# zbMATH — the first resource for mathematics

## Bo, Lijun

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 Author ID: bo.lijun Published as: Bo, Lijun; Bo, Li-jun; Bo, Li Jun; Bo, LiJun
 Documents Indexed: 63 Publications since 2006
all top 5

#### Co-Authors

 3 single-authored 32 Wang, Yongjin 19 Yang, Xuewei 10 Capponi, Agostino 6 Shi, KeHua 6 Tang, Dan 3 Jiang, Yiming 3 Liao, Huafu 3 Yuan, Chenggui 2 Li, Xindan 2 Song, Renming 2 Yao, Rui-ming 1 Birge, John R. 1 Ceci, Claudia 1 Chen, Peng-Chu 1 Hao, Chen 1 Jiao, Ying 1 Lefebvre, Mario 1 Li, Junmin 1 Ren, Guijun 1 Wang, Shihua 1 Wang, Xueqiang 1 Zhang, Guannan 1 Zhang, Lidong 1 Zhang, Tusheng S.
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#### Serials

 4 SIAM Journal on Control and Optimization 4 Insurance Mathematics & Economics 4 Stochastics and Dynamics 3 Applied Mathematics and Optimization 3 Mathematics of Operations Research 3 Statistics & Probability Letters 3 Quantitative Finance 2 Journal of Mathematical Analysis and Applications 2 Journal of Applied Probability 2 Operations Research Letters 2 Stochastic Analysis and Applications 2 Queueing Systems 2 Science in China. Series A 2 Mathematical Finance 2 Stochastics 2 Frontiers of Mathematics in China 1 Advances in Applied Probability 1 Computers & Mathematics with Applications 1 Journal of Differential Equations 1 Journal of Statistical Planning and Inference 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Proceedings of the American Mathematical Society 1 Chinese Annals of Mathematics. Series B 1 Journal of Economic Dynamics & Control 1 Journal of Theoretical Probability 1 Electronic Journal of Probability 1 Finance and Stochastics 1 International Journal of Theoretical and Applied Finance 1 Acta Mathematica Sinica. English Series 1 Methodology and Computing in Applied Probability 1 Stochastic Models 1 Asia-Pacific Financial Markets 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics 1 Chinese Journal of Engineering Mathematics 1 Science China. Mathematics 1 Probability, Uncertainty and Quantitative Risk
all top 5

#### Fields

 44 Probability theory and stochastic processes (60-XX) 34 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Partial differential equations (35-XX) 8 Systems theory; control (93-XX) 5 Ordinary differential equations (34-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Operations research, mathematical programming (90-XX) 3 Integral transforms, operational calculus (44-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 1 Operator theory (47-XX) 1 Statistical mechanics, structure of matter (82-XX)

