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Probability and its Applications

Short Title: Probab. Appl.
Publisher: Birkhäuser, Cham
ISSN: 2297-0371; 2297-0398/e
Online: https://link.springer.com/bookseries/4893
Comments: Book series
Documents Indexed: 52 Publications (since 1990)

Latest Volumes

(1990-2017)

Publications by Year

Citations contained in zbMATH Open

52 Publications have been cited 10,291 times in 9,364 Documents Cited by Year
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
2006
Foundations of modern probability. 2nd ed. Zbl 0996.60001
Kallenberg, Olav
2002
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
620
2002
An introduction to the theory of point processes. Vol. I: Elementary theory and methods. 2nd ed. Zbl 1026.60061
Daley, D. J.; Vere-Jones, D.
566
2003
Foundations of modern probability. Zbl 0892.60001
Kallenberg, Olav
539
1997
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
489
1995
Stochastic and integral geometry. Zbl 1175.60003
Schneider, Rolf; Weil, Wolfgang
436
2008
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
310
2005
Feynman-Kac formulae. Genealogical and interacting particle systems with applications. Zbl 1130.60003
Del Moral, Pierre
308
2004
Spectral theory of random Schrödinger operators. Zbl 0717.60074
Carmona, René; Lacroix, Jean
289
1990
An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. Zbl 1159.60003
Daley, Daryl J.; Vere-Jones, David
281
2008
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
273
2008
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
249
1996
Theory of random sets. Zbl 1109.60001
Molchanov, Ilya
230
2005
Coupling, stationarity, and regeneration. Zbl 0949.60007
Thorisson, Hermann
218
2000
Intersections of random walks. Zbl 1228.60004
Lawler, Gregory F.
201
1991
Normal approximation by Stein’s method. Zbl 1213.62027
Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man
184
2011
The self-avoiding walk. Zbl 0780.60103
Madras, Neal; Slade, Gordon
161
1993
Stochastic control in insurance. Zbl 1133.93002
Schmidli, Hanspeter
152
2008
Measure-valued branching Markov processes. Zbl 1235.60003
Li, Zenghu
151
2011
Random series and stochastic integrals: single and multiple. Zbl 0751.60035
Kwapień, Stanisław; Woyczyński, Wojbor A.
150
1992
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
134
1996
Probabilistic symmetries and invariance principles. Zbl 1084.60003
Kallenberg, Olav
131
2005
Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1228.60002
Gawarecki, Leszek; Mandrekar, Vidyadhar
118
2011
Laws of chaos. Invariant measures and dynamical systems in one dimension. Zbl 0893.28013
Boyarsky, Abraham; Góra, Paweł
115
1997
Diffusions and elliptic operators. Zbl 0914.60009
Bass, Richard F.
113
1998
Noise-induced phenomena in slow-fast dynamical systems. A sample-paths approach. Zbl 1098.37049
Berglund, Nils; Gentz, Barbara
111
2006
Probability models for DNA sequence evolution. 2nd ed. Zbl 1311.92007
Durrett, Richard
111
2008
Marked point processes on the real line. The dynamic approach. Zbl 0829.60038
Last, Günter; Brandt, Andreas
99
1995
Introduction to stochastic integration. 2nd ed. Zbl 0725.60050
Chung, K. L.; Williams, R. J.
88
1990
Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002
Collet, Pierre; Martínez, Servet; San Martín, Jaime
86
2013
Eigenvalues, inequalities, and ergodic theory. Zbl 1079.60005
Chen, Mu-Fa
80
2005
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
79
2013
Stochastic calculus and applications. 2nd revised and expanded edition. Zbl 1338.60001
Cohen, Samuel N.; Elliott, Robert J.
70
2015
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
67
2013
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
67
2009
Point process theory and applications. Marked point and picewise deterministic processes. Zbl 1093.60002
Jacobsen, Martin
66
2006
Stochastic spectral theory for selfadjoint Feller operators: A functional integration approach. Zbl 0980.60005
Demuth, Michael; van Casteren, Jan A.
46
2000
Basics of applied stochastic processes. Zbl 1159.60001
Serfozo, Richard
45
2009
Probability models for DNA sequence evolution. Zbl 0991.92021
Durrett, Rick
38
2002
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
38
2013
Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007
Prakasa Rao, B. L. S.
36
2012
Renewal theory for perturbed random walks and similar processes. Zbl 1382.60004
Iksanov, Alexander
35
2016
Intersections of random walks. Zbl 0925.60078
Lawler, Gregory F.
32
1996
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
28
2004
The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors. Zbl 1214.60001
Feng, Shui
28
2010
Bonferroni-type inequalities with applications. Zbl 0869.60014
Galambos, Janos; Simonelli, Italo
24
1996
The doctrine of chances. Probabilistic aspects of gambling. Zbl 1198.60001
Ethier, Stewart N.
18
2010
Probability measures on semigroups. Convolution products, random walks and random matrices. 2nd ed. Zbl 1213.60007
Högnäs, Göran; Mukherjea, Arunava
