantum theory (81-XX)
6 Combinatorics (05-XX)
6 Real functions (26-XX)
6 Functional analysis (46-XX)
5 Approximations and expansions (41-XX)
5 Information and communication theory, circuits (94-XX)
4 Measure and integration (28-XX)
4 Mechanics of particles and systems (70-XX)
4 Geophysics (86-XX)
3 Functions of a complex variable (30-XX)
3 Special functions (33-XX)
2 General and overarching topics; collections (00-XX)
2 Difference and functional equations (39-XX)
2 Harmonic analysis on Euclidean spaces (42-XX)
1 Mathematical logic and foundations (03-XX)
1 Integral transforms, operational calculus (44-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)
1 Relativity and gravitational theory (83-XX)

Citations by Year

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