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Swishchuk, Anatoliy

Author ID: swishchuk.anatoliy-v Recent zbMATH articles by "Swishchuk, Anatoliy"
Published as: Svishchuk, A. V.; Swishchuk, Anatoliy; Swishchuk, A. V.; Swishchuk, Anatoly; Swishchuk, A.; Swishchuk, Anatoliy V.; Swishchuk, Anatoly V.; Svishchuk, Anatolij
Further Spellings: Svishchuk, Anatoliĭ Vital’evich; Свищук Анатолій Віталійович
Homepage: http://people.ucalgary.ca/~aswish/
External Links: GND
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 Probability and its Applications
1 Chapman & Hall/CRC Financial Mathematics Series
1 Mathematical Modelling: Theory and Applications

Publications by Year

Citations contained in zbMATH Open

54 Publications have been cited 299 times in 225 Documents Cited by Year
The pricing of options for securities markets with delayed response. Zbl 1301.91053
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
25
2007
Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144
Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V.
20
2003
Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083
Korolyuk, V. S.; Swishchuk, A. V.
19
1994
Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059
Svishchuk, A. V.; Kazmerchuk, Yu. I.
18
2001
Random evolutions and their applications. New trends. Zbl 0973.60002
Swishchuk, Anatoly
18
2000
A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
17
2005
Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116
Ivanov, Anatoli F.; Swishchuk, Anatoly V.
13
2008
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017
Swishchuk, Anatoliy
13
2013
Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329
Swishchuk, Anatoliy
10
2006
Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061
Swishchuk, Anatoly; Wu, Jianhong
9
2003
Random dynamical systems in finance. Zbl 1279.37050
Swishchuk, Anatoliy; Islam, Shafiqul
8
2013
The geometric Markov renewal processes with application to finance. Zbl 1223.60072
Swishchuk, Anatoliy; Islam, Md Shafiqul
8
2011
A semi-Markovian modeling of limit order markets. Zbl 1370.60155
Swishchuk, Anatoliy; Vadori, Nelson
8
2017
The stochastic stability of interest rates with jump changes. Zbl 0990.60059
Svishchuk, A. V.; Kalemanova, A. V.
7
2000
Random evolutions and their applications. Zbl 0892.60089
Swishchuk, Anatoly
6
1997
Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178
Elliott, Robert J.; Swishchuk, Anatoliy V.
6
2007
Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352
Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert
6
2014
Change of time methods in quantitative finance. Zbl 1391.91004
Swishchuk, Anatoliy
6
2016
Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380
Swishchuk, A. V.
5
1995
Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187
Swishchuk, Anatoliy; Xu, Li
5
2011
Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035
Korolyuk, V. S.; Svishchuk, A. V.
5
1986
Hawkes processes in insurance: risk model, application to empirical data and optimal investment. Zbl 1475.91317
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela
5
2021
Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106
Limnios, Nikolaos; Swishchuk, Anatoliy
5
2013
Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086
Korolyuk, V. S.; Svishchuk, A. V.
4
1992
Black-Scholes formula for a market in a random environment. Zbl 0989.60056
Griego, R. J.; Svishchuk, A. V.
4
2000
Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095
Vadori, N.; Swishchuk, A.
4
2015
General semi-Markov model for limit order books. Zbl 1396.91764
Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia
4
2017
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Zbl 1381.35236
Li, Hua; Ware, Antony; Di, Lan; Yuan, George; Swishchuk, Anatoliy; Yuan, Steven
3
2018
Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047
Swishchuk, Anatoly
3
2008
Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167
Salvi, Giovanni; Swishchuk, Anatoliy V.
3
2014
Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021
Swishchuk, A. V.
2
1995
Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077
Koroljuk, V. S.; Swishchuk, A. V.
2
1988
Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085
Korolyuk, V. S.; Svishchuk, A. V.
2
1989
Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090
Svishchuk, A. V.
2
1989
Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085
Swishchuk, Anatoly V.
2
2010
Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004
Korolyuk, 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 0971.60069
Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V.
2
2000
Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057
Swishchuk, Anatoliy; Islam, M. Shafiqul
2
2010
Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025
Korolyuk, V. S.; Svishchuk, A. V.
1
1990
Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042
Svishchuk, A. V.
1
1990
Limit theorems for difference equations in random media with applications to biological systems. Zbl 1020.60101
Swishchuk, Anatoliy; Wu, Jianhong
1
2003
Estimates of the convergence rate in limit theorems for semi-Markov random evolutions. Zbl 0734.60088
Svishchuk, A. V.
1
1990
A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091
Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V.
1
1987
Filtering hidden semi-Markov chains. Zbl 1383.62202
Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy
1
2013
Change of time method in mathematical finance. Zbl 1163.91015
Swishchuk, Anatoliy
1
2007
Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101
Korolyuk, V. S.; Svishchuk, A. V.
1
1990
Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082
Korolyuk, V. S.; Svishchuk, A. V.
1
1989
Convergence of random bounded linear operators in the Skorokhod space. Zbl 1447.60011
Vadori, N.; Swishchuk, A.
1
2019
A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059
Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V.
1
2019
Modelling of limit order books by general compound Hawkes processes with implementations. Zbl 1480.60133
Swishchuk, Anatoliy
1
2021
Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100
Swishchuk, Anatoliy; Islam, Md Shafiqul
1
2013
Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355
Swishchuk, Anatoliy; Manca, Raimondo
1
2010
The Markov-switching jump diffusion LIBOR market model. Zbl 1398.91631
Steinruecke, L.; Zagst, R.; Swishchuk, A.
1
2015
The LIBOR market model: a Markov-switching jump diffusion extension. Zbl 1418.91559
Steinrücke, Lea; Zagst, Rudi; Swishchuk, Anatoliy
1
2014
Hawkes processes in insurance: risk model, application to empirical data and optimal investment. Zbl 1475.91317
Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela
5
2021
Modelling of limit order books by general compound Hawkes processes with implementations. Zbl 1480.60133
Swishchuk, Anatoliy
1
2021
Convergence of random bounded linear operators in the Skorokhod space. Zbl 1447.60011
Vadori, N.; Swishchuk, A.
1
2019
A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059
Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V.
1
2019
The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Zbl 1381.35236
Li, Hua; Ware, Antony; Di, Lan; Yuan, George; Swishchuk, Anatoliy; Yuan, Steven
3
2018
A semi-Markovian modeling of limit order markets. Zbl 1370.60155
Swishchuk, Anatoliy; Vadori, Nelson
8
2017
General semi-Markov model for limit order books. Zbl 1396.91764
Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia
4
2017
Change of time methods in quantitative finance. Zbl 1391.91004
Swishchuk, Anatoliy
6
2016
Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095
Vadori, N.; Swishchuk, A.
4
2015
The Markov-switching jump diffusion LIBOR market model. Zbl 1398.91631
Steinruecke, L.; Zagst, R.; Swishchuk, A.
1
2015
Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352
Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert
6
2014
Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167
Salvi, Giovanni; Swishchuk, Anatoliy V.
3
2014
The LIBOR market model: a Markov-switching jump diffusion extension. Zbl 1418.91559
Steinrücke, Lea; Zagst, Rudi; Swishchuk, Anatoliy
1
2014
Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017
Swishchuk, Anatoliy
13
2013
Random dynamical systems in finance. Zbl 1279.37050
Swishchuk, Anatoliy; Islam, Shafiqul
8
2013
Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106
Limnios, Nikolaos; Swishchuk, Anatoliy
5
2013
Filtering hidden semi-Markov chains. Zbl 1383.62202
Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy
1
2013
Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100
Swishchuk, Anatoliy; Islam, Md Shafiqul
1
2013
The geometric Markov renewal processes with application to finance. Zbl 1223.60072
Swishchuk, Anatoliy; Islam, Md Shafiqul
8
2011
Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187
Swishchuk, Anatoliy; Xu, Li
5
2011
Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085
Swishchuk, Anatoly V.
2
2010
Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057
Swishchuk, Anatoliy; Islam, M. Shafiqul
2
2010
Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355
Swishchuk, Anatoliy; Manca, Raimondo
1
2010
Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116
Ivanov, Anatoli F.; Swishchuk, Anatoly V.
13
2008
Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047
Swishchuk, Anatoly
3
2008
The pricing of options for securities markets with delayed response. Zbl 1301.91053
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
25
2007
Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178
Elliott, Robert J.; Swishchuk, Anatoliy V.
6
2007
Change of time method in mathematical finance. Zbl 1163.91015
Swishchuk, Anatoliy
1
2007
Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329
Swishchuk, Anatoliy
10
2006
A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197
Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong
17
2005
Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144
Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V.
20
2003
Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061
Swishchuk, Anatoly; Wu, Jianhong
9
2003
Limit theorems for difference equations in random media with applications to biological systems. Zbl 1020.60101
Swishchuk, Anatoliy; Wu, Jianhong
1
2003
Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059
Svishchuk, A. V.; Kazmerchuk, Yu. I.
18
2001
Random evolutions and their applications. New trends. Zbl 0973.60002
Swishchuk, Anatoly
18
2000
The stochastic stability of interest rates with jump changes. Zbl 0990.60059
Svishchuk, A. V.; Kalemanova, A. V.
7
2000
Black-Scholes formula for a market in a random environment. Zbl 0989.60056
Griego, R. J.; Svishchuk, A. V.
4
2000
Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004
Korolyuk, 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 0971.60069
Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V.
2
2000
Random evolutions and their applications. Zbl 0892.60089
Swishchuk, Anatoly
6
1997
Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380
Swishchuk, A. V.
5
1995
Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021
Swishchuk, A. V.
2
1995
Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083
Korolyuk, V. S.; Swishchuk, A. V.
19
1994
Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086
Korolyuk, V. S.; Svishchuk, A. V.
4
1992
Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025
Korolyuk, V. S.; Svishchuk, A. V.
1
1990
Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042
Svishchuk, A. V.
1
1990
Estimates of the convergence rate in limit theorems for semi-Markov random evolutions. Zbl 0734.60088
Svishchuk, A. V.
1
1990
Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101
Korolyuk, V. S.; Svishchuk, A. V.
1
1990
Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085
Korolyuk, V. S.; Svishchuk, A. V.
2
1989
Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090
Svishchuk, A. V.
2
1989
Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082
Korolyuk, V. S.; Svishchuk, A. V.
1
1989
Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077
Koroljuk, V. S.; Swishchuk, A. V.
2
1988
A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091
Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V.
1
1987
Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035
Korolyuk, V. S.; Svishchuk, A. V.
5
1986
all top 5

