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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

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 U
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

Publications by Year

Citations contained in zbMATH Open

68 Publications have been cited 14,918 times in 13,250 Documents Cited by Year
Modelling extremal events for insurance and finance. Zbl 0873.62116
Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas
1997
Large deviations techniques and applications. 2nd ed. Zbl 0896.60013
Dembo, Amir; Zeitouni, Ofer
1998
Deterministic and stochastic optimal control. Zbl 0323.49001
Fleming, Wendell H.; Rishel, Raymond W.
897
1975
Numerical solution of stochastic differential equations. Zbl 0752.60043
Kloeden, Peter E.; Platen, Eckhard
847
1992
Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001
Asmussen, Søren
724
2003
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
656
1999
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
632
1993
Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005
Protter, Philip E.
630
2004
Methods of mathematical finance. Zbl 0941.91032
Karatzas, Ioannis; Shreve, Steven E.
590
1998
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
527
2004
Stochastic integration and differential equations. A new approach. Zbl 0694.60047
Protter, Philip
387
1990
A probabilistic theory of pattern recognition. Zbl 0853.68150
Devroye, Luc; Györfi, László; Lugosi, Gábor
381
1996
Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004
Liptser, R. S.; Shiryayev, A. N.
361
1977
Optimization - theory and applications. Problems with ordinary differential equations. Zbl 0506.49001
Cesari, Lamberto
350
1983
Hidden Markov models. Estimation and control. Zbl 0819.60045
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B.
301
1995
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
284
2003
Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001
Wonham, W. Murray
249
1979
Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002
Krylov, N. V.
218
1980
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
217
1999
Stochastic calculus and applications. Zbl 0503.60062
Elliott, Robert J.
208
1982
Applied functional analysis. Zbl 0333.93051
Balakrishnan, A. V.
203
1976
Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002
Shiryaev, A. N.
184
1978
Stochastic filtering theory. Zbl 0458.60001
Kallianpur, Gopinath
183
1980
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
174
2001
Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057
Borovkov, A. A.
153
1976
Martingale methods in financial modelling. Zbl 0906.60001
Musiela, Marek; Rutkowski, Marek
151
1997
Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001
Wonham, W. Murray
147
1985
Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001
Liptser, R. S.; Shiryayev, A. N.
135
1978
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
133
1997
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
126
1992
Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003
Chen, Hong; Yao, David D.
126
2001
Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037
Ibragimov, I. A.; Rozanov, Y. A.
112
1978
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
109
1998
Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076
Marchuk, G. I.; Shaidurov, V. V.
105
1983
Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002
Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
99
1999
Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073
Benveniste, Albert; Métivier, Michel; Priouret, Pierre
97
1990
Applied functional analysis. 2nd ed. Zbl 0459.46014
Balakrishnan, A. V.
93
1981
Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069
Duflo, Marie
90
1997
Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094
Prabhu, N. U.
86
1980
Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002
Hida, T.
82
1980
Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003
Marchuk, G. I.
81
1982
Stochastic portfolio theory. Zbl 1049.91067
Fernholz, E. Robert
80
2002
Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001
Baccelli, François; Brémaud, Pierre
78
2003
Stochastic models in reliability. Zbl 0926.60006
Aven, Terje; Jensen, Uwe
72
1999
Conjugate direction methods in optimization. Zbl 0439.49001
Hestenes, Magnus R.
70
1980
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
68
1995
Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002
Marchuk, G. I.
68
1975
Introduction to stochastic networks. Zbl 0983.60006
Serfozo, Richard
65
1999
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas’minskij, R. Z.
65
1981
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 1008.62072
Liptser, Robert S.; Shiryaev, Albert N.
62
2001
Stochastic calculus and financial applications. Zbl 0962.60001
Steele, J. Michael
60
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 1008.62073
Liptser, Robert S.; Shiryaev, Albert N.
53
2001
Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. Zbl 1008.68147
Winkler, Gerhard
53
2003
Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125
Winkler, Gerhard
53
1995
Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081
Baccelli, François; Brémaud, Pierre
51
1994
Discrete gambling and stochastic games. Zbl 0864.90148
Maitra, Ashok P.; Sudderth, William D.
49
1996
Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052
Kloeden, Peter E.; Platen, Eckhard
47
2010
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
45
2001
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
40
2003
Stochastic networks and queues. Translation from the French. Zbl 1038.60091
Robert, Philippe
39
2003
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
36
2005
Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004
Krylov, N. V.
33
2009
Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008
Shiryaev, Albert N.
29
2008
Information-spectrum methods in information theory. Zbl 1010.94001
Han, Te Sun
18
2003
Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004
Kalpazidou, Sophia L.
14
2006
Cycle representations of Markov processes. Zbl 0824.60002
