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Author ID: cont.rama Recent zbMATH articles by "Cont, Rama"
Published as: Cont, Rama; Cont, R.
Homepage: http://rama.cont.perso.math.cnrs.fr/
External Links: MGP · ORCID · Wikidata · ResearchGate · dblp · GND · IdRef · theses.fr

Publications by Year

Citations contained in zbMATH Open

60 Publications have been cited 3,412 times in 2,826 Documents Cited by Year
Financial modelling with jump processes. Zbl 1052.91043
Cont, Rama; Tankov, Peter
2004
Empirical properties of asset returns: stylized facts and statistical issues. Zbl 1408.62174
Cont, R.
293
2001
A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. Zbl 1101.47059
Cont, Rama; Voltchkova, Ekaterina
172
2005
Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031
Cont, Rama; Fournié, David-Antoine
123
2013
Robustness and sensitivity analysis of risk measurement procedures. Zbl 1192.91191
Cont, Rama; Deguest, Romain; Scandolo, Giacomo
111
2010
A stochastic model for order book dynamics. Zbl 1232.91719
Cont, Rama; Stoikov, Sasha; Talreja, Rishi
98
2010
Model uncertainty and its impact on the pricing of derivative instruments. Zbl 1133.91413
Cont, Rama
95
2006
Change of variable formulas for non-anticipative functionals on path space. Zbl 1201.60051
Cont, Rama; Fournié, David-Antoine
87
2010
Herd behavior and aggregate fluctuations in financial markets. Zbl 1060.91506
Cont, Rama; Bouchaud, Jean-Philipe
83
2000
Price dynamics in a Markovian limit order market. Zbl 1288.91092
Cont, Rama; de Larrard, Adrien
81
2013
Integro-differential equations for option prices in exponential Lévy models. Zbl 1096.91023
Cont, Rama; Voltchkova, Ekaterina
71
2005
Resilience to contagion in financial networks. Zbl 1348.91297
Amini, Hamed; Cont, Rama; Minca, Andreea
53
2016
Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074
Cont, Rama; Mancini, Cecilia
45
2011
Dynamics of implied volatility surfaces. Zbl 1405.91603
Cont, Rama; Da Fonseca, José
43
2002
A functional extension of the Ito formula. Zbl 1202.60082
Cont, Rama; Fournie, David
37
2010
Long range dependence in financial markets. Zbl 1186.91230
Cont, Rama
37
2005
Modeling term structure dynamics: an infinite dimensional approach. Zbl 1113.91020
Cont, Rama
32
2005
A consistent pricing model for index options and volatility derivatives. Zbl 1262.91132
Cont, Rama; Kokholm, Thomas
30
2013
Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033
Cont, Rama; Tankov, Peter
29
2006
Hedging with options in models with jumps. Zbl 1151.91496
Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian
29
2007
Fire sales forensics: measuring endogenous risk. Zbl 1348.91291
Cont, Rama; Wagalath, Lakshithe
29
2016
Scaling in stock market data: Stable laws and beyond. Zbl 0979.91037
Cont, Rama; Potters, Marc; Bouchaud, Jean-Philippe
27
1997
Forward equations for option prices in semimartingale models. Zbl 1325.60115
Bentata, Amel; Cont, Rama
21
2015
Running for the exit: distressed selling and endogenous correlation in financial markets. Zbl 1275.91057
Cont, Rama; Wagalath, Lakshithe
21
2013
Universal features of price formation in financial markets: perspectives from deep learning. Zbl 1420.91433
Sirignano, Justin; Cont, Rama
21
2019
Volatility clustering in financial markets: empirical facts and agent-based models. Zbl 1181.91341
Cont, Rama
20
2007
Encyclopedia of quantitative finance. 4 Volumes. Zbl 1185.91001
Cont, Rama
18
2010
Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381
Cont, Rama; Tankov, Peter
18
2009
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164
Cont, Rama; Perkowski, Nicolas
18
2019
Loss-based risk measures. Zbl 1267.62103
Cont, Rama; Deguest, Romain; He, Xue Dong
17
2013
Central clearing of OTC derivatives: bilateral vs multilateral netting. Zbl 1287.91137
