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Probability and its Applications

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

Latest Volumes

(1990-2017)

Publications by Year

Citations contained in zbMATH Open

52 Publications have been cited 7,857 times in 7,227 Documents Cited by Year
Foundations of modern probability. 2nd ed. Zbl 0996.60001
Kallenberg, Olav
968
2002
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
898
2006
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
496
2002
Foundations of modern probability. Zbl 0892.60001
Kallenberg, Olav
455
1997
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
438
1995
An introduction to the theory of point processes. Vol. I: Elementary theory and methods. 2nd ed. Zbl 1026.60061
Daley, D. J.; Vere-Jones, D.
417
2003
Stochastic and integral geometry. Zbl 1175.60003
Schneider, Rolf; Weil, Wolfgang
333
2008
Feynman-Kac formulae. Genealogical and interacting particle systems with applications. Zbl 1130.60003
Del Moral, Pierre
241
2004
Spectral theory of random Schrödinger operators. Zbl 0717.60074
Carmona, René; Lacroix, Jean
240
1990
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
226
2005
An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. Zbl 1159.60003
Daley, Daryl J.; Vere-Jones, David
202
2008
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
194
1996
Theory of random sets. Zbl 1109.60001
Molchanov, Ilya
193
2005
Coupling, stationarity, and regeneration. Zbl 0949.60007
Thorisson, Hermann
182
2000
Intersections of random walks. Zbl 1228.60004
Lawler, Gregory F.
177
1991
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
153
2008
The self-avoiding walk. Zbl 0780.60103
Madras, Neal; Slade, Gordon
137
1993
Stochastic control in insurance. Zbl 1133.93002
Schmidli, Hanspeter
127
2008
Random series and stochastic integrals: single and multiple. Zbl 0751.60035
Kwapień, Stanisław; Woyczyński, Wojbor A.
119
1992
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
115
1996
Normal approximation by Stein’s method. Zbl 1213.62027
Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man
111
2011
Probabilistic symmetries and invariance principles. Zbl 1084.60003
Kallenberg, Olav
106
2005
Measure-valued branching Markov processes. Zbl 1235.60003
Li, Zenghu
102
2011
Diffusions and elliptic operators. Zbl 0914.60009
Bass, Richard F.
94
1998
Probability models for DNA sequence evolution. 2nd ed. Zbl 1311.92007
Durrett, Richard
90
2008
Laws of chaos. Invariant measures and dynamical systems in one dimension. Zbl 0893.28013
Boyarsky, Abraham; Góra, Paweł
85
1997
Marked point processes on the real line. The dynamic approach. Zbl 0829.60038
Last, Günter; Brandt, Andreas
84
1995
Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1228.60002
Gawarecki, Leszek; Mandrekar, Vidyadhar
82
2011
Noise-induced phenomena in slow-fast dynamical systems. A sample-paths approach. Zbl 1098.37049
Berglund, Nils; Gentz, Barbara
81
2006
Introduction to stochastic integration. 2nd ed. Zbl 0725.60050
Chung, K. L.; Williams, R. J.
77
1990
Eigenvalues, inequalities, and ergodic theory. Zbl 1079.60005
Chen, Mu-Fa
69
2005
Point process theory and applications. Marked point and picewise deterministic processes. Zbl 1093.60002
Jacobsen, Martin
54
2006
Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002
Collet, Pierre; Martínez, Servet; San Martín, Jaime
53
2013
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
52
2013
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
43
2009
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
39
2013
Stochastic spectral theory for selfadjoint Feller operators: A functional integration approach. Zbl 0980.60005
Demuth, Michael; van Casteren, Jan A.
36
2000
Probability models for DNA sequence evolution. Zbl 0991.92021
Durrett, Rick
34
2002
Basics of applied stochastic processes. Zbl 1159.60001
Serfozo, Richard
34
2009
Stochastic calculus and applications. 2nd revised and expanded edition. Zbl 1338.60001
Cohen, Samuel N.; Elliott, Robert J.
32
2015
Intersections of random walks. Zbl 0925.60078
Lawler, Gregory F.
28
1996
Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007
Prakasa Rao, B. L. S.
25
2012
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
23
2004
Bonferroni-type inequalities with applications. Zbl 0869.60014
Galambos, Janos; Simonelli, Italo
21
1996
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
21
2013
Renewal theory for perturbed random walks and similar processes. Zbl 1382.60004
Iksanov, Alexander
21
2016
The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors. Zbl 1214.60001
Feng, Shui
19
2010
The doctrine of chances. Probabilistic aspects of gambling. Zbl 1198.60001
Ethier, Stewart N.
10
2010
Probability measures on semigroups. Convolution products, random walks and random matrices. 2nd ed. Zbl 1213.60007
Högnäs, Göran; Mukherjea, Arunava
8
2011
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
5
2017
