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Author ID: dalang.robert-c Recent zbMATH articles by "Dalang, Robert C."
Published as: Dalang, Robert C.
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Publications by Year

Citations contained in zbMATH Open

70 Publications have been cited 1,354 times in 797 Documents Cited by Year
Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E’s. Zbl 0922.60056
Dalang, Robert C.
214
1999
Equivalent martingale measures and no-arbitrage in stochastic securities market models. Zbl 0694.90037
Dalang, Robert C.; Morton, Andrew; Willinger, Walter
130
1990
The stochastic wave equation in two spatial dimensions. Zbl 0938.60046
Dalang, Robert C.; Frangos, N. E.
105
1998
Stochastic integrals for SPDEs: a comparison. Zbl 1234.60064
Dalang, Robert C.; Quer-Sardanyons, Lluís
74
2011
Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1338.60155
Chen, Le; Dalang, Robert C.
51
2015
Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise. Zbl 1170.60322
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
47
2007
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three. Zbl 1214.60028
Dalang, Robert C.; Sanz-Solé, Marta
45
2009
Hitting properties of parabolic s.p.d.e.’s with reflection. Zbl 1128.60050
Dalang, Robert C.; Mueller, C.; Zambotti, L.
40
2006
The non-linear stochastic wave equation in high dimensions. Zbl 1187.60049
Conus, Daniel; Dalang, Robert C.
39
2008
The law of the supremum of a stable Lévy process with no negative jumps. Zbl 1185.60051
Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran
35
2008
Some non-linear s. p. d. e’s that are second order in time. Zbl 1013.60044
Dalang, Robert C.; Mueller, Carl
31
2003
Potential theory for hyperbolic SPDEs. Zbl 1054.60066
Dalang, Robert C.; Nualart, Eulalia
31
2004
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise. Zbl 1178.60047
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
30
2009
Sequential stochastic optimization. Zbl 0856.62070
Cairoli, R.; Dalang, Robert C.
25
1996
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. ’s. Zbl 0986.60053
Dalang, Robert C.
23
2001
The stochastic wave equation. Zbl 1165.60023
Dalang, Robert C.
23
2009
Intermittency properties in a hyperbolic Anderson problem. Zbl 1196.60116
Dalang, Robert C.; Mueller, Carl
22
2009
Criteria for hitting probabilities with applications to systems of stochastic wave equations. Zbl 1218.60054
Dalang, Robert C.; Sanz-Solé, Marta
21
2010
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085
Chen, Le; Dalang, Robert C.
21
2014
Geography of the level sets of the Brownian sheet. Zbl 0792.60038
Dalang, Robert C.; Walsh, John B.
20
1993
A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.’s. Zbl 1149.60040
Dalang, Robert C.; Mueller, Carl; Tribe, Roger
19
2008
Regularity of the sample paths of a class of second-order SPDE’s. Zbl 1085.60042
Dalang, Robert C.; Sanz-Solé, Marta
18
2005
Predicting the ultimate supremum of a stable Lévy process with no negative jumps. Zbl 1235.60036
Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran
16
2011
The sharp Markov property of Lévy sheets. Zbl 0783.60049
Dalang, Robert C.; Walsh, John B.
16
1992
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise. Zbl 1418.60072
Dalang, Robert C.; Khoshnevisan, Davar; Zhang, Tusheng
16
2019
The structure of a Brownian bubble. Zbl 0794.60047
Dalang, Robert C.; Walsh, John B.
15
1993
Polarity of points for Gaussian random fields. Zbl 1390.60135
Dalang, Robert C.; Mueller, Carl; Xiao, Yimin
14
2017
Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere. Zbl 1046.60058
Dalang, Robert C.; Lévêque, Olivier
14
2004
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
13
2015
Hitting probabilities for nonlinear systems of stochastic waves. Zbl 1390.60230
Dalang, Robert C.; Sanz-Solé, Marta
11
2015
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\). Zbl 1274.60199
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
11
2013
Lévy processes and Lévy white noise as tempered distributions. Zbl 1391.60103
Dalang, Robert C.; Humeau, Thomas
9
2017
Second-order hyperbolic s.p.d.e.’s driven by homogeneous Gaussian noise on a hyperplane. Zbl 1088.60065
Dalang, Robert C.; Lévêque, Olivier
9
2006
The right time to sell a stock whose price is driven by Markovian noise. Zbl 1070.60037
Dalang, Robert C.; Hongler, M.-O.
8
2004
Points of increase of the Brownian sheet. Zbl 0881.60047
Dalang, Robert C.; Mountford, T.
