Edit Profile (opens in new tab) Tankov, Peter Co-Author Distance Author ID: tankov.peter Published as: Tankov, Peter External Links: MGP Documents Indexed: 53 Publications since 2004, including 2 Books Co-Authors: 47 Co-Authors with 46 Joint Publications 682 Co-Co-Authors all top 5 Co-Authors 7 single-authored 5 Rosenbaum, Mathieu 4 Cont, Rama 4 Dumitrescu, Roxana 4 Pham, Huyên 3 Cai, Jiatu 3 Krief, David 3 Warin, Xavier 2 Bernhart, Marie 2 Chau, Huy N. 2 Féron, Olivier 2 Grbac, Zorana 2 Gulisashvili, Archil 2 Kohatsu-Higa, Arturo 2 Leutscher, Marcos 2 Tinsi, Laura 1 Aïd, René 1 Alasseur, Clemence 1 Alfonsi, Aurélien 1 Aziza, Sahar Ben 1 Balata, Alessandro 1 Bouveret, Géraldine 1 Brodén, Mats 1 Cretarola, Alessandra 1 De Franco, Carmine 1 dos Reis, Gonçalo 1 Federico, Salvatore 1 Figueroa-López, José E. 1 Fukasawa, Masaaki 1 Genin, Adrien 1 Gozzi, Fausto 1 Horvath, Blanka 1 Jacquier, Antoine 1 Jena, Rudra P. 1 Jiao, Ying 1 Kallsen, Jan 1 Klopfenstein, Olivier 1 Maheshwari, Aditya 1 Ménassé, Clément 1 Meyer-Brandis, Thilo 1 Mijatović, Aleksandar 1 Ortiz-Latorre, Salvador 1 Poirot, Jérémy 1 Runggaldier, Wolfgang J. 1 Smith, Greig 1 Tan, Zongjun 1 Voltchkova, Ekaterian 1 Voltchkova, Ekaterina all top 5 Serials 7 SIAM Journal on Financial Mathematics 4 Stochastic Processes and their Applications 3 Mathematical Finance 2 Applied Mathematics and Optimization 2 Journal of Multivariate Analysis 2 SIAM Journal on Control and Optimization 2 The Annals of Applied Probability 2 Bernoulli 2 Finance and Stochastics 2 International Journal of Theoretical and Applied Finance 2 Mathematics and Financial Economics 1 Advances in Applied Probability 1 Mathematics of Computation 1 Applied Mathematics and Computation 1 Journal of Applied Probability 1 Insurance Mathematics & Economics 1 Applied Mathematical Finance 1 Electronic Journal of Probability 1 Asia-Pacific Financial Markets 1 Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 1 The Journal of Computational Finance 1 Journal of Dynamics and Games 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Chapman & Hall/CRC Financial Mathematics Series all top 5 Fields 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 35 Probability theory and stochastic processes (60-XX) 10 Statistics (62-XX) 10 Systems theory; control (93-XX) 9 Numerical analysis (65-XX) 4 Calculus of variations and optimal control; optimization (49-XX) 3 Operations research, mathematical programming (90-XX) 1 Special functions (33-XX) 1 Ordinary differential equations (34-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 47 Publications have been cited 1,924 times in 1,703 Documents Cited by ▼ Year ▼ Financial modelling with jump processes. Zbl 1052.91043Cont, Rama; Tankov, Peter 1,385 2004 Characterization of dependence of multidimensional Lévy processes using Lévy copulas. Zbl 1099.62048Kallsen, Jan; Tankov, Peter 57 2006 Improved Fréchet bounds and model-free pricing of multi-asset options. Zbl 1219.60016Tankov, Peter 35 2011 Asymptotic analysis of hedging errors in models with jumps. Zbl 1163.60306Tankov, Peter; Voltchkova, Ekaterina 31 2009 Pricing and hedging in exponential Lévy models: review of recent results. Zbl 1205.91161Tankov, Peter 29 2011 Hedging with options in models with jumps. Zbl 1151.91496Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian 29 2007 Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033Cont, Rama; Tankov, Peter 29 2006 Jump-adapted discretization schemes for Lévy-driven SDEs. Zbl 1202.60113Kohatsu-Higa, Arturo; Tankov, Peter 28 2010 A new look at short-term implied volatility in asset price models with jumps. Zbl 