Edit Profile (opens in new tab) Williams, David Co-Author Distance Author ID: williams.david Published as: Williams, David; Williams, D. External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 84 Publications since 1964, including 7 Books 4 Contributions as Editor · 2 Further Contributions Co-Authors: 17 Co-Authors with 27 Joint Publications 506 Co-Co-Authors all top 5 Co-Authors 41 single-authored 13 Rogers, L. C. G. 5 Truman, Aubrey 3 Harris, Simon C. 3 Stroock, Daniel W. 2 Baxter, Martin W. 2 Hunt, Julian C. R. 2 Kingman, John Frank Charles 2 London, R. R. 2 McKean, Henry P. jun. 2 Norris, James R. 2 Phillips, Owen M. 2 Price, Gareth C. 2 Toland, John Francis 2 Warren, Jon 1 Andrews, Shaun 1 Barlow, Martin T. 1 Bingham, Nicholas Hugh 1 Bollobás, Béla 1 Champneys, Alan R. 1 Chan, Terence 1 Durbin, James 1 Foster, Dorothy 1 Harding, E. F. 1 Hobson, David Graham 1 Holley, Richard A. 1 Jiffri, Shakir 1 Kendall, David George 1 Kennedy, Joanne E. 1 Khodaparast, Hamed Haddad 1 Lyne, Owen D. 1 Marles, David S. 1 McIlroy, Paul 1 Mortimer, T. M. 1 Nagarajan, Rajagopal 1 Neudecker, Werner 1 Papanikolaou, Nikolaos I. 1 Pyke, Ronald 1 Sibson, Robin 1 Steele, Nick 1 Sykes, Alan M. 1 Taylor, Samuel James 1 Wirth, Andrew 1 Wood, Andrew T. A. 1 Wood, Geoffrey V. all top 5 Serials 8 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 6 Mathematical Proceedings of the Cambridge Philosophical Society 6 Bulletin of the London Mathematical Society 5 Bulletin of the American Mathematical Society 3 Proceedings of the London Mathematical Society. Third Series 3 Wiley Series in Probability and Mathematical Statistics 2 Compositio Mathematica 2 Journal of Applied Probability 2 Transactions of the American Mathematical Society 2 Philosophical Transactions of the Royal Society of London. Series A 2 Lecture Notes in Mathematics 1 Advances in Applied Probability 1 Communications on Pure and Applied Mathematics 1 Quarterly Journal of Mechanics and Applied Mathematics 1 Illinois Journal of Mathematics 1 Journal of Functional Analysis 1 Journal of the Operational Research Society 1 Probability Theory and Related Fields 1 Applied Mathematical Modelling 1 Proceedings of the Royal Society of London. Series A. Mathematical and Physical Sciences 1 Electronic Journal of Probability 1 Bernoulli 1 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences all top 5 Fields 73 Probability theory and stochastic processes (60-XX) 6 General and overarching topics; collections (00-XX) 5 Partial differential equations (35-XX) 4 Number theory (11-XX) 4 Operator theory (47-XX) 4 Global analysis, analysis on manifolds (58-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 2 History and biography (01-XX) 2 Quantum theory (81-XX) 1 Potential theory (31-XX) 1 Ordinary differential equations (34-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Functional analysis (46-XX) 1 Statistics (62-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Operations research, mathematical programming (90-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 68 Publications have been cited 1,656 times in 1,535 Documents Cited by ▼ Year ▼ Probability with martingales. Zbl 0722.60001Williams, David 445 1991 Diffusions, Markov processes, and martingales. Vol. 2: Itô calculus. 