Cited by 368 Authors

22 Swishchuk, Anatoliy
7 Islam, Mohammad Shafiqul
5 Cordoni, Francesco Giuseppe
5 D’Amico, Guglielmo
5 Di Persio, Luca
5 Korolyuk, Volodymyr Semenovych
4 Ademola, Adeleke Timothy
4 Chang, Mouhsiung
4 Jiang, Feng
4 Kolesnik, Alexander D.
4 Luo, Jiaowan
4 Nie, Xiaokai
3 Adesina, Olufemi Adeyinka
3 Anisimov, Vladimir Vladislavovič
3 Birkin, Mark
3 Coca, Daniel
3 Cui, Zhenyu
3 Di Nunno, Giulia
3 Frank, Till Daniel
3 Limnios, Nikolaos
3 Luo, Jingjing
3 Manca, Raimondo
3 Petroni, Filippo
3 Ricciuti, Costantino
3 Rujivan, Sanae
3 Silvestrov, Dmitrii
3 Toaldo, Bruno
3 Yang, Hua
3 Zagst, Rudi
3 Zhu, Songping
2 Alazemi, Fares
2 Alsenafi, Abdulaziz
2 Badescu, Alexandru M.
2 Bae, Hyeong-Ohk
2 Bretó, Carles
2 Dharmaraja, Selvamuthu
2 Elliott, Robert James
2 Fei, Weiyin
2 Gianfelice, Michele
2 Ionides, Edward L.
2 Issaka, Aziz
2 Janssen, Jacques
2 Kim, Jongkuk
2 Kim, Kyong-Hui
2 Lei, Jinzhi
2 Li, Cuixiang
2 Li, Wenhan
2 Li, Xiong
2 Li, Yaqiong
2 Lin, Lisha
2 Liu, Lixia
2 Lv, Guiwen
2 Ma, Heping
2 Meng, Weijun
2 Misiats, Oleksandr
2 Najafi, Alireza
2 Ogundare, Babatunde Sunday
2 Ogundiran, Michael Oluniyi
2 Pang, Tao
2 Pasricha, Puneet
2 Pemy, Moustapha
2 Pogorui, Anatoliy A.
2 Rodríguez-Dagnino, Ramón Martín
2 Shi, Jingtao
2 Stanzhytskyi, Oleksandr M.
2 Wang, Liang
2 Wang, Xiao
2 Wang, Zhen
2 Wu, Jianhong
2 Wu, Zhen
2 Yoo, Jane
2 Youree, Roger K.
2 Yue, Chao
1 Abou-El-Ela, A. M. A.
1 Aderogba, Adebayo Abiodun
1 Akhtari, Bahareh
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 Babolian, Esmail
1 Baños, David R.
1 Barron, Yonit
1 Beek, Peter J.
1 Bhat, Harish S.
1 Bienek, Tobias
1 Bo, Lijun
1 Boyarsky, Abraham
1 Brachetta, Matteo
1 Brouste, Alexandre
1 Burdeinyi, A. G.
1 Burrage, Kevin
1 Cadenillas, Abel
1 Callegaro, Giorgia
1 Cao, Jinde
1 Ceci, Claudia
1 Cera, Katharina
1 Chabanyuk, Yaroslav M.
...and 268 more Authors
all top 5

