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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 8,960 times in 8,231 Documents Cited by Year
Foundations of modern probability. 2nd ed. Zbl 0996.60001
Kallenberg, Olav
2002
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
2006
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
549
2002
An introduction to the theory of point processes. Vol. I: Elementary theory and methods. 2nd ed. Zbl 1026.60061
Daley, D. J.; Vere-Jones, D.
499
2003
Foundations of modern probability. Zbl 0892.60001
Kallenberg, Olav
489
1997
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
458
1995
Stochastic and integral geometry. Zbl 1175.60003
Schneider, Rolf; Weil, Wolfgang
371
2008
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
266
2005
Feynman-Kac formulae. Genealogical and interacting particle systems with applications. Zbl 1130.60003
Del Moral, Pierre
264
2004
Spectral theory of random Schrödinger operators. Zbl 0717.60074
Carmona, René; Lacroix, Jean
255
1990
An introduction to the theory of point processes. Vol. II: General theory and structure. 2nd revised and extended ed. Zbl 1159.60003
Daley, Daryl J.; Vere-Jones, David
239
2008
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
220
1996
Theory of random sets. Zbl 1109.60001
Molchanov, Ilya
210
2005
Coupling, stationarity, and regeneration. Zbl 0949.60007
Thorisson, Hermann
201
2000
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
183
2008
Intersections of random walks. Zbl 1228.60004
Lawler, Gregory F.
182
1991
Normal approximation by Stein’s method. Zbl 1213.62027
Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man
151
2011
The self-avoiding walk. Zbl 0780.60103
Madras, Neal; Slade, Gordon
147
1993
Stochastic control in insurance. Zbl 1133.93002
Schmidli, Hanspeter
140
2008
Measure-valued branching Markov processes. Zbl 1235.60003
Li, Zenghu
134
2011
Random series and stochastic integrals: single and multiple. Zbl 0751.60035
Kwapień, Stanisław; Woyczyński, Wojbor A.
133
1992
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
123
1996
Probabilistic symmetries and invariance principles. Zbl 1084.60003
Kallenberg, Olav
117
2005
Probability models for DNA sequence evolution. 2nd ed. Zbl 1311.92007
Durrett, Richard
103
2008
Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1228.60002
Gawarecki, Leszek; Mandrekar, Vidyadhar
100
2011
Laws of chaos. Invariant measures and dynamical systems in one dimension. Zbl 0893.28013
Boyarsky, Abraham; Góra, Paweł
100
1997
Diffusions and elliptic operators. Zbl 0914.60009
Bass, Richard F.
99
1998
Noise-induced phenomena in slow-fast dynamical systems. A sample-paths approach. Zbl 1098.37049
Berglund, Nils; Gentz, Barbara
94
2006
Marked point processes on the real line. The dynamic approach. Zbl 0829.60038
Last, Günter; Brandt, Andreas
86
1995
Introduction to stochastic integration. 2nd ed. Zbl 0725.60050
Chung, K. L.; Williams, R. J.
83
1990
Eigenvalues, inequalities, and ergodic theory. Zbl 1079.60005
Chen, Mu-Fa
74
2005
Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002
Collet, Pierre; Martínez, Servet; San Martín, Jaime
67
2013
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
67
2013
Point process theory and applications. Marked point and picewise deterministic processes. Zbl 1093.60002
Jacobsen, Martin
57
2006
Stochastic calculus and applications. 2nd revised and expanded edition. Zbl 1338.60001
Cohen, Samuel N.; Elliott, Robert J.
56
2015
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
49
2013
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
47
2009
Stochastic spectral theory for selfadjoint Feller operators: A functional integration approach. Zbl 0980.60005
Demuth, Michael; van Casteren, Jan A.
39
2000
Basics of applied stochastic processes. Zbl 1159.60001
Serfozo, Richard
37
2009
Probability models for DNA sequence evolution. Zbl 0991.92021
Durrett, Rick
36
2002
Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007
Prakasa Rao, B. L. S.
31
2012
Intersections of random walks. Zbl 0925.60078
Lawler, Gregory F.
29
1996
Renewal theory for perturbed random walks and similar processes. Zbl 1382.60004
Iksanov, Alexander
29
2016
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
29
2013
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
25
2004
The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors. Zbl 1214.60001
Feng, Shui
24
2010
Bonferroni-type inequalities with applications. Zbl 0869.60014
Galambos, Janos; Simonelli, Italo
23
1996
The doctrine of chances. Probabilistic aspects of gambling. Zbl 1198.60001
Ethier, Stewart N.
