Edit Profile (opens in new tab) Pistorius, Martijn R. Compute Distance To: Compute Author ID: pistorius.martijn-r Published as: Pistorius, Martijn; Pistorius, Martijn R.; Pistorius, M. R.; Pistorius, M. more...less External Links: MGP · ORCID Documents Indexed: 50 Publications since 2001 1 Contribution as Editor Co-Authors: 29 Co-Authors with 46 Joint Publications 846 Co-Co-Authors all top 5 Co-Authors 5 single-authored 11 Avram, Florin 9 Mijatović, Aleksandar 9 Palmowski, Zbigniew 8 Madan, Dilip B. 4 Schoutens, Wim 3 Eberlein, Ernst W. 3 Stadje, Mitja 3 Yor, Marc 2 Eriksson, Bjorn 2 Jeannin, Marc 2 Jiang, Zhengjun 2 Kyprianou, Andreas E. 2 Stolte, Johannes 1 Asmussen, Søren 1 Badescu, Andrei L. 1 Balder, Erik J. 1 Baurdoux, Erik Jan 1 Bronstein, Anne Laure 1 Davis, Mark Herbert Ainsworth 1 Hughston, Lane P. 1 Jia, Longjie 1 Levendorskiĭ, Sergeĭ Zakharovich 1 Madan, D. 1 Michna, Zbigniew 1 Obloj, Jan K. 1 Rabehasaina, Landy 1 Usábel, Miguel A. 1 Zervos, Mihail 1 Zheng, Harry H. all top 5 Serials 7 The Annals of Applied Probability 6 Stochastic Processes and their Applications 5 International Journal of Theoretical and Applied Finance 3 Journal of Applied Probability 3 Insurance Mathematics & Economics 3 Finance and Stochastics 3 Quantitative Finance 2 Statistics & Probability Letters 2 Journal of Theoretical Probability 2 Electronic Communications in Probability 2 Mathematics and Financial Economics 1 Advances in Applied Probability 1 Economic Theory 1 Analele Universității din Craiova. Seria Matematică Informatică 1 Applied Mathematical Finance 1 Mathematical Finance 1 SIAM Journal on Financial Mathematics 1 Annals of Finance all top 5 Fields 42 Probability theory and stochastic processes (60-XX) 36 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Systems theory; control (93-XX) 4 Numerical analysis (65-XX) 4 Operations research, mathematical programming (90-XX) 2 Measure and integration (28-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Statistics (62-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Difference and functional equations (39-XX) 1 Integral transforms, operational calculus (44-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 44 Publications have been cited 1,069 times in 650 Documents Cited by ▼ Year ▼ Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 169 2004 On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 144 2007 Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023Avram, F.; Kyprianou, A. E.; Pistorius, M. R. 122 2004 On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042Pistorius, M. R. 69 2004 Perpetual options and Canadization through fluctuation theory. Zbl 1039.60044Kyprianou, A. E.; Pistorius, M. R. 49 2003 On perpetual American put valuation and first-passage in a regime-switching model with jumps. Zbl 1164.60066Jiang, Zhengjun; Pistorius, Martijn R. 47 2008 A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 43 2008 Optimal dividend distribution under Markov regime switching. Zbl 1252.93135Jiang, Zhengjun; Pistorius, Martijn 42 2012 Continuously monitored barrier options under Markov processes. Zbl 1282.91378Mijatović, Aleksandar; Pistorius, Martijn 41 2013 On the drawdown of completely asymmetric Lévy processes. Zbl 1252.60046Mijatović, Aleksandar; Pistorius, Martijn R. 38 2012 Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 34 2008 A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes. Zbl 1192.91177Jeannin, Marc; Pistorius, Martijn 31 2010 On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055Avram, F.; Palmowski, Z.; Pistorius, M. R. 28 2015 An excursion-theoretical approach to some boundary crossing problems and the Skorokhod embedding for reflected Lévy processes. Zbl 1126.60039Pistorius, Martijn R. 23 2007 A potential-theoretical review of some exit problems of spectrally negative Lévy processes. Zbl 1065.60047Pistorius, Martijn R. 18 2005 On doubly reflected completely asymmetric Lévy processes. Zbl 1075.60573Pistorius, M. R. 17 2003 On maxima and ladder processes for a dense class of Lévy process. Zbl 