8
1997
Level sets and excursions of the Brownian sheet. Zbl 1043.60041
Dalang, Robert C.
8
2003
Hölder continuity of solutions of SPDEs with reflection. Zbl 1277.60107
Dalang, Robert C.; Zhang, Tusheng
8
2013
On infinite perfect graphs and randomized stopping points on the plane. Zbl 0628.60061
Dalang, Robert C.
7
1988
Critical Brownian sheet does not have double points. Zbl 1269.60053
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin
7
2012
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
7
2019
Sur l’arrêt optimal de processus à temps multidimensionnel continu. Zbl 0537.60035
Dalang, Robert C.
6
1984
On randomized stopping points and perfect graphs. Zbl 0607.05034
Dalang, Robert C.; Trotter, L. E. jun.; de Werra, Dominique
6
1988
Nondifferentiability of curves on the Brownian sheet. Zbl 0861.60058
Dalang, Robert C.; Mountford, T.
6
1996
Moment bounds and asymptotics for the stochastic wave equation. Zbl 1325.60102
Chen, Le; Dalang, Robert C.
6
2015
Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises. Zbl 1447.60097
Dalang, Robert C.; Humeau, Thomas
6
2019
The sharp Markov property of the Brownian sheet and related processes. Zbl 0759.60056
Dalang, Robert C.; Walsh, John B.
5
1992
Multiple points of the Brownian sheet in critical dimensions. Zbl 1386.60181
Dalang, Robert C.; Mueller, Carl
5
2015
A prediction problem for the Brownian sheet. Zbl 0664.60052
Dalang, Robert C.; Russo, Francesco
4
1988
Jordan curves in the level sets of additive Brownian motion. Zbl 0978.60051
Dalang, Robert C.; Mountford, T.
4
2001
Randomization in the two-armed bandit problem. Zbl 0713.60054
Dalang, Robert C.
4
1990
Eccentric behaviors of the Brownian sheet along lines. Zbl 1019.60047
Dalang, Robert C.; Mountford, T.
4
2002
Non-independence of excursions of the Brownian sheet and of additive Brownian motion. Zbl 1007.60044
Dalang, Robert C.; Mountford, T.
4
2003
Multiple points of Gaussian random fields. Zbl 1480.60089
Dalang, Robert C.; Lee, Cheuk Yin; Mueller, Carl; Xiao, Yimin
4
2021
Level sets, bubbles and excursions of a Brownian sheet. Zbl 1129.60309
Dalang, Robert C.; Mountford, T. S.
3
2000
On Markov property of Lévy waves in two dimensions. Zbl 0948.60032
Dalang, Robert C.; Hou, Qiang
3
1997
Time-reversal in hyperbolic s. p. d. e. ’s. Zbl 1019.60063
Dalang, Robert C.; Walsh, John B.
3
2002
Optimal stopping of two-parameter processes on nonstandard probability spaces. Zbl 0675.60037
Dalang, Robert C.
2
1989
Optimal switching between two random walks. Zbl 0852.60048
Cairoli, R.; Dalang, Robert C.
2
1995
Second-order hyperbolic S.P.D.E.’s driven by boundary noises. Zbl 1057.60061
Dalang, Robert C.; Lévêque, Olivier
2
2004
Local structure of level sets of the Brownian sheet. Zbl 0866.60041
Dalang, Robert C.; Walsh, John B.
2
1996
Stochastic analysis: a series of lectures. Centre Interfacultaire Bernoulli, January – June 2012, École Polytechnique Fédérale Lausanne, Switzerland. Zbl 1330.60004
2
2015
A quickest detection problem with an observation cost. Zbl 1326.60052
Dalang, Robert C.; Shiryaev, Albert N.
2
2015
On stopping points in the plane that lie on a unique optional increasing path. Zbl 0653.60036
Dalang, Robert C.
1
1988
Seminar on stochastic analysis, random fields and applications IV, Centro Stefano Franscini, Ascona, Switzerland, May 20–24, 2002. Proceedings. Zbl 1048.60002
1
2004
An elementary proof of the central limit theorem. (Une démonstration élémentaire du théorème central limite.) Zbl 1151.60312
Dalang, Robert C.
1
2006
Recurrent lines in two-parameter isotropic stable Lévy sheets. Zbl 1076.60041
Dalang, Robert C.; Khoshnevisan, Davar
1
2004
Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension. Zbl 1489.60110
Dalang, Robert C.; Mueller, Carl; Xiao, Yimin
1
2021
Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\). Zbl 1441.60044
Dalang, Robert C.; Pu, Fei
1
2020
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs. Zbl 07691562
Chong, Carsten; Dalang, Robert C.
