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Bouchard, Bruno

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Author ID: bouchard.bruno Recent zbMATH articles by "Bouchard, Bruno"
Published as: Bouchard, Bruno; Bouchard, B.
Homepage: https://www.ceremade.dauphine.fr/~bouchard/bouchard.htm
External Links: dblp
Documents Indexed: 67 Publications since 2000, including 4 Books

Publications by Year

Citations contained in zbMATH Open

57 Publications have been cited 872 times in 616 Documents Cited by Year
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059
Bouchard, Bruno; Touzi, Nizar
171
2004
Arbitrage and duality in nondominated discrete-time models. Zbl 1322.60045
Bouchard, Bruno; Nutz, Marcel
75
2015
Weak dynamic programming principle for viscosity solutions. Zbl 1228.49028
Bouchard, Bruno; Touzi, Nizar
61
2011
Discrete-time approximation of decoupled Forward-Backward SDE with jumps. Zbl 1136.60048
Bouchard, Bruno; Elie, Romuald
50
2008
Stochastic target problems with controlled loss. Zbl 1202.49028
Bouchard, Bruno; Elie, Romuald; Touzi, Nizar
36
2010
Robust fundamental theorem for continuous processes. Zbl 1411.91543
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; Nutz, Marcel
30
2017
Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods. Zbl 1247.91196
Bouchard, Bruno; Warin, Xavier
26
2012
On the Malliavin approach to Monte Carlo approximation of conditional expectations. Zbl 1051.60061
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar
26
2004
Optimal control of trading algorithms: a general impulse control approach. Zbl 1220.91030
Bouchard, Bruno; Dang, Ngoc-Minh; Lehalle, Charles-Albert
22
2011
Utility maximization on the real line under proportional transaction costs. Zbl 1039.91019
Bouchard, Bruno
21
2002
A stochastic target formulation for optimal switching problems in finite horizon. Zbl 1175.60037
Bouchard, Bruno
18
2009
Wealth-path dependent utility maximization in incomplete markets. Zbl 1063.91029
Bouchard, Bruno; Pham, Huyên
17
2004
Optimal control under stochastic target constraints. Zbl 1203.93208
Bouchard, Bruno; Elie, Romuald; Imbert, Cyril
17
2010
Explicit solution to the multivariate super-replication problem under transaction costs. Zbl 1083.91510
Bouchard, Bruno; Touzi, Nizar
16
2000
Dual formulation of the utility maximization problem: the case of nonsmooth utility. Zbl 1126.91018
Bouchard, B.; Touzi, N.; Zeghal, A.
16
2004
Discrete-time approximation for continuously and discretely reflected BSDEs. Zbl 1158.60030
Bouchard, Bruno; Chassagneux, Jean-François
16
2008
Weak dynamic programming for generalized state constraints. Zbl 1258.93117
Bouchard, Bruno; Nutz, Marcel
15
2012
Option pricing by large risk aversion utility under transaction costs. Zbl 1011.91043
Bouchard, B.; Kabanov, Yu. A.; Touzi, N.
12
2001
Stochastic target games with controlled loss. Zbl 1290.49075
Bouchard, Bruno; Moreau, Ludovic; Nutz, Marcel
12
2014
Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs. Zbl 1179.65004
Bouchard, Bruno; Elie, Romuald; Touzi, Nizar
12
2009
Stochastic target games and dynamic programming via regularized viscosity solutions. Zbl 1334.93178
Bouchard, Bruno; Nutz, Marcel
11
2016
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations. Zbl 1434.60134
Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao
11
2018
Numerical approximation of BSDEs using local polynomial drivers and branching processes. Zbl 1386.65012
Bouchard, Bruno; Tan, Xiaolu; Warin, Xavier; Zou, Yiyi
9
2017
The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints. Zbl 1185.49029
Bouchard, Bruno; Vu, Thanh Nam
9
2010
BSDEs with weak terminal condition. Zbl 1321.60123
Bouchard, Bruno; Elie, Romuald; Réveillac, Anthony
9
2015
Maturity randomization for stochastic control problems. Zbl 1177.93097
Bouchard, Bruno; El Karoui, Nicole; Touzi, Nizar
9
2005
On the hedging of American options in discrete time markets with proportional transaction costs. Zbl 1119.91042
Bouchard, Bruno; Temam, Emmanuel
9
2005
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure. Zbl 1101.91030
Bouchard, Bruno
9
2006
Almost-sure hedging with permanent price impact. Zbl 1369.91172
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
8
2016
Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs. Zbl 1186.91210
Chassagneux, Jean-Francois; Bouchard, Bruno
8
2009
No-arbitrage of second kind in countable markets with proportional transaction costs. Zbl 1266.91117
Bouchard, Bruno; Taflin, Erik
8
2013
A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). Zbl 1075.46511
Bouchard, B.; Mazliak, L.