1102.60044Pistorius, Martijn 17 2006 Bid and ask prices as non-linear continuous time G-expectations based on distortions. Zbl 1307.91086Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; Yor, Marc 14 2014 On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. Zbl 1422.91783Madan, D.; Pistorius, M.; Stadje, M. 12 2017 Two price economies in continuous time. Zbl 1298.91086Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Schoutens, Wim; Yor, Marc 12 2014 American option valuation under continuous-time Markov chains. Zbl 1403.91339Eriksson, B.; Pistorius, M. R. 11 2015 Exotic derivatives under stochastic volatility models with jumps. Zbl 1233.91286Mijatović, Aleksandar; Pistorius, Martijn 9 2011 Cramér asymptotics for finite time first passage probabilities of general Lévy processes. Zbl 1175.60021Palmowski, Zbigniew; Pistorius, Martijn 7 2009 On future drawdowns of Lévy processes. Zbl 1367.60051Baurdoux, E. J.; Palmowski, Z.; Pistorius, M. R. 7 2017 The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel 6 2003 On additive time-changes of Feller processes. Zbl 1273.60094Mijatović, Aleksandar; Pistorius, Martijn 6 2010 Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models. Zbl 1229.91304Eriksson, Bjorn; Pistorius, Martijn 5 2011 The valuation of structured products using Markov chain models. Zbl 1280.91172Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim 5 2013 Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver. Zbl 1335.60132Madan, Dilip; Pistorius, Martijn; Stadje, Mitja 5 2016 Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes. Zbl 1322.60058Mijatović, Aleksandar; Pistorius, Martijn 4 2015 The distribution of the supremum for spectrally asymmetric Lévy processes. Zbl 1321.60097Michna, Zbigniew; Palmowski, Zbigniew; Pistorius, Martijn 4 2015 Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations. Zbl 1246.91151Pistorius, Martijn; Stolte, Johannes 4 2012 A simple stochastic rate model for rate equity hybrid products. Zbl 1396.91780Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Yor, Marc 4 2013 On an optimal consumption problem for \(p\)-integrable consumption plans. Zbl 0994.91036Balder, Erik J.; Pistorius, Martijn R. 3 2001 On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068Avram, F.; Pistorius, M. 3 2014 Conic trading in a Markovian steady state. Zbl 1390.91304Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim 2 2017 On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 2 2010 On an explicit Skorokhod embedding for spectrally negative Lévy processes. Zbl 1166.60028Obłój, Jan; Pistorius, Martijn 2 2009 Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Zbl 1146.60036Bronstein, Anne Laure; Hughston, Lane P.; Pistorius, Martijn R.; Zervos, Mihail 2 2006 Dynamic conic hedging for competitiveness. Zbl 1404.91141Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim 2 2016 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. 2 2016 Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk. Zbl 1325.60071Davis, M. H. A.; Pistorius, M. R. 2 2015 On dynamic deviation measures and continuous-time portfolio optimization. Zbl 1382.60089Pistorius, Martijn; Stadje, Mitja 1 2017 Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications. Zbl 1334.65008Mijatović, Aleksandar; Pistorius, Martijn R.; Stolte, Johannes 1 2015 On dynamic spectral risk measures, a limit theorem and optimal portfolio allocation. Zbl 1422.91783Madan, D.; Pistorius, M.; Stadje, M. 12 2017 On future drawdowns of Lévy processes. Zbl 1367.60051Baurdoux, E. J.; Palmowski, Z.; Pistorius, M. R. 7 2017 Conic trading in a Markovian steady state. Zbl 1390.91304Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim 2 2017 On dynamic deviation measures and continuous-time portfolio optimization. Zbl 1382.60089Pistorius, Martijn; Stadje, Mitja 1 2017 Convergence of BS\(\operatorname{\Delta}\)Es driven by random walks to BSDEs: the case of (in)finite activity jumps with general driver. Zbl 1335.60132Madan, Dilip; Pistorius, Martijn; Stadje, Mitja 5 2016 Dynamic conic hedging for competitiveness. Zbl 