Cont, Rama; Kokholm, Thomas
17
2014
Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) Zbl 1365.60056
Ananova, Anna; Cont, Rama
16
2017
Recovering portfolio default intensities implied by CDO quotes. Zbl 1282.91354
Cont, Rama; Minca, Andreea
16
2013
Stress testing the resilience of financial networks. Zbl 1236.91137
Amini, Hamed; Cont, Rama; Minca, Andreea
15
2012
Credit default swaps and systemic risk. Zbl 1406.91471
Cont, Rama; Minca, Andreea
15
2016
Optimal order placement in limit order markets. Zbl 1402.91678
Cont, Rama; Kukanov, Arseniy
14
2017
A reduced basis for option pricing. Zbl 1227.91033
Cont, Rama; Lantos, Nicolas; Pironneau, Olivier
12
2011
Phenomenology of the interest rate curve. Zbl 1009.91036
Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; El-Karoui, Nicole; Potters, Marc
12
1999
Dynamic hedging of portfolio credit derivatives. Zbl 1205.91157
Cont, Rama; Kan, Yu Hang
10
2011
Weak approximation of martingale representations. Zbl 1336.60109
Cont, Rama; Lu, Yi
9
2016
Social distance, heterogeneity and social interactions. Zbl 1232.91216
Cont, Rama; Löwe, Matthias
9
2010
Equity correlations implied by index options: estimation and model uncertainty analysis. Zbl 1280.91167
Cont, Rama; Deguest, Romain
8
2013
Functional Kolmogorov equations. Zbl 1372.60074
Cont, Rama; Fournié, David Antoine
7
2016
On pathwise quadratic variation for càdlàg functions. Zbl 1406.60082
Chiu, Henry; Cont, Rama
6
2018
On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045
Cont, Rama; Kalinin, Alexander
5
2020
Model-free representation of pricing rules as conditional expectations. Zbl 1211.91129
Biagini, Sara; Cont, Rama
4
2007
Institutional investors and the dependence structure of asset returns. Zbl 1337.91140
Cont, Rama; Wagalath, Lakshithe
4
2016
Default intensities implied by CDO spreads: inversion formula and model calibration. Zbl 1205.91169
Cont, Rama; Deguest, Romain; Kan, Yu Hang
4
2010
Causal functional calculus. Zbl 07720881
Chiu, Henry; Cont, Rama
4
2022
Constant proportion debt obligations (CPDOs): modeling and risk analysis. Zbl 1279.91172
Cont, Rama; Jessen, Cathrine
4
2012
Quadratic variation and quadratic roughness. Zbl 1512.60033
Cont, Rama; Das, Purba
3
2023
Interbank lending with benchmark rates: Pareto optima for a class of singular control games. Zbl 1522.91297
Cont, Rama; Guo, Xin; Xu, Renyuan
3
2021
Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002
2
2016
Pathwise calculus for non-anticipative functionals. Zbl 1371.60098
Cont, Rama
2
2016
A stochastic partial differential equation model for limit order book dynamics. Zbl 1471.91530
Cont, Rama; Müller, Marvin S.
2
2021
Introduction to the special issue on volatility modelling. Zbl 1405.00038
2
2002
Small-world graphs: Characterization and alternative constructions. Zbl 1172.05050
Cont, Rama; Tanimura, Emily
1
2008
Weak functional calculus for square-integrable processes. Zbl 1371.60100
Cont, Rama
1
2016
Quadratic variation along refining partitions: constructions and examples. Zbl 1490.60083
Cont, Rama; Das, Purba
1
2022
A model-free approach to continuous-time finance. Zbl 1522.91213
Chiu, Henry; Cont, Rama
1
2023
Quadratic variation and quadratic roughness. Zbl 1512.60033
Cont, Rama; Das, Purba
3
2023
A model-free approach to continuous-time finance. Zbl 1522.91213
Chiu, Henry; Cont, Rama
1
2023
Causal functional calculus. Zbl 07720881
Chiu, Henry; Cont, Rama
4
2022
Quadratic variation along refining partitions: constructions and examples. Zbl 1490.60083
Cont, Rama; Das, Purba
1
2022
Interbank lending with benchmark rates: Pareto optima for a class of singular control games. Zbl 1522.91297
Cont, Rama; Guo, Xin; Xu, Renyuan
3
2021
A stochastic partial differential equation model for limit order book dynamics. Zbl 1471.91530
Cont, Rama; Müller, Marvin S.