1403.91348Mijatović, Aleksandar; Tankov, Peter 26 2016 Multi-factor jump-diffusion models of electricity prices. Zbl 1185.91191Meyer-Brandis, Thilo; Tankov, Peter 22 2008 Monte Carlo option pricing for tempered stable (CGMY) processes. Zbl 1283.91196Poirot, Jérémy; Tankov, Peter 20 2006 A model of optimal consumption under liquidity risk with random trading times. Zbl 1214.91107Pham, Huyên; Tankov, Peter 18 2008 Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381Cont, Rama; Tankov, Peter 18 2009 Tail behavior of sums and differences of log-normal random variables. Zbl 1344.60036Gulisashvili, Archil; Tankov, Peter 16 2016 Asymptotic lower bounds for optimal tracking: a linear programming approach. Zbl 1373.93376Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 15 2017 Asymptotically optimal discretization of hedging strategies with jumps. Zbl 1302.91178Rosenbaum, Mathieu; Tankov, Peter 12 2014 Mean-field games of optimal stopping: a relaxed solution approach. Zbl 1452.91031Bouveret, Géraldine; Dumitrescu, Roxana; Tankov, Peter 11 2020 Lévy processes in finance: inverse problems and modeling of dependence. (Processus de Lévy en finance: problèmes inverses et modélisation de dépendance.) Zbl 1192.91009Tankov, Peter 10 2004 Volatility options in rough volatility models. Zbl 1443.91293Horvath, Blanka; Jacquier, Antoine; Tankov, Peter 10 2020 Asymptotic results for time-changed Lévy processes sampled at hitting times. Zbl 1230.60050Rosenbaum, Mathieu; Tankov, Peter 9 2011 Tracking errors from discrete hedging in exponential Lévy models. Zbl 1282.91322Brodén, Mats; Tankov, Peter 9 2011 A coupled system of integrodifferential equations arising in liquidity risk model. Zbl 1167.49036Pham, Huyên; Tankov, Peter 9 2009 Lévy copulas: review of recent results. Zbl 1354.60051Tankov, Peter 7 2016 Asymptotic optimal tracking: feedback strategies. Zbl 1397.93080Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 7 2017 Portfolio insurance under a risk-measure constraint. Zbl 1228.91061De Franco, Carmine; Tankov, Peter 7 2011 Optimal simulation schemes for Lévy driven stochastic differential equations. Zbl 1310.60055Kohatsu-Higa, Arturo; Ortiz-Latorre, Salvador; Tankov, Peter 6 2014 Finite-dimensional representations for controlled diffusions with delay. Zbl 1310.60078Federico, Salvatore; Tankov, Peter 6 2015 Market models with optimal arbitrage. Zbl 1398.91511Chau, Huy N.; Tankov, Peter 6 2015 Arbitrage and utility maximization in market models with an insider. Zbl 1396.91232Chau, Huy N.; Runggaldier, Wolfgang J.; Tankov, Peter 5 2018 A finite-dimensional approximation for pricing moving average options. Zbl 1236.91129Bernhart, Marie; Tankov, Peter; Warin, Xavier 5 2011 Hedging under multiple risk constraints. Zbl 1360.91136Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter 4 2017 Optimal trading policies for wind energy producer. Zbl 1408.91246Tan, Zongjun; Tankov, Peter 4 2018 Optimal consumption policies in illiquid markets. Zbl 1303.91154Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; Tankov, Peter 4 2011 Optimal importance sampling for Lévy processes. Zbl 1471.91618Genin, Adrien; Tankov, Peter 4 2020 Swing options valuation: a BSDE with constrained jumps approach. Zbl 1247.91179Bernhart, Marie; Pham, Huyên; Tankov, Peter; Warin, Xavier 4 2012 Price formation and optimal trading in intraday electricity markets. Zbl 1497.91212Féron, Olivier; Tankov, Peter; Tinsi, Laura 4 2021 The entry and exit game in the electricity markets: a mean-field game approach. Zbl 07460249Aïd, René; Dumitrescu, Roxana; Tankov, Peter 4 2021 Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias. Zbl 1312.60056Figueroa-López, José