Kalpazidou, Sophia L.
14
1995
Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085
Vorob’ev, N. N.
11
1977
Stabilization of control systems. Zbl 0611.93069
Hijab, O.
4
1987
Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052
Kloeden, Peter E.; Platen, Eckhard
47
2010
Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004
Krylov, N. V.
33
2009
Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008
Shiryaev, Albert N.
29
2008
Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004
Kalpazidou, Sophia L.
14
2006
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
36
2005
Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005
Protter, Philip E.
630
2004
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
527
2004
Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001
Asmussen, Søren
724
2003
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
284
2003
Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001
Baccelli, François; Brémaud, Pierre
78
2003
Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. Zbl 1008.68147
Winkler, Gerhard
53
2003
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
40
2003
Stochastic networks and queues. Translation from the French. Zbl 1038.60091
Robert, Philippe
39
2003
Information-spectrum methods in information theory. Zbl 1010.94001
Han, Te Sun
18
2003
Stochastic portfolio theory. Zbl 1049.91067
Fernholz, E. Robert
80
2002
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
174
2001
Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003
Chen, Hong; Yao, David D.
126
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 1008.62072
Liptser, Robert S.; Shiryaev, Albert N.
62
2001
Stochastic calculus and financial applications. Zbl 0962.60001
Steele, J. Michael
60
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 1008.62073
Liptser, Robert S.; Shiryaev, Albert N.
53
2001
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
45
2001
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
656
1999
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
217
1999
Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002
Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
99
1999
Stochastic models in reliability. Zbl 0926.60006
Aven, Terje; Jensen, Uwe
72
1999
Introduction to stochastic networks. Zbl 0983.60006
Serfozo, Richard
65
1999
Large deviations techniques and applications. 2nd ed. Zbl 0896.60013
Dembo, Amir; Zeitouni, Ofer
1998
Methods of mathematical finance. Zbl 0941.91032
Karatzas, Ioannis; Shreve, Steven E.
590
1998
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
109
1998
Modelling extremal events for insurance and finance. Zbl 0873.62116
Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas
1997
Martingale methods in financial modelling. Zbl 0906.60001
Musiela, Marek; Rutkowski, Marek
151
1997
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
133
1997
Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069
Duflo, Marie
90
1997
A probabilistic theory of pattern recognition. Zbl 0853.68150
Devroye, Luc; Györfi, László; Lugosi, Gábor
381
1996
Discrete gambling and stochastic games. Zbl 0864.90148
Maitra, Ashok P.; Sudderth, William D.
49
1996
Hidden Markov models. Estimation and control. Zbl 0819.60045
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B.
301
1995
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
68
1995
Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125
Winkler, Gerhard
53
1995
Cycle representations of Markov processes. Zbl 0824.60002
Kalpazidou, Sophia L.
14
1995
Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081
Baccelli, François; Brémaud, Pierre
51
1994
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
632
1993
Numerical solution of stochastic differential equations. Zbl 0752.60043
Kloeden, Peter E.; Platen, Eckhard
847
1992
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
126
1992
Stochastic integration and differential equations. A new approach. Zbl 0694.60047
Protter, Philip
387
1990
Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073
Benveniste, Albert; Métivier, Michel; Priouret, Pierre
97
1990
Stabilization of control systems. Zbl 0611.93069
Hijab, O.
4
1987
Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001
Wonham, W. Murray
147
1985
Optimization - theory and applications. Problems with ordinary differential equations. Zbl 0506.49001
Cesari, Lamberto
350
1983
Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076
Marchuk, G. I.; Shaidurov, V. V.
105
1983
Stochastic calculus and applications. Zbl 0503.60062
Elliott, Robert J.
208
1982
Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003
Marchuk, G. I.
81
1982
Applied functional analysis. 2nd ed. Zbl 0459.46014
Balakrishnan, A. V.
93
1981
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas’minskij, R. Z.
65
1981
Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002
Krylov, N. V.
218
1980
Stochastic filtering theory. Zbl 0458.60001
Kallianpur, Gopinath
183
1980
Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094
Prabhu, N. U.
86
1980
Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002
Hida, T.
82
1980
Conjugate direction methods in optimization. Zbl 0439.49001
Hestenes, Magnus R.
70
1980
Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001
Wonham, W. Murray
249
1979
Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002
Shiryaev, A. N.
184
1978
Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001
Liptser, R. S.; Shiryayev, A. N.
135
1978
Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037
Ibragimov, I. A.; Rozanov, Y. A.
112
1978
Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004
Liptser, R. S.; Shiryayev, A. N.
361
1977
Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085
Vorob’ev, N. N.
11
1977
Applied functional analysis. Zbl 0333.93051
Balakrishnan, A. V.
203
1976
Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057
Borovkov, A. A.
153
1976
Deterministic and stochastic optimal control. Zbl 0323.49001
Fleming, Wendell H.; Rishel, Raymond W.
897
1975
Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002
Marchuk, G. I.
68
1975
all top 5

