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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: Indexed cover-to-cover
Documents Indexed: 781 Publications (since 2005)
References Indexed: 719 Publications with 16,243 References.
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Latest Issues

94, No. 5 (2022)
94, No. 4 (2022)
94, No. 3 (2022)
94, No. 2 (2022)
94, No. 1 (2022)
93, No. 8 (2021)
93, No. 7 (2021)
93, No. 6 (2021)
93, No. 5 (2021)
93, No. 4 (2021)
93, No. 3 (2021)
93, No. 2 (2021)
93, No. 1 (2021)
92, No. 8 (2020)
92, No. 7 (2020)
92, No. 6 (2020)
92, No. 5 (2020)
92, No. 4 (2020)
92, No. 3 (2020)
92, No. 2 (2020)
92, No. 1 (2020)
91, No. 8 (2019)
91, No. 7 (2019)
91, No. 6 (2019)
91, No. 5 (2019)
91, No. 4 (2019)
91, No. 3 (2019)
91, No. 2 (2019)
91, No. 1 (2019)
90, No. 8 (2018)
90, No. 7 (2018)
90, No. 6 (2018)
90, No. 5 (2018)
90, No. 4 (2018)
90, No. 3 (2018)
90, No. 2 (2018)
90, No. 1 (2018)
89, No. 8 (2017)
89, No. 6-7 (2017)
89, No. 5 (2017)
89, No. 3-4 (2017)
89, No. 2 (2017)
89, No. 1 (2017)
88, No. 8 (2016)
88, No. 7 (2016)
88, No. 6 (2016)
88, No. 5 (2016)
88, No. 4 (2016)
88, No. 3 (2016)
88, No. 2 (2016)
88, No. 1 (2016)
87, No. 6 (2015)
87, No. 5 (2015)
87, No. 4 (2015)
87, No. 3 (2015)
87, No. 2 (2015)
87, No. 1 (2015)
86, No. 6 (2014)
86, No. 5 (2014)
86, No. 4 (2014)
86, No. 3 (2014)
86, No. 2 (2014)
86, No. 1 (2014)
85, No. 6 (2013)
85, No. 5 (2013)
85, No. 4 (2013)
85, No. 3 (2013)
85, No. 2 (2013)
85, No. 1 (2013)
84, No. 5-6 (2012)
84, No. 4 (2012)
84, No. 2-3 (2012)
84, No. 1 (2012)
83, No. 4-6 (2011)
83, No. 3 (2011)
83, No. 2 (2011)
83, No. 1 (2011)
82, No. 4-6 (2010)
82, No. 1-3 (2010)
81, No. 6 (2009)
81, No. 5 (2009)
81, No. 3-4 (2009)
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)
80, No. 1 (2008)
79, No. 6 (2007)
79, No. 5 (2007)
79, No. 3-4 (2007)
79, No. 1-2 (2007)
78, No. 6 (2006)
78, No. 5 (2006)
78, No. 4 (2006)
78, No. 3 (2006)
78, No. 2 (2006)
78, No. 1 (2006)
77, No. 6 (2005)
...and 3 more Volumes
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Authors