2nd ed. Zbl 0977.60005Rogers, L. C. G.; Williams, David 313 2000 Diffusions, Markov processes, and martingales. Volume 2: Itô calculus. Zbl 0627.60001Rogers, L. C. G.; Williams, David 242 1987 Diffusions, Markov processes and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0949.60003Rogers, L. C. G.; Williams, David 212 2000 Diffusions, Markov processes, and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0826.60002Rogers, L. C. G.; Williams, David 186 1994 Path decomposition and continuity of local time for one-dimensional diffusions. I. Zbl 0326.60093Williams, David 120 1974 Diffusion, Markov processes, and martingales. Vol. 1: Foundations. Zbl 0402.60003Williams, David 40 1979 The first-passage density of the Brownian motion process to a curved boundary. With an appendix by D. Williams. Zbl 0806.60063Durbin, J. 39 1992 Self-avoiding random walk: A Brownian motion model with local time drift. Zbl 0611.60052Norris, J. R.; Rogers, L. C. G.; Williams, David 26 1987 Decomposing the Brownian path. Zbl 0233.60066Williams, David 24 1970 Brownian motions of ellipsoids. Zbl 0613.60072Norris, J. R.; Rogers, L. C. G.; Williams, David 18 1986 Algebra, analysis and probability for a coupled system of reaction- diffusion equations. Zbl 0824.60070Champneys, Alan; Harris, Simon; Toland, John; Warren, Jonathan; Williams, David 18 1995 Weighing the odds. A course in probability and statistics. Zbl 0984.62001Williams, David 17 2001 Wiener-Hopf factorization for matrices. Zbl 0429.15007Barlow, M. T.; Rogers, L. C. G.; Williams, David 12 1980 On Renyi’s ’record’ problem and Engel’s series. Zbl 0292.60047Williams, David 12 1973 Levy’s downcrossing theorem. Zbl 0372.60115Williams, David 11 1977 Markov properties of Brownian local time. Zbl 0266.60060Williams, David 11 1969 A note on the Q-matrices of Markov chains. Zbl 0178.20304Williams, David 10 1967 An “excursion” approach to an annealing problem. Zbl 0665.60058Chan, Terence; Williams, David 8 1989 A simple PDE and Wiener-Hopf Riccati equations. Zbl 1082.35173Stroock, Daniel W.; Williams, David 8 2005 A new method of approximation in Markov-chain theory and its application to some problems in the theory of random time substitution. Zbl 0137.11701Williams, David 8 1966 On the construction problem for Markov chains. Zbl 0143.19804Williams, David 8 1964 A martingale approach to some Wiener-Hopf problems. II. Zbl 0485.60073London, R. R.; McKean, H. P.; Rogers, L. C. G.; Williams, David 7 1982 Probabilistic factorization of a quadratic matrix polynomial. Zbl 0724.60084Kennedy, Joanne; Williams, David 7 1990 The OK Corral and the power of the law (a curious Poisson-kernel formula for a parabolic equation). Zbl 0933.60006Williams, David; McIlroy, Paul 7 1998 On operator semigroups and Markov groups. Zbl 0198.22102Williams, David 7 1969 A martingale approach to some Wiener-Hopf problems. I. Zbl 0485.60072London, R. R.; McKean, H. P.; Rogers, L. C. G.; Williams, David 6 1982 A ”potential-theoretic” note on the quadratic Wiener-Hopf equation for Q- matrices. Zbl 0485.60074Williams, David 6 1982 Stochastic analysis . A tribute to the memory of Rollo Davidson. Zbl 0266.60038 6 1973 Fictitious states, coupled laws and local time. Zbl 0181.21202Williams, David 6 1969 Large deviations and martingales for a typed branching diffusion. I. Zbl 0857.60088Harris, S. C.; Williams, D. 6 1996 Construction and approximation of transition matrix functions. Zbl 0616.60065Rogers, L. C. G.; Williams, David 5 1986 Further study of a simple PDE. Zbl 1102.35004Stroock, Daniel W.; Williams, David 5 2006 Conditional excursion theory. Zbl 0422.60058Williams, David 5 1979 To begin at the beginning:…. Zbl 0471.60065Williams, David 5 1981 The combinatorial structure of non-homogeneous Markov chains. Zbl 0243.60040Kingman, J. F. C.; Williams, David 5 1973 The ’Riemann hypothesis’ for the Hawkins random sieve. Zbl 0312.10033Neudecker, Werner; Williams, David 5 1974 A new heuristic for a single machine scheduling problem with set-up times. Zbl 0842.90068Williams, David; Wirth, Andrew 5 1996 A “non-stopping” time with the optional-stopping property. Zbl 1026.60049Williams, David 5 2002 Some