7
2003
First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations. Zbl 1392.60067
Bouchard, Bruno; Geiss, Stefan; Gobet, Emmanuel
7
2017
Stochastic targets with mixed diffusion processes and viscosity solutions. Zbl 1075.60557
Bouchard, Bruno
6
2002
A stochastic target approach for P&L matching problems. Zbl 1297.91150
Bouchard, Bruno; Nam Vu, Thanh
6
2012
Hedging of covered options with linear market impact and gamma constraint. Zbl 1415.91278
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
6
2017
Optimal control versus stochastic target problems: an equivalence result. Zbl 1238.93124
Bouchard, Bruno; Dang, Ngoc Minh
6
2012
A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems. Zbl 1343.60050
Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu
6
2016
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs. Zbl 1306.91150
Bouchard, Bruno; Lépinette, Emmanuel; Taflin, Erik
5
2014
A backward dual representation for the quantile hedging of Bermudan options. Zbl 1339.91114
Bouchard, Bruno; Bouveret, Géraldine; Chassagneux, Jean-François
5
2016
Generalized stochastic target problems for pricing and partial hedging under loss constraints – application in optimal book liquidation. Zbl 1257.91053
Bouchard, Bruno; Dang, Ngoc-Minh
5
2013
Consistent price systems under model uncertainty. Zbl 1369.91200
Bouchard, Bruno; Nutz, Marcel
4
2016
Strong approximations of BSDEs in a domain. Zbl 1204.60048
Bouchard, Bruno; Menozzi, Stéphane
4
2009
Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns. Zbl 1101.60026
Bouchard, Bruno; Pham, Huyên
4
2005
Equilibrium returns with transaction costs. Zbl 1402.91666
Bouchard, Bruno; Fukasawa, Masaaki; Herdegen, Martin; Muhle-Karbe, Johannes
4
2018
Hedging under an expected loss constraint with small transaction costs. Zbl 1345.60030
Bouchard, Bruno; Moreau, Ludovic; Soner, H. Mete
3
2016
A note on utility based pricing and asymptotic risk diversification. Zbl 1257.91025
Bouchard, Bruno; Elie, Romuald; Moreau, Ludovic
3
2012
Stochastic invariance of closed sets with non-Lipschitz coefficients. Zbl 07074438
Jaber, Eduardo Abi; Bouchard, Bruno; Illand, Camille
3
2019
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs. Zbl 1262.91145
Bouchard, Bruno; Huu, Adrien Nguyen
3
2013
Optimal control under uncertainty and Bayesian parameters adjustments. Zbl 1386.49039
Baradel, Nicolas; Bouchard, Bruno; Dang, Ngoc Minh
3
2018
Superreplication with proportional transaction cost under model uncertainty. Zbl 1426.91283
Bouchard, Bruno; Deng, Shuoqing; Tan, Xiaolu
3
2019
Fundamentals and advanced techniques in derivatives hedging. Translated from the French. Zbl 1350.91001
Bouchard, Bruno; Chassagneux, Jean-François
2
2016
Optimal reflection of diffusions and barrier options pricing under constraints. Zbl 1165.93036
Bouchard, Bruno
2
2008
Barrier option hedging under constraints: a viscosity approach. Zbl 1126.91023
Bentahar, Imen; Bouchard, Bruno
2
2006
Regularity of BSDEs with a convex constraint on the gains-process. Zbl 1426.60068
Bouchard, Bruno; Elie, Romuald; Moreau, Ludovic
2
2018
Explicit characterization of the super-replication strategy in financial markets with partial transaction costs. Zbl 1151.91480
Bentahar, Imen; Bouchard, Bruno
1
2007
Optimal inventory management and order book modeling. Zbl 07079335
Baradel, Nicolas; Bouchard, Bruno; Evangelista, David; Mounjid, Othmane
1
2019
Stochastic invariance of closed sets with non-Lipschitz coefficients. Zbl 07074438
Jaber, Eduardo Abi; Bouchard, Bruno; Illand, Camille
3
2019