13
2010
Probability measures on semigroups. Convolution products, random walks and random matrices. 2nd ed. Zbl 1213.60007
Högnäs, Göran; Mukherjea, Arunava
11
2011
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
6
2017
Invariant probabilities of transition functions. Zbl 1302.37002
Zaharopol, Radu
6
2014
Schrödinger diffusion processes. Zbl 0846.60002
Aebi, Robert
4
1996
Stochastic processes. Translated from the Russian. Original Russian edition published by LAN Publishing, St. Petersburg 2013. Zbl 1390.60003
Borodin, Andrei N.
6
2017
Renewal theory for perturbed random walks and similar processes. Zbl 1382.60004
Iksanov, Alexander
29
2016
Stochastic calculus and applications. 2nd revised and expanded edition. Zbl 1338.60001
Cohen, Samuel N.; Elliott, Robert J.
56
2015
Invariant probabilities of transition functions. Zbl 1302.37002
Zaharopol, Radu
6
2014
Quasi-stationary distributions. Markov chains, diffusions and dynamical systems. Zbl 1261.60002
Collet, Pierre; Martínez, Servet; San Martín, Jaime
67
2013
Continuous-time Markov jump linear systems. Zbl 1277.60003
Costa, Oswaldo L. V.; Fragoso, Marcelo D.; Todorov, Marcos G.
67
2013
Analysis of variations for self-similar processes. A stochastic calculus approach. Zbl 1308.60004
Tudor, Ciprian A.
49
2013
Invariant random fields on spaces with a group action. Zbl 1268.60006
Malyarenko, Anatoliy
29
2013
Associated sequences, demimartingales and nonparametric inference. Zbl 1298.60007
Prakasa Rao, B. L. S.
31
2012
Normal approximation by Stein’s method. Zbl 1213.62027
Chen, Louis H. Y.; Goldstein, Larry; Shao, Qi-Man
151
2011
Measure-valued branching Markov processes. Zbl 1235.60003
Li, Zenghu
134
2011
Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations. Zbl 1228.60002
Gawarecki, Leszek; Mandrekar, Vidyadhar
100
2011
Probability measures on semigroups. Convolution products, random walks and random matrices. 2nd ed. Zbl 1213.60007
Högnäs, Göran; Mukherjea, Arunava
11
2011
The Poisson-Dirichlet distribution and related topics. Models and asymptotic behaviors. Zbl 1214.60001
Feng, Shui
24
2010
The doctrine of chances. Probabilistic aspects of gambling. Zbl 1198.60001
Ethier, Stewart N.
13
2010
Self-normalized processes. Limit theory and statistical applications. Zbl 1165.62071
de la Peña, Victor H.; Lai, Tze Leung; Shao, Qi-Man
47
2009
Basics of applied stochastic processes. Zbl 1159.60001
Serfozo, Richard
37
2009
Stochastic and integral geometry. Zbl 1175.60003
Schneider, Rolf; Weil, Wolfgang
371
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
239
2008
Stochastic calculus for fractional Brownian motion and applications. Zbl 1157.60002
Biagini, Francesca; Hu, Yaozhong; Øksendal, Bernt; Zhang, Tusheng
183
2008
Stochastic control in insurance. Zbl 1133.93002
Schmidli, Hanspeter
140
2008
Probability models for DNA sequence evolution. 2nd ed. Zbl 1311.92007
Durrett, Richard
103
2008
The Malliavin calculus and related topics. 2nd ed. Zbl 1099.60003
Nualart, David
2006
Noise-induced phenomena in slow-fast dynamical systems. A sample-paths approach. Zbl 1098.37049
Berglund, Nils; Gentz, Barbara
94
2006
Point process theory and applications. Marked point and picewise deterministic processes. Zbl 1093.60002
Jacobsen, Martin
57
2006
Discrete-time Markov jump linear systems. Zbl 1081.93001
Costa, O. L. V.; Fragoso, M. D.; Marques, R. P.