aspects of Wiener-Hopf factorization. Zbl 0735.47010Williams, David 5 1991 Turbulence and stochastic processes: Kolmogorov’s ideas 50 years on. Reprinted from the journal Proceedings of the Royal Society of London, Series A 434, No. 1890 (1991). Zbl 0746.00035 5 1991 Indefinite inner products: a simple illustrative example. Zbl 1127.46017Williams, David; Andrews, Shaun 4 2006 A generalised arc-sine law and Nelson’s stochastic mechanics of one- dimensional time-homogeneous diffusions. Zbl 0726.60077Truman, Aubrey; Williams, David 4 1990 On a stopped Brownian motion formula of H. M. Taylor. Zbl 0368.60056Williams, David 4 1976 Brownian motion and the Riemann zeta-function. Zbl 0744.60100Williams, David 4 1990 On local time for Markov chains. Zbl 0155.24503Williams, David 4 1967 A new look at ‘Markovian’ Wiener-Hopf theory. Zbl 1156.60063Williams, David 4 2008 The process extended to the boundary. Zbl 0117.35904Williams, David 4 1964 A study of a diffusion process motivated by the sieve of Eratosthenes. Zbl 0326.60094Williams, David 3 1974 Active vibration control of an equipment mounting link for an exploration robot. Zbl 1481.70048Williams, D.; Khodaparast, H. Haddad; Jiffri, S. 3 2021 Simulating and compiling code for the sequential quantum random access machine. Zbl 1277.68078Nagarajan, Rajagopal; Papanikolaou, Nikolaos; Williams, David 3 2007 Taylor expansions of curve-crossing probabilities. Zbl 0945.60084Hobson, David G.; Williams, David; Wood, Andrew T. A. 2 1999 Rolling with ’slipping’. I. Zbl 0524.60062Price, Gareth C.; Williams, David 2 1983 A differential equation in Wiener-Hopf theory. Zbl 0552.60076Rogers, L. C. G.; Williams, D. 2 1984 Applications of dual processes to diffusion theory. Zbl 0382.60081Holley, Richard A.; Stroock, Daniel W.; Williams, D. 2 1977 Symmetry characterizations of certain distributions. II: Discounted additive functionals and large deviations. Zbl 0777.60013Baxter, Martin; Williams, David 2 1992 Local time at fictitious states. Zbl 0178.20601Williams, David 2 1967 Weak solutions for a simple hyperbolic system. Zbl 0984.35101Lyne, Owen D.; Williams, David 1 2001 The Q-matrix problem. Zbl 0361.60035Williams, David 1 1976 The Hawkins sieve and Brownian motion. Zbl 0402.10052Foster, Dorothy; Williams, David 1 1978 Stochastic integrals. Proceedings of the LMS Durham Symposium, July 7–17, 1980. Zbl 0444.00014 1 1981 Uniform ergodicity in Markov chains. Zbl 0223.60025Williams, David 1 1967 Surprising contraction properties of Wiener-Hopf operators. I. Zbl 0965.47012Williams, David; Marles, David S. 1 1999 The dynamics of the golf swing. Zbl 0146.20701Williams, D. 1 1967 Schrödinger operators and asymptotics for Poisson-Lévy excursion measures for one-dimensional time-homogeneous diffusions. Zbl 0824.60079Truman, A.; Williams, D.; Yu, K. Y. 1 1995 Change of measure up to a random time: Theory. Zbl 0757.60041Mortimer, T. M.; Williams, David 1 1991 Symmetry characterizations of certain distributions. I. Zbl 0756.60076Baxter, Martin; Williams, David 1 1992 Scaling random walks on arbitrary sets. Zbl 0922.60063Harris, Simon C.; Williams, David; Sibson, Robin 1 1999 Active vibration control of an equipment mounting link for an exploration robot. Zbl 1481.70048Williams, D.; Khodaparast, H. Haddad; Jiffri, S. 3 2021 A new look at ‘Markovian’ Wiener-Hopf theory. Zbl 1156.60063Williams, David 4 2008 Simulating and compiling code for the sequential quantum random access machine. Zbl 1277.68078Nagarajan, Rajagopal; Papanikolaou, Nikolaos; Williams, David 3 2007 Further study of a simple PDE. Zbl 1102.35004Stroock, Daniel W.; Williams, David 5 2006 Indefinite inner products: a simple illustrative example. Zbl 1127.46017Williams, David; Andrews, Shaun 4 2006 A simple PDE and Wiener-Hopf Riccati equations. Zbl 1082.35173Stroock, Daniel W.; Williams, David 8 2005 A “non-stopping” time with the optional-stopping property. Zbl 1026.60049Williams, David 5 2002 Weighing the odds. A course in probability and statistics. Zbl 0984.62001Williams, David 17 2001 Weak solutions for a simple hyperbolic system. Zbl 0984.35101Lyne, Owen D.; Williams, David 1 2001 Diffusions, Markov processes, and martingales. Vol. 2: Itô calculus. 