13
2011
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
9
2017
Schrödinger diffusion processes. Zbl 0846.60002
Aebi, Robert
7
1996
Invariant probabilities of transition functions. Zbl 1302.37002
Zaharopol, Radu
6
2014
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
9
2017
Renewal theory for perturbed random walks and similar processes. Zbl 1382.60004
Iksanov, Alexander
35
2016
Stochastic calculus and applications. 2nd revised and expanded edition. Zbl 1338.60001
Cohen, Samuel N.; Elliott, Robert J.
70
2015
Invariant probabilities of transition functions. Zbl 1302.37002
Zaharopol, Radu
6
2014
Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002
Collet, Pierre; Martínez, Servet; San Martín, Jaime
86
2013
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
79
2013
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
67
2013
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
38
2013
Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007
Prakasa Rao, B. L. S.
36
2012
Normal approximation by Stein’s method. Zbl 1213.62027
Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man
184
2011
Measure-valued branching Markov processes. Zbl 1235.60003
Li, Zenghu
151
2011
Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1228.60002
Gawarecki, Leszek; Mandrekar, Vidyadhar
118
2011
Probability measures on semigroups. Convolution products, random walks and random matrices. 2nd ed. Zbl 1213.60007
Högnäs, Göran; Mukherjea, Arunava
13
2011
The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors. Zbl 1214.60001
Feng, Shui
28
2010
The doctrine of chances. Probabilistic aspects of gambling. Zbl 1198.60001
Ethier, Stewart N.
18
2010
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
67
2009
Basics of applied stochastic processes. Zbl 1159.60001
Serfozo, Richard
45
2009
Stochastic and integral geometry. Zbl 1175.60003
Schneider, Rolf; Weil, Wolfgang
436
2008
An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. Zbl 1159.60003
Daley, Daryl J.; Vere-Jones, David
281
2008
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
273
2008
Stochastic control in insurance. Zbl 1133.93002
Schmidli, Hanspeter
152
2008
Probability models for DNA sequence evolution. 2nd ed. Zbl 1311.92007
Durrett, Richard
111
2008
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
2006
Noise-induced phenomena in slow-fast dynamical systems. A sample-paths approach. Zbl 1098.37049
Berglund, Nils; Gentz, Barbara
111
2006
Point process theory and applications. Marked point and picewise deterministic processes. Zbl 1093.60002
Jacobsen, Martin
66
2006
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
310
2005
Theory of random sets. Zbl 1109.60001
Molchanov, Ilya
230
2005
Probabilistic symmetries and invariance principles. Zbl 1084.60003
Kallenberg, Olav
131
2005
Eigenvalues, inequalities, and ergodic theory. Zbl 1079.60005
Chen, Mu-Fa
80
2005
Feynman-Kac formulae. Genealogical and interacting particle systems with applications. Zbl 1130.60003
Del Moral, Pierre
308
2004
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
28
2004
An introduction to the theory of point processes. Vol. I: Elementary theory and methods. 2nd ed. Zbl 1026.60061
Daley, D. J.; Vere-Jones, D.
566
2003
Foundations of modern probability. 2nd ed. Zbl 0996.60001
Kallenberg, Olav
2002
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
620
2002
Probability models for DNA sequence evolution. Zbl 0991.92021
Durrett, Rick
38
2002
Coupling, stationarity, and regeneration. Zbl 0949.60007
Thorisson, Hermann
218
2000
Stochastic spectral theory for selfadjoint Feller operators: A functional integration approach. Zbl 0980.60005
Demuth, Michael; van Casteren, Jan A.
46
2000
Diffusions and elliptic operators. Zbl 0914.60009
Bass, Richard F.
113
1998
Foundations of modern probability. Zbl 0892.60001
Kallenberg, Olav
539
1997
Laws of chaos. Invariant measures and dynamical systems in one dimension. Zbl 0893.28013
Boyarsky, Abraham; Góra, Paweł
115
1997
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
249
1996
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
134
1996
Intersections of random walks. Zbl 0925.60078
Lawler, Gregory F.
32
1996
Bonferroni-type inequalities with applications. Zbl 0869.60014
Galambos, Janos; Simonelli, Italo
24
1996
Schrödinger diffusion processes. Zbl 0846.60002
Aebi, Robert
7
1996
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
489
1995
Marked point processes on the real line. The dynamic approach. Zbl 0829.60038
Last, Günter; Brandt, Andreas
99
1995
The self-avoiding walk. Zbl 0780.60103
Madras, Neal; Slade, Gordon
161
1993
Random series and stochastic integrals: single and multiple. Zbl 0751.60035
Kwapień, Stanisław; Woyczyński, Wojbor A.
150
1992
Intersections of random walks. Zbl 1228.60004
Lawler, Gregory F.
201
1991
Spectral theory of random Schrödinger operators. Zbl 0717.60074
Carmona, René; Lacroix, Jean
289
1990
Introduction to stochastic integration. 2nd ed. Zbl 0725.60050
Chung, K. L.; Williams, R. J.
88
1990
all top 5

