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Stochastics

An International Journal of Probability and Stochastic Processes

Short Title: Stochastics
Publisher: Taylor & Francis, Abingdon, Oxfordshire
ISSN: 1744-2508; 1744-2516/e
Online: http://www.tandfonline.com/loi/gssr20
Predecessor: Stochastics and Stochastics Reports
Comments: Journal; Indexed cover-to-cover
Documents Indexed: 864 Publications (since 2005)
References Indexed: 802 Publications with 18,875 References.
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Latest Issues

96, No. 1 (2024)
95, No. 8 (2023)
95, No. 7 (2023)
95, No. 6 (2023)
95, No. 5 (2023)
95, No. 4 (2023)
95, No. 3 (2023)
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84, No. 5-6 (2012)
84, No. 4 (2012)
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83, No. 4-6 (2011)
83, No. 3 (2011)
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82, No. 4-6 (2010)
82, No. 1-3 (2010)
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81, No. 2 (2009)
81, No. 1 (2009)
80, No. 6 (2008)
80, No. 5 (2008)
80, No. 4 (2008)
80, No. 2-3 (2008)
...and 15 more Volumes
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Authors

13 Øksendal, Bernt Karsten
10 Benth, Fred Espen
10 Ouknine, Youssef
8 Mishura, Yuliya Stepanivna
8 Ouerdiane, Habib
7 Gapeev, Pavel V.
7 Wang, Xuejun
7 Yan, Litan
6 da Silva, José Luís
6 Di Nunno, Giulia
6 Nualart, David
6 Orsingher, Enzo
6 Shen, Aiting
5 Dokuchaev, Nikolai G.
5 Dufour, François
5 Hamadene, Saïd
5 Jacka, Saul D.
5 Kifer, Yuri
5 Mao, Xuerong
5 Melnikov, Aleksander Viktorovich
5 Peskir, Goran
5 Proske, Frank Norbert
5 Tudor, Ciprian A.
4 Appleby, John A. D.
4 Bahlali, Khaled
4 Diop, Mamadou Abdoul
4 El Fatini, Mohamed
4 Engelbert, Hans-Jürgen
4 Evstigneev, Igor V.
4 Ezzinbi, Khalil
4 Hilbert, Astrid
4 Hu, Shuhe
4 Hu, Yaozhong
4 Macci, Claudio
4 Morlais, Marie-Amelie
4 Pontier, Monique
4 Privault, Nicolas
4 Quenez, Marie-Claire
4 Rodkina, Alexandra
4 Rosalsky, Andrew
4 Wu, Yi
4 Xiong, Jie
4 Yin, Gang George
4 Yuan, Chenggui
4 Zervos, Mihail
4 Zhitlukhin, Mikhail V.
3 Abdelghani, Mohamed N.
3 Albeverio, Sergio A.
3 Basse-O’Connor, Andreas
3 Bayraktar, Erhan
3 Berti, Patrizia
3 Caraballo Garrido, Tomás
3 Ceci, Claudia
3 Cung The Anh
3 Deugoue, Gabriel
3 Di Tella, Paolo
3 Erraoui, Mohamed
3 Eyjolfsson, Heidar
3 Grothaus, Martin
3 Hernández-Hernández, Daniel
3 Hillairet, Caroline
3 Jiang, Hui
3 Kolokoltsov, Vassili N.
3 Krühner, Paul
3 Kuhn, Christoph
3 Kushner, Harold J.
3 Lang, Annika
3 León, Jorge A.
3 Leonenko, Nikolai N.
3 Li, Deli
3 Liu, Junfeng
3 Mchiri, Lassaad
3 Meyer-Brandis, Thilo
3 Mnif, Mohamed
3 Mohan, Manil Thankamani
3 Nagel, Werner
3 Nilssen, Torstein K.
3 Novikov, Aleksandr Aleksandrovich
3 Pacchiarotti, Barbara
3 Pardoux, Etienne
3 Peng, Jiangyan
3 Pettersson, Roger
3 Ren, Yong
3 Rigo, Pietro
3 Shi, Zhiyan
3 Shiryaev, Al’bert Nikolaevich
3 Song, Qingshuo
3 Stockbridge, Richard H.
3 Volodin, Andrei I.
3 von Waldenfels, Wilhelm
3 Xi, Fubao
3 Yan, Zuomao
3 Yin, George Gang
3 Zheng, Harry H.
2 Accardi, Luigi
2 Agram, Nacira
2 Alòs, Elisa
2 Amami, Rim
2 An, Ta Thi Kieu
2 Ankirchner, Stefan
...and 1,180 more Authors
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Fields

786 Probability theory and stochastic processes (60-XX)
202 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
118 Systems theory; control (93-XX)
104 Statistics (62-XX)
80 Partial differential equations (35-XX)
54 Ordinary differential equations (34-XX)
44 Calculus of variations and optimal control; optimization (49-XX)
31 Numerical analysis (65-XX)
27 Operator theory (47-XX)
25 Operations research, mathematical programming (90-XX)
22 Dynamical systems and ergodic theory (37-XX)
21 Functional analysis (46-XX)
13 Quantum theory (81-XX)
13 Biology and other natural sciences (92-XX)
12 Integral equations (45-XX)
12 Fluid mechanics (76-XX)
10 Measure and integration (28-XX)
9 Global analysis, analysis on manifolds (58-XX)
6 Real functions (26-XX)
6 Special functions (33-XX)
6 Harmonic analysis on Euclidean spaces (42-XX)
5 General and overarching topics; collections (00-XX)
5 History and biography (01-XX)
5 Geophysics (86-XX)
4 Statistical mechanics, structure of matter (82-XX)
3 Potential theory (31-XX)
3 Difference and functional equations (39-XX)
3 Approximations and expansions (41-XX)
2 Combinatorics (05-XX)
2 Topological groups, Lie groups (22-XX)
2 Abstract harmonic analysis (43-XX)
2 Differential geometry (53-XX)
2 Mechanics of particles and systems (70-XX)
2 Information and communication theory, circuits (94-XX)
1 Mathematical logic and foundations (03-XX)
