Edit Profile (opens in new tab) Lejay, Antoine Co-Author Distance Author ID: lejay.antoine Published as: Lejay, Antoine; Lejay, A. Homepage: https://iecl.univ-lorraine.fr/membre-iecl/lejay-antoine/ External Links: MGP · ORCID · ResearchGate · IdRef · theses.fr Documents Indexed: 65 Publications since 2001 9 Contributions as Editor Co-Authors: 32 Co-Authors with 46 Joint Publications 674 Co-Co-Authors all top 5 Co-Authors 27 single-authored 9 Donati-Martin, Catherine 9 Rouault, Alain 7 Deaconu, Madalina 4 Maire, Sylvain 4 Pichot, Géraldine 3 Brault, Antoine 3 Coutin, Laure 3 Pigato, Paolo 2 Campillo, Fabien 2 Lenôtre, Lionel 2 Lesage, Laurent 2 Meira, Jorge Augusto 2 Mordecki, Ernesto 2 Nichil, Geoffrey 2 State, Radu 2 Torres, Soledad 1 Almar, Rafael 1 Cienfuegos, Rodrigo 1 Étoré, Pierre 1 González, Hernán Mardones 1 Gubinelli, Massimiliano 1 Jacod, Jean 1 Kohatsu-Higa, Arturo 1 Larnier, Stanislas 1 Martinez, Miguel 1 Pastur, Leonid Andreevich 1 Salhi, Khaled 1 Talay, Denis 1 Tindel, Samy 1 Victoir, Nicolas B. 1 Yasuda, Kazuhiro 1 Zein, Samih all top 5 Serials 9 Lecture Notes in Mathematics 5 Journal of Computational Physics 5 Monte Carlo Methods and Applications 5 Electronic Journal of Probability 4 Journal of Differential Equations 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Journal of Computational and Applied Mathematics 3 The Annals of Applied Probability 2 Scandinavian Journal of Statistics 2 Mathematics and Computers in Simulation 2 Stochastic Processes and their Applications 2 Bernoulli 2 Methodology and Computing in Applied Probability 2 Probability Surveys 1 Computer Methods in Applied Mechanics and Engineering 1 Probability Theory and Related Fields 1 Asymptotic Analysis 1 Forum Mathematicum 1 SIAM Journal on Applied Mathematics 1 Bulletin of the American Mathematical Society. New Series 1 Potential Analysis 1 Annales Mathématiques Blaise Pascal 1 Electronic Communications in Probability 1 Markov Processes and Related Fields 1 International Journal of Theoretical and Applied Finance 1 Quantitative Finance 1 Communications in Computational Physics 1 Matapli 1 European Actuarial Journal 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys all top 5 Fields 62 Probability theory and stochastic processes (60-XX) 22 Numerical analysis (65-XX) 11 General and overarching topics; collections (00-XX) 8 Partial differential equations (35-XX) 8 Fluid mechanics (76-XX) 7 Ordinary differential equations (34-XX) 7 Statistics (62-XX) 4 Statistical mechanics, structure of matter (82-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Functional analysis (46-XX) 2 Geophysics (86-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 General topology (54-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Biology and other natural sciences (92-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 54 Publications have been cited 651 times in 413 Documents Cited by ▼ Year ▼ On the constructions of the skew Brownian motion. Zbl 1189.60145Lejay, Antoine 99 2006 Young integrals and SPDEs. Zbl 1103.60062Gubinelli, Massimiliano; Lejay, Antoine; Tindel, Samy 61 2006 An introduction to rough paths. Zbl 1041.60051Lejay, Antoine 47 2003 A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients. Zbl 1094.60056Lejay, Antoine; Martinez, Miguel 35 2006 Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift. Zbl 1370.65003Kohatsu-Higa, Arturo; Lejay, Antoine; Yasuda, Kazuhiro 28 2017 Controlled differential equations as Young integrals: a simple approach. Zbl 1216.34058Lejay, Antoine 24 2010 Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps. Zbl 1284.65007Lejay, Antoine; Pichot, Géraldine 24 2012 On \((p,q)\)-rough paths. Zbl 1097.60048Lejay, Antoine; Victoir, Nicolas 20 2006 Semi-martingales and rough paths theory. Zbl 1109.60035Coutin, Laure; Lejay, Antoine 18 2005 A random walk on rectangles algorithm. Zbl 1104.60046Deaconu, Madalina; Lejay, Antoine 