E.; Tankov, Peter 3 2014 Pricing and hedging gap risk. Zbl 1284.91555Tankov, Peter 3 2010 Implied volatility of basket options at extreme strikes. Zbl 1418.91516Gulisashvili, Archil; Tankov, Peter 3 2015 Price formation and optimal trading in intraday electricity markets. Zbl 1484.91315Féron, Olivier; Tankov, Peter; Tinsi, Laura 3 2022 Optimal discretization of hedging strategies with directional views. Zbl 1348.60098Cai, Jiatu; Fukasawa, Masaaki; Rosenbaum, Mathieu; Tankov, Peter 2 2016 High order weak approximation schemes for Lévy-driven SDEs. Zbl 1271.65020Tankov, Peter 1 2012 Tails of weakly dependent random vectors. Zbl 1333.60044Tankov, Peter 1 2016 Regression Monte Carlo for microgrid management. Zbl 1416.93097Alasseur, Clemence; Balata, Alessandro; Aziza, Sahar Ben; Maheshwari, Aditya; Tankov, Peter; Warin, Xavier 1 2019 Control and optimal stopping mean field games: a linear programming approach. Zbl 1483.91032Dumitrescu, Roxana; Leutscher, Marcos; Tankov, Peter 1 2021 Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption. Zbl 1515.91027Dumitrescu, Roxana; Leutscher, Marcos; Tankov, Peter 1 2023 Linear programming fictitious play algorithm for mean field games with optimal stopping and absorption. Zbl 1515.91027Dumitrescu, Roxana; Leutscher, Marcos; Tankov, Peter 1 2023 Price formation and optimal trading in intraday electricity markets. Zbl 1484.91315Féron, Olivier; Tankov, Peter; Tinsi, Laura 3 2022 Price formation and optimal trading in intraday electricity markets. Zbl 1497.91212Féron, Olivier; Tankov, Peter; Tinsi, Laura 4 2021 The entry and exit game in the electricity markets: a mean-field game approach. Zbl 07460249Aïd, René; Dumitrescu, Roxana; Tankov, Peter 4 2021 Control and optimal stopping mean field games: a linear programming approach. Zbl 1483.91032Dumitrescu, Roxana; Leutscher, Marcos; Tankov, Peter 1 2021 Mean-field games of optimal stopping: a relaxed solution approach. Zbl 1452.91031Bouveret, Géraldine; Dumitrescu, Roxana; Tankov, Peter 11 2020 Volatility options in rough volatility models. Zbl 1443.91293Horvath, Blanka; Jacquier, Antoine; Tankov, Peter 10 2020 Optimal importance sampling for Lévy processes. Zbl 1471.91618Genin, Adrien; Tankov, Peter 4 2020 Regression Monte Carlo for microgrid management. Zbl 1416.93097Alasseur, Clemence; Balata, Alessandro; Aziza, Sahar Ben; Maheshwari, Aditya; Tankov, Peter; Warin, Xavier 1 2019 Arbitrage and utility maximization in market models with an insider. Zbl 1396.91232Chau, Huy N.; Runggaldier, Wolfgang J.; Tankov, Peter 5 2018 Optimal trading policies for wind energy producer. Zbl 1408.91246Tan, Zongjun; Tankov, Peter 4 2018 Asymptotic lower bounds for optimal tracking: a linear programming approach. Zbl 1373.93376Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 15 2017 Asymptotic optimal tracking: feedback strategies. Zbl 1397.93080Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 7 2017 Hedging under multiple risk constraints. Zbl 1360.91136Jiao, Ying; Klopfenstein, Olivier; Tankov, Peter 4 2017 A new look at short-term implied volatility in asset price models with jumps. Zbl 1403.91348Mijatović, Aleksandar; Tankov, Peter 26 2016 Tail behavior of sums and differences of log-normal random variables. Zbl 1344.60036Gulisashvili, Archil; Tankov, Peter 16 2016 Lévy copulas: review of recent results. Zbl 1354.60051Tankov, Peter 7 2016 Optimal discretization of hedging strategies with directional views. Zbl 1348.60098Cai, Jiatu; Fukasawa, Masaaki; Rosenbaum, Mathieu; Tankov, Peter 2 2016 Tails of weakly dependent random vectors. Zbl 1333.60044Tankov, Peter 1 2016 Finite-dimensional representations