1 Field theory and polynomials (12-XX)
1 Linear and multilinear algebra; matrix theory (15-XX)
1 Nonassociative rings and algebras (17-XX)
1 Functions of a complex variable (30-XX)
1 Sequences, series, summability (40-XX)
1 Convex and discrete geometry (52-XX)
1 General topology (54-XX)
1 Computer science (68-XX)
1 Mechanics of deformable solids (74-XX)
1 Astronomy and astrophysics (85-XX)
1 Mathematics education (97-XX)

Publications by Year

Citations contained in zbMATH Open

666 Publications have been cited 4,215 times in 3,654 Documents Cited by Year
A mean-field stochastic maximum principle via Malliavin calculus. Zbl 1252.49039
Meyer-Brandis, Thilo; Øksendal, Bernt; Zhou, Xun Yu
73
2012
Risk minimizing portfolios and HJBI equations for stochastic differential games. Zbl 1145.93054
Mataramvura, Sure; Øksendal, Bernt
69
2008
Strong convergence rates for backward Euler-Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients. Zbl 1304.65009
Mao, Xuerong; Szpruch, Lukasz
68
2013
The stochastic Fubini theorem revisited. Zbl 1255.60086
Veraar, Mark
60
2012
Pathwise uniqueness and continuous dependence for SDEs with non-regular drift. Zbl 1221.60081
Fedrizzi, E.; Flandoli, F.
50
2011
Some properties of the sub-fractional Brownian motion. Zbl 1124.60038
Tudor, Constantin
50
2007
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. Zbl 1337.60123
Kruse, T.; Popier, A.
47
2016
Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120
Engelbert, Hans-Jürgen; Peskir, Goran
41
2014
Risk-sensitive control of continuous time Markov chains. Zbl 1337.49046
Ghosh, Mrinal K.; Saha, Subhamay
37
2014
The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion. Zbl 1154.60046
Mishura, Yu; Shevchenko, G.
36
2008
Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays. Zbl 1506.37074
Li, Shuang; Shu, Linxin; Shu, Xiao-Bao; Xu, Fei
36
2019
Almost sure exponential stability for stochastic neutral partial functional differential equations. Zbl 1115.60064
Govindan, T. E.
34
2005
A complete representation theorem for \(G\)-martingales. Zbl 1337.60130
Peng, Shige; Song, Yongsheng; Zhang, Jianfeng
32
2014
Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022
Crisan, Dan; Xiong, Jie
32
2010
Phase transitions of McKean-Vlasov processes in double-wells landscape. Zbl 1314.60118
Tugaut, Julian
32
2014
Simulation of stochastic partial differential equations using finite element methods. Zbl 1255.60114
Barth, Andrea; Lang, Annika
30
2012
Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise. Zbl 1422.62275
El Onsy, Brahim; Es-Sebaiy, Khalifa; Viens, Frederi G.
30
2017
Existence and global attractiveness of a pseudo almost periodic solution in \(p\)-th mean sense for stochastic evolution equation driven by a fractional Brownian motion. Zbl 1337.60137
Diop, Mamadou Abdoul; Ezzinbi, Khalil; Mbaye, Mamadou Moustapha
30
2015
Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066
Filipović, Damir; Tappe, Stefan; Teichmann, Josef
29
2010
Utility maximization in a jump market model. Zbl 1156.91380
Morlais, Marie-Amelie
28
2009
A harmonic function technique for the optimal stopping of diffusions. Zbl 1241.60022
Christensen, Sören; Irle, Albrecht
27
2011
Multidimensional quadratic and subquadratic BSDEs with special structure. Zbl 1337.60119
Cheridito, Patrick; Nam, Kihun
27
2015
Complete moment convergence for arrays of rowwise NSD random variables. Zbl 1337.60038
Shen, Aiting; Xue, Mingxiang; Volodin, Andrei
27
2016
On complete convergence of weighted sums for arrays of rowwise extended negatively dependent random variables. Zbl 1290.60040
Wang, Xuejun; Wang, Shijie; Hu, Shuhe; Ling, Jimin; Wei, Yunfei
26
2013
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
25
2015
Optimal stopping of Hunt and Lévy processes. Zbl 1114.60034
Mordecki, Ernesto; Salminen, Paavo
23
2007
Non-exponential stability and decay rates in nonlinear stochastic difference equations with unbounded noise. Zbl 1177.39020
Appleby, John A. D.; Berkolaiko, Gregory; Rodkina, Alexandra
23
2009
Strong convergence for sequences of asymptotically almost negatively associated random variables. Zbl 1312.60024
Shen, Aiting; Wu, Ranchao
23
2014
A stochastic target formulation for optimal switching problems in finite horizon. Zbl 1175.60037
Bouchard, Bruno
22
2009
Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments. Zbl 1492.91083
Peng, Jiangyan; Wang, Dingcheng
22
2018
Space-time fractional diffusions in Gaussian noisy environment. Zbl 1379.60065
Chen, Le; Hu, Guannan; Hu, Yaozhong; Huang, Jingyu
22
2017
On the local time of multifractional Brownian motion. Zbl 1124.60061
Boufoussi, B.; Dozzi, M.; Guerbaz, R.