2nd ed. Zbl 0977.60005Rogers, L. C. G.; Williams, David 313 2000 Diffusions, Markov processes and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0949.60003Rogers, L. C. G.; Williams, David 212 2000 Taylor expansions of curve-crossing probabilities. Zbl 0945.60084Hobson, David G.; Williams, David; Wood, Andrew T. A. 2 1999 Surprising contraction properties of Wiener-Hopf operators. I. Zbl 0965.47012Williams, David; Marles, David S. 1 1999 Scaling random walks on arbitrary sets. Zbl 0922.60063Harris, Simon C.; Williams, David; Sibson, Robin 1 1999 The OK Corral and the power of the law (a curious Poisson-kernel formula for a parabolic equation). Zbl 0933.60006Williams, David; McIlroy, Paul 7 1998 Large deviations and martingales for a typed branching diffusion. I. Zbl 0857.60088Harris, S. C.; Williams, D. 6 1996 A new heuristic for a single machine scheduling problem with set-up times. Zbl 0842.90068Williams, David; Wirth, Andrew 5 1996 Algebra, analysis and probability for a coupled system of reaction- diffusion equations. Zbl 0824.60070Champneys, Alan; Harris, Simon; Toland, John; Warren, Jonathan; Williams, David 18 1995 Schrödinger operators and asymptotics for Poisson-Lévy excursion measures for one-dimensional time-homogeneous diffusions. Zbl 0824.60079Truman, A.; Williams, D.; Yu, K. Y. 1 1995 Diffusions, Markov processes, and martingales. Vol. 1: Foundations. 2nd ed. Zbl 0826.60002Rogers, L. C. G.; Williams, David 186 1994 The first-passage density of the Brownian motion process to a curved boundary. With an appendix by D. Williams. Zbl 0806.60063Durbin, J. 39 1992 Symmetry characterizations of certain distributions. II: Discounted additive functionals and large deviations. Zbl 0777.60013Baxter, Martin; Williams, David 2 1992 Symmetry characterizations of certain distributions. I. Zbl 0756.60076Baxter, Martin; Williams, David 1 1992 Probability with martingales. Zbl 0722.60001Williams, David 445 1991 Some aspects of Wiener-Hopf factorization. Zbl 0735.47010Williams, David 5 1991 Turbulence and stochastic processes: Kolmogorov’s ideas 50 years on. Reprinted from the journal Proceedings of the Royal Society of London, Series A 434, No. 1890 (1991). Zbl 0746.00035 5 1991 Change of measure up to a random time: Theory. Zbl 0757.60041Mortimer, T. M.; Williams, David 1 1991 Probabilistic factorization of a quadratic matrix polynomial. Zbl 0724.60084Kennedy, Joanne; Williams, David 7 1990 A generalised arc-sine law and Nelson’s stochastic mechanics of one- dimensional time-homogeneous diffusions. Zbl 0726.60077Truman, Aubrey; Williams, David 4 1990 Brownian motion and the Riemann zeta-function. Zbl 0744.60100Williams, David 4 1990 An “excursion” approach to an annealing problem. Zbl 0665.60058Chan, Terence; Williams, David 8 1989 Diffusions, Markov processes, and martingales. Volume 2: Itô calculus. Zbl 0627.60001Rogers, L. C. G.; Williams, David 242 1987 Self-avoiding random walk: A Brownian motion model with local time drift. Zbl 0611.60052Norris, J. R.; Rogers, L. C. G.; Williams, David 26 1987 Brownian motions of ellipsoids. Zbl 0613.60072Norris, J. R.; Rogers, L. C. G.; Williams, David 18 1986 Construction and approximation of transition matrix functions. Zbl 