#### Citations contained in zbMATH Open

52 Publications have been cited 345 times in 214 Documents Cited by Year
Some integral functionals of reflected SDEs and their applications in finance. Zbl 1217.91217
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2011
On the conditional default probability in a regulated market: a structural approach. Zbl 1277.91181
Bo, Lijun; Tang, Dan; Wang, Yongjin; Yang, Xuewei
2011
Stochastic Cahn-Hilliard partial differential equations with Lévy spacetime white noises. Zbl 1098.60058
Bo, Lijun; Wang, Yongjin
2006
On a class of stochastic Anderson models with fractional noises. Zbl 1136.60345
Bo, Lijun; Jiang, Yiming; Wang, Yongjin
2008
Stochastic Cahn-Hilliard equation with fractional noise. Zbl 1156.60041
Bo, Lijun; Jiang, Yiming; Wang, Yongjin
2008
On the first passage times of reflected O-U processes with two-sided barriers. Zbl 1114.60047
Bo, Lijun; Zhang, Lidong; Wang, Yongjin
2006
Markov-modulated jump-diffusions for currency option pricing. Zbl 1231.91425
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2010
An optimal portfolio problem in a defaultable market. Zbl 1203.93206
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2010
Explosive solutions of stochastic wave equations with damping on $$\mathbb R^d$$. Zbl 1129.60056
Bo, Lijun; Tang, Dan; Wang, Yongjin
2008
On a nonlocal stochastic Kuramoto-Sivashinsky equation with jumps. Zbl 1203.60080
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2007
Optimal investment in credit derivatives portfolio under contagion risk. Zbl 1348.91248
Bo, Lijun; Capponi, Agostino
2016
Bilateral credit valuation adjustment for large credit derivatives portfolios. Zbl 1306.91145
Bo, Lijun; Capponi, Agostino
2014
Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1197.62120
Bo, Lijun; Wang, Yongjin; Yang, Xuewei; Zhang, Guannan
2011
Systemic risk in interbanking networks. Zbl 1315.91065
Bo, Lijun; Capponi, Agostino
2015
Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes. Zbl 1251.62032
Bo, Lijun; Yang, Xuewei
2012
On the conditional default probability in a regulated market with jump risk. Zbl 1282.91352
Bo, Lijun; Li, Xindan; Wang, Yongjin; Yang, Xuewei
2013
Lévy risk model with two-sided jumps and a barrier dividend strategy. Zbl 1244.91044
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; Yang, Xuewei
2012
First passage times of (reflected) Ornstein-Uhlenbeck processes over random jump boundaries. Zbl 1239.60079
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2011
First passage times of reflected generalized Ornstein-Uhlenbeck processes. Zbl 1261.60080
Bo, Lijun; Ren, Guijun; Wang, Yongjin; Yang, Xuewei
2013
Robust optimization of credit portfolios. Zbl 1360.91147
Bo, Lijun; Capponi, Agostino
2017
On a stochastic wave equation driven by a non-Gaussian Lévy process. Zbl 1196.60113
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2010
On the default probability in a regime-switching regulated market. Zbl 1291.91169
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2014
Large deviation for the nonlocal Kuramoto-Sivashinsky SPDE. Zbl 1263.60055
Bo, Lijun; Jiang, Yiming
2013
Stochastic portfolio optimization with default risk. Zbl 1263.91043
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2013
Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces. Zbl 1132.60051
Yao, Rui-ming; Bo, Li-jun
2007
Support theorem for a stochastic Cahn-Hilliard equation. Zbl 1225.60101
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2010
First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps. Zbl 1262.60079
Bo, Lijun
2013
Approximating solutions of neutral stochastic evolution equations with jumps. Zbl 1183.34081
Bo, LiJun; Shi, KeHua; Wang, YongJin
2009
Jump type Cahn-Hilliard equations with fractional noises. Zbl 1195.60088
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2008
Optimal investment and consumption with default risk: HARA utility. Zbl 1273.91417
Bo, Lijun; Li, Xindan; Wang, Yongjin; Yang, Xuewei
2013
Credit portfolio selection with decaying contagion intensities. Zbl 1411.91485
Bo, Lijun; Capponi, Agostino; Chen, Peng-Chu
2019
Mean first passage times of two-dimensional processes with jumps. Zbl 1228.60085
Bo, Lijun; Lefebvre, Mario
2011
Exponential change of measure applied to term structures of interest rates and exchange rates. Zbl 1218.91159
Bo, Lijun
2011
Variational solutions of dissipative jump-type stochastic evolution equations. Zbl 1203.60081