266
2005
Theory of random sets. Zbl 1109.60001
Molchanov, Ilya
210
2005
Probabilistic symmetries and invariance principles. Zbl 1084.60003
Kallenberg, Olav
117
2005
Eigenvalues, inequalities, and ergodic theory. Zbl 1079.60005
Chen, Mu-Fa
74
2005
Feynman-Kac formulae. Genealogical and interacting particle systems with applications. Zbl 1130.60003
Del Moral, Pierre
264
2004
Limit theorems for randomly stopped stochastic processes. Zbl 1057.60021
Silvestrov, Dimitrii S.
25
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.
499
2003
Foundations of modern probability. 2nd ed. Zbl 0996.60001
Kallenberg, Olav
2002
Handbook of Brownian motion: Facts and formulae. 2nd ed. Zbl 1012.60003
Borodin, A. N.; Salminen, Paavo
549
2002
Probability models for DNA sequence evolution. Zbl 0991.92021
Durrett, Rick
36
2002
Coupling, stationarity, and regeneration. Zbl 0949.60007
Thorisson, Hermann
201
2000
Stochastic spectral theory for selfadjoint Feller operators: A functional integration approach. Zbl 0980.60005
Demuth, Michael; van Casteren, Jan A.
39
2000
Diffusions and elliptic operators. Zbl 0914.60009
Bass, Richard F.
99
1998
Foundations of modern probability. Zbl 0892.60001
Kallenberg, Olav
489
1997
Laws of chaos. Invariant measures and dynamical systems in one dimension. Zbl 0893.28013
Boyarsky, Abraham; Góra, Paweł
100
1997
Handbook of Brownian motion - facts and formulae. Zbl 0859.60001
Borodin, A. N.; Salminen, Paavo
220
1996
Stochastic partial differential equations. A modeling, white noise functional approach. Zbl 0860.60045
Holden, Helge; Øksendal, Bernt; Ubøe, Jan; Zhang, Tusheng
123
1996
Intersections of random walks. Zbl 0925.60078
Lawler, Gregory F.
29
1996
Bonferroni-type inequalities with applications. Zbl 0869.60014
Galambos, Janos; Simonelli, Italo
23
1996
Schrödinger diffusion processes. Zbl 0846.60002
Aebi, Robert
4
1996
The Malliavin calculus and related topics. Zbl 0837.60050
Nualart, David
458
1995
Marked point processes on the real line. The dynamic approach. Zbl 0829.60038
Last, Günter; Brandt, Andreas
86
1995
The self-avoiding walk. Zbl 0780.60103
Madras, Neal; Slade, Gordon
147
1993
Random series and stochastic integrals: single and multiple. Zbl 0751.60035
Kwapień, Stanisław; Woyczyński, Wojbor A.
133
1992
Intersections of random walks. Zbl 1228.60004
Lawler, Gregory F.
182
1991
Spectral theory of random Schrödinger operators. Zbl 0717.60074
Carmona, René; Lacroix, Jean
255
1990
Introduction to stochastic integration. 2nd ed. Zbl 0725.60050
Chung, K. L.; Williams, R. J.
83
1990
all top 5

Cited by 8,418 Authors

88 Nualart, David
71 Tudor, Ciprian A.
54 Yan, Litan
53 Thäle, Christoph
50 Nourdin, Ivan
43 Kabluchko, Zakhar A.
43 Peccati, Giovanni
39 Last, Günter
38 Janson, Svante
37 Hu, Yaozhong
36 Hug, Daniel
36 Jasra, Ajay
30 Del Moral, Pierre
29 Molchanov, Ilya S.
28 Tindel, Samy
27 Hairer, Martin
27 Leonenko, Nikolai N.
25 Trutschnig, Wolfgang
24 Peres, Yuval
23 Albeverio, Sergio A.
23 Yamada, Toshihiro
22 Hashorva, Enkelejd
22 Kohatsu-Higa, Arturo
22 Schneider, Rolf G.
21 Iksanov, Aleksander M.
21 Kühn, Christian
21 Pap, Gyula
21 Privault, Nicolas
20 Li, Zenghu
20 van der Hofstad, Remco W.