0616.60065Rogers, L. C. G.; Williams, David 5 1986 A differential equation in Wiener-Hopf theory. Zbl 0552.60076Rogers, L. C. G.; Williams, D. 2 1984 Rolling with ’slipping’. I. Zbl 0524.60062Price, Gareth C.; Williams, David 2 1983 A martingale approach to some Wiener-Hopf problems. II. Zbl 0485.60073London, R. R.; McKean, H. P.; Rogers, L. C. G.; Williams, David 7 1982 A martingale approach to some Wiener-Hopf problems. I. Zbl 0485.60072London, R. R.; McKean, H. P.; Rogers, L. C. G.; Williams, David 6 1982 A ”potential-theoretic” note on the quadratic Wiener-Hopf equation for Q- matrices. Zbl 0485.60074Williams, David 6 1982 To begin at the beginning:…. Zbl 0471.60065Williams, David 5 1981 Stochastic integrals. Proceedings of the LMS Durham Symposium, July 7–17, 1980. Zbl 0444.00014 1 1981 Wiener-Hopf factorization for matrices. Zbl 0429.15007Barlow, M. T.; Rogers, L. C. G.; Williams, David 12 1980 Diffusion, Markov processes, and martingales. Vol. 1: Foundations. Zbl 0402.60003Williams, David 40 1979 Conditional excursion theory. Zbl 0422.60058Williams, David 5 1979 The Hawkins sieve and Brownian motion. Zbl 0402.10052Foster, Dorothy; Williams, David 1 1978 Levy’s downcrossing theorem. Zbl 0372.60115Williams, David 11 1977 Applications of dual processes to diffusion theory. Zbl 0382.60081Holley, Richard A.; Stroock, Daniel W.; Williams, D. 2 1977 On a stopped Brownian motion formula of H. M. Taylor. Zbl 0368.60056Williams, David 4 1976 The Q-matrix problem. Zbl 0361.60035Williams, David 1 1976 Path decomposition and continuity of local time for one-dimensional diffusions. I. Zbl 0326.60093Williams, David 120 1974 The ’Riemann hypothesis’ for the Hawkins random sieve. Zbl 0312.10033Neudecker, Werner; Williams, David 5 1974 A study of a diffusion process motivated by the sieve of Eratosthenes. Zbl 0326.60094Williams, David 3 1974 On Renyi’s ’record’ problem and Engel’s series. Zbl 0292.60047Williams, David 12 1973 Stochastic analysis . A tribute to the memory of Rollo Davidson. Zbl 0266.60038 6 1973 The combinatorial structure of non-homogeneous Markov chains. Zbl 0243.60040Kingman, J. F. C.; Williams, David 5 1973 Decomposing the Brownian path. Zbl 0233.60066Williams, David 24 1970 Markov properties of Brownian local time. Zbl 0266.60060Williams, David 11 1969 On operator semigroups and Markov groups. Zbl 0198.22102Williams, David 7 1969 Fictitious states, coupled laws and local time. Zbl 0181.21202Williams, David 6 1969 A note on the Q-matrices of Markov chains. Zbl 0178.20304Williams, David 10 1967 On local time for Markov chains. Zbl 0155.24503Williams, David 4 1967 Local time at fictitious states. Zbl 0178.20601Williams, David 2 1967 Uniform ergodicity in Markov chains. Zbl 0223.60025Williams, David 1 1967 The dynamics of the golf swing. Zbl 0146.20701Williams, D. 1 1967 A new method of approximation in Markov-chain theory and its application to some problems in the theory of random time substitution. Zbl 0137.11701Williams, David 8 1966 On the construction problem for Markov chains. Zbl 0143.19804Williams, David 8 1964 The process extended to the boundary. Zbl 0117.35904Williams, David 4 1964 all cited Publications top 5 cited Publications all top 5 Cited by 2,139 Authors 24 Rogers, L. C. G. 19 Yor, Marc 15 Evans, Steven Neil 13 Hobson, David Graham 13 Robert, Philippe 11 Pitman, Jim William 10 Perkins, Edwin A. 10 Roberts, Gareth O. 9 Harris, Simon C. 9 Williams, David 7 Bertoin, Jean 7 Bingham, Nicholas Hugh 7 Filipović, Damir 7 Forde, Martin 7 Jansons, Kalvis M. 7 Kardaras, Constantinos 7 Kyprianou, Andreas E. 7 Mandjes, Michel Robertus Hendrikus 7 Peskir, Goran 7 Schachermayer, Walter 6 Burdzy, Krzysztof 6 Chen, Anyue 6 Delarue, François 6 Jacka, Saul D. 6 