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2011
First passage times of constant-elasticity-of-variance processes with two-sided reflecting barriers. Zbl 1260.60158
Bo, Lijun; Hao, Chen
2012
Large deviations for perturbed reflected diffusion processes. Zbl 1187.60018
Bo, Lijun; Zhang, Tusheng
2009
Kernel-correlated Lévy field driven forward rate and application to derivative pricing. Zbl 1272.93105
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2013
Optimal credit investment with borrowing costs. Zbl 1414.91332
Bo, Lijun; Capponi, Agostino
2017
Optimal investment of variance-swaps in jump-diffusion market with regime-switching. Zbl 1401.91509
Bo, Lijun; Tang, Dan; Wang, Yongjin
2017
Portfolio choice with market – credit-risk dependencies. Zbl 1415.91254
Bo, Lijun; Capponi, Agostino
2018
Risk sensitive portfolio optimization with default contagion and regime-switching. Zbl 1442.91085
Bo, Lijun; Liao, Huafu; Yu, Xiang
2019
Optimal investment and risk control for an insurer with stochastic factor. Zbl 1409.91127
Bo, Lijun; Wang, Shihua
2017
On a stochastic interacting model with stepping-stone noises. Zbl 1221.60137
Bo, Lijun; Wang, Yongjin
2011
Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients. Zbl 1201.60056
Bo, Lijun; Yao, Ruiming
2007
From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion. Zbl 1176.60056
Wang, Xue Qiang; Bo, Li Jun; Wang, Yong Jin
2009
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
2016
Optimal investment under information driven contagious distress. Zbl 1414.91331
Bo, Lijun; Capponi, Agostino
2017
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
2011
Dynamic investment and counterparty risk. Zbl 1395.91477
Bo, Lijun; Capponi, Agostino
2018
Derivative pricing based on the exchange rate in a target zone with realignment. Zbl 1282.91321
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2011
The pricing of basket options: a weak convergence approach. Zbl 1409.91227
Bo, Lijun; Wang, Yongjin
2017
Risk-sensitive asset management and cascading defaults. Zbl 1443.91256
Birge, John R.; Bo, Lijun; Capponi, Agostino
2018
Credit portfolio selection with decaying contagion intensities. Zbl 1411.91485
Bo, Lijun; Capponi, Agostino; Chen, Peng-Chu
2019
Risk sensitive portfolio optimization with default contagion and regime-switching. Zbl 1442.91085
Bo, Lijun; Liao, Huafu; Yu, Xiang
2019
Portfolio choice with market – credit-risk dependencies. Zbl 1415.91254
Bo, Lijun; Capponi, Agostino
2018
Dynamic investment and counterparty risk. Zbl 1395.91477
Bo, Lijun; Capponi, Agostino
2018
Risk-sensitive asset management and cascading defaults. Zbl 1443.91256
Birge, John R.; Bo, Lijun; Capponi, Agostino
2018
Robust optimization of credit portfolios. Zbl 1360.91147
Bo, Lijun; Capponi, Agostino
2017
Optimal credit investment with borrowing costs. Zbl 1414.91332
Bo, Lijun; Capponi, Agostino
2017
Optimal investment of variance-swaps in jump-diffusion market with regime-switching. Zbl 1401.91509
Bo, Lijun; Tang, Dan; Wang, Yongjin
2017
Optimal investment and risk control for an insurer with stochastic factor. Zbl 1409.91127
Bo, Lijun; Wang, Shihua
2017
Optimal investment under information driven contagious distress. Zbl 1414.91331
Bo, Lijun; Capponi, Agostino
2017
The pricing of basket options: a weak convergence approach. Zbl 1409.91227
Bo, Lijun; Wang, Yongjin
2017
Optimal investment in credit derivatives portfolio under contagion risk. Zbl 1348.91248
Bo, Lijun; Capponi, Agostino
2016
Stability in distribution of Markov-modulated stochastic differential delay equations with reflection. Zbl 1342.60088
Bo, Lijun; Yuan, Chenggui
2016
Systemic risk in interbanking networks. Zbl 1315.91065
Bo, Lijun; Capponi, Agostino
2015
Bilateral credit valuation adjustment for large credit derivatives portfolios. Zbl 1306.91145
Bo, Lijun; Capponi, Agostino
2014
On the default probability in a regime-switching regulated market. Zbl 1291.91169
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2014
On the conditional default probability in a regulated market with jump risk. Zbl 1282.91352
Bo, Lijun; Li, Xindan; Wang, Yongjin; Yang, Xuewei
2013
First passage times of reflected generalized Ornstein-Uhlenbeck processes. Zbl 1261.60080
Bo, Lijun; Ren, Guijun; Wang, Yongjin; Yang, Xuewei
2013
Large deviation for the nonlocal Kuramoto-Sivashinsky SPDE. Zbl 1263.60055
Bo, Lijun; Jiang, Yiming
2013
Stochastic portfolio optimization with default risk. Zbl 1263.91043