Cited by 9,500 Authors

96 Nualart, David
81 Tudor, Ciprian A.
60 Thäle, Christoph
56 Yan, Litan
50 Kabluchko, Zakhar A.
50 Nourdin, Ivan
48 Janson, Svante
48 Peccati, Giovanni
45 Hu, Yaozhong
42 Last, Günter
41 Jasra, Ajay
40 Hug, Daniel
37 Del Moral, Pierre
32 Molchanov, Ilya S.
30 Hairer, Martin
30 Tindel, Samy
29 Trutschnig, Wolfgang
28 Leonenko, Nikolai N.
28 Privault, Nicolas
27 Yamada, Toshihiro
26 Kohatsu-Higa, Arturo
26 Peres, Yuval
24 Schneider, Rolf G.
23 Albeverio, Sergio A.
23 Iksanov, Aleksander M.
23 Li, Zenghu
22 Ferrari, Giorgio
22 Hashorva, Enkelejd
22 Kühn, Christian
22 Pap, Gyula
21 Shao, Qi-Man
21 Shen, Guangjun
21 van der Hofstad, Remco W.
21 Viens, Frederi G.
20 Barczy, Mátyás
20 Doucet, Arnaud
20 Radchenko, Vadym Mykolaĭovych
20 Schulte, Matthias
20 Slade, Gordon
20 Zhang, Xicheng
19 Es-Sebaiy, Khalifa
19 Mishura, Yuliya Stepanivna
19 Ren, Yanxia
19 Schmidt, Volker
19 Song, Renming
18 Alvarez, Luis H. R.
18 Borodin, Andreĭ Nikolaevich
18 Kim, Yoontae
18 Liu, Junfeng
18 Øksendal, Bernt Karsten
18 Proske, Frank Norbert
18 Reitzner, Matthias
18 Xie, Yingchao
17 Alòs, Elisa
17 Balan, Raluca M.
17 Costa, Oswaldo Luiz V.
17 Damanik, David
17 Pitman, Jim William
17 Salminen, Paavo H.
17 Stolz, Gunter
17 Wang, Jian
17 Zaporozhets, Dmitry
17 Zhou, Xiaowen
16 Crisan, Dan O.
16 Nguyen Tien Dung
16 Evans, Steven Neil
16 Gaunt, Robert Edward
16 Gobet, Emmanuel
16 León, Jorge A.
16 Marynych, Alexander V.
16 Mateu, Jorge
16 Park, Hyun Suk
16 Russo, Francesco
16 Schoenberg, Frederic Paik
16 Taqqu, Murad S.
16 Veraar, Mark C.
15 Benth, Fred Espen
15 Bertoin, Jean
15 Bourguin, Solesne
15 Friz, Peter Karl
15 Hirsch, Christian
15 Jakubowski, Jacek
15 Johansen, Adam M.
15 Lanconelli, Alberto
15 Patie, Pierre
15 Podolskij, Mark
15 Samorodnitsky, Gennady Pinkhosovich
15 Sanz-Solé, Marta
15 Singh, Sumeetpal Sidhu
15 Song, Jian
15 Sznitman, Alain-Sol
15 Viitasaari, Lauri
15 Zeitouni, Ofer
14 Baake, Ellen
14 Baccelli, François Louis
14 Bally, Vlad
14 Bayraktar, Erhan
14 Bufetov, Aleksandr Igorevich
14 Dvurečenskij, Anatolij
14 Eisenberg, Julia
...and 9,400 more Authors
all top 5