Superreplication with proportional transaction cost under model uncertainty. Zbl 1426.91283
Bouchard, Bruno; Deng, Shuoqing; Tan, Xiaolu
3
2019
Optimal inventory management and order book modeling. Zbl 07079335
Baradel, Nicolas; Bouchard, Bruno; Evangelista, David; Mounjid, Othmane
1
2019
A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations. Zbl 1434.60134
Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao
11
2018
Equilibrium returns with transaction costs. Zbl 1402.91666
Bouchard, Bruno; Fukasawa, Masaaki; Herdegen, Martin; Muhle-Karbe, Johannes
4
2018
Optimal control under uncertainty and Bayesian parameters adjustments. Zbl 1386.49039
Baradel, Nicolas; Bouchard, Bruno; Dang, Ngoc Minh
3
2018
Regularity of BSDEs with a convex constraint on the gains-process. Zbl 1426.60068
Bouchard, Bruno; Elie, Romuald; Moreau, Ludovic
2
2018
Robust fundamental theorem for continuous processes. Zbl 1411.91543
Biagini, Sara; Bouchard, Bruno; Kardaras, Constantinos; Nutz, Marcel
30
2017
Numerical approximation of BSDEs using local polynomial drivers and branching processes. Zbl 1386.65012
Bouchard, Bruno; Tan, Xiaolu; Warin, Xavier; Zou, Yiyi
9
2017
First time to exit of a continuous Itô process: general moment estimates and \({\mathbf{L}}_{1}\)-convergence rate for discrete time approximations. Zbl 1392.60067
Bouchard, Bruno; Geiss, Stefan; Gobet, Emmanuel
7
2017
Hedging of covered options with linear market impact and gamma constraint. Zbl 1415.91278
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
6
2017
Stochastic target games and dynamic programming via regularized viscosity solutions. Zbl 1334.93178
Bouchard, Bruno; Nutz, Marcel
11
2016
Almost-sure hedging with permanent price impact. Zbl 1369.91172
Bouchard, Bruno; Loeper, Grégoire; Zou, Yiyi
8
2016
A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems. Zbl 1343.60050
Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu
6
2016
A backward dual representation for the quantile hedging of Bermudan options. Zbl 1339.91114
Bouchard, Bruno; Bouveret, Géraldine; Chassagneux, Jean-François
5
2016
Consistent price systems under model uncertainty. Zbl 1369.91200
Bouchard, Bruno; Nutz, Marcel
4
2016
Hedging under an expected loss constraint with small transaction costs. Zbl 1345.60030
Bouchard, Bruno; Moreau, Ludovic; Soner, H. Mete
3
2016
Fundamentals and advanced techniques in derivatives hedging. Translated from the French. Zbl 1350.91001
Bouchard, Bruno; Chassagneux, Jean-François
2
2016
Arbitrage and duality in nondominated discrete-time models. Zbl 1322.60045
Bouchard, Bruno; Nutz, Marcel
75
2015
BSDEs with weak terminal condition. Zbl 1321.60123
Bouchard, Bruno; Elie, Romuald; Réveillac, Anthony
9
2015
Stochastic target games with controlled loss. Zbl 1290.49075
Bouchard, Bruno; Moreau, Ludovic; Nutz, Marcel
12
2014
Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs. Zbl 1306.91150
Bouchard, Bruno; Lépinette, Emmanuel; Taflin, Erik
5
2014
No-arbitrage of second kind in countable markets with proportional transaction costs. Zbl 1266.91117
Bouchard, Bruno; Taflin, Erik
8
2013
Generalized stochastic target problems for pricing and partial hedging under loss constraints – application in optimal book liquidation. Zbl 1257.91053
Bouchard, Bruno; Dang, Ngoc-Minh
5
2013
No marginal arbitrage of the second kind for high production regimes in discrete time production-investment models with proportional transaction costs. Zbl 1262.91145
Bouchard, Bruno; Huu, Adrien Nguyen
3
2013
Monte-Carlo valuation of American options: facts and new algorithms to improve existing methods. Zbl 1247.91196