17 2006 The snapping out Brownian motion. Zbl 1345.60088Lejay, Antoine 14 2016 Statistical estimation of the oscillating Brownian motion. Zbl 1415.62008Lejay, Antoine; Pigato, Paolo 14 2018 On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization. Zbl 1199.60292Lejay, Antoine; Lyons, Terry 13 2005 A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. Zbl 1075.60070Lejay, Antoine 13 2004 Yet another introduction to rough paths. Zbl 1198.60002Lejay, Antoine 12 2009 A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123Étoré, Pierre; Lejay, Antoine 12 2007 BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization. Zbl 1058.60045Lejay, Antoine 12 2002 On rough differential equations. Zbl 1190.60044Lejay, Antoine 11 2009 Simulating a diffusion on a graph. Application to reservoir engineering. Zbl 1072.76062Lejay, Antoine 11 2003 Global solutions to rough differential equations with unbounded vector fields. Zbl 1254.60059Lejay, Antoine 11 2012 Perturbed linear rough differential equations. Zbl 1322.60084Coutin, Laure; Lejay, Antoine 10 2014 Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. Zbl 1181.60085Lejay, Antoine 9 2006 Sensitivity of rough differential equations: an approach through the omega lemma. Zbl 1423.60088Coutin, Laure; Lejay, Antoine 8 2018 New Monte Carlo schemes for simulating diffusions in discontinuous media. Zbl 1307.65004Lejay, Antoine; Maire, Sylvain 8 2013 Monte Carlo methods for fissured porous media: a gridless approach. Zbl 1109.76378Lejay, Antoine 7 2004 The non-linear sewing lemma I: weak formulation. Zbl 1466.60219Brault, Antoine; Lejay, Antoine 7 2019 A probabilistic approach to the homogenization of divergence-form operators in periodic media. Zbl 0999.60065Lejay, Antoine 6 2001 Estimation of the Brownian dimension of a continuous Itô process. Zbl 1155.62059Jacod, Jean; Lejay, Antoine; Talay, Denis 6 2008 On the convergence of stochastic integrals driven by processes converging on account of a homogenization property. Zbl 1007.60018Lejay, Antoine 6 2002 Is a Brownian motion skew? Zbl 06298506Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad 6 2014 Computing the principal eigenvalue of the Laplace operator by a stochastic method. Zbl 1110.65105Lejay, Antoine; Maire, Sylvain 6 2007 A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. Zbl 1411.91645Lejay, Antoine; Pigato, Paolo 6 2019 Analytic expressions of the solutions of advection-diffusion problems in one dimension with discontinuous coefficients. Zbl 1495.65014Lejay, Antoine; Lenôtre, Lionel; Pichot, Géraldine 6 2019 Simulation of a stochastic process in a discontinuous layered medium. Zbl 1243.60062Lejay, Antoine 6 2011 Simulating diffusion processes in discontinuous media: benchmark tests. Zbl 1349.65019Lejay, Antoine; Pichot, Géraldine 5 2016 A Monte Carlo method without grid for a fractured porous domain model. Zbl 1116.76445Campillo, Fabien; Lejay, Antoine 5 2002 The non-linear sewing lemma. II. Lipschitz continuous formulation. Zbl 1471.60162Brault, Antoine; Lejay, Antoine 5 2021 On the decomposition of excursions measures of processes whose generators have diffusion coefficients discontinuous at one point. Zbl 0997.60085Lejay, A. 4 2002 Simulation of diffusions by means of importance sampling paradigm. Zbl 1204.60075Deaconu, Madalina; Lejay, Antoine 4 2010 Stochastic differential equations driven by processes generated by divergence form operators. II: Convergence results. Zbl 1185.60061Lejay, Antoine 4 2008 Homogenization of divergence-form operators with lower-order terms in random media. Zbl 0987.35018Lejay, Antoine 4 2001 The non-linear sewing lemma III: stability and generic properties. Zbl 1471.60161Brault, Antoine; Lejay, Antoine 4 2020 An exponential timestepping algorithm for diffusion with discontinuous coefficients. Zbl 1452.65008Lejay, Antoine; Lenôtre, Lionel; Pichot, Géraldine 4 2019 Simulating