Invariant probabilities of transition functions. Zbl 1302.37002
Zaharopol, Radu
4
2014
Schrödinger diffusion processes. Zbl 0846.60002
Aebi, Robert
3
1996
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
5
2017
Renewal theory for perturbed random walks and similar processes. Zbl 1382.60004
Iksanov, Alexander
21
2016
Stochastic calculus and applications. 2nd revised and expanded edition. Zbl 1338.60001
Cohen, Samuel N.; Elliott, Robert J.
32
2015
Invariant probabilities of transition functions. Zbl 1302.37002
Zaharopol, Radu
4
2014
Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002
Collet, Pierre; Martínez, Servet; San Martín, Jaime
53
2013
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
52
2013
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
39
2013
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
21
2013
Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007
Prakasa Rao, B. L. S.
25
2012
Normal approximation by Stein’s method. Zbl 1213.62027
Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man
111
2011
Measure-valued branching Markov processes. Zbl 1235.60003
Li, Zenghu
102
2011
Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1228.60002
Gawarecki, Leszek; Mandrekar, Vidyadhar
82
2011
Probability measures on semigroups. Convolution products, random walks and random matrices. 2nd ed. Zbl 1213.60007
Högnäs, Göran; Mukherjea, Arunava
8
2011
The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors. Zbl 1214.60001
Feng, Shui
19
2010
The doctrine of chances. Probabilistic aspects of gambling. Zbl 1198.60001
Ethier, Stewart N.
10
2010
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
43
2009
Basics of applied stochastic processes. Zbl 1159.60001
Serfozo, Richard
34
2009
Stochastic and integral geometry. Zbl 1175.60003
Schneider, Rolf; Weil, Wolfgang
333
2008
An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. Zbl 1159.60003
Daley, Daryl J.; Vere-Jones, David
202
2008
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
153
2008
Stochastic control in insurance. Zbl 1133.93002
Schmidli, Hanspeter
127
2008
Probability models for DNA sequence evolution. 2nd ed. Zbl 1311.92007
Durrett, Richard
90
2008
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
898
2006
Noise-induced phenomena in slow-fast dynamical systems. A sample-paths approach. Zbl 1098.37049
Berglund, Nils; Gentz, Barbara
81
2006
Point process theory and applications. Marked point and picewise deterministic processes. Zbl 1093.60002
Jacobsen, Martin
54
2006
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
226
2005
Theory of random sets. Zbl 1109.60001
Molchanov, Ilya
193
2005
Probabilistic symmetries and invariance principles. Zbl 1084.60003
Kallenberg, Olav
106
2005
Eigenvalues, inequalities, and ergodic theory. Zbl 1079.60005
Chen, Mu-Fa
69
2005
Feynman-Kac formulae. Genealogical and interacting particle systems with applications. Zbl 1130.60003
Del Moral, Pierre
241
2004
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
23
2004
An introduction to the theory of point processes. Vol. I: Elementary theory and methods. 2nd ed. Zbl 1026.60061
Daley, D. J.; Vere-Jones, D.
417
2003
Foundations of modern probability. 2nd ed. Zbl 0996.60001
Kallenberg, Olav
968
2002
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
496
2002
Probability models for DNA sequence evolution. Zbl 0991.92021
Durrett, Rick
34
2002
Coupling, stationarity, and regeneration. Zbl 0949.60007
Thorisson, Hermann
182
2000
Stochastic spectral theory for selfadjoint Feller operators: A functional integration approach. Zbl 0980.60005
Demuth, Michael; van Casteren, Jan A.
36
2000
Diffusions and elliptic operators. Zbl 0914.60009
Bass, Richard F.
94
1998
Foundations of modern probability. Zbl 0892.60001
Kallenberg, Olav
455
1997
Laws of chaos. Invariant measures and dynamical systems in one dimension. Zbl 0893.28013
Boyarsky, Abraham; Góra, Paweł
85
1997
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
194
1996
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
115
1996
Intersections of random walks. Zbl 0925.60078
Lawler, Gregory F.
28
1996
Bonferroni-type inequalities with applications. Zbl 0869.60014
Galambos, Janos; Simonelli, Italo
21
1996
Schrödinger diffusion processes. Zbl 0846.60002
Aebi, Robert
3
1996
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
438
1995
Marked point processes on the real line. The dynamic approach. Zbl 0829.60038
Last, Günter; Brandt, Andreas
84
1995
The self-avoiding walk. Zbl 0780.60103
Madras, Neal; Slade, Gordon
137
1993
Random series and stochastic integrals: single and multiple. Zbl 0751.60035
Kwapień, Stanisław; Woyczyński, Wojbor A.
119
1992
Intersections of random walks. Zbl 1228.60004
Lawler, Gregory F.
177
1991
Spectral theory of random Schrödinger operators. Zbl 0717.60074
Carmona, René; Lacroix, Jean
240
1990
Introduction to stochastic integration. 2nd ed. Zbl 0725.60050
Chung, K. L.; Williams, R. J.
77
1990
all top 5