20 Viens, Frederi G.
19 Barczy, Mátyás
19 Shao, Qi-Man
19 Shen, Guangjun
19 Slade, Gordon
18 Alvarez, Luis H. R.
18 Doucet, Arnaud
18 Es-Sebaiy, Khalifa
18 Ferrari, Giorgio
18 Kim, Yoontae
18 Schmidt, Volker
17 Mishura, Yuliya Stepanivna
17 Pitman, Jim William
17 Ren, Yanxia
17 Song, Renming
17 Xie, Yingchao
17 Zhang, Xicheng
16 Costa, Oswaldo Luiz V.
16 Damanik, David
16 Liu, Junfeng
16 Øksendal, Bernt Karsten
16 Park, Hyun Suk
16 Proske, Frank Norbert
16 Taqqu, Murad S.
16 Veraar, Mark C.
16 Wang, Jian
15 Alòs, Elisa
15 Borodin, Andreĭ Nikolaevich
15 Crisan, Dan O.
15 León, Jorge A.
15 Radchenko, Vadym Mykolaĭovych
15 Reitzner, Matthias
15 Salminen, Paavo H.
15 Samorodnitsky, Gennady Pinkhosovich
15 Sanz-Solé, Marta
15 Zaporozhets, Dmitry
15 Zeitouni, Ofer
15 Zhou, Xiaowen
14 Baake, Ellen
14 Balan, Raluca M.
14 Benth, Fred Espen
14 Bertoin, Jean
14 Friz, Peter Karl
14 Lambert, Amaury
14 Lanconelli, Alberto
14 Mateu, Jorge
14 Patie, Pierre
14 Schmidli, Hanspeter
14 Schulte, Matthias
14 Sznitman, Alain-Sol
13 Bally, Vlad
13 Chen, Zhen-Qing
13 Durrett, Richard Timothy
13 Dvurečenskij, Anatolij
13 Evans, Steven Neil
13 Gaunt, Robert Edward
13 Gobet, Emmanuel
13 Góra, Paweł
13 Kallenberg, Olav
13 Kondrat’yev, Yuriĭ Grygorovych
13 Linetsky, Vadim
13 Marynych, Alexander V.
13 Moulines, Eric
13 Nualart, Eulalia
13 Podolskij, Mark
13 Roberts, Gareth O.
13 Russo, Francesco
13 Schoenberg, Frederic Paik
13 Viitasaari, Lauri
12 Azmoodeh, Ehsan
...and 8,318 more Authors
all top 5

Cited in 661 Journals

476 Stochastic Processes and their Applications
296 The Annals of Probability
246 The Annals of Applied Probability
198 Advances in Applied Probability
183 Statistics & Probability Letters
173 Journal of Theoretical Probability
168 Probability Theory and Related Fields
152 Journal of Applied Probability
151 Journal of Statistical Physics
151 Bernoulli
136 Journal of Mathematical Analysis and Applications
134 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
126 Journal of Functional Analysis
114 Communications in Mathematical Physics
107 Stochastic Analysis and Applications
106 Electronic Journal of Probability
95 Stochastics
93 Automatica
89 Transactions of the American Mathematical Society
82 Insurance Mathematics & Economics
78 Methodology and Computing in Applied Probability
69 Potential Analysis
65 Finance and Stochastics
64 The Annals of Statistics
58 Stochastics and Dynamics
56 Statistics and Computing
54 SIAM Journal on Control and Optimization
53 Proceedings of the American Mathematical Society
52 Electronic Journal of Statistics
51 Quantitative Finance
49 Journal of Econometrics
48 Journal of Mathematical Biology
48 Communications in Statistics. Theory and Methods
48 Theory of Probability and Mathematical Statistics
46 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
46 ALEA. Latin American Journal of Probability and Mathematical Statistics
44 Journal of Differential Equations
43 Journal of the Franklin Institute
41 Queueing Systems
41 Mathematical Finance
40 Applied Mathematics and Optimization
40 Journal of Mathematical Sciences (New York)
40 Stochastic Models
40 Stochastic and Partial Differential Equations. Analysis and Computations
38 Electronic Communications in Probability
37 Annals of the Institute of Statistical Mathematics
37 Applied Mathematics and Computation
36 Modern Stochastics. Theory and Applications
35 Advances in Mathematics
33 Theoretical Population Biology
32 Journal of Economic Dynamics & Control
32 Frontiers of Mathematics in China
31 SIAM Journal on Financial Mathematics
30 Infinite Dimensional Analysis, Quantum Probability and Related Topics
30 Acta Mathematica Sinica. English Series
30 Science China. Mathematics
29 Journal of Mathematical Physics
29 Journal of Statistical Planning and Inference
28 Theory of Probability and its Applications
28 Journal of Multivariate Analysis
27 Scandinavian Journal of Statistics
27 Extremes
27 Comptes Rendus. Mathématique. Académie des Sciences, Paris