2
2021
On the support of solutions to stochastic differential equations with path-dependent coefficients. Zbl 1435.60045
Cont, Rama; Kalinin, Alexander
5
2020
Universal features of price formation in financial markets: perspectives from deep learning. Zbl 1420.91433
Sirignano, Justin; Cont, Rama
21
2019
Pathwise integration and change of variable formulas for continuous paths with arbitrary regularity. Zbl 1478.60164
Cont, Rama; Perkowski, Nicolas
18
2019
On pathwise quadratic variation for càdlàg functions. Zbl 1406.60082
Chiu, Henry; Cont, Rama
6
2018
Pathwise integration with respect to paths of finite quadratic variation. (Intégration trajectorielle par rapport à des trajectoires de variation quadratique finie.) Zbl 1365.60056
Ananova, Anna; Cont, Rama
16
2017
Optimal order placement in limit order markets. Zbl 1402.91678
Cont, Rama; Kukanov, Arseniy
14
2017
Resilience to contagion in financial networks. Zbl 1348.91297
Amini, Hamed; Cont, Rama; Minca, Andreea
53
2016
Fire sales forensics: measuring endogenous risk. Zbl 1348.91291
Cont, Rama; Wagalath, Lakshithe
29
2016
Credit default swaps and systemic risk. Zbl 1406.91471
Cont, Rama; Minca, Andreea
15
2016
Weak approximation of martingale representations. Zbl 1336.60109
Cont, Rama; Lu, Yi
9
2016
Functional Kolmogorov equations. Zbl 1372.60074
Cont, Rama; Fournié, David Antoine
7
2016
Institutional investors and the dependence structure of asset returns. Zbl 1337.91140
Cont, Rama; Wagalath, Lakshithe
4
2016
Stochastic integration by parts and functional Itô calculus. Zbl 1341.60002
2
2016
Pathwise calculus for non-anticipative functionals. Zbl 1371.60098
Cont, Rama
2
2016
Weak functional calculus for square-integrable processes. Zbl 1371.60100
Cont, Rama
1
2016
Forward equations for option prices in semimartingale models. Zbl 1325.60115
Bentata, Amel; Cont, Rama
21
2015
Central clearing of OTC derivatives: bilateral vs multilateral netting. Zbl 1287.91137
Cont, Rama; Kokholm, Thomas
17
2014
Functional Itō calculus and stochastic integral representation of martingales. Zbl 1272.60031
Cont, Rama; Fournié, David-Antoine
123
2013
Price dynamics in a Markovian limit order market. Zbl 1288.91092
Cont, Rama; de Larrard, Adrien
81
2013
A consistent pricing model for index options and volatility derivatives. Zbl 1262.91132
Cont, Rama; Kokholm, Thomas
30
2013
Running for the exit: distressed selling and endogenous correlation in financial markets. Zbl 1275.91057
Cont, Rama; Wagalath, Lakshithe
21
2013
Loss-based risk measures. Zbl 1267.62103
Cont, Rama; Deguest, Romain; He, Xue Dong
17
2013
Recovering portfolio default intensities implied by CDO quotes. Zbl 1282.91354
Cont, Rama; Minca, Andreea
16
2013
Equity correlations implied by index options: estimation and model uncertainty analysis. Zbl 1280.91167
Cont, Rama; Deguest, Romain
8
2013
Stress testing the resilience of financial networks. Zbl 1236.91137
Amini, Hamed; Cont, Rama; Minca, Andreea
15
2012
Constant proportion debt obligations (CPDOs): modeling and risk analysis. Zbl 1279.91172
Cont, Rama; Jessen, Cathrine
4
2012
Nonparametric tests for pathwise properties of semimartingales. Zbl 1345.62074