Karatzas, Ioannis 6 Menshikov, Mikhail V. 6 Siu, Tak Kuen 6 Teichmann, Josef 6 Wade, Andrew R. 6 Ying, Jiangang 5 Alexanderian, Alen 5 Comets, Francis M. 5 Criens, David 5 Danos, Vincent 5 Davis, Mark Herbert Ainsworth 5 DeBlassie, Richard Dante 5 Ernst, Philip A. 5 Falconer, Kenneth J. 5 Gapeev, Pavel V. 5 Henderson, Vicky 5 Jacquier, Antoine 5 Kendall, Wilfrid S. 5 Mahmoud, Hosam M. 5 Majda, Andrew J. 5 Müller, Carl E. 5 Orsingher, Enzo 5 Pozdnyakov, Vladimir 5 Ramanan, Kavita 5 Sandrić, Nikola 5 Siorpaes, Pietro 5 van der Meulen, Frank Henri 5 van Handel, Ramon 5 Vovk, Vladimir G. 5 Wang, Hanchao 5 Wellner, Jon August 5 Zervos, Mihail 4 Abedi, Fakhreddin 4 Albeverio, Sergio A. 4 Beiglböck, Mathias 4 Bobrowski, Adam 4 Brázdil, Tomáš 4 Collevecchio, Andrea 4 Djehiche, Boualem 4 Eisenberg, Julia 4 Elliott, Robert James 4 Feuillet, Mathieu 4 Hambly, Ben M. 4 Helmes, Kurt L. 4 Hening, Alexandru 4 Jornet, Marc 4 Kallenberg, Olav 4 Keller-Ressel, Martin 4 Kiefer, Stefan 4 Kucera, Antonin 4 Lin, Zhengyan 4 Marinacci, Massimo 4 McGill, Paul 4 Molina, Manuel 4 Mytnik, Leonid 4 Panangaden, Prakash 4 Piccioni, Mauro 4 Pichler, Alois 4 Raimond, Olivier 4 Schauer, Moritz 4 Shi, Zhan 4 Stepan, Josef 4 Stockbridge, Richard H. 4 Stuart, Andrew M. 4 Sun, Wenjie 4 Tóth, Bálint 4 Urusov, Mikhail A. 4 Vallois, Pierre 4 van Zanten, Harry 4 Vidmar, Matija 4 Villemonais, Denis 4 Wehr, Jan 4 Wüthrich, Mario Valentin 4 Yan, Litan 3 Addario-Berry, Louigi 3 Aïd, René ...and 2,039 more Authors all top 5 Cited in 346 Serials 115 Stochastic Processes and their Applications 77 The Annals of Applied Probability 67 Probability Theory and Related Fields 61 The Annals of Probability 41 Statistics & Probability Letters 36 Journal of Statistical Physics 35 Journal of Applied Probability 30 Advances in Applied Probability 28 Finance and Stochastics 27 Stochastics 26 Journal of Mathematical Analysis and Applications 24 Transactions of the American Mathematical Society 24 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 22 Journal of Theoretical Probability 20 Stochastic Analysis and Applications 19 Mathematical Finance 18 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 18 Bernoulli 17 International Journal of Theoretical and Applied Finance 16 Communications in Mathematical Physics 16 Insurance Mathematics & Economics 14 The Annals of Statistics 13 Theoretical Computer Science 13 Electronic Journal of Probability 12 Journal of Functional Analysis 11 SIAM Journal on Control and Optimization 10 Automatica 9 Journal of Computational and Applied Mathematics 9 Journal of Statistical Planning and Inference 9 Mathematical Methods of Operations Research 8 Applied Mathematics and Computation 8 Theoretical Population Biology 8 Queueing Systems 7 Applied Mathematics and Optimization 7 Stochastics and Stochastics Reports 7 Potential Analysis 7 Stochastic Models 7 Mathematics and Financial Economics 7 Statistics and Computing 6 Journal of Computational Physics 6 Journal of Mathematical Biology 6 Journal of Mathematical Physics 6 Communications in Statistics. Theory and Methods 6 Stochastics and Dynamics 6 Journal of Statistical Mechanics: Theory and Experiment 6 Bulletin of the American Mathematical Society 6 SIAM Journal on Financial Mathematics 5 Israel Journal of Mathematics 5 Annals of the Institute of Statistical Mathematics 5 Journal of Computer and System Sciences 5 Journal of Differential Equations 5 Journal of Economic Theory 5 Journal of Econometrics 5 Journal of Mathematical Economics 5 Journal of Multivariate Analysis 5 Kybernetika 5 Mathematics of Operations Research 5 Systems & Control Letters 5 Acta Applicandae Mathematicae 5 Journal of Economic Dynamics & Control 5 Games and Economic