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2013
First passage times of reflected Ornstein-Uhlenbeck processes with two-sided jumps. Zbl 1262.60079
Bo, Lijun
2013
Optimal investment and consumption with default risk: HARA utility. Zbl 1273.91417
Bo, Lijun; Li, Xindan; Wang, Yongjin; Yang, Xuewei
2013
Kernel-correlated Lévy field driven forward rate and application to derivative pricing. Zbl 1272.93105
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2013
Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes. Zbl 1251.62032
Bo, Lijun; Yang, Xuewei
2012
Lévy risk model with two-sided jumps and a barrier dividend strategy. Zbl 1244.91044
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; Yang, Xuewei
2012
First passage times of constant-elasticity-of-variance processes with two-sided reflecting barriers. Zbl 1260.60158
Bo, Lijun; Hao, Chen
2012
Some integral functionals of reflected SDEs and their applications in finance. Zbl 1217.91217
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2011
On the conditional default probability in a regulated market: a structural approach. Zbl 1277.91181
Bo, Lijun; Tang, Dan; Wang, Yongjin; Yang, Xuewei
2011
Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes. Zbl 1197.62120
Bo, Lijun; Wang, Yongjin; Yang, Xuewei; Zhang, Guannan
2011
First passage times of (reflected) Ornstein-Uhlenbeck processes over random jump boundaries. Zbl 1239.60079
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2011
Mean first passage times of two-dimensional processes with jumps. Zbl 1228.60085
Bo, Lijun; Lefebvre, Mario
2011
Exponential change of measure applied to term structures of interest rates and exchange rates. Zbl 1218.91159
Bo, Lijun
2011
Variational solutions of dissipative jump-type stochastic evolution equations. Zbl 1203.60081
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2011
On a stochastic interacting model with stepping-stone noises. Zbl 1221.60137
Bo, Lijun; Wang, Yongjin
2011
A note on stability in distribution of Markov-modulated stochastic differential equations with reflection. Zbl 1222.60040
Bo, Lijun; Yuan, Chenggui
2011
Derivative pricing based on the exchange rate in a target zone with realignment. Zbl 1282.91321
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2011
Markov-modulated jump-diffusions for currency option pricing. Zbl 1231.91425
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2010
An optimal portfolio problem in a defaultable market. Zbl 1203.93206
Bo, Lijun; Wang, Yongjin; Yang, Xuewei
2010
On a stochastic wave equation driven by a non-Gaussian Lévy process. Zbl 1196.60113
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2010
Support theorem for a stochastic Cahn-Hilliard equation. Zbl 1225.60101
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2010
Approximating solutions of neutral stochastic evolution equations with jumps. Zbl 1183.34081
Bo, LiJun; Shi, KeHua; Wang, YongJin
2009
Large deviations for perturbed reflected diffusion processes. Zbl 1187.60018
Bo, Lijun; Zhang, Tusheng
2009
From Markov jump systems to two species competitive Lotka-Volterra equations with diffusion. Zbl 1176.60056
Wang, Xue Qiang; Bo, Li Jun; Wang, Yong Jin
2009
On a class of stochastic Anderson models with fractional noises. Zbl 1136.60345
Bo, Lijun; Jiang, Yiming; Wang, Yongjin
2008
Stochastic Cahn-Hilliard equation with fractional noise. Zbl 1156.60041
Bo, Lijun; Jiang, Yiming; Wang, Yongjin
2008
Explosive solutions of stochastic wave equations with damping on $$\mathbb R^d$$. Zbl 1129.60056
Bo, Lijun; Tang, Dan; Wang, Yongjin
2008
Jump type Cahn-Hilliard equations with fractional noises. Zbl 1195.60088
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2008
On a nonlocal stochastic Kuramoto-Sivashinsky equation with jumps. Zbl 1203.60080
Bo, Lijun; Shi, Kehua; Wang, Yongjin
2007
Discontinuous Galerkin method for elliptic stochastic partial differential equations on two and three dimensional spaces. Zbl 1132.60051
Yao, Rui-ming; Bo, Li-jun
2007
Strong comparison result for a class of reflected stochastic differential equations with non-Lipschitzian coefficients. Zbl 1201.60056
Bo, Lijun; Yao, Ruiming
2007
Stochastic Cahn-Hilliard partial differential equations with Lévy spacetime white noises. Zbl 1098.60058
Bo, Lijun; Wang, Yongjin
2006
On the first passage times of reflected O-U processes with two-sided barriers. Zbl 1114.60047
Bo, Lijun; Zhang, Lidong; Wang, Yongjin
2006
all top 5