Cited by 13,430 Authors

88 Elliott, Robert James
84 Yin, Gang George
70 Mandjes, Michel Robertus Hendrikus
60 Siu, Tak Kuen
54 Guo, Xianping
47 Zhang, Qing
45 Macci, Claudio
44 Tang, Qihe
42 Hashorva, Enkelejd
42 Wu, Zhen
41 Yang, Hailiang
40 Bayraktar, Erhan
40 Mikosch, Thomas
39 Boxma, Onno Johan
38 Karatzas, Ioannis
37 Yong, Jiongmin
37 Zwart, Bert P.
36 Asmussen, Søren
35 Platen, Eckhard
35 Yin, George Gang
34 Klüppelberg, Claudia
31 Samorodnitsky, Gennady Pinkhosovich
29 Cha, Ji Hwan
29 Kloeden, Peter Eris
29 Wang, Yuebao
28 Blanchet, Jose H.
28 Borkar, Vivek Shripad
28 Wang, Yongjin
27 Lasiecka, Irena
26 Budhiraja, Amarjit S.
26 van Leeuwaarden, Johan S. H.
26 Yang, Yang
26 Young, Virginia R.
26 Zeitouni, Ofer
25 Papageorgiou, Nikolaos S.
25 Pham, Huyên
25 Wang, Leyi
24 Palmowski, Zbigniew
24 Yuen, Kam Chuen
23 Gao, Fuqing
23 Glynn, Peter W.
23 Kohler, Michael
23 Kutoyants, Yury A.
23 Ma, Jin
23 Wang, Kaiyong
22 Hernández-Lerma, Onésimo
22 Mao, Xuerong
22 Miyazawa, Masakiyo
21 Dufour, François
21 Lions, Pierre-Louis
21 Whitt, Ward
21 Xiong, Jie
20 Gao, Qingwu
20 Gozzi, Fausto
20 Jentzen, Arnulf
20 Kella, Offer
20 Kyprianou, Andreas E.
20 Li, Xun
20 Mojirsheibani, Majid
20 Piunovskiĭ, Alekseĭ Borisovich
20 Sethi, Suresh P.
19 Dębicki, Krzysztof
19 Gapeev, Pavel V.
19 Girard, Stéphane
19 Huang, Jianhui
19 Jaśkiewicz, Anna
19 Miao, Yu
19 Zhu, Lingjiong
18 Biau, Gérard
18 Bo, Lijun
18 Ekström, Erik
18 Foss, Sergey G.
18 Guillemin, Fabrice M.
18 Ji, Shaolin
18 Triggiani, Roberto
18 Yavin, Yaakov
17 Albrecher, Hansjörg
17 Bäuerle, Nicole
17 Dokuchaev, Nikolai G.
17 Finkelstein, Maxim
17 Frankowska, Hélène
17 Ivanovs, Jevgeņijs
17 Jin, Zhuo
17 Kurzhanskiĭ, Aleksandr Borisovich
17 Meyn, Sean P.
17 Nowak, Andrzej S.
17 Øksendal, Bernt Karsten
17 Raschel, Kilian
17 Yuan, Chenggui
16 Chen, Yiqing
16 Dupuis, Paul G.
16 Embrechts, Paul
16 Jeanblanc, Monique
16 König, Wolfgang Dieter
16 Kushner, Harold J.
16 Li, Jinzhu
16 Mazumdar, Ravi R.
16 Ouknine, Youssef
16 Resnick, Sidney Ira
16 Runggaldier, Wolfgang J.
...and 13,330 more Authors
all top 5