for controlled diffusions with delay. Zbl 1310.60078Federico, Salvatore; Tankov, Peter 6 2015 Market models with optimal arbitrage. Zbl 1398.91511Chau, Huy N.; Tankov, Peter 6 2015 Implied volatility of basket options at extreme strikes. Zbl 1418.91516Gulisashvili, Archil; Tankov, Peter 3 2015 Asymptotically optimal discretization of hedging strategies with jumps. Zbl 1302.91178Rosenbaum, Mathieu; Tankov, Peter 12 2014 Optimal simulation schemes for Lévy driven stochastic differential equations. Zbl 1310.60055Kohatsu-Higa, Arturo; Ortiz-Latorre, Salvador; Tankov, Peter 6 2014 Small-time asymptotics of stopped Lévy bridges and simulation schemes with controlled bias. Zbl 1312.60056Figueroa-López, José E.; Tankov, Peter 3 2014 Swing options valuation: a BSDE with constrained jumps approach. Zbl 1247.91179Bernhart, Marie; Pham, Huyên; Tankov, Peter; Warin, Xavier 4 2012 High order weak approximation schemes for Lévy-driven SDEs. Zbl 1271.65020Tankov, Peter 1 2012 Improved Fréchet bounds and model-free pricing of multi-asset options. Zbl 1219.60016Tankov, Peter 35 2011 Pricing and hedging in exponential Lévy models: review of recent results. Zbl 1205.91161Tankov, Peter 29 2011 Asymptotic results for time-changed Lévy processes sampled at hitting times. Zbl 1230.60050Rosenbaum, Mathieu; Tankov, Peter 9 2011 Tracking errors from discrete hedging in exponential Lévy models. Zbl 1282.91322Brodén, Mats; Tankov, Peter 9 2011 Portfolio insurance under a risk-measure constraint. Zbl 1228.91061De Franco, Carmine; Tankov, Peter 7 2011 A finite-dimensional approximation for pricing moving average options. Zbl 1236.91129Bernhart, Marie; Tankov, Peter; Warin, Xavier 5 2011 Optimal consumption policies in illiquid markets. Zbl 1303.91154Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; Tankov, Peter 4 2011 Jump-adapted discretization schemes for Lévy-driven SDEs. Zbl 1202.60113Kohatsu-Higa, Arturo; Tankov, Peter 28 2010 Pricing and hedging gap risk. Zbl 1284.91555Tankov, Peter 3 2010 Asymptotic analysis of hedging errors in models with jumps. Zbl 1163.60306Tankov, Peter; Voltchkova, Ekaterina 31 2009 Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381Cont, Rama; Tankov, Peter 18 2009 A coupled system of integrodifferential equations arising in liquidity risk model. Zbl 1167.49036Pham, Huyên; Tankov, Peter 9 2009 Multi-factor jump-diffusion models of electricity prices. Zbl 1185.91191Meyer-Brandis, Thilo; Tankov, Peter 22 2008 A model of optimal consumption under liquidity risk with random trading times. Zbl 1214.91107Pham, Huyên; Tankov, Peter 18 2008 Hedging with options in models with jumps. Zbl 1151.91496Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian 29 2007 Characterization of dependence of multidimensional Lévy processes using Lévy copulas. Zbl 1099.62048Kallsen, Jan; Tankov, Peter 57 2006 Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033Cont, Rama; Tankov, Peter 29 2006 Monte Carlo option pricing for tempered stable (CGMY) processes. Zbl 1283.91196Poirot, Jérémy; Tankov, Peter 20 2006 Financial modelling with jump processes. Zbl 1052.91043Cont, Rama; Tankov, Peter 1,385 2004 Lévy processes in finance: inverse problems and modeling of dependence. (Processus de Lévy en finance: problèmes inverses et modélisation de dépendance.) Zbl 1192.91009Tankov, Peter 10 2004 all cited Publications top 5 cited Publications all top 5 Cited by 2,372 Authors 33 Tankov, Peter 18 Jakobsen, Espen Robstad 16 Figueroa-López, José E. 12 Forsyth, Peter A. 12 Klüppelberg, Claudia 11 Kumar, Arun 11 Li, Lingfei 11 Muhle-Karbe, Johannes 10 Benth, Fred Espen 10 Pistorius, Martijn R. 10 Ros-Oton, Xavier 