Cited by 7,468 Authors

79 Nualart, David
69 Tudor, Ciprian A.
48 Yan, Litan
44 Thäle, Christoph
43 Nourdin, Ivan
39 Peccati, Giovanni
38 Last, Günter
35 Janson, Svante
33 Hug, Daniel
33 Jasra, Ajay
33 Kabluchko, Zakhar A.
29 Del Moral, Pierre
29 Hu, Yaozhong
28 Molchanov, Ilya S.
27 Leonenko, Nikolai N.
26 Hairer, Martin
24 Peres, Yuval
24 Tindel, Samy
22 Albeverio, Sergio A.
21 Kohatsu-Higa, Arturo
21 Schneider, Rolf G.
21 Trutschnig, Wolfgang
20 Hashorva, Enkelejd
20 Kühn, Christian
20 Pap, Gyula
19 van der Hofstad, Remco W.
18 Barczy, Mátyás
18 Doucet, Arnaud
18 Schmidt, Volker
18 Viens, Frederi G.
17 Privault, Nicolas
17 Slade, Gordon
17 Xie, Yingchao
17 Yamada, Toshihiro
17 Zhang, Xicheng
16 Alvarez, Luis H. R.
16 Crisan, Dan O.
16 Damanik, David
16 Iksanov, Aleksander M.
16 Kim, Yoontae
16 Pitman, Jim William
16 Shao, Qi-Man
16 Shen, Guangjun
15 Liu, Junfeng
15 Øksendal, Bernt Karsten
15 Proske, Frank Norbert
15 Reitzner, Matthias
15 Samorodnitsky, Gennady Pinkhosovich
15 Taqqu, Murad S.
15 Zaporozhets, Dmitry
14 Borodin, Andreĭ Nikolaevich
14 Ferrari, Giorgio
14 Hirsch, Christian
14 León, Jorge A.
14 Li, Zenghu
14 Park, Hyun Suk
14 Ren, Yanxia
14 Sanz-Solé, Marta
14 Schmidli, Hanspeter
14 Song, Renming
14 Stolz, Gunter
14 Sznitman, Alain-Sol
14 Veraar, Mark C.
14 Zeitouni, Ofer
14 Zhou, Xiaowen
13 Alòs, Elisa
13 Baake, Ellen
13 Bass, Richard F.
13 Chen, Zhen-Qing
13 Evans, Steven Neil
13 Gobet, Emmanuel
13 Kallenberg, Olav
13 Lanconelli, Alberto
13 Linetsky, Vadim
13 Moulines, Eric
13 Radchenko, Vadym Mykolaĭovych
13 Russo, Francesco
13 Salminen, Paavo H.
12 Bally, Vlad
12 Bertoin, Jean
12 Dalang, Robert C.
12 Durrett, Richard Timothy
12 Dvurečenskij, Anatolij
12 Friz, Peter Karl
12 Góra, Paweł
12 Imkeller, Peter
12 Lambert, Amaury
12 Lenz, Daniel H.
12 Mishura, Yuliya Stepanivna
12 Nualart, Eulalia
12 Patie, Pierre
12 Podolskij, Mark
12 Schulte, Matthias
12 Viitasaari, Lauri
12 Wang, Jian
12 Weil, Wolfgang
12 Wiśniewolski, Maciej
11 Bouzebda, Salim
11 Brzeźniak, Zdzisław
11 Burdzy, Krzysztof
...and 7,368 more Authors
all top 5