#### Cited by 294 Authors

 39 Bo, Lijun 39 Wang, Yongjin 17 Yang, Xuewei 14 Jiang, Yiming 10 Capponi, Agostino 10 Shi, KeHua 9 Yan, Litan 7 Tang, Dan 7 Wang, Xingchun 6 Liang, Fei 6 Wang, Suxin 5 Liu, Junfeng 5 Yang, Xiaoyuan 4 Gao, Hongjun 4 Huang, Jianhua 4 Lee, Chihoon 4 Shen, Tianlong 4 Shen, Yang 4 Song, Shiyu 4 Spiliopoulos, Konstantinos V. 4 Wang, Guanying 4 Xia, Dengfeng 4 Xu, Guangli 4 Zang, Qingpei 4 Zhang, Yinghan 4 Zhao, Hui 3 Hu, Yaozhong 3 Li, Xindan 3 Liao, Huafu 3 Sirignano, Justin A. 3 Wei, Tingting 3 Yuan, Chenggui 3 Zhang, Li-Xin 2 Biagini, Francesca 2 Cai, Ning 2 Cui, Jing 2 Deng, Chao 2 Dong, Yinghui 2 Figueroa-López, José E. 2 Giorno, Virginia 2 Han, Zheng 2 Kang, Yong Han 2 Kim, Sangil 2 Kuang, Nenghui 2 Lee, Myung Hee 2 Ning, Ning 2 Nobile, Amelia G. 2 Park, Jong Yeoul 2 Rong, Ximin 2 Sun, Xichao 2 Wang, Guojing 2 Wang, Huiqing 2 Xie, Huantian 2 Yin, Chuancun 2 Zeng, Yan 2 Zhang, Lidong 2 Zhu, Ailin 2 Zhu, Chenglian 2 Zhu, Huiming 1 Abundo, Mario 1 Agarwal, Krishna K. 1 Andersen, Lars Nørvang 1 Aranishi, Futoshi 1 Asmussen, Søren 1 Aveklouris, Angelos 1 Baccouch, Mahboub 1 Balachandran, Krishnan 1 Ballestra, Luca Vincenzo 1 Ben-Romdhane, Mohamed 1 Bishwal, Jaya P. N. 1 Biswas, Arunangshu 1 Boulanba, Lahcen 1 Brahim, Anis Ben 1 Brigo, Damiano 1 Brzeźniak, Zdzisław 1 Buescu, Cristin 1 Cang, Yuquan 1 Ceci, Claudia 1 Chen, Peng-Chu 1 Chen, Ping 1 Chen, Shouting 1 Chen, Son-Nan 1 Chen, Yao 1 Chen, Yucong 1 Cherfils, Laurence 1 Chow, Pao-Liu 1 Cox, Samuel H. jun. 1 Cui, Lirong 1 De Giuli, Maria Elena 1 Deelstra, Griselda 1 Deng, Yingchun 1 Deugoue, Gabriel 1 di Cesare, R. 1 Diao, Xundi 1 Ding, Feng 1 Ding, Kailin 1 Dshalalow, Jewgeni H. 1 Du, Ziping 1 Elliott, Robert James 1 Fabozzi, Frank J. ...and 194 more Authors
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#### Cited in 95 Serials