13 Øksendal, Bernt Karsten
9 Benth, Fred Espen
9 Ouknine, Youssef
8 Ouerdiane, Habib
7 Gapeev, Pavel V.
7 Mishura, Yuliya Stepanivna
7 Yan, Litan
6 da Silva, José Luís
6 Di Nunno, Giulia
6 Nualart, David
6 Orsingher, Enzo
6 Shen, Aiting
6 Wang, Xuejun
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
4 Appleby, John A. D.
4 Bahlali, Khaled
4 Engelbert, Hans-Jürgen
4 Evstigneev, Igor V.
4 Hu, Shuhe
4 Hu, Yaozhong
4 Macci, Claudio
4 Morlais, Marie-Amelie
4 Pontier, Monique
4 Privault, Nicolas
4 Proske, Frank Norbert
4 Quenez, Marie-Claire
4 Rodkina, Alexandra
4 Rosalsky, Andrew
4 Tudor, Ciprian A.
4 Wu, Yi
4 Yin, Gang George
4 Yuan, Chenggui
4 Zervos, Mihail
3 Abdelghani, Mohamed N.
3 Albeverio, Sergio A.
3 Basse-O’Connor, Andreas
3 Bayraktar, Erhan
3 Berti, Patrizia
3 Ceci, Claudia
3 Diop, Mamadou Abdoul
3 Erraoui, Mohamed
3 Ezzinbi, Khalil
3 Grothaus, Martin
3 Hernández-Hernández, Daniel
3 Herzberg, Frederik S.
3 Hilbert, Astrid
3 Hillairet, Caroline
3 Jiang, Hui
3 Kolokoltsov, Vassili N.
3 Kuhn, Christoph
3 Kushner, Harold J.
3 Lang, Annika
3 León, Jorge A.
3 Leonenko, Nikolai N.
3 Li, Deli
3 Meyer-Brandis, Thilo
3 Mnif, Mohamed
3 Nagel, Werner
3 Novikov, Aleksandr Aleksandrovich
3 Pacchiarotti, Barbara
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 Xiong, Jie
3 Yan, Zuomao
3 Yin, George Gang
3 Zheng, Harry H.
3 Zhitlukhin, Mikhail V.
2 Accardi, Luigi
2 Agram, Nacira
2 Alòs, Elisa
2 Amami, Rim
2 An, Ta Thi Kieu
2 Ankirchner, Stefan
2 Ayache, Antoine
2 Bai, Long
2 Bao, Jianhai
2 Barhoumi, Abdessatar
2 Barth, Andrea
2 Bäuerle, Nicole
2 Beghin, Luisa
2 Bensoussan, Alain
2 Berkaoui, Abdelkarem
2 Bhatnagar, Shalabh
2 Bielecki, Tomasz R.
2 Blower, Gordon
2 Bo, Lijun
2 Buonaguidi, Bruno
...and 1,042 more Authors
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Fields

708 Probability theory and stochastic processes (60-XX)
183 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
103 Systems theory; control (93-XX)
83 Statistics (62-XX)
60 Partial differential equations (35-XX)
42 Ordinary differential equations (34-XX)
38 Calculus of variations and optimal control; optimization (49-XX)
28 Numerical analysis (65-XX)
23 Operations research, mathematical programming (90-XX)
21 Operator theory (47-XX)
19 Functional analysis (46-XX)
16 Dynamical systems and ergodic theory (37-XX)
12 Quantum theory (81-XX)
9 Measure and integration (28-XX)
9 Global analysis, analysis on manifolds (58-XX)
8 Biology and other natural sciences (92-XX)
7 Integral equations (45-XX)
6 Harmonic analysis on Euclidean spaces (42-XX)
6 Fluid mechanics (76-XX)
5 General and overarching topics; collections (00-XX)
5 History and biography (01-XX)
5 Real functions (26-XX)
4 Special functions (33-XX)
4 Statistical mechanics, structure of matter (82-XX)
3 Approximations and expansions (41-XX)
2 Mathematical logic and foundations (03-XX)
2 Combinatorics (05-XX)
2 Topological groups, Lie groups (22-XX)
2 Potential theory (31-XX)
2 Abstract harmonic analysis (43-XX)
2 Differential geometry (53-XX)
2 Geophysics (86-XX)
2 Information and communication theory, circuits (94-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 Difference and functional equations (39-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 particles and systems (70-XX)
1 Astronomy and astrophysics (85-XX)

Publications by Year

Citations contained in zbMATH Open

466 Publications have been cited 2,760 times in 2,469 Documents Cited by Year
A mean-field stochastic maximum principle via Malliavin calculus. Zbl 1252.49039
Meyer-Brandis, Thilo; Øksendal, Bernt; Zhou, Xun Yu
56
2012
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
54
2013
Risk minimizing portfolios and HJBI equations for stochastic differential games. Zbl 1145.93054
Mataramvura, Sure; Øksendal, Bernt
53
2008
The stochastic Fubini theorem revisited. Zbl 1255.60086
Veraar, Mark
44
2012
Some properties of the sub-fractional Brownian motion. Zbl 1124.60038
Tudor, Constantin
44
2007
Pathwise uniqueness and continuous dependence for SDEs with non-regular drift. Zbl 1221.60081
Fedrizzi, E.; Flandoli, F.
41
2011
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. Zbl 1337.60123
Kruse, T.; Popier, A.
36
2016
Almost sure exponential stability for stochastic neutral partial functional differential equations. Zbl 1115.60064
Govindan, T. E.
34
2005
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.
29
2008
Risk-sensitive control of continuous time Markov chains. Zbl 1337.49046
Ghosh, Mrinal K.; Saha, Subhamay
28
2014
Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120
Engelbert, Hans-Jürgen; Peskir, Goran
27
2014
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.
27
2017
A complete representation theorem for \(G\)-martingales. Zbl 1337.60130
Peng, Shige; Song, Yongsheng; Zhang, Jianfeng
26
2014
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
25
2013
Simulation of stochastic partial differential equations using finite element methods. Zbl 1255.60114
Barth, Andrea; Lang, Annika
23
2012
Approximate McKean-Vlasov representations for a class of SPDEs. Zbl 1211.60022
Crisan, Dan; Xiong, Jie
23
2010
Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066
Filipović, Damir; Tappe, Stefan; Teichmann, Josef
23
2010
A harmonic function technique for the optimal stopping of diffusions. Zbl 1241.60022
Christensen, Sören; Irle, Albrecht
23
2011
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
22
2009
Utility maximization in a jump market model. Zbl 1156.91380
Morlais, Marie-Amelie
21
2009
Large deviations for neutral functional SDEs with jumps. Zbl 1319.60124
Bao, Jianhai; Yuan, Chenggui
21
2015
Complete moment convergence for arrays of rowwise NSD random variables. Zbl 1337.60038
Shen, Aiting; Xue, Mingxiang; Volodin, Andrei
21
2016
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
20
2015
A stochastic target formulation for optimal switching problems in finite horizon. Zbl 1175.60037
Bouchard, Bruno
19
2009
Optimal stopping of Hunt and Lévy processes. Zbl 1114.60034
Mordecki, Ernesto; Salminen, Paavo
19
2007
Multidimensional quadratic and subquadratic BSDEs with special structure. Zbl 1337.60119
Cheridito, Patrick; Nam, Kihun
19
2015
Phase transitions of McKean-Vlasov processes in double-wells landscape. Zbl 1314.60118
Tugaut, Julian
19
2014
Strong convergence for sequences of asymptotically almost negatively associated random variables. Zbl 1312.60024
Shen, Aiting; Wu, Ranchao
19
2014
Stochastic differential delay equations with jumps, under nonlinear growth condition. Zbl 1191.60081
Jacob, Niels; Wang, Yongtian; Yuan, Chenggui
18
2009
Risk minimizing hedging for a partially observed high frequency data model. Zbl 1156.91362
Ceci, Claudia
18
2006
On the local time of multifractional Brownian motion. Zbl 1124.60061
Boufoussi, B.; Dozzi, M.; Guerbaz, R.