Behavior 5 SIAM Journal on Scientific Computing 5 Electronic Communications in Probability 5 Methodology and Computing in Applied Probability 5 Quantitative Finance 5 ALEA. Latin American Journal of Probability and Mathematical Statistics 5 Probability Surveys 5 Science China. Mathematics 5 Stochastic Systems 4 Computers & Mathematics with Applications 4 Advances in Mathematics 4 Journal of Mathematical Psychology 4 SIAM Journal on Numerical Analysis 4 Advances in Applied Mathematics 4 Algorithmica 4 Journal of Applied Mathematics and Stochastic Analysis 4 Annals of Operations Research 4 European Journal of Operational Research 4 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 4 SIAM Journal on Mathematical Analysis 4 Bulletin des Sciences Mathématiques 4 Applied Mathematical Finance 4 Scandinavian Actuarial Journal 4 Review of Derivatives Research 4 SIAM/ASA Journal on Uncertainty Quantification 3 Discrete Applied Mathematics 3 Mathematical Proceedings of the Cambridge Philosophical Society 3 Acta Mathematica 3 Illinois Journal of Mathematics 3 Tôhoku Mathematical Journal. Second Series 3 Operations Research Letters 3 Acta Mathematica Hungarica 3 Physica D 3 Sequential Analysis 3 Information and Computation 3 International Journal of Approximate Reasoning 3 Applied Mathematics Letters 3 Linear Algebra and its Applications 3 Indagationes Mathematicae. New Series 3 SIAM Journal on Optimization ...and 246 more Serials all top 5 Cited in 53 Fields 1,146 Probability theory and stochastic processes (60-XX) 308 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 192 Statistics (62-XX) 138 Systems theory; control (93-XX) 114 Numerical analysis (65-XX) 110 Partial differential equations (35-XX) 97 Statistical mechanics, structure of matter (82-XX) 79 Operations research, mathematical programming (90-XX) 74 Biology and other natural sciences (92-XX) 71 Computer science (68-XX) 45 Operator theory (47-XX) 44 Calculus of variations and optimal control; optimization (49-XX) 42 Dynamical systems and ergodic theory (37-XX) 41 Combinatorics (05-XX) 33 Ordinary differential equations (34-XX) 29 Global analysis, analysis on manifolds (58-XX) 24 Measure and integration (28-XX) 24 Quantum theory (81-XX) 17 Functional analysis (46-XX) 16 Integral equations (45-XX) 15 Linear and multilinear algebra; matrix theory (15-XX) 15 Harmonic analysis on Euclidean spaces (42-XX) 14 Special functions (33-XX) 12 Potential theory (31-XX) 12 Fluid mechanics (76-XX) 11 Number theory (11-XX) 11 Information and communication theory, circuits (94-XX) 10 Real functions (26-XX) 9 Mathematical logic and foundations (03-XX) 7 History and biography (01-XX) 7 Differential geometry (53-XX) 6 Difference and functional equations (39-XX) 6 Integral transforms, operational calculus (44-XX) 5 Topological groups, Lie groups (22-XX) 5 Mechanics of deformable solids (74-XX) 4 Functions of a complex variable (30-XX) 4 Geophysics (86-XX) 3 Nonassociative rings and algebras (17-XX) 3 Group theory and generalizations (20-XX) 3 Mechanics of particles and systems (70-XX) 2 General and overarching topics; collections (00-XX) 2 Several complex variables and analytic spaces (32-XX) 2 Abstract harmonic analysis (43-XX) 2 Convex and discrete geometry (52-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Relativity and gravitational theory (83-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Category theory; homological algebra (18-XX) 1 Approximations and expansions (41-XX) 1 General topology (54-XX) 1 Optics, electromagnetic theory (78-XX) 1 Astronomy and astrophysics (85-XX) 1 Mathematics education (97-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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