diffusions with piecewise constant coefficients using a kinetic approximation. Zbl 1231.76241Lejay, Antoine; Maire, Sylvain 3 2010 Random matrices: asymptotic eigenvalue statistics. (Matrices aléatoires: Statistique asymptotique des valeurs propres.) Zbl 1175.15029Pastur, Leonid; Lejay, Antoine 3 2003 A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers. Zbl 1484.82080Lejay, Antoine 3 2018 Computing the principal eigenelements of some linear operators using a branching Monte Carlo method. Zbl 1157.65303Lejay, Antoine; Maire, Sylvain 2 2008 Maximum likelihood drift estimation for a threshold diffusion. Zbl 1472.62078Lejay, Antoine; Pigato, Paolo 2 2020 45th seminar on probability. Including papers of the conference on stochastic filtrations, Strasbourg, France, September 20–22, 2011. (Séminaire de probabilités XLV.) Zbl 1270.60005 1 2013 An efficient algorithm to simulate a Brownian motion over irregular domains. Zbl 1364.60099Zein, S.; Lejay, A.; Deaconu, M. 1 2010 Rough paths. (Trajectoires rugueuses.) Zbl 1365.60037Lejay, Antoine 1 2012 46th seminar on probability. (Séminaire de Probabilités XLVI.) Zbl 1305.60008 1 2014 Approximation of CVaR minimization for hedging under exponential-Lévy models. Zbl 1367.91201Deaconu, Madalina; Lejay, Antoine; Salhi, Khaled 1 2017 Two consistent estimators for the skew Brownian motion. Zbl 1506.60057Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad 1 2019 The non-linear sewing lemma. II. Lipschitz continuous formulation. Zbl 1471.60162Brault, Antoine; Lejay, Antoine 5 2021 The non-linear sewing lemma III: stability and generic properties. Zbl 1471.60161Brault, Antoine; Lejay, Antoine 4 2020 Maximum likelihood drift estimation for a threshold diffusion. Zbl 1472.62078Lejay, Antoine; Pigato, Paolo 2 2020 The non-linear sewing lemma I: weak formulation. Zbl 1466.60219Brault, Antoine; Lejay, Antoine 7 2019 A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data. Zbl 1411.91645Lejay, Antoine; Pigato, Paolo 6 2019 Analytic expressions of the solutions of advection-diffusion problems in one dimension with discontinuous coefficients. Zbl 1495.65014Lejay, Antoine; Lenôtre, Lionel; Pichot, Géraldine 6 2019 An exponential timestepping algorithm for diffusion with discontinuous coefficients. Zbl 1452.65008Lejay, Antoine; Lenôtre, Lionel; Pichot, Géraldine 4 2019 Two consistent estimators for the skew Brownian motion. Zbl 1506.60057Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad 1 2019 Statistical estimation of the oscillating Brownian motion. Zbl 1415.62008Lejay, Antoine; Pigato, Paolo 14 2018 Sensitivity of rough differential equations: an approach through the omega lemma. Zbl 1423.60088Coutin, Laure; Lejay, Antoine 8 2018 A Monte Carlo estimation of the mean residence time in cells surrounded by thin layers. Zbl 1484.82080Lejay, Antoine 3 2018 Weak rate of convergence of the Euler-Maruyama scheme for stochastic differential equations with non-regular drift. Zbl 1370.65003Kohatsu-Higa, Arturo; Lejay, Antoine; Yasuda, Kazuhiro 28 2017 Approximation of CVaR minimization for hedging under exponential-Lévy models. Zbl 1367.91201Deaconu, Madalina; Lejay, Antoine; Salhi, Khaled 1 2017 The snapping out Brownian motion. Zbl 1345.60088Lejay, Antoine 14 2016 Simulating diffusion processes in discontinuous media: benchmark tests. Zbl 1349.65019Lejay, Antoine; Pichot, Géraldine 5 2016 Perturbed linear rough differential equations. Zbl 1322.60084Coutin, Laure; Lejay, Antoine 10 2014 Is a Brownian motion skew? Zbl 06298506Lejay, Antoine; Mordecki, Ernesto; Torres, Soledad 6 2014 46th seminar on probability. (Séminaire de Probabilités XLVI.) Zbl 1305.60008 1 2014 New Monte Carlo schemes for simulating diffusions in discontinuous media. Zbl 1307.65004Lejay, Antoine; Maire, Sylvain 8 2013 45th seminar on probability. Including papers of the conference on stochastic filtrations, Strasbourg, France, September 