Cited in 123 Serials

8 Ukrainian Mathematical Journal
7 Stochastic Processes and their Applications
6 Journal of Statistical Physics
6 Stochastic Analysis and Applications
6 Mathematical Problems in Engineering
5 Journal of Computational and Applied Mathematics
5 International Journal of Theoretical and Applied Finance
5 Methodology and Computing in Applied Probability
4 Physics Letters. A
4 Applied Mathematics and Computation
4 Communications in Statistics. Theory and Methods
4 International Journal of Robust and Nonlinear Control
4 Communications in Nonlinear Science and Numerical Simulation
3 Physica A
3 Journal of Optimization Theory and Applications
3 Insurance Mathematics & Economics
3 Statistics & Probability Letters
3 Annals of Operations Research
3 Theory of Probability and Mathematical Statistics
3 Abstract and Applied Analysis
3 Quantitative Finance
3 Discrete and Continuous Dynamical Systems. Series B
3 International Journal of Stochastic Analysis
2 Journal of the Franklin Institute
2 Chaos, Solitons and Fractals
2 Automatica
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Systems & Control Letters
2 Journal of Applied Mathematics and Stochastic Analysis
2 European Journal of Operational Research
2 Linear Algebra and its Applications
2 Journal of Nonlinear Science
2 Random Operators and Stochastic Equations
2 Top
2 Journal of Difference Equations and Applications
2 Bernoulli
2 Mathematical Finance
2 Applied Stochastic Models in Business and Industry
2 Differentsial’nye Uravneniya i Protsessy Upravleniya
2 Journal of Systems Science and Complexity
2 Advances in Difference Equations
2 Stochastics
2 Journal of Probability and Statistics
2 Asian Journal of Control
2 Annals of Finance
2 International Journal of Applied and Computational Mathematics
1 Advances in Applied Probability
1 Communications in Mathematical Physics
1 International Journal of Control
1 Inverse Problems
1 Journal of Mathematical Analysis and Applications
1 Lithuanian Mathematical Journal
1 Mathematical Methods in the Applied Sciences
1 The Mathematical Intelligencer
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 SIAM Journal on Control and Optimization
1 SIAM Journal on Numerical Analysis
1 Optimal Control Applications & Methods
1 Cybernetics
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 Applied Mathematical Modelling
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 Electronic Journal of Differential Equations (EJDE)
1 Computational and Applied Mathematics
1 NoDEA. Nonlinear Differential Equations and Applications
1 Finance and Stochastics
1 European Journal of Control
1 Nonlinear Dynamics
1 Soft Computing
1 Journal of Inequalities and Applications
1 Journal of Applied Mathematics and Decision Sciences
1 Discrete Dynamics in Nature and Society
1 Statistical Inference for Stochastic Processes
1 Probability in the Engineering and Informational Sciences
1 Brazilian Journal of Probability and Statistics
1 The ANZIAM Journal
1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis
1 Dynamical Systems
1 Journal of Applied Mathematics
1 Mediterranean Journal of Mathematics
...and 23 more Serials

Citations by Year