17
2006
A global construction of homogeneous random planar tessellations that are stable under iteration. Zbl 1139.60011
Mecke, J.; Nagel, W.; Weiss, V.
17
2008
Amplitude equations for SPDEs with cubic nonlinearities. Zbl 1291.60127
Blömker, Dirk; Mohammed, Wael W.
17
2013
Asymptotics and duality for the Davis and Norman problem. Zbl 1276.91093
Gerhold, Stefan; Muhle-Karbe, Johannes; Schachermayer, Walter
16
2012
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.
16
2006
Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces. Zbl 1117.60056
Rüdiger, B.; Ziglio, G.
16
2006
Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models. Zbl 1298.91166
Jacquier, Antoine; Keller-Ressel, Martin; Mijatović, Aleksandar
16
2013
Existence of an optimal control for stochastic control systems with nonlinear cost functional. Zbl 1200.93137
Buckdahn, R.; Labed, B.; Rainer, C.; Tamer, L.
15
2010
Precautionary measures for credit risk management in jump models. Zbl 1288.91187
Egami, Masahiko; Yamazaki, Kazutoshi
15
2013
On the sequential testing problem for some diffusion processes. Zbl 1228.62098
Gapeev, Pavel V.; Shiryaev, Albert N.
15
2011
Optimal stopping, Appell polynomials, and Wiener-Hopf factorization. Zbl 1248.60046
Salminen, Paavo
15
2011
Mixed Brownian-fractional Brownian model: absence of arbitrage and related topics. Zbl 1115.60043
Androshchuk, Taras; Mishura, Yuliya
14
2006
The duality of optimal exercise and domineering claims: a Doob-Meyer decomposition approach to the Snell envelope. Zbl 1235.60039
Jamshidian, Farshid
14
2007
An approach for solving perpetual optimal stopping problems driven by Lévy processes. Zbl 1156.60026
Surya, B. A.
14
2007
On a solution of the optimal stopping problem for processes with independent increments. Zbl 1114.60035
Novikov, Alexander; Shiryaev, Albert
14
2007
Multivariate regular variation on cones: Application to extreme values, hidden regular variation and conditioned limit laws. Zbl 1142.60042
Resnick, Sidney I.
14
2008
Mixed fractional stochastic differential equations with jumps. Zbl 1307.60087
Shevchenko, Georgiy
14
2014
Hitting densities for spectrally positive stable processes. Zbl 1231.60042
Simon, Thomas
13
2011
Existence and exponential stability of almost automorphic mild solutions for stochastic functional differential equations. Zbl 1221.60078
Cao, Junfei; Yang, Qigui; Huang, Zaitang
13
2011
Moving randomly amid scattered obstacles. Zbl 1210.60111
Beghin, Luisa; Orsingher, Enzo
13
2010
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
13
2006
Explicit solutions in one-sided optimal stopping problems for one-dimensional diffusions. Zbl 1306.60040
Crocce, Fabián; Mordecki, Ernesto
13
2014
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
12
2005
Numerical solutions for jump-diffusions with regime switching. Zbl 1071.60050
Yin, G.; Song, Q. S.; Zhang, Z.
12
2005
Stochastic Volterra integro-differential equations driven by fractional Brownian motion in a Hilbert space. Zbl 1325.60094
Nguyen Tien Dung
12
2015
Hedging with risk for game options in discrete time. Zbl 1151.91503
Dolinsky, Yan; Kifer, Yuri
12
2007
Space-time fractional diffusions in Gaussian noisy environment. Zbl 1379.60065
Chen, Le; Hu, Guannan; Hu, Yaozhong; Huang, Jingyu
12
2017
Dynamic assessment indices. Zbl 1414.91420
Bielecki, Tomasz R.; Cialenco, Igor; Drapeau, Samuel; Karliczek, Martin
12
2016
White noise-based stochastic calculus with respect to multifractional Brownian motion. Zbl 1326.60079
Lebovits, Joachim; Lévy Véhel, Jacques
12
2014
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
11
2005
Hyperbolic and fractional hyperbolic Brownian motion. Zbl 1129.60038
Lao, Lanjun; Orsingher, Enzo
11
2007
Stochastic differential equations with time-dependent reflecting barriers. Zbl 1296.60175
Słomiński, Leszek; Wojciechowski, Tomasz
11
2013
On the practical global uniform asymptotic stability of stochastic differential equations. Zbl 1337.60117
Caraballo, Tomás; Hammami, Mohamed Ali; Mchiri, Lassaad
11
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
11
2017
Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications. Zbl 1394.60021
Wang, Xuejun; Wu, Yi; Rosalsky, Andrew
11
2017
On the existence of strict optimal controls for constrained, controlled Markov processes in continuous time. Zbl 1251.93140
Dufour, Francois; Stockbridge, Richard H.
10
2012
Optimal investment to minimize the probability of drawdown. Zbl 1367.91162
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
10
2016
Existence of Nash equilibrium points for Markovian non-zero-sum stochastic differential games with unbounded coefficients. Zbl 1321.49064
Hamadène, Said; Mu, Rui
10
2015
Optimal stopping of the maximum process: a converse to the results of Peskir. Zbl 1128.60029
Hobson, David
10
2007
Sequential multi-hypothesis testing for compound Poisson processes. Zbl 1132.62061
Dayanik, Savas; Poor, H. Vincent; Sezer, Semih O.
10
2008
A note on the supremum of a stable process. Zbl 1139.60022
Doney, R. A.
10
2008
Feynman-Kac formulas for regime-switching jump diffusions and their applications. Zbl 1337.60200
Zhu, Chao; Yin, George; Baran, Nicholas A.
10
2015
Almost sure weak convergence of random probability measures. Zbl 1100.60025
Berti, Patrizia; Pratelli, Luca; Rigo, Pietro
10
2006
Dynkin games in a general framework. Zbl 1298.60050
Kobylanski, Magdalena; Quenez, Marie-Claire; de Campagnolle, Marc Roger
10
2014
The Bouleau-Yor identity for a bi-fractional Brownian motion. Zbl 1319.60083
Yan, Litan; Gao, Bo; Liu, Junfeng
10
2014
Global-in-time regularity via duality for congestion-penalized mean field games. Zbl 1395.91035
Prosinski, Adam; Santambrogio, Filippo
10
2017
Optimal risk control and dividend policies under excess of loss reinsurance. Zbl 1076.93046
Mnif, Mohamed; Sulem, Agnès
9
2005
On the convergence of some Procrustean averaging algorithms. Zbl 1079.60018
Groisser, David
9
2005
\(L^p\) solutions of finite and infinite time interval BSDEs with non-Lipschitz coefficients. Zbl 1261.60053
Fan, Sheng Jun; Jiang, Long
9
2012
Optimal portfolio, partial information and Malliavin calculus. Zbl 1176.93081
Di Nunno, Giulia; Øksendal, Bernt
9
2009
Quantum stochastic integral representations of Fock space operators. Zbl 1178.81146
Ji, Un Cig; Obata, Nobuaki
9
2009
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058
Lee, Chihoon; Song, Jian
9
2016
The explicit solution to a sequential switching problem with non-smooth data. Zbl 1195.93146
Johnson, Timothy C.; Zervos, Mihail
9
2010
Almost sure convergence of a semidiscrete Milstein scheme for SPDEs of Zakai type. Zbl 1205.60132
Lang, Annika; Chow, Pao-Liu; Potthoff, Jürgen
9
2010
Weak laws of large numbers for arrays of dependent random variables. Zbl 1337.60028
Wang, Xinghui; Hu, Shuhe
9
2014
Limiting behaviour for arrays of row-wise END random variables under conditions of \(h\)-integrability. Zbl 1325.60036
Wu, Yongfeng; Peng, Jiangyan; Hu, Tien-Chung
9
2015
On financial markets based on telegraph processes. Zbl 1136.91013
Ratanov, Nikita; Melnikov, Alexander
9
2008
Equilibrium in two-player non-zero-sum Dynkin games in continuous time. Zbl 1284.91040
Laraki, Rida; Solan, Eilon
9
2013
Delay geometric Brownian motion in financial option valuation. Zbl 1291.60122
Mao, Xuerong; Sabanis, Sotirios
9
2013
Derivative for self-intersection local time of multidimensional fractional Brownian motion. Zbl 1337.60068
Yan, Litan; Yu, Xianye
9
2015
Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
9
2016
On the future infimum of positive self-similar Markov processes. Zbl 1100.60018
Pardo, J. C.
9
2006
On convergence rate of Wiener-Itô expansion for generalized random variables. Zbl 1100.60037
Cao, Yanzhao
9
2006
Asymptotic ruin probabilities for a bidimensional renewal risk model. Zbl 1394.60090
Yang, Haizhong; Li, Jinzhu
9
2017
Game approach to the optimal stopping problem. Zbl 1084.60027
Karatzas, Ioannis; Zamfirescu, Ingrid-Mona
8
2005
Forward indifference valuation of American options. Zbl 1260.91241
Leung, Tim; Sircar, Ronnie; Zariphopoulou, Thaleia
8
2012
Aspects of large random Markov kernels. Zbl 1186.60004
Chafai, Djalil
8
2009
Stock market insider trading in continuous time with imperfect dynamic information. Zbl 1196.91028
Danilova, Albina
8
2010
Existence of martingale and stationary suitable weak solutions for a stochastic Navier-Stokes system. Zbl 1277.76012
Romito, Marco
8
2010
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
8
2014
Optimal stopping problems for maxima and minima in models with asymmetric information. Zbl 07533902
Gapeev, Pavel V.; Li, Libo
4
2022
Moderate deviation principle for the 2D stochastic convective Brinkman-Forchheimer equations. Zbl 07554013
Mohan, Manil T.
2
2021
On optimal threshold stopping times for Ito diffusions. Zbl 07553994
Arkin, V. I.; Slastnikov, A. D.
1
2021
On stability of stochastic differential equations with random impulses driven by Poisson jumps. Zbl 07553995
Anguraj, A.; Ravikumar, K.; Nieto, Juan J.
1
2021
Exponential stability of nonlinear fractional stochastic system with Poisson jumps. Zbl 07554008
Balasubramaniam, P.; Sathiyaraj, T.; Priya, K.
1
2021
Asymptotic behaviour on the linear self-interacting diffusion driven by \(\alpha\)-stable motion. Zbl 07554018
Sun, Xichao; Yan, Litan
1
2021
Random attractors for the two-dimensional stochastic g-Navier-Stokes equations. Zbl 1490.60185
Feng, Xiaoliang; You, Bo
2
2020
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.
1
2020
Cramér-type moderate deviations for statistics in the non-stationary Ornstein-Uhlenbeck process. Zbl 1490.62300
Jiang, Hui; Zhang, Ning
1
2020
Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients. Zbl 1490.60160
Gou, Zhun; Wang, Ming-hui; Huang, Nan-jing
1
2020
Multi-dimensional BSDEs driven by \(G\)-Brownian motion and related system of fully nonlinear PDEs. Zbl 1490.60170
Liu, Guomin
1
2020
Convergence properties for weighted sums of weakly dependent random vectors in Hilbert spaces. Zbl 1490.60067
Wu, Yi; Zhang, Fei; Wang, Xuejun
1
2020
Cointegrated continuous-time linear state-space and MCARMA models. Zbl 07553697
Fasen-Hartmann, Vicky; Scholz, Markus
1
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
1
2020
Stochastic differential equations on fractal sets. Zbl 1490.60158
Golmankhaneh, Alireza K.; Tunç, Cemil
1
2020
Ergodicity of a Galerkin approximation of three-dimensional magnetohydrodynamics system forced by a degenerate noise. Zbl 07553359
Yamazaki, Kazuo
1
2019
Constant step stochastic approximations involving differential inclusions: stability, long-run convergence and applications. Zbl 07553366
Bianchi, Pascal; Hachem, Walid; Salim, Adil
1
2019
Large deviations for invariant measures of stochastic differential equations with jumps. Zbl 07553374
Ma, Xiaocui; Xi, Fubao
1
2019
Uniform asymptotics for the ruin probabilities in a bidimensional renewal risk model with strongly subexponential claims. Zbl 07554632
Cheng, Dongya; Yu, Changjun
1
2019
New approach to optimal control of stochastic Volterra integral equations. Zbl 07554643
Agram, Nacira; Øksendal, Bernt; Yakhlef, Samia
1
2019
Risk-sensitive stopping problems for continuous-time Markov chains. Zbl 07550691
Bäuerle, Nicole; Popp, Anton
2
2018
Strong convergence rate for multivalued stochastic differential equations via stochastic theta method. Zbl 07553384
Zhang, Hua
2
2018
Probabilistic solutions to nonlinear fractional differential equations of generalized Caputo and Riemann-Liouville type. Zbl 07550684
Hernández-Hernández, M. E.; Kolokoltsov, V. N.
1
2018
Reflected backward stochastic differential equations with jumps in time-dependent random convex domains. Zbl 07550685
Fakhouri, Imade; Ouknine, Youssef; Ren, Yong
1
2018
Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments. Zbl 07550692
Peng, Jiangyan; Wang, Dingcheng
1
2018
Baum-Katz type theorems with exact threshold. Zbl 07550693
Balka, Richárd; Tómács, Tibor
1
2018
Bayesian estimation of incompletely observed diffusions. Zbl 07553379
van der Meulen, Frank; Schauer, Moritz
1
2018
Consistent utility of investment and consumption: a forward/backward SPDE viewpoint. Zbl 07553391
El Karoui, Nicole; Hillairet, Caroline; Mrad, Mohamed
1
2018
Bridging between short-range and long-range dependence with mixed spatio-temporal Ornstein-Uhlenbeck processes. Zbl 07553396
Nguyen, Michele; Veraart, Almut E. D.
1
2018
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.
27
2017
Space-time fractional diffusions in Gaussian noisy environment. Zbl 1379.60065
Chen, Le; Hu, Guannan; Hu, Yaozhong; Huang, Jingyu
12
2017
\(L^p\)-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
11
2017
Complete convergence for arrays of rowwise widely orthant dependent random variables and its applications. Zbl 1394.60021
Wang, Xuejun; Wu, Yi; Rosalsky, Andrew
11
2017
Global-in-time regularity via duality for congestion-penalized mean field games. Zbl 1395.91035
Prosinski, Adam; Santambrogio, Filippo
10
2017
Asymptotic ruin probabilities for a bidimensional renewal risk model. Zbl 1394.60090
Yang, Haizhong; Li, Jinzhu
9
2017
Bounds for expected maxima of Gaussian processes and their discrete approximations. Zbl 1361.60027
Borovkov, Konstantin; Mishura, Yuliya; Novikov, Alexander; Zhitlukhin, Mikhail
8
2017
Partially observable stochastic optimal control problems for an energy storage. Zbl 1364.49033
Shardin, Anton A.; Wunderlich, Ralf
8
2017
Mixed generalized Dynkin game and stochastic control in a Markovian framework. Zbl 1361.60054
Dumitrescu, Roxana; Quenez, Marie-Claire; Sulem, Agnès
8
2017
Stationary distributions for retarded stochastic differential equations without dissipativity. Zbl 1379.60059
Bao, Jianhai; Yin, George; Yuan, Chenggui
7
2017
The exponential behaviour and stabilizability of stochastic 2D hydrodynamical type systems. Zbl 1379.60062
Anh, Cung The; Da, Nguyen Tien
7
2017
Exponential tightness for Gaussian processes, with applications to some sequences of weighted means. Zbl 1379.60042
Macci, Claudio; Pacchiarotti, Barbara
5
2017
No-arbitrage for informational discrete time market models. Zbl 1410.91243
Choulli, Tahir; Deng, Jun
5
2017
Asymptotic optimal tracking: feedback strategies. Zbl 1397.93080
Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter
5
2017
Singular recursive utility. Zbl 1394.60060
Dahl, K. R.; Øksendal, B.
5
2017
Optimal stopping and a non-zero-sum Dynkin game in discrete time with risk measures induced by BSDEs. Zbl 1410.91133
Grigorova, Miryana; Quenez, Marie-Claire
4
2017
On the policy improvement algorithm in continuous time. Zbl 1380.93289
Jacka, Saul D.; Mijatović, Aleksandar
4
2017
Nonconventional polynomial CLT. Zbl 1379.60026
Hafouta, Yeor; Kifer, Yuri
4
2017
General time interval BSDEs under the weak monotonicity condition and nonlinear decomposition for general \(g\)-supermartingales. Zbl 1394.60066
Xiao, Lishun; Fan, Shengjun
4
2017
Perron’s method for viscosity solutions of semilinear path dependent PDEs. Zbl 1394.60070
Ren, Zhenjie
4
2017
Some contributions to the study of stochastic processes of the classes \(\Sigma (H)\) and \((\Sigma)\). Zbl 1394.60056
Eyi-Obiang, Fulgence; Ouknine, Youssef; Moutsinga, Octave; Trutnau, Gerald
4
2017
A Malliavin-Skorohod calculus in \(L^{0}\) and \(L^{1}\) for additive and Volterra-type processes. Zbl 1361.60038
Di Nunno, Giulia; Vives, Josep
3
2017
A fractional Heston model with \(H>1/2\). Zbl 1366.91112
Alòs, Elisa; Yang, Yan
3
2017
Random attractors for the three dimensional stochastical planetary geostrophic equations of large-scale Ocean circulation. Zbl 1394.60075
You, Bo
3
2017
One dimensional BSDEs with logarithmic growth application to PDEs. Zbl 1394.60058
Bahlali, Khaled; Kebiri, Omar; Khelfallah, Nabil; Moussaoui, Hadjer
3
2017
On the sequential testing and quickest change-point detection problems for Gaussian processes. Zbl 1394.60030
Gapeev, Pavel V.; Stoev, Yavor I.
3
2017
The Föllmer-Schweizer decomposition under incomplete information. Zbl 1394.60055
Ceci, Claudia; Colaneri, Katia; Cretarola, Alessandra
3
2017
An asymptotic expansion for local-stochastic volatility with jump models. Zbl 1379.60061
Shiraya, Kenichiro; Takahashi, Akihiko
2
2017
Risk-sensitive investment in a finite-factor model. Zbl 1411.91474
Andruszkiewicz, Grzegorz; Davis, Mark H. A.; Lleo, Sébastien
2
2017
The investment horizon problem: a possible resolution. Zbl 1411.91473
Aase, Knut K.
2
2017
On critical cases in limit theory for stationary increments Lévy driven moving averages. Zbl 1379.60050
Basse-O&rsquo;Connor, Andreas; Podolskij, Mark
2
2017
Penalty method for reflected diffusions on the half-line. Zbl 1379.60091
Bruggeman, Cameron; Sarantsev, Andrey
2
2017
A new sufficient condition for uniform integrability of stochastic exponentials. Zbl 1379.60047
Chikvinidze, B.
2
2017
Continuity of the Feynman-Kac formula for a generalized parabolic equation. Zbl 1394.60065
Pardoux, Etienne; Răşcanu, Aurel
2
2017
Mixing properties of stationary Poisson cylinder models. Zbl 1394.60009
Bräu, Christian; Heinrich, Lothar
2
2017
An approximate Nash equilibrium for pure jump Markov games of mean-field-type on continuous state space. Zbl 1395.91031
Basna, Rani; Hilbert, Astrid; Kolokoltsov, Vassili N.