20–22, 2011. (Séminaire de probabilités XLV.) Zbl 1270.60005 1 2013 Simulating diffusion processes in discontinuous media: a numerical scheme with constant time steps. Zbl 1284.65007Lejay, Antoine; Pichot, Géraldine 24 2012 Global solutions to rough differential equations with unbounded vector fields. Zbl 1254.60059Lejay, Antoine 11 2012 Rough paths. (Trajectoires rugueuses.) Zbl 1365.60037Lejay, Antoine 1 2012 Simulation of a stochastic process in a discontinuous layered medium. Zbl 1243.60062Lejay, Antoine 6 2011 Controlled differential equations as Young integrals: a simple approach. Zbl 1216.34058Lejay, Antoine 24 2010 Simulation of diffusions by means of importance sampling paradigm. Zbl 1204.60075Deaconu, Madalina; Lejay, Antoine 4 2010 Simulating diffusions with piecewise constant coefficients using a kinetic approximation. Zbl 1231.76241Lejay, Antoine; Maire, Sylvain 3 2010 An efficient algorithm to simulate a Brownian motion over irregular domains. Zbl 1364.60099Zein, S.; Lejay, A.; Deaconu, M. 1 2010 Yet another introduction to rough paths. Zbl 1198.60002Lejay, Antoine 12 2009 On rough differential equations. Zbl 1190.60044Lejay, Antoine 11 2009 Estimation of the Brownian dimension of a continuous Itô process. Zbl 1155.62059Jacod, Jean; Lejay, Antoine; Talay, Denis 6 2008 Stochastic differential equations driven by processes generated by divergence form operators. II: Convergence results. Zbl 1185.60061Lejay, Antoine 4 2008 Computing the principal eigenelements of some linear operators using a branching Monte Carlo method. Zbl 1157.65303Lejay, Antoine; Maire, Sylvain 2 2008 A donsker theorem to simulate one-dimensional processes with measurable coefficients. Zbl 1181.60123Étoré, Pierre; Lejay, Antoine 12 2007 Computing the principal eigenvalue of the Laplace operator by a stochastic method. Zbl 1110.65105Lejay, Antoine; Maire, Sylvain 6 2007 On the constructions of the skew Brownian motion. Zbl 1189.60145Lejay, Antoine 99 2006 Young integrals and SPDEs. Zbl 1103.60062Gubinelli, Massimiliano; Lejay, Antoine; Tindel, Samy 61 2006 A scheme for simulating one-dimensional diffusion processes with discontinuous coefficients. Zbl 1094.60056Lejay, Antoine; Martinez, Miguel 35 2006 On \((p,q)\)-rough paths. Zbl 1097.60048Lejay, Antoine; Victoir, Nicolas 20 2006 A random walk on rectangles algorithm. Zbl 1104.60046Deaconu, Madalina; Lejay, Antoine 17 2006 Stochastic differential equations driven by processes generated by divergence form operators. I: A Wong-Zakai theorem. Zbl 1181.60085Lejay, Antoine 9 2006 Semi-martingales and rough paths theory. Zbl 1109.60035Coutin, Laure; Lejay, Antoine 18 2005 On the importance of the Lévy area for studying the limits of functions of converging stochastic processes. Application to homogenization. Zbl 1199.60292Lejay, Antoine; Lyons, Terry 13 2005 A probabilistic representation of the solution of some quasi-linear PDE with a divergence form operator. Application to existence of weak solutions of FBSDE. Zbl 1075.60070Lejay, Antoine 13 2004 Monte Carlo methods for fissured porous media: a gridless approach. Zbl 1109.76378Lejay, Antoine 7 2004 An introduction to rough paths. Zbl 1041.60051Lejay, Antoine 47 2003 Simulating a diffusion on a graph. Application to reservoir engineering. Zbl 1072.76062Lejay, Antoine 11 2003 Random matrices: asymptotic eigenvalue statistics. (Matrices aléatoires: Statistique asymptotique des valeurs propres.) Zbl 1175.15029Pastur, Leonid; Lejay, Antoine 3 2003 BSDE driven by Dirichlet process and semi-linear parabolic PDE. Application to homogenization. Zbl 1058.60045Lejay, Antoine 12 2002 On the convergence of stochastic integrals driven by processes converging on account of a homogenization property. Zbl 1007.60018Lejay, Antoine 6 2002 A Monte Carlo method without grid for a fractured porous domain model. Zbl 1116.76445Campillo, Fabien; Lejay, Antoine 5 2002 On the