Cited in 700 Journals

561 Stochastic Processes and their Applications
303 The Annals of Probability
262 The Annals of Applied Probability
211 Statistics & Probability Letters
210 Advances in Applied Probability
187 Journal of Theoretical Probability
181 Probability Theory and Related Fields
174 Journal of Applied Probability
165 Bernoulli
164 Electronic Journal of Probability
163 Journal of Statistical Physics
151 Journal of Mathematical Analysis and Applications
146 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
140 Journal of Functional Analysis
131 Communications in Mathematical Physics
112 Stochastic Analysis and Applications
109 Automatica
109 Stochastics
91 Transactions of the American Mathematical Society
88 Insurance Mathematics & Economics
88 Methodology and Computing in Applied Probability
73 Potential Analysis
73 Stochastics and Dynamics
70 The Annals of Statistics
69 Finance and Stochastics
63 Statistics and Computing
60 Communications in Statistics. Theory and Methods
59 SIAM Journal on Control and Optimization
58 Theory of Probability and Mathematical Statistics
57 Mathematical Finance
57 Electronic Journal of Statistics
54 Journal of Econometrics
54 ALEA. Latin American Journal of Probability and Mathematical Statistics
53 Journal of Differential Equations
53 Proceedings of the American Mathematical Society
53 Quantitative Finance
51 Applied Mathematics and Computation
49 Journal of Mathematical Biology
49 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
47 Modern Stochastics. Theory and Applications
46 Journal of the Franklin Institute
46 Journal of Mathematical Sciences (New York)
46 Stochastic and Partial Differential Equations. Analysis and Computations
45 Electronic Communications in Probability
43 Queueing Systems
43 Stochastic Models
41 Annals of the Institute of Statistical Mathematics
41 Applied Mathematics and Optimization
40 Journal of Mathematical Physics
39 Advances in Mathematics
37 SIAM Journal on Financial Mathematics
35 Infinite Dimensional Analysis, Quantum Probability and Related Topics
34 Journal of Economic Dynamics & Control
33 Theory of Probability and its Applications
33 Theoretical Population Biology
32 Chaos, Solitons and Fractals
32 Frontiers of Mathematics in China
32 Science China. Mathematics
31 Journal of Computational and Applied Mathematics
31 Journal of Multivariate Analysis
31 Journal of Statistical Planning and Inference
31 Discrete and Continuous Dynamical Systems. Series B
30 Acta Mathematica Sinica. English Series
29 Lithuanian Mathematical Journal
29 Systems & Control Letters
29 International Journal of Approximate Reasoning
28 Scandinavian Journal of Statistics
28 Extremes
28 Comptes Rendus. Mathématique. Académie des Sciences, Paris
27 Annales Henri Poincaré
27 Nonlinear Analysis. Hybrid Systems
26 Ergodic Theory and Dynamical Systems
26 Statistical Inference for Stochastic Processes
26 Advances in Difference Equations
25 Mathematische Nachrichten
25 Advances in Applied Mathematics
25 Random Structures & Algorithms
25 Computational Statistics and Data Analysis
25 Probability Surveys
24 International Journal of Control
24 European Journal of Operational Research
24 International Journal of Theoretical and Applied Finance
24 Scandinavian Actuarial Journal
24 SIAM/ASA Journal on Uncertainty Quantification
23 Physica D
23 Discrete & Computational Geometry
23 The Annals of Applied Statistics
23 International Journal of Systems Science. Principles and Applications of Systems and Integration
22 SIAM Journal on Mathematical Analysis
22 Mathematical Methods of Operations Research
22 Fractional Calculus & Applied Analysis
21 Annals of Operations Research
21 Mathematical Physics, Analysis and Geometry
21 Journal of the Korean Statistical Society
20 Fuzzy Sets and Systems
20 Acta Applicandae Mathematicae
20 Random Operators and Stochastic Equations
20 Bulletin des Sciences Mathématiques
20 Discrete and Continuous Dynamical Systems
20 Brazilian Journal of Probability and Statistics
...and 600 more Journals
all top 5