21
2006
Amplitude equations for SPDEs with cubic nonlinearities. Zbl 1291.60127
Blömker, Dirk; Mohammed, Wael W.
21
2013
Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models. Zbl 1298.91166
Jacquier, Antoine; Keller-Ressel, Martin; Mijatović, Aleksandar
21
2013
Existence and exponential stability of almost automorphic mild solutions for stochastic functional differential equations. Zbl 1221.60078
Cao, Junfei; Yang, Qigui; Huang, Zaitang
20
2011
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
20
2014
Asymptotics and duality for the Davis and Norman problem. Zbl 1276.91093
Gerhold, Stefan; Muhle-Karbe, Johannes; Schachermayer, Walter
20
2012
Risk minimizing hedging for a partially observed high frequency data model. Zbl 1156.91362
Ceci, Claudia
19
2006
A global construction of homogeneous random planar tessellations that are stable under iteration. Zbl 1139.60011
Mecke, J.; Nagel, W.; Weiss, V.
19
2008
On the practical global uniform asymptotic stability of stochastic differential equations. Zbl 1337.60117
Caraballo, Tomás; Hammami, Mohamed Ali; Mchiri, Lassaad
19
2016
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
19
2017
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
18
2009
Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces. Zbl 1117.60056
Rüdiger, B.; Ziglio, G.
17
2006
Existence and uniqueness of path wise solutions for stochastic integral equations driven by Lévy noise on separable Banach spaces. Zbl 1119.60040
Mandrekar, V.; Rüdiger, B.
17
2006
A bulk quorum queueing system with a random setup time under \(N\)-policy and with Bernoulli vacation schedule. Zbl 1122.60082
Tadj, Lotfi; Choudhury, Gautam; Tadj, Chakib
17
2006
Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137
Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L.
17
2010
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions. Zbl 1306.60040
Crocce, Fabián; Mordecki, Ernesto
17
2014
Precautionary measures for credit risk management in jump models. Zbl 1288.91187
Egami, Masahiko; Yamazaki, Kazutoshi
17
2013
On the sequential testing problem for some diffusion processes. Zbl 1228.62098
Gapeev, Pavel V.; Shiryaev, Albert N.
17
2011
Optimal stopping, Appell polynomials, and Wiener-Hopf factorization. Zbl 1248.60046
Salminen, Paavo
17
2011
Lévy noise perturbation for an epidemic model with impact of media coverage. Zbl 1492.92090
El Fatini, Mohamed; Laaribi, Aziz; Pettersson, Roger; Taki, Regragui
17
2019
Feynman-Kac formulas for regime-switching jump diffusions and their applications. Zbl 1337.60200
Zhu, Chao; Yin, George; Baran, Nicholas A.
17
2015
Numerical solutions for jump-diffusions with regime switching. Zbl 1071.60050
Yin, G.; Song, Q. S.; Zhang, Z.
16
2005
Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043
Androshchuk, Taras; Mishura, Yuliya
16
2006
On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035
Novikov, Alexander; Shiryaev, Albert
16
2007
Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space. Zbl 1325.60094
Nguyen Tien Dung
16
2015
White noise-based stochastic calculus with respect to multifractional Brownian motion. Zbl 1326.60079
Lebovits, Joachim; Lévy Véhel, Jacques
16
2014
Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations. Zbl 1490.60172
Moghaddam, B. P.; Zhang, Lei; Lopes, A. M.; Tenreiro Machado, J. A.; Mostaghim, Z. S.
16
2020
On stability of stochastic differential equations with random impulses driven by Poisson jumps. Zbl 1506.34103
Anguraj, A.; Ravikumar, K.; Nieto, Juan J.
16
2021
Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order \(q \in (1,2)\). Zbl 1490.65009
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed
16
2021
Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations. Zbl 1494.60073
Mohan, Manil T.
16
2021
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. Zbl 1090.60057
Øksendal, Bernt; Proske, Frank; Zhang, Tusheng
15
2005
Hitting densities for spectrally positive stable processes. Zbl 1231.60042
Simon, Thomas
15
2011
The duality of optimal exercise and domineering claims: a Doob-Meyer decomposition approach to the Snell envelope. Zbl 1235.60039
Jamshidian, Farshid
15
2007
An approach for solving perpetual optimal stopping problems driven by Lévy processes. Zbl 1156.60026
Surya, B. A.