 14 Statistics & Probability Letters 9 Journal of Mathematical Analysis and Applications 9 Stochastics and Dynamics 8 Insurance Mathematics & Economics 6 Stochastic Analysis and Applications 6 Quantitative Finance 5 Applied Mathematics and Computation 5 Science China. Mathematics 4 Computers & Mathematics with Applications 4 Journal of Applied Probability 4 Journal of Computational and Applied Mathematics 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 SIAM Journal on Control and Optimization 4 Mathematical Finance 4 Acta Mathematica Sinica. English Series 4 Frontiers of Mathematics in China 4 Mathematics and Financial Economics 4 SIAM Journal on Financial Mathematics 3 Mathematics of Operations Research 3 Operations Research Letters 3 Chinese Annals of Mathematics. Series B 3 Queueing Systems 3 Annals of Operations Research 3 European Journal of Operational Research 3 Mathematical Problems in Engineering 3 Methodology and Computing in Applied Probability 2 Reviews in Mathematical Physics 2 Applied Mathematics and Optimization 2 Journal of Statistical Planning and Inference 2 Journal of Theoretical Probability 2 Science in China. Series A 2 Communications in Statistics. Theory and Methods 2 Stochastic Processes and their Applications 2 Applied Mathematics. Series B (English Edition) 2 Applied Mathematical Finance 2 Finance and Stochastics 2 Abstract and Applied Analysis 2 Infinite Dimensional Analysis, Quantum Probability and Related Topics 2 Discrete Dynamics in Nature and Society 2 Discrete and Continuous Dynamical Systems. Series B 2 Asia-Pacific Financial Markets 2 Boundary Value Problems 2 Stochastics 1 Journal of Mathematical Physics 1 Journal of Statistical Physics 1 Physica A 1 Journal of Differential Equations 1 Operations Research 1 Proceedings of the American Mathematical Society 1 Results in Mathematics 1 Ricerche di Matematica 1 Transactions of the American Mathematical Society 1 Acta Applicandae Mathematicae 1 Bulletin of the Iranian Mathematical Society 1 Applied Numerical Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Optimization 1 Numerical Methods for Partial Differential Equations 1 Journal of Economic Dynamics & Control 1 Journal of Scientific Computing 1 The Annals of Applied Probability 1 Numerical Algorithms 1 Applied Mathematical Modelling 1 International Journal of Computer Mathematics 1 SIAM Journal on Applied Mathematics 1 Computational Economics 1 Engineering Analysis with Boundary Elements 1 Discrete and Continuous Dynamical Systems 1 INFORMS Journal on Computing 1 International Journal of Theoretical and Applied Finance 1 Statistical Inference for Stochastic Processes 1 Probability in the Engineering and Informational Sciences 1 International Journal of Nonlinear Sciences and Numerical Simulation 1 Scandinavian Actuarial Journal 1 Nonlinear Analysis. Real World Applications 1 Nonlinear Analysis. Modelling and Control 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 OR Spectrum 1 Communications on Pure and Applied Analysis 1 Milan Journal of Mathematics 1 North American Actuarial Journal 1 Advances in Difference Equations 1 Journal of Industrial and Management Optimization 1 Statistical Methodology 1 Journal of Biological Dynamics 1 Computational & Mathematical Methods in Medicine 1 Journal of Nonlinear Science and Applications 1 International Journal of Stochastic Analysis 1 Annals of Finance 1 Arabian Journal of Mathematics 1 Journal of Applied Analysis and Computation 1 Chinese Journal of Mathematics 1 Probability, Uncertainty and Quantitative Risk
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#### Cited in 21 Fields

 152 Probability theory and stochastic processes (60-XX) 89 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 48 Partial differential equations (35-XX) 21 Statistics (62-XX) 20 Systems theory; control (93-XX) 14 Numerical analysis (65-XX) 12 Operations research, mathematical programming (90-XX) 9 Calculus of variations and optimal control; optimization (49-XX) 8 Ordinary differential equations (34-XX) 6 Integral transforms, operational calculus (44-XX) 3 Real functions (26-XX) 3 Mechanics of deformable solids (74-XX) 2 Integral equations (45-XX) 2 Operator theory (47-XX) 2 Biology and other natural sciences (92-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX)