Applications of Mathematics Short Title: Appl. Math. (N. Y.) Publisher: Springer, New York Online: http://rd.springer.com/bookseries/602 Successor: Stochastic Modelling and Applied Probability Comments: Book series; No longer indexed Documents Indexed: 68 Publications (1975–2010) all top 5 Latest Volumes 55 (2005) 53 (2004) 52 (2003) 51 (2003) 50 (2003) 49 (2003) 48 (2002) 47 (2001) 46 (2001) 45 (2001) 44 (1999) 43 (1999) 42 (1999) 41 (1999) 40 (1999) 39 (1998) 38 (1998) 37 (1998) 36 (1997) 35 (1997/2003) 34 (1997) 33 (1997) 32 (1996) 31 (1996) 30 (1995) 29 (1995) 28 (1995/2006) 27 (1995/2003) 26 (1994/2003) 25 (1993) 24 (1992/2001) 23 (1992/2010) 22 (1990) 21 (1990/2004) 20 (1987) 19 (1983) 18 (1982) 17 (1983) 16 (1981) 15 (1980) 14 (1980/2009) 13 (1980) 12 (1980) 11 (1980) 10 (1979/1985) 9 (1978) 8 (1978/2008) 7 (1977) 6 (1978/2001) 5 (1977/2001) 4 (1976) 3 (1976/1981) 2 (1975/1982) 1 (1975) all top 5 Authors / Editors 6 Shiryaev, Al’bert Nikolaevich 5 Kushner, Harold J. 4 Liptser, Robert 4 Yin, Gang George 3 Marchuk, Guriĭ Ivanovich 2 Baccelli, François Louis 2 Balakrishnan, Alampallam Venkatachalaiyer 2 Brémaud, Pierre 2 Dupuis, Paul G. 2 Elliott, Robert James 2 Fleming, Wendell Helms 2 Hernández-Lerma, Onésimo 2 Ibragimov, Il’dar Abdullovich 2 Kalpazidou, Sophia L. 2 Kloeden, Peter Eris 2 Krylov, Nicolaĭ Vladimirovich 2 Lasserre, Jean-Bernard 2 Platen, Eckhard 2 Protter, Philip Elliott 2 Winkler, Gerhard 2 Wonham, W. Murray 2 Zhang, Qing 1 Aggoun, Lakhdar 1 Asmussen, Søren 1 Aven, Terje 1 Benveniste, Albert 1 Borovkov, Aleksandr Alekseevich 1 Cesari, Lamberto 1 Chen, Hong 1 Dembo, Amir 1 Devroye, Luc P. J. A. 1 Duflo, Marie 1 Embrechts, Paul 1 Fayolle, Guy 1 Fernholz, Erhard Robert 1 Glasserman, Paul 1 Györfi, László 1 Han, Te Sun 1 Hestenes, Magnus Rudolph 1 Hida, Takeyuki 1 Hijab, Omar B. 1 Iasnogorodski, Roudolf 1 Jensen, Uwe 1 Kabanov, Yuriĭ Mikhaĭlovich 1 Kallianpur, Gopinath 1 Karatzas, Ioannis 1 Khas’minskiĭ, Rafail Zalmanovich 1 Klüppelberg, Claudia 1 Lugosi, Gábor 1 Maitra, Ashok Prasad 1 Malyshev, Vadim Aleksandrovich 1 Metivier, Michel 1 Mikosch, Thomas 1 Moore, John Barratt 1 Musiela, Marek 1 Pergamenshchikov, Sergeĭ Markovich 1 Prabhu, Narahari Umanath 1 Priouret, Pierre 1 Rishel, Raymond W. 1 Robert, Philippe 1 Rozanov, Yuriĭ Anatol’evich 1 Rutkowski, Marek 1 Serfozo, Richard F. 1 Shaĭdurov, Vladimir Victorovich 1 Shreve, Steven E. 1 Soner, Halil Mete 1 Steele, J. Michael 1 Sudderth, William D. 1 Vorob’ev, Nikolai Nikolaevic 1 Yao, David D. W. 1 Yong, Jiongmin 1 Zeitouni, Ofer 1 Zhou, Xunyu all top 5 Fields 48 Probability theory and stochastic processes (60-XX) 27 Systems theory; control (93-XX) 20 Statistics (62-XX) 14 Numerical analysis (65-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 11 Operations research, mathematical programming (90-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Partial differential equations (35-XX) 3 Measure and integration (28-XX) 3 Difference and functional equations (39-XX) 3 Operator theory (47-XX) 3 Computer science (68-XX) 3 Information and communication theory, circuits (94-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Convex and discrete geometry (52-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 68 Publications have been cited 16,745 times in 14,864 Documents Cited by ▼ Year ▼ Modelling extremal events for insurance and finance. Zbl 0873.62116Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas 1,498 1997 Large deviations techniques and applications. 