1404.91141Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim 2 2016 On a class of dependent Sparre Andersen risk models and a bailout application. Zbl 1371.91078Avram, F.; Badescu, A. L.; Pistorius, M. R.; Rabehasaina, L. 2 2016 On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. Zbl 1322.60055Avram, F.; Palmowski, Z.; Pistorius, M. R. 28 2015 American option valuation under continuous-time Markov chains. Zbl 1403.91339Eriksson, B.; Pistorius, M. R. 11 2015 Buffer-overflows: joint limit laws of undershoots and overshoots of reflected processes. Zbl 1322.60058Mijatović, Aleksandar; Pistorius, Martijn 4 2015 The distribution of the supremum for spectrally asymmetric Lévy processes. Zbl 1321.60097Michna, Zbigniew; Palmowski, Zbigniew; Pistorius, Martijn 4 2015 Explicit solution of an inverse first-passage time problem for Lévy processes and counterparty credit risk. Zbl 1325.60071Davis, M. H. A.; Pistorius, M. R. 2 2015 Randomisation and recursion methods for mixed-exponential Lévy models, with financial applications. Zbl 1334.65008Mijatović, Aleksandar; Pistorius, Martijn R.; Stolte, Johannes 1 2015 Bid and ask prices as non-linear continuous time G-expectations based on distortions. Zbl 1307.91086Eberlein, Ernst; Madan, Dilip B.; Pistorius, Martijn; Yor, Marc 14 2014 Two price economies in continuous time. Zbl 1298.91086Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Schoutens, Wim; Yor, Marc 12 2014 On matrix exponential approximations of ruin probabilities for the classic and Brownian perturbed Cramér-Lundberg processes. Zbl 1306.91068Avram, F.; Pistorius, M. 3 2014 Continuously monitored barrier options under Markov processes. Zbl 1282.91378Mijatović, Aleksandar; Pistorius, Martijn 41 2013 The valuation of structured products using Markov chain models. Zbl 1280.91172Madan, Dilip B.; Pistorius, Martijn; Schoutens, Wim 5 2013 A simple stochastic rate model for rate equity hybrid products. Zbl 1396.91780Eberlein, Ernst; Madan, Dilip; Pistorius, Martijn; Yor, Marc 4 2013 Optimal dividend distribution under Markov regime switching. Zbl 1252.93135Jiang, Zhengjun; Pistorius, Martijn 42 2012 On the drawdown of completely asymmetric Lévy processes. Zbl 1252.60046Mijatović, Aleksandar; Pistorius, Martijn R. 38 2012 Fast computation of vanilla prices in time-changed models and implied volatilities using rational approximations. Zbl 1246.91151Pistorius, Martijn; Stolte, Johannes 4 2012 Exotic derivatives under stochastic volatility models with jumps. Zbl 1233.91286Mijatović, Aleksandar; Pistorius, Martijn 9 2011 Method of moments approach to pricing double barrier contracts in polynomial jump-diffusion models. Zbl 1229.91304Eriksson, Bjorn; Pistorius, Martijn 5 2011 A transform approach to compute prices and Greeks of barrier options driven by a class of Lévy processes. Zbl 1192.91177Jeannin, Marc; Pistorius, Martijn 31 2010 On additive time-changes of Feller processes. Zbl 1273.60094Mijatović, Aleksandar; Pistorius, Martijn 6 2010 On optimal dividend distribution for a Cramér-Lundberg process with exponential jumps in the presence of a linear Gerber-Shiu penalty function. Zbl 1236.91084Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 2 2010 Cramér asymptotics for finite time first passage probabilities of general Lévy processes. Zbl 1175.60021Palmowski, Zbigniew; Pistorius, Martijn 7 2009 On an explicit Skorokhod embedding for spectrally negative Lévy processes. Zbl 1166.60028Obłój, Jan; Pistorius, Martijn 2 2009 On perpetual American put valuation and first-passage in a regime-switching model with jumps. Zbl 1164.60066Jiang, Zhengjun; Pistorius, Martijn R. 47 2008 A two-dimensional ruin problem on the positive quadrant. Zbl 1141.91482Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn 43 2008 Exit problem of a two-dimensional risk process from the quadrant: Exact and asymptotic results. Zbl 1163.60010Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 34 2008 On the optimal dividend problem for a spectrally negative Lévy process. Zbl 1136.60032Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. 