15
2007
A generalized pricing framework addressing correlated mortality and interest risks: a change of probability measure approach. Zbl 1337.91047
Liu, Xiaoming; Mamon, Rogemar; Gao, Huan
15
2014
Almost sure weak convergence of random probability measures. Zbl 1100.60025
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro
15
2006
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
15
2008
Dynamic assessment indices. Zbl 1414.91420
Bielecki, Tomasz R.; Cialenco, Igor; Drapeau, Samuel; Karliczek, Martin
15
2016
\(L^p\)-solution for BSDEs with jumps in the case \(p<2\): Corrections to the paper ‘BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration’. Zbl 1394.60064
Kruse, T.; Popier, Alexandre
15
2017
Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications. Zbl 1394.60021
Wang, Xuejun; Wu, Yi; Rosalsky, Andrew
15
2017
Optimal investment to minimize the probability of drawdown. Zbl 1367.91162
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
15
2016
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. Zbl 1493.62580
Cheng, Dongya; Yu, Changjun
14
2019
Existence of solutions for fractional neutral functional differential equations driven by fBm with infinite delay. Zbl 1498.60224
Lakhel, E.; McKibben, M. A.
14
2018
On the rate of convergence of strong Euler approximation for SDEs driven by Levy processes. Zbl 1498.60230
Mikulevičius, R.; Xu, Fanhui
14
2018
Asymptotic ruin probabilities for a bidimensional renewal risk model. Zbl 1394.60090
Yang, Haizhong; Li, Jinzhu
14
2017
Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068
Yan, Litan; Yu, Xianye
14
2015
A PDE representation of the density of the minimal entropy martingale measure in stochastic volatility markets. Zbl 1115.91025
Benth, Fred Espen; Karlsen, Kenneth Hvistendahl
13
2005
Ulam-Hyers-Rassias stability of neutral stochastic functional differential equations. Zbl 1498.60204
Caraballo, Tomás; Mchiri, Lassaad; Rhaima, Mohamed
13
2022
Moving randomly amid scattered obstacles. Zbl 1210.60111
Beghin, Luisa; Orsingher, Enzo
13
2010
On the law of the iterated logarithm in multiserver open queueing networks. Zbl 1306.60143
Minkevičius, Saulius
13
2014
Dynkin games in a general framework. Zbl 1298.60050
Kobylanski, Magdalena; Quenez, Marie-Claire; de Campagnolle, Marc Roger
13
2014
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time. Zbl 1251.93140
Dufour, Francois; Stockbridge, Richard H.
13
2012
Stochastic differential equations on fractal sets. Zbl 1490.60158
Golmankhaneh, Alireza K.; Tunç, Cemil
13
2020
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058
Lee, Chihoon; Song, Jian
13
2016
Global-in-time regularity via duality for congestion-penalized mean field games. Zbl 1395.91035
Prosinski, Adam; Santambrogio, Filippo
13
2017
Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
13
2016
Hedging with risk for game options in discrete time. Zbl 1151.91503
Dolinsky, Yan; Kifer, Yuri
12
2007
Optimal control of stochastic functional differential equations with a bounded memory. Zbl 1138.93065
Chang, Mou-Hsiung (Harry); Pang, Tao; Pemy, Moustapha
12
2008
Hyperbolic and fractional hyperbolic Brownian motion. Zbl 1129.60038
Lao, Lanjun; Orsingher, Enzo
12
2007
A Dynkin game with asymmetric information. Zbl 1284.91041
Lempa, Jukka; Matomäki, Pekka
12
2013
Stochastic differential equations with time-dependent reflecting barriers. Zbl 1296.60175
Słomiński, Leszek; Wojciechowski, Tomasz
12
2013
Consistent utility of investment and consumption: a forward/backward SPDE viewpoint. Zbl 1498.60281
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed
12
2018
Drift parameter estimation for nonlinear stochastic differential equations driven by fractional Brownian motion. Zbl 1498.62164
Hu, Yaozhong; Nualart, David; Zhou, Hongjuan
12
2019
The exponential behaviour and stabilizability of stochastic 2D hydrodynamical type systems. Zbl 1379.60062
Anh, Cung The; Da, Nguyen Tien
12
2017
Optimal portfolio, partial information and Malliavin calculus. Zbl 1176.93081
Di Nunno, Giulia; Øksendal, Bernt
11
2009
Sequential multi-hypothesis testing for compound Poisson processes. Zbl 1132.62061
Dayanik, Savas; Poor, H. Vincent; Sezer, Semih O.
11
2008
Convergence of integrated superpositions of Ornstein-Uhlenbeck processes to fractional Brownian motion. Zbl 1082.60014
Leonenko, Nikolai; Taufer, Emanuele
11
2005
Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients. Zbl 1321.49064
Hamadène, Said; Mu, Rui
11
2015
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type. Zbl 1205.60132
Lang, Annika; Chow, Pao-Liu; Potthoff, Jürgen
11
2010
Standard and fractional reflected Ornstein-Uhlenbeck processes as the limits of square roots of Cox-Ingersoll-Ross processes. Zbl 07701608
Mishura, Yuliya; Yurchenko-Tytarenko, Anton
3
2023
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier-Stokes equations. Zbl 1518.35540
Anh, Cung The; Thanh, Nguyen Van; Tuyet, Phan Thi
3
2023
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman-Forchheimer equations in bounded domains. Zbl 1518.35133
Kinra, K.; Mohan, M. T.