Cont, Rama; Mancini, Cecilia
45
2011
A reduced basis for option pricing. Zbl 1227.91033
Cont, Rama; Lantos, Nicolas; Pironneau, Olivier
12
2011
Dynamic hedging of portfolio credit derivatives. Zbl 1205.91157
Cont, Rama; Kan, Yu Hang
10
2011
Robustness and sensitivity analysis of risk measurement procedures. Zbl 1192.91191
Cont, Rama; Deguest, Romain; Scandolo, Giacomo
111
2010
A stochastic model for order book dynamics. Zbl 1232.91719
Cont, Rama; Stoikov, Sasha; Talreja, Rishi
98
2010
Change of variable formulas for non-anticipative functionals on path space. Zbl 1201.60051
Cont, Rama; Fournié, David-Antoine
87
2010
A functional extension of the Ito formula. Zbl 1202.60082
Cont, Rama; Fournie, David
37
2010
Encyclopedia of quantitative finance. 4 Volumes. Zbl 1185.91001
Cont, Rama
18
2010
Social distance, heterogeneity and social interactions. Zbl 1232.91216
Cont, Rama; Löwe, Matthias
9
2010
Default intensities implied by CDO spreads: inversion formula and model calibration. Zbl 1205.91169
Cont, Rama; Deguest, Romain; Kan, Yu Hang
4
2010
Constant proportion portfolio insurance in the presence of jumps in asset prices. Zbl 1168.91381
Cont, Rama; Tankov, Peter
18
2009
Small-world graphs: Characterization and alternative constructions. Zbl 1172.05050
Cont, Rama; Tanimura, Emily
1
2008
Hedging with options in models with jumps. Zbl 1151.91496
Cont, Rama; Tankov, Peter; Voltchkova, Ekaterian
29
2007
Volatility clustering in financial markets: empirical facts and agent-based models. Zbl 1181.91341
Cont, Rama
20
2007
Model-free representation of pricing rules as conditional expectations. Zbl 1211.91129
Biagini, Sara; Cont, Rama
4
2007
Model uncertainty and its impact on the pricing of derivative instruments. Zbl 1133.91413
Cont, Rama
95
2006
Retrieving Lévy processes from option prices: regularization of an ill-posed inverse problem. Zbl 1110.49033
Cont, Rama; Tankov, Peter
29
2006
A finite difference scheme for option pricing in jump diffusion and exponential Lévy models. Zbl 1101.47059
Cont, Rama; Voltchkova, Ekaterina
172
2005
Integro-differential equations for option prices in exponential Lévy models. Zbl 1096.91023
Cont, Rama; Voltchkova, Ekaterina
71
2005
Long range dependence in financial markets. Zbl 1186.91230
Cont, Rama
37
2005
Modeling term structure dynamics: an infinite dimensional approach. Zbl 1113.91020
Cont, Rama
32
2005
Financial modelling with jump processes. Zbl 1052.91043
Cont, Rama; Tankov, Peter
2004
Dynamics of implied volatility surfaces. Zbl 1405.91603
Cont, Rama; Da Fonseca, José
43
2002
Introduction to the special issue on volatility modelling. Zbl 1405.00038
2
2002
Empirical properties of asset returns: stylized facts and statistical issues. Zbl 1408.62174
Cont, R.
293
2001
Herd behavior and aggregate fluctuations in financial markets. Zbl 1060.91506
Cont, Rama; Bouchaud, Jean-Philipe
83
2000
Phenomenology of the interest rate curve. Zbl 1009.91036
Bouchaud, Jean-Philippe; Sagna, Nicolas; Cont, Rama; El-Karoui, Nicole; Potters, Marc
12
1999
Scaling in stock market data: Stable laws and beyond. Zbl 0979.91037
Cont, Rama; Potters, Marc; Bouchaud, Jean-Philippe
27
1997
all top 5

Cited by 3,992 Authors