1
2023
Hitting probabilities for systems of stochastic PDEs: an overview. Zbl 1405.60088
Dalang, Robert C.
1
2018
Power variations in fractional Sobolev spaces for a class of parabolic stochastic PDEs. Zbl 07691562
Chong, Carsten; Dalang, Robert C.
1
2023
Multiple points of Gaussian random fields. Zbl 1480.60089
Dalang, Robert C.; Lee, Cheuk Yin; Mueller, Carl; Xiao, Yimin
4
2021
Polarity of almost all points for systems of nonlinear stochastic heat equations in the critical dimension. Zbl 1489.60110
Dalang, Robert C.; Mueller, Carl; Xiao, Yimin
1
2021
Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension \(k \geq 1\). Zbl 1441.60044
Dalang, Robert C.; Pu, Fei
1
2020
Global solutions to stochastic reaction-diffusion equations with super-linear drift and multiplicative noise. Zbl 1418.60072
Dalang, Robert C.; Khoshnevisan, Davar; Zhang, Tusheng
16
2019
Path properties of the solution to the stochastic heat equation with Lévy noise. Zbl 1447.60095
Chong, Carsten; Dalang, Robert C.; Humeau, Thomas
7
2019
Random field solutions to linear SPDEs driven by symmetric pure jump Lévy space-time white noises. Zbl 1447.60097
Dalang, Robert C.; Humeau, Thomas
6
2019
Hitting probabilities for systems of stochastic PDEs: an overview. Zbl 1405.60088
Dalang, Robert C.
1
2018
Polarity of points for Gaussian random fields. Zbl 1390.60135
Dalang, Robert C.; Mueller, Carl; Xiao, Yimin
14
2017
Lévy processes and Lévy white noise as tempered distributions. Zbl 1391.60103
Dalang, Robert C.; Humeau, Thomas
9
2017
Moments and growth indices for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1338.60155
Chen, Le; Dalang, Robert C.
51
2015
Moments, intermittency and growth indices for the nonlinear fractional stochastic heat equation. Zbl 1356.60098
Chen, Le; Dalang, Robert C.
13
2015
Hitting probabilities for nonlinear systems of stochastic waves. Zbl 1390.60230
Dalang, Robert C.; Sanz-Solé, Marta
11
2015
Moment bounds and asymptotics for the stochastic wave equation. Zbl 1325.60102
Chen, Le; Dalang, Robert C.
6
2015
Multiple points of the Brownian sheet in critical dimensions. Zbl 1386.60181
Dalang, Robert C.; Mueller, Carl
5
2015
Stochastic analysis: a series of lectures. Centre Interfacultaire Bernoulli, January – June 2012, École Polytechnique Fédérale Lausanne, Switzerland. Zbl 1330.60004
2
2015
A quickest detection problem with an observation cost. Zbl 1326.60052
Dalang, Robert C.; Shiryaev, Albert N.
2
2015
Hölder-continuity for the nonlinear stochastic heat equation with rough initial conditions. Zbl 1306.60085
Chen, Le; Dalang, Robert C.
21
2014
Hitting probabilities for systems of non-linear stochastic heat equations in spatial dimension \(k\geq 1\). Zbl 1274.60199
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
11
2013
Hölder continuity of solutions of SPDEs with reflection. Zbl 1277.60107
Dalang, Robert C.; Zhang, Tusheng
8
2013
Critical Brownian sheet does not have double points. Zbl 1269.60053
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia; Wu, Dongsheng; Xiao, Yimin
7
2012
Stochastic integrals for SPDEs: a comparison. Zbl 1234.60064
Dalang, Robert C.; Quer-Sardanyons, Lluís
74
2011
Predicting the ultimate supremum of a stable Lévy process with no negative jumps. Zbl 1235.60036
Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran
16
2011
Criteria for hitting probabilities with applications to systems of stochastic wave equations. Zbl 1218.60054
Dalang, Robert C.; Sanz-Solé, Marta
21
2010
Hölder-Sobolev regularity of the solution to the stochastic wave equation in dimension three. Zbl 1214.60028
Dalang, Robert C.; Sanz-Solé, Marta
45
2009
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise. Zbl 1178.60047
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
30
2009
The stochastic wave equation. Zbl 1165.60023
Dalang, Robert C.