Bouchard, Bruno; Warin, Xavier
26
2012
Weak dynamic programming for generalized state constraints. Zbl 1258.93117
Bouchard, Bruno; Nutz, Marcel
15
2012
A stochastic target approach for P&L matching problems. Zbl 1297.91150
Bouchard, Bruno; Nam Vu, Thanh
6
2012
Optimal control versus stochastic target problems: an equivalence result. Zbl 1238.93124
Bouchard, Bruno; Dang, Ngoc Minh
6
2012
A note on utility based pricing and asymptotic risk diversification. Zbl 1257.91025
Bouchard, Bruno; Elie, Romuald; Moreau, Ludovic
3
2012
Weak dynamic programming principle for viscosity solutions. Zbl 1228.49028
Bouchard, Bruno; Touzi, Nizar
61
2011
Optimal control of trading algorithms: a general impulse control approach. Zbl 1220.91030
Bouchard, Bruno; Dang, Ngoc-Minh; Lehalle, Charles-Albert
22
2011
Stochastic target problems with controlled loss. Zbl 1202.49028
Bouchard, Bruno; Elie, Romuald; Touzi, Nizar
36
2010
Optimal control under stochastic target constraints. Zbl 1203.93208
Bouchard, Bruno; Elie, Romuald; Imbert, Cyril
17
2010
The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints. Zbl 1185.49029
Bouchard, Bruno; Vu, Thanh Nam
9
2010
A stochastic target formulation for optimal switching problems in finite horizon. Zbl 1175.60037
Bouchard, Bruno
18
2009
Discrete-time approximation of BSDEs and probabilistic schemes for fully nonlinear PDEs. Zbl 1179.65004
Bouchard, Bruno; Elie, Romuald; Touzi, Nizar
12
2009
Representation of continuous linear forms on the set of ladlag processes and the hedging of American claims under proportional costs. Zbl 1186.91210
Chassagneux, Jean-Francois; Bouchard, Bruno
8
2009
Strong approximations of BSDEs in a domain. Zbl 1204.60048
Bouchard, Bruno; Menozzi, Stéphane
4
2009
Discrete-time approximation of decoupled Forward-Backward SDE with jumps. Zbl 1136.60048
Bouchard, Bruno; Elie, Romuald
50
2008
Discrete-time approximation for continuously and discretely reflected BSDEs. Zbl 1158.60030
Bouchard, Bruno; Chassagneux, Jean-François
16
2008
Optimal reflection of diffusions and barrier options pricing under constraints. Zbl 1165.93036
Bouchard, Bruno
2
2008
Explicit characterization of the super-replication strategy in financial markets with partial transaction costs. Zbl 1151.91480
Bentahar, Imen; Bouchard, Bruno
1
2007
No-arbitrage in discrete-time markets with proportional transaction costs and general information structure. Zbl 1101.91030
Bouchard, Bruno
9
2006
Barrier option hedging under constraints: a viscosity approach. Zbl 1126.91023
Bentahar, Imen; Bouchard, Bruno
2
2006
Maturity randomization for stochastic control problems. Zbl 1177.93097
Bouchard, Bruno; El Karoui, Nicole; Touzi, Nizar
9
2005
On the hedging of American options in discrete time markets with proportional transaction costs. Zbl 1119.91042
Bouchard, Bruno; Temam, Emmanuel
9
2005
Optimal consumption in discrete-time financial models with industrial investment opportunities and nonlinear returns. Zbl 1101.60026
Bouchard, Bruno; Pham, Huyên
4
2005
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059
Bouchard, Bruno; Touzi, Nizar
171
2004
On the Malliavin approach to Monte Carlo approximation of conditional expectations. Zbl 1051.60061
Bouchard, Bruno; Ekeland, Ivar; Touzi, Nizar
26
2004
Wealth-path dependent utility maximization in incomplete markets. Zbl 1063.91029
Bouchard, Bruno; Pham, Huyên
17
2004
Dual formulation of the utility maximization problem: the case of nonsmooth utility. Zbl 1126.91018
Bouchard, B.; Touzi, N.; Zeghal, A.