144 2007 An excursion-theoretical approach to some boundary crossing problems and the Skorokhod embedding for reflected Lévy processes. Zbl 1126.60039Pistorius, Martijn R. 23 2007 On maxima and ladder processes for a dense class of Lévy process. Zbl 1102.60044Pistorius, Martijn 17 2006 Discretionary stopping of one-dimensional Itô diffusions with a staircase reward function. Zbl 1146.60036Bronstein, Anne Laure; Hughston, Lane P.; Pistorius, Martijn R.; Zervos, Mihail 2 2006 A potential-theoretical review of some exit problems of spectrally negative Lévy processes. Zbl 1065.60047Pistorius, Martijn R. 18 2005 Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 169 2004 Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options. Zbl 1042.60023Avram, F.; Kyprianou, A. E.; Pistorius, M. R. 122 2004 On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum. Zbl 1049.60042Pistorius, M. R. 69 2004 Perpetual options and Canadization through fluctuation theory. Zbl 1039.60044Kyprianou, A. E.; Pistorius, M. R. 49 2003 On doubly reflected completely asymmetric Lévy processes. Zbl 1075.60573Pistorius, M. R. 17 2003 The two barriers ruin problem via a Wiener Hopf decomposition approach. Zbl 1073.60523Avram, Florin; Pistorius, Martijn R.; Usabel, Miguel 6 2003 On an optimal consumption problem for \(p\)-integrable consumption plans. Zbl 0994.91036Balder, Erik J.; Pistorius, Martijn R. 3 2001 all cited Publications top 5 cited Publications all top 5 Cited by 691 Authors 29 Palmowski, Zbigniew 29 Yamazaki, Kazutoshi 24 Pistorius, Martijn R. 19 Madan, Dilip B. 19 Pérez Garmendia, Jose Luis 18 Avram, Florin 18 Kyprianou, Andreas E. 17 Gapeev, Pavel V. 15 Dshalalow, Jewgeni H. 15 Ivanovs, Jevgeņijs 15 Mandjes, Michel Robertus Hendrikus 14 Cui, Zhenyu 14 Wang, Wenyuan 14 Yin, Chuancun 13 Zhou, Xiaowen 11 Landriault, David 11 Schoutens, Wim 10 Li, Lingfei 9 Albrecher, Hansjörg 9 Cheung, Eric C. K. 9 Levendorskiĭ, Sergeĭ Zakharovich 9 Li, Bin 9 Surya, Budhi Arta 8 Boxma, Onno Johan 7 Cai, Ning 7 Czarna, Irmina 7 Egami, Masahiko 7 Mijatović, Aleksandar 7 Wang, Rongming 7 Yang, Hailiang 7 Yang, Xuewei 6 Asmussen, Søren 6 Breuer, Lothar 6 Jiang, Zhengjun 6 Kella, Offer 6 Kuznetsov, Alexey 6 Li, Shu 6 Rabehasaina, Landy 6 Sheu, Yuan-Chung 6 Wang, Yongjin 6 Yuen, Kam Chuen 6 Zhang, Gongqiu 5 Azcue, Pablo 5 Bo, Lijun 5 Boyarchenko, Mitya 5 Chen, Ping 5 Dębicki, Krzysztof 5 Eisenberg, Julia 5 Lempa, Jukka 5 Loeffen, Ronnie L. 5 Moreno-Franco, Harold A. 5 Muler, Nora E. 5 Wu, Lan 5 Yao, Dingjun 4 Avanzi, Benjamin 4 Baurdoux, Erik Jan 4 Bekker, René 4 Elliott, Robert James 4 Ferrari, Giorgio 4 Frostig, Esther 4 Griffin, Philip S. 4 Hieber, Peter 4 Leung, Tim 4 Li, Shuanming 4 Ma, Jingtang 4 Mendoza-Arriaga, Rafael 4 Noba, Kei 4 Ott, Curdin 4 Rodosthenous, Neofytos 4 Van Schaik, Kees 4 Vardar-Acar, Ceren 4 Vidmar, Matija 4 Wei, Jiaqin 4 Wen, Yuzhen 4 Xu, Lin 4 Zang, Qingpei 4 Zhang, Hongzhong 4 Zhang, Zhimin 4 Zhu, Jinxia 3 Badescu, Andrei L. 3 Bayraktar, Erhan 3 Bielecki, Tomasz R. 3 Çağlar, Mine 3 Chen, Mi 3 Chen, Yu-Ting 3 Christensen, Soren 3 Eberlein, Ernst W. 3 Fu, Ke’ang 3 Gong, Ruoting 3 Goreac, Dan 3 Guo, Junyi 3 Jin, Zhuo 3 Kadankov, Viktor F. 3 Kadankova, Tat’yana V. 3 Kawai, Reiichiro 3 Li, Bo 3 Liew, Agatha 3 Linetsky, Vadim 3 Maller, Ross Arthur 3 Pardo, Juan Carlos ...and 591 more Authors all top 5 Cited in 113 Serials 58 Insurance Mathematics & Economics 55 Journal of Applied Probability 37 Stochastic Processes and their Applications 24 Advances in Applied Probability 22 International Journal of Theoretical and Applied Finance 21 Scandinavian Actuarial Journal 21 Quantitative Finance 20 The Annals of Applied Probability 18 Finance and Stochastics 17 Journal of Computational and Applied Mathematics 17 Statistics & Probability Letters 17 Methodology and Computing in Applied Probability 17 Stochastic Models 12 European Journal of Operational Research 11 Journal of Theoretical Probability 11 Queueing Systems 10 Journal of Industrial and Management Optimization 10 Stochastics 9 Applied Mathematics