26 Statistical Inference for Stochastic Processes
26 Discrete and Continuous Dynamical Systems. Series B
25 Lithuanian Mathematical Journal
25 Chaos, Solitons and Fractals
25 Journal of Computational and Applied Mathematics
25 Systems & Control Letters
25 International Journal of Approximate Reasoning
24 European Journal of Operational Research
23 International Journal of Control
23 Advances in Applied Mathematics
23 Annales Henri Poincaré
23 Advances in Difference Equations
23 The Annals of Applied Statistics
22 Computational Statistics and Data Analysis
21 Ergodic Theory and Dynamical Systems
21 Mathematical Methods of Operations Research
21 International Journal of Theoretical and Applied Finance
21 Scandinavian Actuarial Journal
21 Journal of the Korean Statistical Society
21 Nonlinear Analysis. Hybrid Systems
20 Acta Applicandae Mathematicae
20 Bulletin des Sciences Mathématiques
20 Mathematical Physics, Analysis and Geometry
19 Mathematische Nachrichten
19 Physica D
19 Discrete & Computational Geometry
19 SIAM Journal on Mathematical Analysis
19 Discrete and Continuous Dynamical Systems
19 Mathematical Problems in Engineering
19 Brazilian Journal of Probability and Statistics
19 Probability Surveys
18 Annals of Operations Research
18 International Journal of Robust and Nonlinear Control
18 Chaos
18 SIAM/ASA Journal on Uncertainty Quantification
18 International Journal of Systems Science. Principles and Applications of Systems and Integration
17 Kybernetika
...and 561 more Journals
all top 5

Cited in 60 Fields

6,318 Probability theory and stochastic processes (60-XX)
1,321 Statistics (62-XX)
1,079 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
718 Systems theory; control (93-XX)
702 Partial differential equations (35-XX)
622 Statistical mechanics, structure of matter (82-XX)
593 Numerical analysis (65-XX)
434 Biology and other natural sciences (92-XX)
372 Dynamical systems and ergodic theory (37-XX)
341 Operator theory (47-XX)
278 Combinatorics (05-XX)
263 Operations research, mathematical programming (90-XX)
249 Ordinary differential equations (34-XX)
215 Convex and discrete geometry (52-XX)
192 Calculus of variations and optimal control; optimization (49-XX)
192 Quantum theory (81-XX)
189 Functional analysis (46-XX)
176 Computer science (68-XX)
169 Measure and integration (28-XX)
97 Real functions (26-XX)
89 Fluid mechanics (76-XX)
88 Linear and multilinear algebra; matrix theory (15-XX)
86 Global analysis, analysis on manifolds (58-XX)
82 Information and communication theory, circuits (94-XX)
75 Harmonic analysis on Euclidean spaces (42-XX)
72 Differential geometry (53-XX)
53 Potential theory (31-XX)
51 Special functions (33-XX)
48 Integral equations (45-XX)
42 Number theory (11-XX)
40 Mathematical logic and foundations (03-XX)
39 Integral transforms, operational calculus (44-XX)
38 Functions of a complex variable (30-XX)
38 Geophysics (86-XX)
36 Difference and functional equations (39-XX)
30 Approximations and expansions (41-XX)
28 Order, lattices, ordered algebraic structures (06-XX)
23 Group theory and generalizations (20-XX)
23 General topology (54-XX)
22 Abstract harmonic analysis (43-XX)
21 Topological groups, Lie groups (22-XX)
21 Mechanics of deformable solids (74-XX)
18 Mechanics of particles and systems (70-XX)
15 Optics, electromagnetic theory (78-XX)
13 Geometry (51-XX)
13 Classical thermodynamics, heat transfer (80-XX)
12 Algebraic topology (55-XX)
10 Manifolds and cell complexes (57-XX)
9 General and overarching topics; collections (00-XX)
9 Several complex variables and analytic spaces (32-XX)
9 Relativity and gravitational theory (83-XX)
7 Algebraic geometry (14-XX)
7 Astronomy and astrophysics (85-XX)
6 Sequences, series, summability (40-XX)
5 History and biography (01-XX)
5 Nonassociative rings and algebras (17-XX)
4 Associative rings and algebras (16-XX)
4 Mathematics education (97-XX)
2 Category theory; homological algebra (18-XX)
1 General algebraic systems (08-XX)

Citations by Year