2
2017
On the existence of shadow prices for optimal investment with random endowment. Zbl 1395.91405
Gu, Lingqi; Lin, Yiqing; Yang, Junjian
2
2017
Copulas in Hilbert spaces. Zbl 1362.60009
Hausenblas, Erika; Riedle, Markus
1
2017
A BSDE arising in an exponential utility maximization problem in a pure jump market model. Zbl 1411.91575
Mereu, Carla; Stelzer, Robert
1
2017
Jacobi sequences of squares of random variables. Zbl 1394.60010
Accardi, Luigi; Barhoumi, Abdessatar; Rhaima, Mohamed
1
2017
Strong approximation of stochastic processes at random times and application to their exact simulation. Zbl 1394.60062
Gobet, Emmanuel; Mrad, Mohamed
1
2017
On quantum versions of the classical Wasserstein distance. Zbl 1395.81141
Agredo, J.; Fagnola, Franco
1
2017
Infinite horizon impulse control problem with continuous costs, numerical solutions. Zbl 1395.91269
Abidi, Hani; Amami, Rim; Pontier, Monique
1
2017
\(P(\phi)_1\)-process for the spin-boson model and a functional central limit theorem for associated additive functionals. Zbl 1394.60025
Gheryani, Soumaya; Hiroshima, Fumio; Lorinczi, József; Majid, Achref; Ouerdiane, Habib
1
2017
Bak-Sneppen backwards. Zbl 1394.60077
Alberts, Tom; Lee, Ga Yeong; Simper, Mackenzie
1
2017
BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration. Zbl 1337.60123
Kruse, T.; Popier, A.
36
2016
Complete moment convergence for arrays of rowwise NSD random variables. Zbl 1337.60038
Shen, Aiting; Xue, Mingxiang; Volodin, Andrei
21
2016
Dynamic assessment indices. Zbl 1414.91420
Bielecki, Tomasz R.; Cialenco, Igor; Drapeau, Samuel; Karliczek, Martin
12
2016
On the practical global uniform asymptotic stability of stochastic differential equations. Zbl 1337.60117
Caraballo, Tomás; Hammami, Mohamed Ali; Mchiri, Lassaad
11
2016
Optimal investment to minimize the probability of drawdown. Zbl 1367.91162
Angoshtari, Bahman; Bayraktar, Erhan; Young, Virginia R.
10
2016
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes. Zbl 1352.60058
Lee, Chihoon; Song, Jian
9
2016
Asymptotics for randomly weighted and stopped dependent sums. Zbl 1338.62065
Yang, Yang; Leipus, Remigijus; Šiaulys, Jonas
9
2016
Optimal stopping of switching diffusions with state dependent switching rates. Zbl 1337.60075
Liu, R. H.
8
2016
\(L^p\) solutions of anticipated backward stochastic differential equations under monotonicity and general increasing conditions. Zbl 1337.60122
Hu, Feng; Chen, Zengjing
7
2016
Analysis of the density of the solution to a semilinear SPDE with fractional noise. Zbl 1352.60089
Liu, Junfeng; Tudor, Ciprian A.
6
2016
Optimal impulsive control of piecewise deterministic Markov processes. Zbl 1356.90158
Dufour, F.; Horiguchi, M.; Piunovskiy, A. B.
6
2016
Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach. Zbl 1337.60153
Hamadène, Said; Morlais, Marie-Amelie
6
2016
On a fractional impulsive partial stochastic integro-differential equation with state-dependent delay and optimal controls. Zbl 1354.34133
Yan, Zuomao; Jia, Xiumei
5
2016
The Bahadur representation of sample quantiles for weakly dependent sequences. Zbl 1341.62085
Wang, Yiwei; Yang, Wenzhi; Hu, Shuhe
5
2016
General financial market model defined by a liquidation value process. Zbl 1338.91166
Lepinette, Emmanuel; Tran, Tuan
4
2016
Enlargement of filtration and predictable representation property for semi-martingales. Zbl 1352.60064
Calzolari, Antonella; Torti, Barbara
3
2016
Maximum likelihood estimation for the drift parameter in diffusion processes. Zbl 1367.62247
Wei, Chao; Shu, Huisheng
3
2016
Stationary measures for stochastic differential equations with jumps. Zbl 1351.28027
Qiao, Huijie; Duan, Jinqiao
3
2016
First crossing time, overshoot and Appell-Hessenberg type functions. Zbl 1352.60069
Ignatov, Zvetan G.; Kaishev, Vladimir K.
3
2016
Reduction of Markov chains with two-time-scale state transitions. Zbl 1337.60182
Jia, Chen
3
2016
A new existence result for second-order BSDEs with quadratic growth and their applications. Zbl 1337.60126
Lin, Yiqing
3
2016
The \(\beta\)-mixing rate of STIT tessellations. Zbl 1344.60016
Martínez, S.; Nagel, W.
3
2016
Malliavin and flow regularity of SDEs. Application to the study of densities and the stochastic transport equation. Zbl 1337.60115
Baños, David; Nilssen, Torstein
3
2016
A representation theorem for smooth Brownian martingales. Zbl 1352.60062
Jin, Sixian; Peng, Qidi; Schellhorn, Henry
2
2016
Joint distributions for stochastic functional differential equations. Zbl 1362.34120
Takeuchi, Atsushi
2
2016
Integration by parts formula and applications for SPDEs with jumps. Zbl 1352.60078
Wang, Feng-Yu
2
2016
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Cited by 2,910 Authors

36 Wang, Xuejun
26 Yan, Litan
17 Mishura, Yuliya Stepanivna
17 Ouknine, Youssef
17 Shen, Aiting
17 Shen, Guangjun
17 Wu, Yi
15 Es-Sebaiy, Khalifa
14 Gapeev, Pavel V.
14 Hu, Shuhe
14 Siu, Tak Kuen
14 Yamazaki, Kazutoshi
13 Rodkina, Alexandra
12 Ceci, Claudia
12 Hu, Yaozhong
12 Leonenko, Nikolai N.
12 Peskir, Goran
12 Yuan, Chenggui
11 Christensen, Soren
11 Xi, Fubao
10 Bayraktar, Erhan
10 Caraballo Garrido, Tomás
10 Hamadene, Saïd
10 Jentzen, Arnulf
10 Ji, Shaolin
10 Øksendal, Bernt Karsten
10 Orsingher, Enzo
10 Ren, Yong
10 Shen, Yang
10 Volodin, Andrei I.
10 Yan, Zuomao
9 Benth, Fred Espen
9 Buonaguidi, Bruno
9 De Gregorio, Alessandro
9 Diop, Mamadou Abdoul
9 Dolinsky, Yan
9 Li, Xun
9 Mao, Xuerong
9 Mohammed, Wael W.
9 Pham, Huyên
9 Piunovskiĭ, Alekseĭ Borisovich
9 Possamaï, Dylan
9 Reisinger, Christoph
9 Röckner, Michael
9 Shevchenko, Georgiy M.
9 Sun, Xichao
9 Thäle, Christoph
9 Zhang, Yi
8 Blömker, Dirk
8 Cui, Jing
8 Hu, Mingshang
8 Jacquier, Antoine
8 Kifer, Yuri
8 Klimsiak, Tomasz
8 Kruse, Thomas
8 Neuenkirch, Andreas
8 Peng, Xingchun
8 Pérez Garmendia, Jose Luis
8 Popier, Alexandre
8 Pradhan, Somnath
8 Sulem, Agnès
8 Tappe, Stefan
8 Tudor, Ciprian A.
8 Viens, Frederi G.
8 Xiong, Jie
8 Yu, Qian
7 Braverman, Elena
7 Crepey, Stephane
7 Di Nunno, Giulia
7 Fan, Shengjun
7 Fuhrman, Marco
7 Grothaus, Martin
7 Guo, Yongjiang
7 Hu, Ying
7 Jaber, Eduardo Abi
7 Ke, Jauchuan
7 Liu, Junfeng
7 Liu, Wei
7 Liu, Wei
7 Menoukeu Pamen, Olivier
7 Muhle-Karbe, Johannes
7 Nagel, Werner
7 Pal, Chandan
7 Prakasa Rao, B. L. S.
7 Proske, Frank Norbert
7 Salminen, Paavo H.
7 Shi, Jingtao
7 Tangpi, Ludovic
7 Tugaut, Julian
7 Zhitlukhin, Mikhail V.
7 Zhu, Chao
6 Ahmed, Hamdy M.
6 Albeverio, Sergio A.
6 Ankirchner, Stefan
6 Chen, Fenge
6 De Angelis, Tiziano
6 Dufour, François
6 Escobar, Marcos
6 Fakhouri, Imade
6 Guo, Xin
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Cited in 369 Journals

138 Stochastic Processes and their Applications
84 Stochastics
68 Statistics & Probability Letters
62 Journal of Mathematical Analysis and Applications
55 SIAM Journal on Control and Optimization
47 Applied Mathematics and Optimization
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44 Journal of Theoretical Probability
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41 Communications in Statistics. Theory and Methods
39 Advances in Applied Probability
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38 The Annals of Applied Probability
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34 International Journal of Theoretical and Applied Finance
33 Stochastic Analysis and Applications
32 SIAM Journal on Financial Mathematics
30 Bernoulli
29 Stochastics and Dynamics
29 Advances in Difference Equations
25 Applied Mathematics and Computation
25 Methodology and Computing in Applied Probability
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23 The Annals of Probability
22 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
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20 Mathematical Methods of Operations Research
17 International Journal of Control
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16 Potential Analysis
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16 Discrete and Continuous Dynamical Systems. Series B
16 Modern Stochastics. Theory and Applications
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13 Filomat
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13 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
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12 Chaos, Solitons and Fractals
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12 Acta Mathematica Sinica. English Series
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11 Journal of Functional Analysis
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11 Frontiers of Mathematics in China
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8 Extremes
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8 Decisions in Economics and Finance
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7 Bulletin of the Korean Mathematical Society
7 Probability and Mathematical Statistics
7 Acta Applicandae Mathematicae
7 Acta Mathematicae Applicatae Sinica. English Series
7 Acta Mathematica Scientia. Series B. (English Edition)
7 Electronic Journal of Statistics
7 Journal of Function Spaces
6 Journal of Statistical Planning and Inference
6 Mathematics and Computers in Simulation
6 SIAM Journal on Numerical Analysis
6 Transactions of the American Mathematical Society
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6 Japan Journal of Industrial and Applied Mathematics
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