32 Cont, Rama
28 Forsyth, Peter A.
21 Wang, Ruodu
19 Jakobsen, Espen Robstad
18 Figueroa-López, José E.
16 Schied, Alexander
15 Siu, Tak Kuen
15 Tankov, Peter
13 Minca, Andreea
12 Amini, Hamed
12 Li, Lingfei
12 Meyer-Brandis, Thilo
12 Pistorius, Martijn R.
12 Russo, Francesco
11 Dang, Duy Minh
11 Kumar, Arun
11 Ros-Oton, Xavier
11 Wang, Jun
10 Company, Rafael
10 Glau, Kathrin
10 Grabchak, Michael
10 Klüppelberg, Claudia
10 Lillo, Fabrizio
10 Sornette, Didier
10 Vanduffel, Steven
10 Westerhoff, Frank H.
10 Wong, Hoi Ying
10 Zhang, Jianfeng
9 Benth, Fred Espen
9 Di Persio, Luca
9 Fabozzi, Frank J.
9 Jódar Sanchez, Lucas Antonio
9 Mancini, Cecilia
9 Scherer, Matthias
9 Schwab, Christoph
9 Teng, Kaimin
9 Vetzal, Kenneth R.
9 Yin, George Gang
8 Bayraktar, Erhan
8 Belomestny, Denis
8 Biagini, Francesca
8 Bouchaud, Jean-Philippe
8 Detering, Nils
8 Elliott, Robert James
8 Feinstein, Zachary
8 Gajda, Janusz
8 Overbeck, Ludger
8 Pham, Huyên
8 Rüschendorf, Ludger
8 Sabino, Piergiacomo
8 Schoutens, Wim
8 Wyłomańska, Agnieszka
7 Barndorff-Nielsen, Ole Eiler
7 Delong, Łukasz
7 Ekren, Ibrahim
7 Fu, Ke’ang
7 Härdle, Wolfgang Karl
7 Heß, Markus
7 Jaimungal, Sebastian
7 Khedher, Asma
7 Kudryavtsev, Oleg
7 Kuznetsov, Alexey
7 Levendorskiĭ, Sergeĭ Zakharovich
7 Lijoi, Antonio
7 Mai, Jan-Frederik
7 Marazzina, Daniele
7 Mehrdoust, Farshid
7 Muhle-Karbe, Johannes
7 Muthukumar, Palanisamy
7 Obloj, Jan K.
7 Oosterlee, Cornelis Willebrordus
7 Panagiotou, Konstantinos D.
7 Rosenbaum, Mathieu
7 Swishchuk, Anatoliy
7 Touzi, Nizar
7 Vanmaele, Michèle
7 Xu, Huifu
7 Yamazaki, Akira
6 Bernard, Carole L.
6 Bouchard, Bruno
6 Carmona, René A.
6 Chen, Haibo
6 Cordoni, Francesco Giuseppe
6 Fakharany, M.
6 Fan, Jianqing
6 Glasserman, Paul
6 Hu, Yijun
6 Itkin, Andrey
6 Jacquier, Antoine
6 Kallsen, Jan
6 Kyprianou, Andreas E.
6 Leisen, Fabrizio
6 Liu, Lintao
6 Liu, Zhi
6 Madan, Dilip B.
6 Mariucci, Ester
6 Mijatović, Aleksandar
6 Mishura, Yuliya Stepanivna
6 Paterlini, Sandra
6 Prünster, Igor
...and 3,892 more Authors
all top 5

Cited in 404 Serials

196 Quantitative Finance
127 International Journal of Theoretical and Applied Finance
81 Stochastic Processes and their Applications
80 Insurance Mathematics & Economics
75 Physica A
75 SIAM Journal on Financial Mathematics
67 Finance and Stochastics
64 Mathematical Finance
58 Journal of Computational and Applied Mathematics
56 European Journal of Operational Research
53 Applied Mathematical Finance
51 Journal of Economic Dynamics & Control
36 The Annals of Applied Probability
29 Journal of Econometrics
28 Statistics & Probability Letters
25 Annals of Operations Research
25 Bernoulli
24 Journal of Mathematical Analysis and Applications
24 Communications in Statistics. Theory and Methods
24 International Journal of Computer Mathematics
23 Applied Mathematics and Computation
23 Mathematics and Financial Economics
22 Methodology and Computing in Applied Probability
21 Journal of Applied Probability
21 Journal of Differential Equations
21 Stochastics
20 Computers & Mathematics with Applications
20 Journal of Multivariate Analysis
19 Operations Research
18 Stochastic Analysis and Applications
18 Review of Derivatives Research
18 Electronic Journal of Statistics
17 Advances in Applied Probability
17 Journal of Statistical Physics
17 Chaos, Solitons and Fractals
17 The Annals of Statistics
17 Asia-Pacific Financial Markets
17 Annals of Finance
16 Discrete and Continuous Dynamical Systems. Series B
15 Statistics and Computing
14 Applied Numerical Mathematics
14 Decisions in Economics and Finance
14 Journal of Industrial and Management Optimization
13 Applied Mathematics and Optimization
13 Mathematics of Operations Research
13 SIAM Journal on Numerical Analysis
13 Mathematical Methods of Operations Research
13 Stochastics and Dynamics
13 ASTIN Bulletin
12 Science China. Mathematics
11 Journal of Optimization Theory and Applications
11 Operations Research Letters