and Computation 9 Stochastic Analysis and Applications 8 Journal of Mathematical Analysis and Applications 8 Applied Mathematics and Optimization 8 SIAM Journal on Control and Optimization 8 Mathematical Methods of Operations Research 8 Mathematics and Financial Economics 7 Journal of Optimization Theory and Applications 7 European Actuarial Journal 6 Mathematical Finance 6 SIAM Journal on Financial Mathematics 6 Annals of Finance 5 Operations Research 5 Probability and Mathematical Statistics 5 Probability, Uncertainty and Quantitative Risk 4 Operations Research Letters 4 Communications in Statistics. Theory and Methods 4 Bernoulli 4 Probability in the Engineering and Informational Sciences 4 ASTIN Bulletin 4 North American Actuarial Journal 3 The Annals of Probability 3 Mathematics of Operations Research 3 Acta Mathematicae Applicatae Sinica. English Series 3 Journal of Economic Dynamics & Control 3 Mathematical and Computer Modelling 3 Theory of Probability and Mathematical Statistics 3 Applied Mathematical Finance 3 Discrete Dynamics in Nature and Society 3 Science China. Mathematics 2 Computers & Mathematics with Applications 2 Physica A 2 Journal of Mathematical Economics 2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 2 Transactions of the American Mathematical Society 2 Bulletin of the Iranian Mathematical Society 2 Annals of Operations Research 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 SIAM Journal on Scientific Computing 2 INFORMS Journal on Computing 2 Abstract and Applied Analysis 2 Journal of Inequalities and Applications 2 Extremes 2 Journal of Systems Science and Complexity 2 Asia-Pacific Financial Markets 2 Review of Derivatives Research 2 Journal of the Korean Statistical Society 2 Frontiers of Mathematics in China 2 Nonlinear Analysis. Hybrid Systems 2 International Journal of Stochastic Analysis 2 Statistics & Risk Modeling 2 Stochastic Systems 1 Mathematical Notes 1 Periodica Mathematica Hungarica 1 Theory of Probability and its Applications 1 Journal of Multivariate Analysis 1 Mathematics and Computers in Simulation 1 Acta Applicandae Mathematicae 1 Optimization 1 Probability Theory and Related Fields 1 Sequential Analysis 1 Japan Journal of Industrial and Applied Mathematics 1 Communications in Statistics. Simulation and Computation 1 International Journal of Computer Mathematics 1 Computational Statistics and Data Analysis 1 Potential Analysis 1 Applied Mathematics. Series B (English Edition) 1 Statistical Papers 1 Filomat 1 Random Operators and Stochastic Equations 1 Boletín de la Sociedad Matemática Mexicana. Third Series 1 Electronic Communications in Probability 1 Mathematical Problems in Engineering 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings 1 Vietnam Journal of Mathematics 1 Informatica (Vilnius) 1 Brazilian Journal of Probability and Statistics 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series B. Applications & Algorithms 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 Acta Mathematica Scientia. Series B. (English Edition) ...and 13 more Serials all top 5 Cited in 26 Fields 515 Probability theory and stochastic processes (60-XX) 451 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 94 Systems theory; control (93-XX) 54 Statistics (62-XX) 38 Numerical analysis (65-XX) 36 Operations research, mathematical programming (90-XX) 32 Calculus of variations and optimal control; optimization (49-XX) 15 Partial differential equations (35-XX) 10 Integral transforms, operational calculus (44-XX) 9 Ordinary differential equations (34-XX) 8 Integral equations (45-XX) 6 Operator theory (47-XX) 4 Measure and integration (28-XX) 3 Real functions (26-XX) 3 Approximations and expansions (41-XX) 3 Harmonic analysis on Euclidean spaces (42-XX) 3 Computer science (68-XX) 2 Special functions (33-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Combinatorics (05-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Abstract harmonic analysis (43-XX) 1 Functional analysis (46-XX) 1 Biology and other natural sciences (92-XX) Citations by Year