Cited in 60 Fields

7,147 Probability theory and stochastic processes (60-XX)
1,492 Statistics (62-XX)
1,209 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
831 Partial differential equations (35-XX)
819 Systems theory; control (93-XX)
708 Statistical mechanics, structure of matter (82-XX)
684 Numerical analysis (65-XX)
476 Biology and other natural sciences (92-XX)
436 Dynamical systems and ergodic theory (37-XX)
379 Operator theory (47-XX)
320 Combinatorics (05-XX)
294 Ordinary differential equations (34-XX)
280 Operations research, mathematical programming (90-XX)
253 Convex and discrete geometry (52-XX)
235 Calculus of variations and optimal control; optimization (49-XX)
221 Functional analysis (46-XX)
216 Computer science (68-XX)
213 Quantum theory (81-XX)
187 Measure and integration (28-XX)
120 Real functions (26-XX)
105 Fluid mechanics (76-XX)
102 Linear and multilinear algebra; matrix theory (15-XX)
92 Information and communication theory, circuits (94-XX)
90 Global analysis, analysis on manifolds (58-XX)
87 Differential geometry (53-XX)
84 Harmonic analysis on Euclidean spaces (42-XX)
64 Special functions (33-XX)
58 Potential theory (31-XX)
53 Integral equations (45-XX)
49 Number theory (11-XX)
47 Functions of a complex variable (30-XX)
43 Integral transforms, operational calculus (44-XX)
43 Geophysics (86-XX)
42 Mathematical logic and foundations (03-XX)
41 Difference and functional equations (39-XX)
36 Approximations and expansions (41-XX)
30 Order, lattices, ordered algebraic structures (06-XX)
27 Group theory and generalizations (20-XX)
26 Mechanics of deformable solids (74-XX)
25 General topology (54-XX)
24 Abstract harmonic analysis (43-XX)
24 Mechanics of particles and systems (70-XX)
22 Topological groups, Lie groups (22-XX)
22 Geometry (51-XX)
17 General and overarching topics; collections (00-XX)
16 Algebraic topology (55-XX)
15 Optics, electromagnetic theory (78-XX)
15 Classical thermodynamics, heat transfer (80-XX)
14 Manifolds and cell complexes (57-XX)
11 Relativity and gravitational theory (83-XX)
9 History and biography (01-XX)
9 Algebraic geometry (14-XX)
9 Several complex variables and analytic spaces (32-XX)
7 Sequences, series, summability (40-XX)
7 Astronomy and astrophysics (85-XX)
6 Nonassociative rings and algebras (17-XX)
6 Mathematics education (97-XX)
4 Associative rings and algebras (16-XX)
2 Category theory; homological algebra (18-XX)
1 General algebraic systems (08-XX)

Citations by Year