3
2023
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition. Zbl 1525.60036
Li, Jingyu; Zhang, Yong
1
2023
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation. Zbl 1525.60061
Kroll, M.
1
2023
Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups. Zbl 1534.60087
Yang, Quancheng; Wu, Dan; Shu, Xiaobao
1
2023
Generalized Wiener-Hermite integrals and rough non-Gaussian Ornstein-Uhlenbeck process. Zbl 1528.60031
Assaad, Obayda; Diez, Charles-Phillipe; Tudor, Ciprian A.
1
2023
Random periodic solutions for a class of hybrid stochastic differential equations. Zbl 1533.60102
Uda, Kenneth
1
2023
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness. Zbl 1515.60210
Nasroallah, Kaoutar; Ouknine, Youssef
1
2023
Scaling limits of bisexual Galton-Watson processes. Zbl 1518.60077
Bansaye, Vincent; Caballero, Maria-Emilia; Méléard, Sylvie; San Martín, Jaime
1
2023
Functional central limit theorems for epidemic models with varying infectivity. Zbl 1524.92107
Pang, Guodong; Pardoux, Étienne
1
2023
Decoherence for Markov chains. Zbl 1518.60066
Fidaleo, Francesco; Vincenzi, Elia
1
2023
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences. Zbl 1518.60048
Qi, Zongfeng; Zhou, Jinyu; Yan, Jigao
1
2023
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions. Zbl 07745493
Dozzi, Marco; Kolkovska, Ekaterina T.; López-Mimbela, José A.; Touibi, Rim
1
2023
Ulam-Hyers-Rassias stability of neutral stochastic functional differential equations. Zbl 1498.60204
Caraballo, Tomás; Mchiri, Lassaad; Rhaima, Mohamed
13
2022
Multi-dimensional sequential testing and detection. Zbl 1492.60102
Ekström, Erik; Wang, Yuqiong
5
2022
Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay. Zbl 1499.34384
Diop, Amadou; Diop, Mamadou Abdoul; Ezzinbi, Khalil; Guindo, Paul dit Akouni
4
2022
Optimal stopping problems for maxima and minima in models with asymmetric information. Zbl 1497.60060
Gapeev, Pavel V.; Li, Libo
4
2022
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest. Zbl 1490.91052
Liu, Xijun; Gao, Qingwu
4
2022
Martingale representation in progressively enlarged Lévy filtrations. Zbl 1492.60147
Di Tella, P.; Engelbert, H.-J.
3
2022
Structural classification of continuous time Markov chains with applications. Zbl 1502.60116
Xu, Chuang; Hansen, Mads Christian; Wiuf, Carsten
2
2022
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations. Zbl 1502.60084
Benth, Fred Espen; Detering, Nils; Krühner, Paul
2
2022
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence. Zbl 1496.60053
Makogin, Vitalii; Spodarev, Evgeny
2
2022
Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay. Zbl 1491.60091
Yang, Ning; Chen, Dongyan; Hu, Jun; Zhang, Zhiyang; Zhao, Pengfei
2
2022
Central limit theorem for the capacity of the range of stable random walks. Zbl 1504.60034
Cygan, Wojciech; Sandrić, Nikola; Šebek, Stjepan
2
2022
On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking. II. Zbl 1503.60027
Iksanov, Alexander; Marynych, Alexander; Samoilenko, Igor
1
2022
Large deviation principles for a 2D stochastic Cahn-Hilliard-Navier-Stokes driven by jump noise. Zbl 1504.35662
Deugoué, Gabriel; Tachim Medjo, Theodore
1
2022
Self-exciting jump processes and their asymptotic behaviour. Zbl 1499.60283
Dahl, Kristina Rognlien; Eyjolfsson, Heidar
1
2022
Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability. Zbl 1498.60141
Jiang, Qianqian; Dai, Wanyang
1
2022
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion. Zbl 1495.60025
Shen, Guangjun; Tang, Zheng; Yin, Xiuwei
1
2022
Some harmonic functions for killed Markov branching processes with immigration and culling. Zbl 1492.60243
Vidmar, Matija
1
2022
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model. Zbl 1495.60016
Kriukov, Nikolai
1
2022
On a switching control problem with càdlàg costs. Zbl 1496.60038
Hamadène, Said; Jasso-Fuentes, Héctor; Osorio-Agudelo, Yamid A.
1
2022
Discounted optimal stopping problems in continuous hidden Markov models. Zbl 1503.60049
Gapeev, Pavel V.