Cited in 774 Journals

446 Stochastic Processes and their Applications
364 The Annals of Applied Probability
291 Insurance Mathematics & Economics
287 Journal of Applied Probability
285 Statistics & Probability Letters
252 Queueing Systems
246 Journal of Optimization Theory and Applications
213 Stochastic Analysis and Applications
207 Applied Mathematics and Optimization
200 Advances in Applied Probability
198 Journal of Mathematical Analysis and Applications
187 Automatica
184 SIAM Journal on Control and Optimization
181 The Annals of Probability
150 Systems & Control Letters
149 The Annals of Statistics
145 Journal of Computational and Applied Mathematics
134 Bernoulli
133 European Journal of Operational Research
131 Journal of Statistical Physics
128 Probability Theory and Related Fields
127 Journal of Statistical Planning and Inference
126 International Journal of Control
115 Journal of Economic Dynamics & Control
113 Finance and Stochastics
104 Applied Mathematics and Computation
102 International Journal of Theoretical and Applied Finance
100 Journal of Theoretical Probability
100 Stochastic Models
95 Extremes
93 Mathematical Finance
92 Methodology and Computing in Applied Probability
89 Stochastics
87 Annals of Operations Research
84 Mathematical Methods of Operations Research
82 Journal of Multivariate Analysis
81 Kybernetika
80 Quantitative Finance
77 Journal of Econometrics
76 Communications in Statistics. Theory and Methods
69 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
67 Journal of Differential Equations
66 Operations Research Letters
65 Automation and Remote Control
62 Scandinavian Actuarial Journal
60 Applied Mathematical Finance
59 Journal of Functional Analysis
59 Journal of Systems Science and Complexity
58 Electronic Journal of Statistics
57 SIAM Journal on Financial Mathematics
56 Stochastics
56 Mathematics and Financial Economics
55 Computers & Mathematics with Applications
55 Journal of Economic Theory
55 Journal of Mathematical Sciences (New York)
54 International Journal of Systems Science
53 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
52 Mathematical Problems in Engineering
51 BIT
51 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
50 Annals of the Institute of Statistical Mathematics
50 Mathematics and Computers in Simulation
49 Acta Mathematicae Applicatae Sinica. English Series
49 Computational Statistics and Data Analysis
49 Annals of Finance
48 Transactions of the American Mathematical Society
48 ASTIN Bulletin
47 Probability in the Engineering and Informational Sciences
47 Discrete and Continuous Dynamical Systems. Series B
46 Journal of Computational Physics
46 Journal of Mathematical Economics
45 Acta Applicandae Mathematicae
44 Sequential Analysis
44 International Journal of Computer Mathematics
44 Mathematical Control and Related Fields
43 North American Actuarial Journal
41 Journal of the Franklin Institute
41 Lithuanian Mathematical Journal
41 Science China. Mathematics
40 Asia-Pacific Financial Markets
39 Stochastics and Dynamics
39 Journal of Industrial and Management Optimization
38 Communications in Mathematical Physics
38 MCSS. Mathematics of Control, Signals, and Systems
38 Frontiers of Mathematics in China
36 Mathematics of Computation
36 Advances in Difference Equations
35 SIAM Journal on Numerical Analysis
35 Mathematical and Computer Modelling
35 Machine Learning
34 Acta Mathematica Sinica. English Series
34 Statistics and Computing
32 Journal of Mathematical Biology
32 Mathematical Biosciences
32 Bulletin of Mathematical Biology
31 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
31 Numerische Mathematik
31 Numerical Algorithms
31 SIAM Journal on Scientific Computing
30 Journal of Mathematical Physics
...and 674 more Journals
all top 5