2nd ed. Zbl 0896.60013Dembo, Amir; Zeitouni, Ofer 1,336 1998 Deterministic and stochastic optimal control. Zbl 0323.49001Fleming, Wendell H.; Rishel, Raymond W. 1,019 1975 Numerical solution of stochastic differential equations. Zbl 0752.60043Kloeden, Peter E.; Platen, Eckhard 966 1992 Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002Yong, Jiongmin; Zhou, Xun Yu 824 1999 Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001Asmussen, Søren 815 2003 Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005Protter, Philip E. 744 2004 Controlled Markov processes and viscosity solutions. Zbl 0773.60070Fleming, Wendell H.; Soner, H. Mete 678 1993 Methods of mathematical finance. Zbl 0941.91032Karatzas, Ioannis; Shreve, Steven E. 650 1998 Monte Carlo methods in financial engineering. Zbl 1038.91045Glasserman, Paul 589 2004 A probabilistic theory of pattern recognition. Zbl 0853.68150Devroye, Luc; Györfi, László; Lugosi, Gábor 447 1996 Stochastic integration and differential equations. A new approach. Zbl 0694.60047Protter, Philip 412 1990 Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004Liptser, R. S.; Shiryayev, A. N. 387 1977 Optimization – theory and applications. Problems with ordinary differential equations. Zbl 0506.49001Cesari, Lamberto 376 1983 Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084Kushner, Harold J.; Yin, G. George 336 2003 Hidden Markov models. Estimation and control. Zbl 0819.60045Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B. 327 1995 Further topics on discrete-time Markov control processes. Zbl 0928.93002Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 259 1999 Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001Wonham, W. Murray 259 1979 Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002Krylov, N. V. 238 1980 Stochastic calculus and applications. Zbl 0503.60062Elliott, Robert J. 220 1982 Applied functional analysis. Zbl 0333.93051Balakrishnan, A. V. 215 1976 Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002Shiryaev, A. N. 202 1978 Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005Kushner, Harold J.; Dupuis, Paul 202 2001 Stochastic filtering theory. Zbl 0458.60001Kallianpur, Gopinath 199 1980 Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001Wonham, W. Murray 175 1985 Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057Borovkov, A. A. 162 1976 Martingale methods in financial modelling. Zbl 0906.60001Musiela, Marek; Rutkowski, Marek 158 1997 Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001Liptser, R. S.; Shiryayev, A. N. 153 1978 Stochastic approximation algorithms and applications. Zbl 0914.60006Kushner, Harold J.; Yin, G. George 144 1997 Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068Kushner, Harold J.; Dupuis, Paul G. 140 1992 Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003Chen, Hong; Yao, David D. 134 2001 Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073Benveniste, Albert; Métivier, Michel; Priouret, Pierre 125 1990 Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037Ibragimov, I. A.; Rozanov, Y. A. 124 1978 Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim 115 1999 Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039Yin, G. George; Zhang, Qing 114 1998 Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076Marchuk, G. I.; Shaidurov, V. V. 112 1983 Applied functional analysis. 2nd ed. Zbl 0459.46014Balakrishnan, A. V. 100 1981 Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069Duflo, Marie 98 1997 Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002Hida, T. 93 1980 Stochastic portfolio theory. Zbl 1049.91067Fernholz, E. Robert 90 2002 Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094Prabhu, N. U. 89 1980 Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003Marchuk, G. I. 88 1982 Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 87 1995 Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001Baccelli, François; Brémaud, Pierre 84 2003 Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026Ibragimov, I. A.; Khas’minskij, R. Z. 81 1981 Stochastic models in reliability. Zbl 0926.60006Aven, Terje; Jensen, Uwe 78 1999 Statistics of random processes. 1: General theory. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62072Liptser, Robert S.; Shiryaev, Albert N. 74 2001 Conjugate direction methods in optimization. Zbl 0439.49001Hestenes, Magnus R. 72 1980 Introduction to stochastic networks. Zbl 0983.60006Serfozo, Richard 69 1999 Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002Marchuk, G. I. 68 1975 Stochastic calculus and financial applications. Zbl 0962.60001Steele, J. Michael 63 2001 Statistics of random processes. 2: Applications. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62073Liptser, Robert S.; Shiryaev, Albert N. 63 2001 Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. Zbl 1008.68147Winkler, Gerhard 58 2003 Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125Winkler, Gerhard 55 1995 Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052Kloeden, Peter E.; Platen, Eckhard 54 2010 Discrete gambling and stochastic games. Zbl 0864.90148Maitra, Ashok P.; Sudderth, William D. 52 1996 Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081Baccelli, François; Brémaud, Pierre 51 1994 Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001Kabanov, Yu.; Pergamenshchikov, S. 47 2003 Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004Kushner, Harold J. 47 2001 Stochastic networks and queues. Translation from the French. Zbl 1038.60091Robert, Philippe 42 2003 Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002Yin, G. George; Zhang, Qing 41 2005 Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004Krylov, N. V. 39 2009 Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008Shiryaev, Albert N. 39 2008 Information-spectrum methods in information theory. Zbl 1010.94001Han, Te Sun 23 2003 Cycle representations of Markov processes. Zbl 0824.60002Kalpazidou, Sophia L. 15 1995 Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004Kalpazidou, Sophia L. 14 2006 Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085Vorob’ev, N. N. 12 1977 Stabilization of control systems. Zbl 0611.93069Hijab, O. 5 1987 Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052Kloeden, Peter E.; Platen, Eckhard 54 2010 Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004Krylov, N. V. 39 2009 Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008Shiryaev, Albert N. 39 2008 Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004Kalpazidou, Sophia L. 14 2006 Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002Yin, G. George; Zhang, Qing 41 2005 Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005Protter, Philip E. 744 2004 Monte Carlo methods in financial engineering. Zbl 1038.91045Glasserman, Paul 589 2004 Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001Asmussen, Søren 815 2003 Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084Kushner, Harold J.; Yin, G. George 336 2003 Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001Baccelli, François; Brémaud, Pierre 84 2003 Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. Zbl 1008.68147Winkler, Gerhard 58 2003 Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001Kabanov, Yu.; Pergamenshchikov, S. 47 2003 Stochastic networks and queues. Translation from the French. Zbl 1038.60091Robert, Philippe 42 2003 Information-spectrum methods in information theory. Zbl 1010.94001Han, Te Sun 23 2003 Stochastic portfolio theory. Zbl 1049.91067Fernholz, E. Robert 90 2002 Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005Kushner, Harold J.; Dupuis, Paul 202 2001 Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003Chen, Hong; Yao, David D. 134 2001 Statistics of random processes. 1: General theory. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62072Liptser, Robert S.; Shiryaev, Albert N. 74 2001 Stochastic calculus and financial applications. Zbl 0962.60001Steele, J. Michael 63 2001 Statistics of random processes. 2: Applications. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62073Liptser, Robert S.; Shiryaev, Albert N. 63 2001 Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004Kushner, Harold J. 47 2001 Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002Yong, Jiongmin; Zhou, Xun Yu 824 1999 Further topics on discrete-time Markov control processes. Zbl 0928.93002Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 259 1999 Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim 115 1999 Stochastic models in reliability. Zbl 0926.60006Aven, Terje; Jensen, Uwe 78 1999 Introduction to stochastic networks. Zbl 0983.60006Serfozo, Richard 69 1999 Large deviations techniques and applications. 2nd ed. Zbl 0896.60013Dembo, Amir; Zeitouni, Ofer 1,336 1998 Methods of mathematical finance. Zbl 0941.91032Karatzas, Ioannis; Shreve, Steven E. 650 1998 Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039Yin, G. George; Zhang, Qing 114 1998 Modelling extremal events for insurance and finance. Zbl 0873.62116Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas 1,498 1997 Martingale methods in financial modelling. Zbl 0906.60001Musiela, Marek; Rutkowski, Marek 158 1997 Stochastic approximation algorithms and applications. Zbl 0914.60006Kushner, Harold J.; Yin, G. George 144 1997 Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069Duflo, Marie 98 1997 A probabilistic theory of pattern recognition. Zbl 0853.68150Devroye, Luc; Györfi, László; Lugosi, Gábor 447 1996 Discrete gambling and stochastic games. Zbl 0864.90148Maitra, Ashok P.; Sudderth, William D. 52 1996 Hidden Markov models. Estimation and control. Zbl 0819.60045Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B. 327 1995 Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001Hernández-Lerma, Onésimo; Lasserre, Jean Bernard 87 1995 Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125Winkler, Gerhard 55 1995 Cycle representations of Markov processes. Zbl 0824.60002Kalpazidou, Sophia L. 15 1995 Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081Baccelli, François; Brémaud, Pierre 51 1994 Controlled Markov processes and viscosity solutions. Zbl 0773.60070Fleming, Wendell H.; Soner, H. Mete 678 1993 Numerical solution of stochastic differential equations. Zbl 0752.60043Kloeden, Peter E.; Platen, Eckhard 966 1992 Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068Kushner, Harold J.; Dupuis, Paul G. 140 1992 Stochastic integration and differential equations. A new approach. Zbl 0694.60047Protter, Philip 412 1990 Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073Benveniste, Albert; Métivier, Michel; Priouret, Pierre 125 1990 Stabilization of control systems. Zbl 0611.93069Hijab, O. 5 1987 Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001Wonham, W. Murray 175 1985 Optimization – theory and applications. Problems with ordinary differential equations. Zbl 0506.49001Cesari, Lamberto 376 1983 Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076Marchuk, G. I.; Shaidurov, V. V. 112 1983 Stochastic calculus and applications. Zbl 0503.60062Elliott, Robert J. 220 1982 Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003Marchuk, G. I. 88 1982 Applied functional analysis. 2nd ed. Zbl 0459.46014Balakrishnan, A. V. 100 1981 Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026Ibragimov, I. A.; Khas’minskij, R. Z. 81 1981 Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002Krylov, N. V. 238 1980 Stochastic filtering theory. Zbl 0458.60001Kallianpur, Gopinath 199 1980 Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002Hida, T. 93 1980 Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094Prabhu, N. U. 89 1980 Conjugate direction methods in optimization. Zbl 0439.49001Hestenes, Magnus R. 72 1980 Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001Wonham, W. Murray 259 1979 Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002Shiryaev, A. N. 202 1978 Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001Liptser, R. S.; Shiryayev, A. N. 153 1978 Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037Ibragimov, I. A.; Rozanov, Y. A. 124 1978 Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004Liptser, R. S.; Shiryayev, A. N. 387 1977 Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085Vorob’ev, N. N. 12 1977 Applied functional analysis. Zbl 0333.93051Balakrishnan, A. V. 215 1976 Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057Borovkov, A. A. 162 1976 Deterministic and stochastic optimal control. Zbl 0323.49001Fleming, Wendell H.; Rishel, Raymond W. 1,019 1975 Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002Marchuk, G. I. 68 1975 all cited Publications top 5 cited Publications all top 5 Cited by 15,082 Authors 94 Elliott, Robert James 74 Mandjes, Michel Robertus Hendrikus 73 Yin, Gang George 65 Siu, Tak Kuen 60 Guo, Xianping 52 Macci, Claudio 52 Zhang, Qing 47 Bayraktar, Erhan 47 Wu, Zhen 46 Mikosch, Thomas 46 Yin, George Gang 45 Tang, Qihe 44 Hashorva, Enkelejd 44 Yong, Jiongmin 42 Boxma, Onno Johan 41 Yang, Hailiang 39 Asmussen, Søren 38 Karatzas, Ioannis 38 Zwart, Bert P. 37 Platen, Eckhard 36 Klüppelberg, Claudia 33 Cha, Ji Hwan 32 Samorodnitsky, Gennady Pinkhosovich 31 Borkar, Vivek Shripad 30 Wang, Yuebao 29 Budhiraja, Amarjit S. 29 Kloeden, Peter Eris 29 Xiong, Jie 29 Yang, Yang 29 Young, Virginia R. 28 Blanchet, Jose H. 28 Lasiecka, Irena 28 van Leeuwaarden, Johan S. H. 28 Wang, Yongjin 27 Kohler, Michael 27 Palmowski, Zbigniew 27 Pham, Huyên 27 Yuen, Kam Chuen 27 Zeitouni, Ofer 26 Wang, Leyi 25 Ji, Shaolin 25 Ma, Jin 25 Papageorgiou, Nikolaos S. 25 Wang, Kaiyong 24 Hernández-Lerma, Onésimo 24 Li, Xun 24 Zhou, Xunyu 23 Dufour, François 23 Gao, Fuqing 23 Glynn, Peter W. 23 Kella, Offer 23 Kutoyants, Yury A. 23 Kyprianou, Andreas E. 23 Mao, Xuerong 23 Miyazawa, Masakiyo 23 Piunovskiĭ, Alekseĭ Borisovich 23 Whitt, Ward 22 Gao, Qingwu 22 Miao, Yu 22 Zhu, Lingjiong 21 Ekström, Erik 21 Gapeev, Pavel V. 21 Girard, Stéphane 21 Huang, Jianhui 21 Jentzen, Arnulf 21 Jin, Zhuo 21 Mojirsheibani, Majid 21 Sethi, Suresh P. 20 Bäuerle, Nicole 20 Dokuchaev, Nikolai G. 20 Foss, Sergey G. 20 Gozzi, Fausto 20 Lions, Pierre-Louis 20 Raschel, Kilian 19 Bo, Lijun 19 Dębicki, Krzysztof 19 Frankowska, Hélène 19 Ivanovs, Jevgeņijs 19 Jaśkiewicz, Anna 19 Meyn, Sean P. 19 Runggaldier, Wolfgang J. 19 Šiaulys, Jonas 19 Triggiani, Roberto 18 Albrecher, Hansjörg 18 Belomestny, Denis 18 Biau, Gérard 18 Finkelstein, Maxim 18 Guillemin, Fabrice M. 18 Li, Jinzhu 18 Ouknine, Youssef 18 Pacchiarotti, Barbara 18 Russo, Francesco 18 Touzi, Nizar 18 Yavin, Yaakov 18 Yuan, Chenggui 18 Zheng, Harry H. 17 Baccelli, François Louis 17 Chen, Xia 17 Chen, Yiqing 17 Dupuis, Paul G. ...and 14,982 more Authors all top 5 Cited in 827 Journals 537 Stochastic Processes and their Applications 389 The Annals of Applied Probability 312 Insurance Mathematics & Economics 305 Statistics & Probability Letters 304 Journal of Applied Probability 263 Queueing Systems 256 Journal of Optimization Theory and Applications 240 Automatica 229 SIAM Journal on Control and Optimization 220 Stochastic Analysis and Applications 218 Applied Mathematics and Optimization 214 Journal of Mathematical Analysis and Applications 207 Advances in Applied Probability 184 The Annals of Probability 172 Systems & Control Letters 160 The Annals of Statistics 159 Journal of Computational and Applied Mathematics 148 Bernoulli 145 International Journal of Control 143 European Journal of Operational Research 140 Journal of Statistical Physics 136 Probability Theory and Related Fields 135 Journal of Statistical Planning and Inference 134 Stochastics 122 Journal of Economic Dynamics & Control 117 Applied Mathematics and Computation 117 Finance and Stochastics 115 Methodology and Computing in Applied Probability 111 Communications in Statistics. Theory and Methods 111 International Journal of Theoretical and Applied Finance 108 Journal of Theoretical Probability 106 Journal of Multivariate Analysis 104 Stochastic Models 101 Extremes 97 Quantitative Finance 95 Annals of Operations Research 93 Mathematical Finance 88 Mathematical Methods of Operations Research 85 Kybernetika 80 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 79 Journal of Econometrics 78 Journal of Differential Equations 70 Operations Research Letters 69 Automation and Remote Control 69 Scandinavian Actuarial Journal 69 Electronic Journal of Statistics 64 SIAM Journal on Financial Mathematics 62 Applied Mathematical Finance 62 Journal of Systems Science and Complexity 61 Journal of Functional Analysis 60 Computers & Mathematics with Applications 59 Mathematics and Financial Economics 58 Journal of Economic Theory 58 Mathematics and Computers in Simulation 58 Journal of Mathematical Sciences (New York) 57 BIT 56 Stochastics 56 Mathematical Problems in Engineering 56 Probability in the Engineering and Informational Sciences 55 Annals of the Institute of Statistical Mathematics 55 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 54 International Journal of Systems Science 54 ASTIN Bulletin 52 Journal of Computational Physics 52 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 52 Computational Statistics and Data Analysis 51 Electronic Journal of Probability 51 Discrete and Continuous Dynamical Systems. Series B 50 Annals of Finance 49 Acta Mathematicae Applicatae Sinica. English Series 48 Journal of Mathematical Economics 48 Transactions of the American Mathematical Society 48 Sequential Analysis 48 Journal of Industrial and Management Optimization 47 Stochastics and Dynamics 47 Mathematical Control and Related Fields 46 Acta Applicandae Mathematicae 46 International Journal of Computer Mathematics 46 North American Actuarial Journal 46 Advances in Difference Equations 44 Lithuanian Mathematical Journal 44 Physica A 43 Journal of the Franklin Institute 41 MCSS. Mathematics of Control, Signals, and Systems 41 Asia-Pacific Financial Markets 41 Science China. Mathematics 40 SIAM Journal on Numerical Analysis 40 Statistics and Computing 39 Mathematics of Computation 39 Mathematical and Computer Modelling 39 Machine Learning 39 Journal of Machine Learning Research (JMLR) 39 Frontiers of Mathematics in China 38 Communications in Mathematical Physics 38 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 38 Journal of Scientific Computing 36 SIAM/ASA Journal on Uncertainty Quantification 35 Journal of Mathematical Biology 34 Bulletin of Mathematical Biology 34 Applied Mathematical Modelling ...and 727 more Journals all top 5 Cited in 62 Fields 7,921 Probability theory and stochastic processes (60-XX) 3,885 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3,036 Statistics (62-XX) 3,010 Systems theory; control (93-XX) 1,964 Calculus of variations and optimal control; optimization (49-XX) 1,945 Numerical analysis (65-XX) 1,683 Operations research, mathematical programming (90-XX) 1,075 Partial differential equations (35-XX) 718 Biology and other natural sciences (92-XX) 659 Ordinary differential equations (34-XX) 631 Computer science (68-XX) 437 Statistical mechanics, structure of matter (82-XX) 296 Dynamical systems and ergodic theory (37-XX) 237 Operator theory (47-XX) 178 Information and communication theory, circuits (94-XX) 171 Fluid mechanics (76-XX) 162 Combinatorics (05-XX) 142 Functional analysis (46-XX) 133 Linear and multilinear algebra; matrix theory (15-XX) 126 Integral equations (45-XX) 116 Quantum theory (81-XX) 95 Mechanics of deformable solids (74-XX) 85 Measure and integration (28-XX) 82 Approximations and expansions (41-XX) 77 Real functions (26-XX) 76 Global analysis, analysis on manifolds (58-XX) 74 Mechanics of particles and systems (70-XX) 74 Geophysics (86-XX) 59 Harmonic analysis on Euclidean spaces (42-XX) 51 Difference and functional equations (39-XX) 48 Functions of a complex variable (30-XX) 46 Integral transforms, operational calculus (44-XX) 44 Classical thermodynamics, heat transfer (80-XX) 40 Number theory (11-XX) 32 Special functions (33-XX) 29 History and biography (01-XX) 27 Potential theory (31-XX) 27 Differential geometry (53-XX) 26 Optics, electromagnetic theory (78-XX) 25 General and overarching topics; collections (00-XX) 24 Convex and discrete geometry (52-XX) 21 Mathematical logic and foundations (03-XX) 14 General topology (54-XX) 11 Topological groups, Lie groups (22-XX) 10 Nonassociative rings and algebras (17-XX) 10 Algebraic topology (55-XX) 8 Algebraic geometry (14-XX) 8 Sequences, series, summability (40-XX) 8 Astronomy and astrophysics (85-XX) 6 Several complex variables and analytic spaces (32-XX) 6 Abstract harmonic analysis (43-XX) 5 Group theory and generalizations (20-XX) 4 Manifolds and cell complexes (57-XX) 3 Field theory and polynomials (12-XX) 3 \(K\)-theory (19-XX) 3 Mathematics education (97-XX) 2 Commutative algebra (13-XX) 2 Associative rings and algebras (16-XX) 2 Relativity and gravitational theory (83-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 General algebraic systems (08-XX) 1 Geometry (51-XX) Citations by Year