1
2022
On comparison theorem for optional SDEs via local times and applications. Zbl 1496.60059
Abdelghani, Mohamed; Melnikov, Alexander; Pak, Andrey
1
2022
Quadratic BSDEs with jumps and related PIDEs. Zbl 1497.60079
Madoui, Imène; Eddahbi, Mhamed; Khelfallah, Nabil
1
2022
Normal approximation for generalized \(U\)-statistics and weighted random graphs. Zbl 1503.60012
Privault, Nicolas; Serafin, Grzegorz
1
2022
Derivative for the intersection local time of two independent fractional Brownian motions. Zbl 1490.60089
Yan, Litan; Sun, Xichao
1
2022
Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions. Zbl 1492.34017
Chang, Yong-Kui; Liu, Xiaojing; Zhao, Zhi-Han
1
2022
On perpetual American options in a multidimensional Black-Scholes model. Zbl 1492.91386
Rozkosz, Andrzej
1
2022
On stability of stochastic differential equations with random impulses driven by Poisson jumps. Zbl 1506.34103
Anguraj, A.; Ravikumar, K.; Nieto, Juan J.
16
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Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order \(q \in (1,2)\). Zbl 1490.65009
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed
16
2021
Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations. Zbl 1494.60073
Mohan, Manil T.
16
2021
Practical stability with respect to a part of variables of stochastic differential equations. Zbl 1492.93190
Caraballo, Tomás; Ezzine, Faten; Hammami, Mohamed Ali; Mchiri, Lassaad
11
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Uniform asymptotics for the finite-time ruin probability of a generalized bidimensional risk model with Brownian perturbations. Zbl 1490.62314
Cheng, Dongya
9
2021
Existence and controllability results for nonlocal stochastic integro-differential equations. Zbl 1490.60183
Diop, Amadou; Diop, Mamadou Abdoul; Ezzinbi, Khalil; Mané, Aziz
5
2021
Poisson generalized gamma process and its properties. Zbl 1496.60108
Hwan Cha, Ji; Mercier, Sophie
5
2021
Asymptotic behaviour on the linear self-interacting diffusion driven by \(\alpha\)-stable motion. Zbl 1496.60051
Sun, Xichao; Yan, Litan
4
2021
A supplement to the laws of large numbers and the large deviations. Zbl 1492.60067
Li, Deli; Miao, Yu
4
2021
Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models. Zbl 1492.60072
Shen, Aiting; Li, Xiang; Ning, Mingming
3
2021
Nonlinear filtering of stochastic differential equations with correlated Lévy noises. Zbl 1496.60052
Qiao, Huijie
3
2021
Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup. Zbl 1506.34104
Gao, Dongdong; Li, Jianli
3
2021
A Fourier-based Picard-iteration approach for a class of McKean-Vlasov SDEs with Lévy jumps. Zbl 1490.65005
Agarwal, Ankush; Pagliarani, Stefano
2
2021
Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model. Zbl 1490.62102
Shen, Aiting; Li, Xiang; Zhang, Yajing; Qiu, Yige; Wang, Xuejun
2
2021
Exponential stability of nonlinear fractional stochastic system with Poisson jumps. Zbl 1501.37056
Balasubramaniam, P.; Sathiyaraj, T.; Priya, K.
2
2021
On stationarity properties of generalized Hermite-type processes. Zbl 1500.60026
Donhauzer, Illia; Olenko, Andriy
2
2021
Large deviation principle for SDEs with Dini continuous drifts. Zbl 1490.60147
Cheng, Lingyan; Huang, Xing
2
2021
Stochastic modelling with randomized Markov bridges. Zbl 1490.60094
Macrina, Andrea; Sekine, Jun
1
2021
Stepanov-like pseudo almost periodicity in distribution and optimal control to impulsive partial stochastic differential equations. Zbl 1490.34078
Yan, Zuomao; Lu, Fangxia
1
2021
How long does the surplus stay close to its historical high? Zbl 1500.60048
Li, Bo; Hua, Yun; Zhou, Xiaowen
1
2021
Sample path large deviations for the multiplicative Poisson shot noise process with compensation. Zbl 07553835
Jiang, Hui; Yang, Qingshan
1
2021
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations. Zbl 1490.60195
Besalú, Mireia; Márquez-Carreras, David; Nualart, Eulalia
1
2021
Some strong laws of large numbers, \(L_2\)-convergence and complete convergence for \(m\)-AANA random vectors in Hilbert space. Zbl 1529.60032
Ko, Mi-Hwa
1
2021
On optimal threshold stopping times for Ito diffusions. Zbl 1496.60034
Arkin, V. I.; Slastnikov, A. D.
1
2021
Asymptotic moment estimation for stochastic Lotka-Volterra model driven by \(G\)-Brownian motion. Zbl 1496.60063
He, Ping; Ren, Yong; Zhang, Defei
1
2021
General methods for bounding multidimensional ruin probabilities in regime-switching models. Zbl 1496.60090
Gajek, Lesław; Rudź, Marcin
1
2021
Independent increment processes: a multilinearity preserving property. Zbl 1496.60045
Benth, Fred Espen; Detering, Nils; Krühner, Paul
1
2021
Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application. Zbl 1496.60065
Marie, Nicolas; Raynaud de Fitte, Paul
1
2021
Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses. Zbl 1496.60064
Liu, Jiankang; Xu, Wei; Guo, Qin; Wang, Jinbin
1
2021
Geometric ergodicity of the multivariate COGARCH(1,1) process. Zbl 1500.60045
Stelzer, Robert; Vestweber, Johanna
1
2021
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence. Zbl 1496.60109
Sun, Huimin; Geng, Bingzhen; Wang, Shijie
1
2021
Statistical causality and purely discontinuous local martingales. Zbl 1496.60039
Valjarević, Dragana; Petrović, Ljiljana
1
2021
Perpetual integral functionals of multidimensional stochastic processes. Zbl 1492.60221
Kondratiev, Yuri; Mishura, Yuliya; da Silva, José L.