11 Journal of Scientific Computing
11 Statistical Inference for Stochastic Processes
11 Stochastic Models
10 Numerische Mathematik
10 Journal of Theoretical Probability
10 Computational Statistics and Data Analysis
10 Calculus of Variations and Partial Differential Equations
10 Scandinavian Actuarial Journal
10 Journal of Systems Science and Complexity
9 Applicable Analysis
9 Journal of Mathematical Physics
9 Discrete and Continuous Dynamical Systems
9 Abstract and Applied Analysis
9 Communications in Nonlinear Science and Numerical Simulation
9 Computational Management Science
9 The European Physical Journal B. Condensed Matter and Complex Systems
9 European Actuarial Journal
9 Probability, Uncertainty and Quantitative Risk
8 SIAM Journal on Control and Optimization
8 Economics Letters
8 Communications in Statistics. Simulation and Computation
8 Potential Analysis
8 SIAM Journal on Scientific Computing
8 Computational and Applied Mathematics
8 Journal of Statistical Mechanics: Theory and Experiment
8 Dependence Modeling
7 Journal of Computational Physics
7 Mathematical Methods in the Applied Sciences
7 Theory of Probability and its Applications
7 The Annals of Probability
7 Journal of Statistical Planning and Inference
7 Mathematics and Computers in Simulation
7 Japan Journal of Industrial and Applied Mathematics
7 Discrete Dynamics in Nature and Society
7 Probability in the Engineering and Informational Sciences
7 Communications on Pure and Applied Analysis
7 North American Actuarial Journal
7 International Journal of Stochastic Analysis
7 Statistics & Risk Modeling
6 Lithuanian Mathematical Journal
6 Journal of Functional Analysis
6 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
6 Numerical Algorithms
6 Journal of Statistical Computation and Simulation
6 SIAM Journal on Mathematical Analysis
6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
6 Applied Mathematics. Series B (English Edition)
6 NoDEA. Nonlinear Differential Equations and Applications
...and 304 more Serials
all top 5

Cited in 46 Fields

1,755 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
1,386 Probability theory and stochastic processes (60-XX)
606 Statistics (62-XX)
424 Partial differential equations (35-XX)
401 Numerical analysis (65-XX)
191 Systems theory; control (93-XX)
128 Operations research, mathematical programming (90-XX)
122 Calculus of variations and optimal control; optimization (49-XX)
94 Integral equations (45-XX)
78 Operator theory (47-XX)
67 Statistical mechanics, structure of matter (82-XX)
58 Ordinary differential equations (34-XX)
50 Computer science (68-XX)
48 Real functions (26-XX)
29 Biology and other natural sciences (92-XX)
20 Combinatorics (05-XX)
20 Harmonic analysis on Euclidean spaces (42-XX)
18 Dynamical systems and ergodic theory (37-XX)
18 Functional analysis (46-XX)
17 Approximations and expansions (41-XX)
16 Measure and integration (28-XX)
16 Information and communication theory, circuits (94-XX)
15 Integral transforms, operational calculus (44-XX)
12 Quantum theory (81-XX)
10 Fluid mechanics (76-XX)
9 Global analysis, analysis on manifolds (58-XX)
8 Special functions (33-XX)
5 History and biography (01-XX)
5 Linear and multilinear algebra; matrix theory (15-XX)
5 Potential theory (31-XX)
5 Mechanics of deformable solids (74-XX)
4 Mathematical logic and foundations (03-XX)
3 Functions of a complex variable (30-XX)
3 Difference and functional equations (39-XX)
3 Classical thermodynamics, heat transfer (80-XX)
2 General and overarching topics; collections (00-XX)
2 Sequences, series, summability (40-XX)
2 Convex and discrete geometry (52-XX)
2 Mechanics of particles and systems (70-XX)
1 Number theory (11-XX)
1 Algebraic geometry (14-XX)
1 Abstract harmonic analysis (43-XX)
1 Differential geometry (53-XX)
1 Algebraic topology (55-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year

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