Cited in 616 Journals

430 Stochastic Processes and their Applications
282 The Annals of Probability
208 The Annals of Applied Probability
179 Advances in Applied Probability
165 Probability Theory and Related Fields
164 Statistics & Probability Letters
148 Bernoulli
147 Journal of Theoretical Probability
143 Journal of Statistical Physics
137 Journal of Applied Probability
123 Journal of Mathematical Analysis and Applications
122 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
118 Journal of Functional Analysis
111 Communications in Mathematical Physics
103 Stochastic Analysis and Applications
89 Automatica
88 Electronic Journal of Probability
82 Transactions of the American Mathematical Society
74 Insurance Mathematics & Economics
65 Potential Analysis
65 Stochastics
63 Methodology and Computing in Applied Probability
57 The Annals of Statistics
57 Finance and Stochastics
48 Proceedings of the American Mathematical Society
46 Journal of Econometrics
45 Journal of Mathematical Biology
44 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
44 Quantitative Finance
43 Stochastics and Dynamics
43 Statistics and Computing
41 SIAM Journal on Control and Optimization
41 Mathematical Finance
40 Electronic Journal of Statistics
38 Journal of Differential Equations
38 Queueing Systems
38 Theory of Probability and Mathematical Statistics
38 Stochastic Models
35 Annals of the Institute of Statistical Mathematics
35 Journal of Mathematical Sciences (New York)
33 Journal of the Franklin Institute
33 Applied Mathematics and Computation
33 ALEA. Latin American Journal of Probability and Mathematical Statistics
32 Advances in Mathematics
32 Communications in Statistics. Theory and Methods
32 Frontiers of Mathematics in China
30 Applied Mathematics and Optimization
29 Journal of Mathematical Physics
29 Theoretical Population Biology
29 Science China. Mathematics
28 Journal of Multivariate Analysis
28 Journal of Economic Dynamics & Control
28 Electronic Communications in Probability
28 Stochastic and Partial Differential Equations. Analysis and Computations
27 Scandinavian Journal of Statistics
27 Acta Mathematica Sinica. English Series
26 Theory of Probability and its Applications
26 Infinite Dimensional Analysis, Quantum Probability and Related Topics
26 Extremes
25 Journal of Statistical Planning and Inference
25 Comptes Rendus. Mathématique. Académie des Sciences, Paris
24 Statistical Inference for Stochastic Processes
23 Systems & Control Letters
23 European Journal of Operational Research
23 Discrete and Continuous Dynamical Systems. Series B
22 Lithuanian Mathematical Journal
22 Journal of Computational and Applied Mathematics
22 Advances in Applied Mathematics
22 Annales Henri Poincaré
21 International Journal of Approximate Reasoning
21 Mathematical Methods of Operations Research
21 SIAM Journal on Financial Mathematics
21 Modern Stochastics. Theory and Applications
20 Chaos, Solitons and Fractals
20 Advances in Difference Equations
19 Mathematische Nachrichten
19 Ergodic Theory and Dynamical Systems
19 Acta Applicandae Mathematicae
19 SIAM Journal on Mathematical Analysis
19 Bulletin des Sciences Mathématiques
19 Mathematical Problems in Engineering
19 International Journal of Theoretical and Applied Finance
19 The Annals of Applied Statistics
18 Computational Statistics and Data Analysis
18 International Journal of Robust and Nonlinear Control
18 Chaos
18 Scandinavian Actuarial Journal
18 Journal of the Korean Statistical Society
18 Probability Surveys
17 Kybernetika
17 Random Structures & Algorithms
17 Discrete and Continuous Dynamical Systems
17 Brazilian Journal of Probability and Statistics
16 International Journal of Control
16 Annals of Operations Research
16 Mathematics and Financial Economics
16 Nonlinear Analysis. Hybrid Systems
16 SIAM/ASA Journal on Uncertainty Quantification
15 Journal d’Analyse Mathématique
15 Statistics
...and 516 more Journals
all top 5