1
2021
Stochastic calculus in a risk model with stochastic return on investments. Zbl 1490.60239
Elghribi, Moncef
1
2021
Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients. Zbl 1490.60155
Frikha, Noufel; Li, Libo
1
2021
On almost certain convergence of double series of random elements and the rate of convergence of tail series. Zbl 1495.60013
Parker, Robert; Rosalsky, Andrew
1
2021
Sufficient conditions for existence and uniqueness of fractional stochastic delay differential equations. Zbl 1490.60172
Moghaddam, B. P.; Zhang, Lei; Lopes, A. M.; Tenreiro Machado, J. A.; Mostaghim, Z. S.
16
2020
Stochastic differential equations on fractal sets. Zbl 1490.60158
Golmankhaneh, Alireza K.; Tunç, Cemil
13
2020
Random attractors for the two-dimensional stochastic g-Navier-Stokes equations. Zbl 1490.60185
Feng, Xiaoliang; You, Bo
11
2020
Strong Snell envelopes and RBSDEs with regulated trajectories when the barrier is a semimartingale. Zbl 1490.60073
Akdim, Khadija; Haddadi, Mouna; Ouknine, Youssef
8
2020
Cramér-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process. Zbl 1490.62300
Jiang, Hui; Zhang, Ning
8
2020
Convergence properties for weighted sums of weakly dependent random vectors in Hilbert spaces. Zbl 1490.60067
Wu, Yi; Zhang, Fei; Wang, Xuejun
7
2020
\(p\)th moment stability of fractional stochastic differential inclusions via resolvent operators driven by the Rosenblatt process and Poisson jumps with impulses. Zbl 1492.34079
Mattuvarkuzhali, C.; Balasubramaniam, P.
6
2020
Analysis of a stochastic predator-prey system with foraging arena scheme. Zbl 1490.60145
Cai, Yongmei; Cai, Siyang; Mao, Xuerong
5
2020
Multi-dimensional BSDEs driven by \(G\)-Brownian motion and related system of fully nonlinear PDEs. Zbl 1490.60170
Liu, Guomin
5
2020
Invariant measures for stochastic reaction-diffusion equations with weakly dissipative nonlinearities. Zbl 1490.60189
Misiats, Oleksandr; Stanzhytskyi, Oleksandr; Yip, Nung Kwan
5
2020
Complete convergence for weighted sums of WNOD random variables and its applications. Zbl 1492.60071
Ning, Mingming; Wu, Caoqing; Shen, Aiting
4
2020
Existence and uniqueness of stochastic equations of optional semimartingales under monotonicity condition. Zbl 1490.60194
Abdelghani, Mohamed N.; Melnikov, Alexander V.
4
2020
A weak convergence result for sequential empirical processes under weak dependence. Zbl 1492.60058
Mohr, Maria
4
2020
The last zero-crossing of an iterated Brownian motion with drift. Zbl 1490.60224
Iafrate, F.; Orsingher, E.
4
2020
Integral representation of generalized grey Brownian motion. Zbl 1490.60086
Bock, Wolfgang; Desmettre, Sascha; da Silva, José Luís
4
2020
Coercivity condition for higher moment a priori estimates for nonlinear SPDEs and existence of a solution under local monotonicity. Zbl 1490.60190
Neelima; Šiška, David
4
2020
Reflected backward doubly stochastic differential equations with discontinuous barrier. Zbl 1490.60141
Berrhazi, Badr-eddine; El Fatini, Mohamed; Hilbert, Astrid; Mrhardy, Naoual; Pettersson, Roger
4
2020
Approximation of solutions to fractional stochastic integro-differential equations of order \(\alpha \in (1,2]\). Zbl 1490.34072
Chaudhary, Renu; Muslim, M.; Pandey, Dwijendra N.
3
2020
The minimum mean square estimator of integrable variables under sublinear operators. Zbl 1490.60132
Ji, Shaolin; Kong, Chuiliu; Sun, Chuanfeng
3
2020
Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients. Zbl 1490.60160
Gou, Zhun; Wang, Ming-hui; Huang, Nan-jing
3
2020
Acceptability indices of performance for bounded càdlàg processes. Zbl 1490.60085
Kountzakis, Christos E.; Rossello, Damiano
3
2020
Stochastic partial differential equation with reflection driven by fractional noises. Zbl 1492.35436
Wang, Suxin; Jiang, Yiming; Wang, Yongjin
2
2020
Existence, uniqueness and Malliavin differentiability of Lévy-driven BSDEs with locally Lipschitz driver. Zbl 1490.60157
Geiss, Christel; Steinicke, Alexander
2
2020
The strong law of large numbers for moving average of continuous state nonhomogeneous Markov chains. Zbl 1490.60216
Wang, Bei; Shi, Zhiyan; Yang, Weiguo
2
2020
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Cited by 4,218 Authors