16
2004
A multidimensional bipolar theorem in \(L^0(\mathbb {R}^d, \Omega , \mathcal {F},P)\). Zbl 1075.46511
Bouchard, B.; Mazliak, L.
7
2003
Utility maximization on the real line under proportional transaction costs. Zbl 1039.91019
Bouchard, Bruno
21
2002
Stochastic targets with mixed diffusion processes and viscosity solutions. Zbl 1075.60557
Bouchard, Bruno
6
2002
Option pricing by large risk aversion utility under transaction costs. Zbl 1011.91043
Bouchard, B.; Kabanov, Yu. A.; Touzi, N.
12
2001
Explicit solution to the multivariate super-replication problem under transaction costs. Zbl 1083.91510
Bouchard, Bruno; Touzi, Nizar
16
2000
all top 5

Cited by 710 Authors

38 Bouchard, Bruno
22 Touzi, Nizar
19 Zhao, Weidong
16 Tan, Xiaolu
15 Bayraktar, Erhan
14 Warin, Xavier
13 Chassagneux, Jean-François
12 Gobet, Emmanuel
12 Pham, Huyên
11 Kharroubi, Idris
11 Possamaï, Dylan
11 Soner, Halil Mete
10 Nutz, Marcel
9 Beiglböck, Mathias
9 Lépinette, Emmanuel
9 Muhle-Karbe, Johannes
9 Obloj, Jan K.
8 Elie, Romuald
8 Labart, Céline
7 Bartl, Daniel
7 Bender, Christian
7 Bonotto, Everaldo M.
7 Dolinsky, Yan
7 Rásonyi, Miklós
7 Schachermayer, Walter
7 Zhang, Jianfeng
7 Zhou, Chao
6 Cox, Alexander Matthew Gordon
6 dos Reis, Gonçalo
6 Fuhrman, Marco
6 Geiss, Christel
6 Henry-Labordère, Pierre
6 Jaimungal, Sebastian
6 Kabanov, Yuriĭ Mikhaĭlovich
6 Lehalle, Charles-Albert
6 Sun, Yabing
6 Yang, Junjian
5 Bouveret, Géraldine
5 Burzoni, Matteo
5 Campi, Luciano
5 Carassus, Laurence
5 Cheridito, Patrick
5 Crisan, Dan O.
5 Delong, Łukasz
5 Imkeller, Peter
5 Jentzen, Arnulf
5 Lin, Yiqing
5 Loeper, Grégoire
5 Mnif, Mohamed
5 Picarelli, Athena
5 Ren, Zhenjie
5 Richou, Adrien
5 Seifried, Frank Thomas
5 Zastawniak, Tomasz
5 Zeghal, Amina Bouzguenda
5 Zhou, Tao
4 Ankirchner, Stefan
4 Cartea, Álvaro
4 Cosso, Andrea
4 Czichowsky, Christoph
4 Fu, Yu
4 Fujii, Masaaki
4 Hou, Zhaoxu
4 Huang, Yu-Jui
4 Huesmann, Martin
4 Khedher, Asma
4 Kruse, Thomas
4 Kupper, Michael
4 Lim, Thomas
4 Ludkovski, Michael
4 Maggis, Marco
4 Manolarakis, Konstantinos
4 Moreau, Ludovic
4 Neufeld, Ariel David
4 Oosterlee, Cornelis Willebrordus
4 Ouknine, Youssef
4 Pagès, Gilles
4 Quenez, Marie-Claire
4 Stricker, Christophe
4 Vanmaele, Michèle
4 Westray, Nicholas
4 Zheng, Harry H.
4 Zhou, Zhou
4 Zidani, Hasnaa
4 Žitković, Gordan
3 Bandini, Elena
3 Bank, Peter
3 Becherer, Dirk
3 Beck, Christian
3 Belak, Christoph
3 Bokanowski, Olivier
3 Bortolan, Matheus Cheque
3 Briand, Philippe
3 Carmona, René A.
3 Chevalier, Etienne
3 Dang, Ngoc-Minh
3 Delarue, François
3 Dumitrescu, Roxana
3 El Asri, Brahim
3 Exarchos, Ioannis
...and 610 more Authors
all top 5

Cited in 134 Serials

54 Finance and Stochastics
51 Stochastic Processes and their Applications
49 The Annals of Applied Probability
25 SIAM Journal on Control and Optimization
24 Mathematical Finance
21 SIAM Journal on Financial Mathematics
18 Applied Mathematics and Optimization
17 International Journal of Theoretical and Applied Finance
16 Mathematics and Financial Economics
12 Quantitative Finance
11 Stochastic Analysis and Applications
11 Bernoulli
11 Stochastics
10 Mathematical Methods of Operations Research
9 Monte Carlo Methods and Applications
8 Mathematics of Operations Research