Cited in 60 Fields

5,588 Probability theory and stochastic processes (60-XX)
1,131 Statistics (62-XX)
937 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
614 Systems theory; control (93-XX)
594 Partial differential equations (35-XX)
576 Statistical mechanics, structure of matter (82-XX)
519 Numerical analysis (65-XX)
375 Biology and other natural sciences (92-XX)
326 Dynamical systems and ergodic theory (37-XX)
309 Operator theory (47-XX)
237 Combinatorics (05-XX)
236 Operations research, mathematical programming (90-XX)
214 Ordinary differential equations (34-XX)
187 Convex and discrete geometry (52-XX)
177 Quantum theory (81-XX)
167 Calculus of variations and optimal control; optimization (49-XX)
164 Functional analysis (46-XX)
152 Computer science (68-XX)
151 Measure and integration (28-XX)
82 Real functions (26-XX)
81 Linear and multilinear algebra; matrix theory (15-XX)
79 Fluid mechanics (76-XX)
76 Global analysis, analysis on manifolds (58-XX)
72 Information and communication theory, circuits (94-XX)
66 Harmonic analysis on Euclidean spaces (42-XX)
63 Differential geometry (53-XX)
51 Potential theory (31-XX)
42 Integral equations (45-XX)
40 Special functions (33-XX)
35 Mathematical logic and foundations (03-XX)
34 Integral transforms, operational calculus (44-XX)
33 Number theory (11-XX)
32 Functions of a complex variable (30-XX)
32 Difference and functional equations (39-XX)
28 Geophysics (86-XX)
26 Order, lattices, ordered algebraic structures (06-XX)
24 Approximations and expansions (41-XX)
20 Abstract harmonic analysis (43-XX)
20 General topology (54-XX)
19 Mechanics of deformable solids (74-XX)
18 Group theory and generalizations (20-XX)
18 Topological groups, Lie groups (22-XX)
17 Mechanics of particles and systems (70-XX)
15 Optics, electromagnetic theory (78-XX)
13 Classical thermodynamics, heat transfer (80-XX)
10 General and overarching topics; collections (00-XX)
10 Algebraic topology (55-XX)
9 Geometry (51-XX)
9 Manifolds and cell complexes (57-XX)
8 Relativity and gravitational theory (83-XX)
7 Several complex variables and analytic spaces (32-XX)
6 Astronomy and astrophysics (85-XX)
5 History and biography (01-XX)
5 Algebraic geometry (14-XX)
5 Nonassociative rings and algebras (17-XX)
5 Sequences, series, summability (40-XX)
3 Associative rings and algebras (16-XX)
2 Category theory; homological algebra (18-XX)
2 Mathematics education (97-XX)
1 General algebraic systems (08-XX)

Citations by Year