9 Company, Rafael 9 Grabchak, Michael 9 Jacquier, Antoine 9 Schwab, Christoph 8 Belomestny, Denis 8 Fabozzi, Frank J. 8 Gajda, Janusz 8 Jódar Sanchez, Lucas Antonio 8 Pham, Huyên 8 Sabino, Piergiacomo 8 Vanmaele, Michèle 7 Barndorff-Nielsen, Ole Eiler 7 Dang, Duy Minh 7 Fernández-Sánchez, Juan 7 Fu, Ke’ang 7 Heß, Markus 7 Khedher, Asma 7 Kuznetsov, Alexey 7 Lijoi, Antonio 7 Mancini, Cecilia 7 Muthukumar, Palanisamy 7 Papapantoleon, Antonis 7 Rüschendorf, Ludger 7 Scherer, Matthias 7 Sgarra, Carlo 7 Teng, Kaimin 7 Wang, Dingcheng 7 Wyłomańska, Agnieszka 7 Yamazaki, Akira 6 Cont, Rama 6 Cufaro Petroni, Nicola 6 De Baets, Bernard 6 Delong, Łukasz 6 Duan, Jinqiao 6 Fakharany, M. 6 Friz, Peter Karl 6 Gerhold, Stefan 6 Glau, Kathrin 6 Gulisashvili, Archil 6 Itkin, Andrey 6 Jaimungal, Sebastian 6 Kallsen, Jan 6 Kyprianou, Andreas E. 6 Leisen, Fabrizio 6 Liu, Zhi 6 Mai, Jan-Frederik 6 Mariucci, Ester 6 Mendoza-Arriaga, Rafael 6 Prünster, Igor 6 Schoutens, Wim 6 Stelzer, Robert 6 Úbeda-Flores, Manuel 5 Annunziato, Mario 5 Arai, Takuji 5 Barrios Barrera, Begoña 5 Bäuerle, Nicole 5 Bayraktar, Erhan 5 Beghin, Luisa 5 Borthagaray, Juan Pablo 5 Cifani, Simone 5 Del Pezzo, Leandro M. 5 Durante, Fabrizio 5 Fontana, Claudio 5 Forde, Martin 5 Fukasawa, Masaaki 5 Fusai, Gianluca 5 Gan, Siqing 5 Gong, Ruoting 5 Grbac, Zorana 5 Hausenblas, Erika 5 Korn, Ralf 5 Madan, Dilip B. 5 Magdziarz, Marcin 5 Marazzina, Daniele 5 Marquardt, Tina 5 Oosterlee, Cornelis Willebrordus 5 Peng, Jiangyan 5 Reiß, Markus 5 Runggaldier, Wolfgang J. 5 Stadje, Mitja 5 Tassinari, Gian Luca 5 Todorov, Viktor 5 Vanduffel, Steven 5 Vargiolu, Tiziano 5 Vellaisamy, Palaniappan 5 Veraart, Almut E. D. 5 Yang, Yang 5 Zhang, Gongqiu 4 Aguilar, Jean-Philippe ...and 2,272 more Authors all top 5 Cited in 310 Serials 83 International Journal of Theoretical and Applied Finance 73 Quantitative Finance 58 Stochastic Processes and their Applications 50 Insurance Mathematics & Economics 50 Finance and Stochastics 48 Journal of Computational and Applied Mathematics 35 SIAM Journal on Financial Mathematics 34 Applied Mathematical Finance 25 The Annals of Applied Probability 25 European Journal of Operational Research 23 Physica A 23 Journal of Applied Probability 21 Statistics & Probability Letters 21 Communications in Statistics. Theory and Methods 21 Mathematical Finance 20 Stochastics 19 Bernoulli 18 Advances in Applied Probability 18 Applied Mathematics and Computation 17 Applied Mathematics and Optimization 16 Journal of Mathematical Analysis and Applications 16 Journal of Differential Equations 16 Journal of Multivariate Analysis 16 Stochastic Analysis and Applications 16 International Journal of Computer Mathematics 15 Journal of Econometrics 15 Methodology and Computing in Applied Probability 15 Mathematics and Financial Economics 14 Review of Derivatives Research 14 Electronic Journal of Statistics 14 Annals of Finance 13 Annals of Operations Research 13 Asia-Pacific Financial Markets 12 Applied Numerical Mathematics 11 Computers & Mathematics with Applications 11 SIAM Journal on Numerical Analysis 10 Numerische Mathematik 10 Journal of Economic Dynamics & Control 10 Journal of Scientific Computing 10 Discrete and Continuous Dynamical Systems. Series B 9 Theory of Probability and its Applications 9 Calculus of Variations and Partial Differential Equations 9 Journal of Industrial and Management Optimization 9 Science China. Mathematics 9 Statistics and Computing 8 The Annals of Statistics 8 Fuzzy Sets and Systems 8 SIAM Journal on Control and Optimization 8 Statistical Inference for Stochastic Processes 8 Stochastic Models 7 Journal of Mathematical Physics 7 Journal of Optimization Theory and Applications 7 Journal of Systems Science and Complexity 7 Decisions in Economics and Finance 7 Communications on Pure and Applied Analysis 7 Dependence Modeling 6 Journal of Statistical Physics 6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 6 Numerical Algorithms 6 SIAM Journal on Scientific Computing 6 Discrete and Continuous Dynamical Systems 6 Abstract and Applied Analysis 6 Mathematical Methods of Operations Research 6 Scandinavian Actuarial Journal 6 Stochastics and Dynamics 6 ASTIN Bulletin 6 Computational Management Science 6 Boundary Value Problems 6 European Actuarial Journal 6 Modern Stochastics. Theory and Applications 5 Applicable Analysis 5 BIT 5 Mathematics and Computers in Simulation 5 Mathematics of Operations Research 5 Japan Journal of Industrial and Applied Mathematics 5 Journal of Statistical Computation and Simulation 5 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 5 Potential Analysis 5 Applied Mathematics. Series B (English Edition) 5 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 5 Chaos 5 Probability Surveys 4 Lithuanian Mathematical Journal 4 Mathematics of Computation 4 Chaos, Solitons and Fractals 4 Advances in Mathematics 4 Journal of Statistical Planning and Inference 4 Operations Research Letters 4 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 4 Journal of Theoretical Probability 4 SIAM Journal on Mathematical Analysis 4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 4 Monte Carlo Methods and Applications 4 Journal of Nonparametric Statistics 4 Communications in Nonlinear Science and Numerical Simulation 4 Probability in the Engineering and Informational Sciences 4 Brazilian Journal of Probability and Statistics 4 The ANZIAM Journal 4 Mediterranean Journal of Mathematics 4 Advances in Difference Equations ...and 210 more Serials all top 5 Cited in 45 Fields 1,045 Probability theory and stochastic processes (60-XX) 969 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 348 Statistics (62-XX) 320 Partial differential equations (35-XX) 295 Numerical analysis (65-XX) 139 Systems theory; control (93-XX) 87 Calculus of variations and optimal control; optimization (49-XX) 61 Operator theory (47-XX) 55 Integral equations (45-XX) 43 Operations research, mathematical programming (90-XX) 37 Ordinary differential equations (34-XX) 35 Real functions (26-XX) 24 Statistical mechanics, structure of matter (82-XX) 18 Computer science (68-XX) 14 Approximations and expansions (41-XX) 14 Integral transforms, operational calculus (44-XX) 13 Harmonic analysis on Euclidean spaces (42-XX) 13 Biology and other natural sciences (92-XX) 11 Dynamical systems and ergodic theory (37-XX) 10 Functional analysis (46-XX) 7 Global analysis, analysis on manifolds (58-XX) 7 Fluid mechanics (76-XX) 6 Special functions (33-XX) 5 Measure and integration (28-XX) 5 Mechanics of deformable solids (74-XX) 5 Quantum theory (81-XX) 4 Linear and multilinear algebra; matrix theory (15-XX) 4 Potential theory (31-XX) 4 Information and communication theory, circuits (94-XX) 2 Mathematical logic and foundations (03-XX) 2 Number theory (11-XX) 2 Functions of a complex variable (30-XX) 2 Sequences, series, summability (40-XX) 2 Classical thermodynamics, heat transfer (80-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Combinatorics (05-XX) 1 Algebraic geometry (14-XX) 1 Difference and functional equations (39-XX) 1 Abstract harmonic analysis (43-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Algebraic topology (55-XX) 1 Relativity and gravitational theory (83-XX) 1 Geophysics (86-XX) Citations by Year