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27 Yan, Litan
23 Mishura, Yuliya Stepanivna
23 Ouknine, Youssef
23 Shen, Guangjun
22 Mohan, Manil Thankamani
21 Shen, Aiting
20 Wu, Yi
19 Caraballo Garrido, Tomás
17 Es-Sebaiy, Khalifa
17 Hu, Yaozhong
17 Mao, Xuerong
16 Yamazaki, Kazutoshi
15 Ji, Shaolin
15 Siu, Tak Kuen
14 Diop, Mamadou Abdoul
14 Gapeev, Pavel V.
14 Hu, Shuhe
14 Jentzen, Arnulf
14 Leonenko, Nikolai N.
14 Yan, Zuomao
14 Yuan, Chenggui
13 Ceci, Claudia
13 El Fatini, Mohamed
13 Øksendal, Bernt Karsten
13 Peskir, Goran
13 Ren, Yong
13 Rodkina, Alexandra
13 Shen, Yang
13 Xi, Fubao
12 Bayraktar, Erhan
12 Benth, Fred Espen
12 Röckner, Michael
12 Xiong, Jie
12 Yu, Qian
11 Buonaguidi, Bruno
11 Christensen, Soren
11 Di Nunno, Giulia
11 Hamadene, Saïd
11 Hu, Ying
11 Klimsiak, Tomasz
11 Kruse, Thomas
11 Mchiri, Lassaad
11 Miao, Yu
11 Orsingher, Enzo
11 Possamaï, Dylan
11 Thäle, Christoph
11 Tudor, Ciprian A.
10 Dolinsky, Yan
10 Fan, Shengjun
10 Guo, Yongjiang
10 Jiang, Hui
10 Kinra, Kush
10 Li, Xun
10 Liu, Wei
10 Menoukeu Pamen, Olivier
10 Pal, Chandan
10 Pérez Garmendia, Jose Luis
10 Pham, Huyên
10 Piunovskiĭ, Alekseĭ Borisovich
10 Pradhan, Somnath
10 Prakasa Rao, B. L. S.
10 Volodin, Andrei I.
9 Blömker, Dirk
9 Cheng, Dongya
9 Cui, Jing
9 De Gregorio, Alessandro
9 Ezzinbi, Khalil
9 Guo, Xianping
9 Hammami, Mohamed Ali
9 Hu, Mingshang
9 Huang, Haiwu
9 Hutzenthaler, Martin
9 Jacquier, Antoine
9 Kifer, Yuri
9 Ko, Mi-Hwa
9 Liu, Wei
9 Marzougue, Mohamed
9 Mohammed, Wael W.
9 Muhle-Karbe, Johannes
9 Peng, Xingchun
9 Popier, Alexandre
9 Proske, Frank Norbert
9 Radchenko, Vadym Mykolaĭovych
9 Reisinger, Christoph
9 Rhaima, Mohamed
9 Shevchenko, Georgiy M.
9 Shi, Jingtao
9 Sulem, Agnès
9 Sun, Xichao
9 Tang, Shanjian
9 Wu, Qunying
9 Wu, Zhen
9 Zhang, Yi
8 Albeverio, Sergio A.
8 Crepey, Stephane
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8 Dufour, François
8 Durga, Nagarajan
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Cited in 450 Journals

181 Stochastic Processes and their Applications
125 Stochastics
98 Statistics & Probability Letters
84 Journal of Mathematical Analysis and Applications
74 Communications in Statistics. Theory and Methods
69 Journal of Theoretical Probability
63 SIAM Journal on Control and Optimization
62 Applied Mathematics and Optimization
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58 The Annals of Applied Probability
53 Journal of Computational and Applied Mathematics
51 Insurance Mathematics & Economics
50 Journal of Applied Probability
50 Stochastics and Dynamics
48 Electronic Journal of Probability
46 Advances in Applied Probability
45 Finance and Stochastics
44 SIAM Journal on Financial Mathematics
42 Mathematical Finance
38 International Journal of Theoretical and Applied Finance
37 Bernoulli
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29 Random Operators and Stochastic Equations
28 International Journal of Control
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27 Discrete and Continuous Dynamical Systems. Series B
26 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
25 Mathematical Methods of Operations Research
24 Journal of Statistical Physics
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21 Chaos, Solitons and Fractals
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15 Computers & Mathematics with Applications
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12 Infinite Dimensional Analysis, Quantum Probability and Related Topics
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11 Optimization
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11 Afrika Matematika
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10 Communications in Mathematical Physics
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10 European Journal of Operational Research
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10 Extremes
10 Probability in the Engineering and Informational Sciences
10 Qualitative Theory of Dynamical Systems
10 Stochastic Models
10 Acta Mathematica Scientia. Series B. (English Edition)
10 Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales. Serie A: Matemáticas. RACSAM
9 Acta Mathematicae Applicatae Sinica. English Series
9 Queueing Systems
9 Japan Journal of Industrial and Applied Mathematics
9 International Journal of Computer Mathematics
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Cited in 55 Fields

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