decomposition of excursions measures of processes whose generators have diffusion coefficients discontinuous at one point. Zbl 0997.60085Lejay, A. 4 2002 A probabilistic approach to the homogenization of divergence-form operators in periodic media. Zbl 0999.60065Lejay, Antoine 6 2001 Homogenization of divergence-form operators with lower-order terms in random media. Zbl 0987.35018Lejay, Antoine 4 2001 all cited Publications top 5 cited Publications all top 5 Cited by 506 Authors 32 Lejay, Antoine 10 Friz, Peter Karl 9 Garrido-Atienza, María José 9 Gubinelli, Massimiliano 8 Tindel, Samy 8 Victoir, Nicolas B. 7 Martinez, Miguel 7 Sabelfeld, Karl Karlovich 6 Bailleul, Ismaël F. 6 Coutin, Laure 6 Klimsiak, Tomasz 6 Neamţu, Alexandra 6 Perkowski, Nicolas 6 Prömel, David J. 6 Schmalfuß, Björn 6 Taguchi, Dai 5 Ankirchner, Stefan 5 Bobrowski, Adam 5 Brault, Antoine 5 Hairer, Martin 5 Issoglio, Elena 5 Maire, Sylvain 5 Marie, Nicolas 5 Pilipenko, Andrey Yu. 5 Song, Shiyu 5 Unterberger, Jérémie M. 5 Wang, Yongjin 5 Zili, Mounir 4 Hinz, Michael 4 Inahama, Yuzuru 4 Kruse, Thomas 4 Li, Yingqiu 4 Nilssen, Torstein K. 4 Nualart, David 4 Pichot, Géraldine 4 Riedel, Sebastian 4 Salminen, Paavo H. 4 Thomann, Enrique A. 4 Torres, Soledad 4 Tudor, Ciprian A. 4 Urusov, Mikhail A. 4 Wang, Suxin 4 Waymire, Edward C. 4 Xu, Guangli 4 Zähle, Martina 3 Appuhamillage, Thilanka A. 3 Bahlali, Khaled 3 Benabdallah, Mohsine 3 Besalú, Mireia 3 Bokil, Vrushali A. 3 Borga, Jacopo 3 Bressloff, Paul C. 3 Chen, Ye 3 Chevyrev, Ilya 3 Delarue, François 3 Deya, Aurélien 3 Duc, Luu Hoang 3 Étoré, Pierre 3 Galeati, Lucio 3 Hu, Yaozhong 3 Karatzas, Ioannis 3 Kohatsu-Higa, Arturo 3 Kühn, Christian 3 Leobacher, Gunther 3 Liu, Chong 3 Lyons, Terence John 3 Marty, Renaud 3 Michta, Mariusz 3 Mordecki, Ernesto 3 Motyl, Jerzy 3 Oberhauser, Harald 3 Pigato, Paolo 3 Podolskij, Mark 3 Przybyłowicz, Paweł 3 Rovira, Carles 3 Russo, Francesco 3 Scheutzow, Michael K. R. 3 Szölgyenyi, Michaela 3 Talay, Denis 3 Teichmann, Josef 3 Zhang, Haoyan 3 Zhou, Xiaowen 3 Zhuo, Xiaoyang 3 Zougar, Eya 2 Addona, Davide 2 Baños, David R. 2 Boufoussi, Brahim 2 Kinderknecht, Yana A. 2 Capitanelli, Raffaela 2 Catellier, Rémi 2 Chen, Zhen-Qing 2 Čoupek, Petr 2 Csáki, Endre 2 Csörgő, Miklós 2 Cui, Zhenyu 2 Deaconu, Madalina 2 Diop, Mamadou Abdoul 2 D’Ovidio, Mirko 2 Elouaflin, Abouo 2 Fahim, Kistosil ...and 406 more Authors all top 5 Cited in 133 Serials 38 Stochastic Processes and their Applications 21 Journal of Differential Equations 16 The Annals of Probability 12 Journal of Theoretical Probability 12 Electronic Journal of Probability 10 Probability Theory and Related Fields 10 Potential Analysis 9 Journal of Computational Physics 9 Journal of Computational and Applied Mathematics 9 The Annals of Applied Probability 8 Journal of Mathematical Analysis and Applications 8 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 8 Monte Carlo Methods and Applications 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Journal of Evolution Equations 6 Journal of Functional Analysis 6 Stochastic Analysis and Applications 6 Bernoulli 6 Stochastics and Dynamics 5 Statistics & Probability Letters 5 Electronic Communications in Probability 4 SIAM Journal on Mathematical Analysis 4 Journal of Dynamics and Differential Equations 4 Statistical Inference for Stochastic Processes 4 Methodology and Computing in Applied Probability 4 Discrete and Continuous Dynamical Systems. Series B 3 Journal of Mathematical Physics 3 Journal of Statistical Physics 3 Physica A 3 Applied Mathematics and Computation 3 Journal of Applied Probability 3 Mathematics and Computers in Simulation 3 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 3 SIAM Journal on Numerical Analysis 3 Journal of Scientific Computing 3 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 3 Theory of Probability and Mathematical Statistics 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 