8 Journal of Scientific Computing
7 The Annals of Probability
7 Journal of Economic Dynamics & Control
7 Applied Mathematical Finance
7 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys
7 Probability, Uncertainty and Quantitative Risk
6 Journal of Mathematical Analysis and Applications
6 Automatica
6 Journal of Mathematical Economics
6 Journal of Optimization Theory and Applications
6 Electronic Journal of Probability
6 Mathematical Control and Related Fields
5 Journal of Computational and Applied Mathematics
5 Insurance Mathematics & Economics
5 European Journal of Operational Research
4 Advances in Applied Probability
4 Mathematics of Computation
4 SIAM Journal on Numerical Analysis
4 Systems & Control Letters
4 Probability Theory and Related Fields
4 SIAM Journal on Scientific Computing
4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations
4 East Asian Journal on Applied Mathematics
3 Journal of Applied Probability
3 Journal of Differential Equations
3 Statistics & Probability Letters
3 Numerical Algorithms
3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
3 Methodology and Computing in Applied Probability
3 Discrete and Continuous Dynamical Systems. Series B
3 Decisions in Economics and Finance
3 Asia-Pacific Financial Markets
3 Advances in Applied Mathematics and Mechanics
3 Science China. Mathematics
3 SIAM/ASA Journal on Uncertainty Quantification
2 Archive for Rational Mechanics and Analysis
2 Computers & Mathematics with Applications
2 Applied Mathematics and Computation
2 Chinese Annals of Mathematics. Series B
2 Acta Applicandae Mathematicae
2 Applied Numerical Mathematics
2 Journal of Theoretical Probability
2 Computational Economics
2 Random Operators and Stochastic Equations
2 Discrete and Continuous Dynamical Systems
2 Probability in the Engineering and Informational Sciences
2 ASTIN Bulletin
2 Proceedings of the Steklov Institute of Mathematics
2 Frontiers of Mathematics in China
2 Afrika Matematika
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Communications on Pure and Applied Mathematics
1 Discrete Applied Mathematics
1 Journal of the Franklin Institute
1 Journal of Mathematical Biology
1 Theory of Probability and its Applications
1 Acta Mathematica Vietnamica
1 BIT
1 Collectanea Mathematica
1 International Journal of Mathematics and Mathematical Sciences
1 Inventiones Mathematicae
1 Journal of Economic Theory
1 Mathematische Annalen
1 Proceedings of the American Mathematical Society
1 Transactions of the American Mathematical Society
1 Acta Mathematica Hungarica
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Numerical Methods for Partial Differential Equations
1 Asymptotic Analysis
1 Annals of Operations Research
1 Japan Journal of Industrial and Applied Mathematics
1 Applications of Mathematics
1 Computational Statistics
1 Automation and Remote Control
1 Communications in Statistics. Theory and Methods
1 International Journal of Computer Mathematics
1 SIAM Review
1 Journal of Nonlinear Science
1 Annales Mathématiques Blaise Pascal
1 Computational and Applied Mathematics
1 Economic Theory
1 NoDEA. Nonlinear Differential Equations and Applications
1 Bulletin des Sciences Mathématiques
...and 34 more Serials

Citations by Year