Cited in 62 Fields

7,079 Probability theory and stochastic processes (60-XX)
3,477 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
2,692 Systems theory; control (93-XX)
2,691 Statistics (62-XX)
1,778 Numerical analysis (65-XX)
1,718 Calculus of variations and optimal control; optimization (49-XX)
1,534 Operations research, mathematical programming (90-XX)
963 Partial differential equations (35-XX)
600 Biology and other natural sciences (92-XX)
569 Ordinary differential equations (34-XX)
539 Computer science (68-XX)
384 Statistical mechanics, structure of matter (82-XX)
263 Dynamical systems and ergodic theory (37-XX)
221 Operator theory (47-XX)
163 Information and communication theory, circuits (94-XX)
153 Fluid mechanics (76-XX)
137 Combinatorics (05-XX)
133 Functional analysis (46-XX)
124 Linear and multilinear algebra; matrix theory (15-XX)
110 Integral equations (45-XX)
106 Quantum theory (81-XX)
91 Mechanics of deformable solids (74-XX)
79 Measure and integration (28-XX)
73 Approximations and expansions (41-XX)
70 Mechanics of particles and systems (70-XX)
66 Real functions (26-XX)
65 Global analysis, analysis on manifolds (58-XX)
65 Geophysics (86-XX)
54 Harmonic analysis on Euclidean spaces (42-XX)
43 Difference and functional equations (39-XX)
41 Functions of a complex variable (30-XX)
41 Classical thermodynamics, heat transfer (80-XX)
40 Integral transforms, operational calculus (44-XX)
33 Number theory (11-XX)
29 Special functions (33-XX)
25 Potential theory (31-XX)
24 History and biography (01-XX)
24 Differential geometry (53-XX)
23 Optics, electromagnetic theory (78-XX)
21 Convex and discrete geometry (52-XX)
19 General and overarching topics; collections (00-XX)
18 Mathematical logic and foundations (03-XX)
12 Topological groups, Lie groups (22-XX)
12 General topology (54-XX)
9 Nonassociative rings and algebras (17-XX)
9 Algebraic topology (55-XX)
8 Algebraic geometry (14-XX)
7 Astronomy and astrophysics (85-XX)
6 Several complex variables and analytic spaces (32-XX)
6 Sequences, series, summability (40-XX)
6 Abstract harmonic analysis (43-XX)
5 Group theory and generalizations (20-XX)
5 Manifolds and cell complexes (57-XX)
4 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