International Journal of Theoretical and Applied Finance 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Frontiers of Mathematics in China 3 Stochastic and Partial Differential Equations. Analysis and Computations 3 Modern Stochastics. Theory and Applications 2 Communications in Mathematical Physics 2 Nonlinearity 2 Scandinavian Journal of Statistics 2 The Annals of Statistics 2 Applied Mathematics and Optimization 2 BIT 2 Proceedings of the American Mathematical Society 2 Transactions of the American Mathematical Society 2 Revista Matemática Iberoamericana 2 Communications in Partial Differential Equations 2 SIAM Journal on Applied Mathematics 2 Acta Mathematica Sinica. English Series 2 Annales Henri Poincaré 2 Quantitative Finance 2 Stochastic Models 2 Stochastics 2 Proceedings of the Steklov Institute of Mathematics 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Journal of Physics A: Mathematical and Theoretical 1 Applicable Analysis 1 Computers & Mathematics with Applications 1 Computer Methods in Applied Mechanics and Engineering 1 Communications on Pure and Applied Mathematics 1 Moscow University Mathematics Bulletin 1 Ukrainian Mathematical Journal 1 Chaos, Solitons and Fractals 1 Czechoslovak Mathematical Journal 1 Journal of the American Statistical Association 1 Journal of Combinatorial Theory. Series A 1 Journal of Economic Theory 1 Journal of the Mathematical Society of Japan 1 Journal of Statistical Planning and Inference 1 Mathematics of Operations Research 1 Numerische Mathematik 1 Proceedings of the Edinburgh Mathematical Society. Series II 1 Proceedings of the London Mathematical Society. Third Series 1 Quarterly of Applied Mathematics 1 Results in Mathematics 1 Insurance Mathematics & Economics 1 Bulletin of the Korean Mathematical Society 1 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 1 Applied Numerical Mathematics 1 Sequential Analysis 1 Journal of Complexity 1 Statistical Science 1 Journal of Economic Dynamics & Control 1 Applied Mathematics Letters 1 Asymptotic Analysis 1 Forum Mathematicum 1 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 1 Numerical Algorithms 1 Computational Statistics 1 European Journal of Operational Research 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 Computational Optimization and Applications 1 Journal of Mathematical Sciences (New York) 1 Electronic Journal of Differential Equations (EJDE) ...and 33 more Serials all top 5 Cited in 40 Fields 362 Probability theory and stochastic processes (60-XX) 86 Partial differential equations (35-XX) 70 Numerical analysis (65-XX) 45 Ordinary differential equations (34-XX) 29 Statistics (62-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Dynamical systems and ergodic theory (37-XX) 18 Operator theory (47-XX) 17 Statistical mechanics, structure of matter (82-XX) 13 Biology and other natural sciences (92-XX) 10 Real functions (26-XX) 10 Functional analysis (46-XX) 8 Fluid mechanics (76-XX) 7 Combinatorics (05-XX) 7 Measure and integration (28-XX) 7 Potential theory (31-XX) 7 Global analysis, analysis on manifolds (58-XX) 7 Systems theory; control (93-XX) 5 Quantum theory (81-XX) 4 Associative rings and algebras (16-XX) 4 Approximations and expansions (41-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Special functions (33-XX) 3 Integral equations (45-XX) 3 Mechanics of deformable solids (74-XX) 3 Geophysics (86-XX) 2 Topological groups, Lie groups (22-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Differential geometry (53-XX) 2 General topology (54-XX) 2 Computer science (68-XX) 2 Optics, electromagnetic theory (78-XX) 2 Operations research, mathematical programming (90-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Difference and functional equations (39-XX) 1 Mechanics of particles and systems (70-XX) 1 Classical thermodynamics, heat transfer (80-XX) Citations by Year