23
2009
Intermittency properties in a hyperbolic Anderson problem. Zbl 1196.60116
Dalang, Robert C.; Mueller, Carl
22
2009
The non-linear stochastic wave equation in high dimensions. Zbl 1187.60049
Conus, Daniel; Dalang, Robert C.
39
2008
The law of the supremum of a stable Lévy process with no negative jumps. Zbl 1185.60051
Bernyk, Violetta; Dalang, Robert C.; Peskir, Goran
35
2008
A Feynman-Kac-type formula for the deterministic and stochastic wave equations and other p.d.e.’s. Zbl 1149.60040
Dalang, Robert C.; Mueller, Carl; Tribe, Roger
19
2008
Hitting probabilities for systems of nonlinear stochastic heat equations with additive noise. Zbl 1170.60322
Dalang, Robert C.; Khoshnevisan, Davar; Nualart, Eulalia
47
2007
Hitting properties of parabolic s.p.d.e.’s with reflection. Zbl 1128.60050
Dalang, Robert C.; Mueller, C.; Zambotti, L.
40
2006
Second-order hyperbolic s.p.d.e.’s driven by homogeneous Gaussian noise on a hyperplane. Zbl 1088.60065
Dalang, Robert C.; Lévêque, Olivier
9
2006
An elementary proof of the central limit theorem. (Une démonstration élémentaire du théorème central limite.) Zbl 1151.60312
Dalang, Robert C.
1
2006
Regularity of the sample paths of a class of second-order SPDE’s. Zbl 1085.60042
Dalang, Robert C.; Sanz-Solé, Marta
18
2005
Potential theory for hyperbolic SPDEs. Zbl 1054.60066
Dalang, Robert C.; Nualart, Eulalia
31
2004
Second-order linear hyperbolic SPDEs driven by isotropic Gaussian noise on a sphere. Zbl 1046.60058
Dalang, Robert C.; Lévêque, Olivier
14
2004
The right time to sell a stock whose price is driven by Markovian noise. Zbl 1070.60037
Dalang, Robert C.; Hongler, M.-O.
8
2004
Second-order hyperbolic S.P.D.E.’s driven by boundary noises. Zbl 1057.60061
Dalang, Robert C.; Lévêque, Olivier
2
2004
Seminar on stochastic analysis, random fields and applications IV, Centro Stefano Franscini, Ascona, Switzerland, May 20–24, 2002. Proceedings. Zbl 1048.60002
1
2004
Recurrent lines in two-parameter isotropic stable Lévy sheets. Zbl 1076.60041
Dalang, Robert C.; Khoshnevisan, Davar
1
2004
Some non-linear s. p. d. e’s that are second order in time. Zbl 1013.60044
Dalang, Robert C.; Mueller, Carl
31
2003
Level sets and excursions of the Brownian sheet. Zbl 1043.60041
Dalang, Robert C.
8
2003
Non-independence of excursions of the Brownian sheet and of additive Brownian motion. Zbl 1007.60044
Dalang, Robert C.; Mountford, T.
4
2003
Eccentric behaviors of the Brownian sheet along lines. Zbl 1019.60047
Dalang, Robert C.; Mountford, T.
4
2002
Time-reversal in hyperbolic s. p. d. e. ’s. Zbl 1019.60063
Dalang, Robert C.; Walsh, John B.
3
2002
Corrections to: Extending the martingale measure stochastic integral with applications to spatially homogeneous s. p. d. e. ’s. Zbl 0986.60053
Dalang, Robert C.
23
2001
Jordan curves in the level sets of additive Brownian motion. Zbl 0978.60051
Dalang, Robert C.; Mountford, T.
4
2001
Level sets, bubbles and excursions of a Brownian sheet. Zbl 1129.60309
Dalang, Robert C.; Mountford, T. S.
3
2000
Extending martingale measure stochastic integral with applications to spatially homogeneous S. P. D. E’s. Zbl 0922.60056
Dalang, Robert C.
214
1999
The stochastic wave equation in two spatial dimensions. Zbl 0938.60046
Dalang, Robert C.; Frangos, N. E.
105
1998
Points of increase of the Brownian sheet. Zbl 0881.60047
Dalang, Robert C.; Mountford, T.
8
1997
On Markov property of Lévy waves in two dimensions. Zbl 0948.60032
Dalang, Robert C.; Hou, Qiang
3
1997
Sequential stochastic optimization. Zbl 0856.62070
Cairoli, R.; Dalang, Robert C.
25
1996
Nondifferentiability of curves on the Brownian sheet. Zbl 0861.60058
Dalang, Robert C.; Mountford, T.
6
1996
Local structure of level sets of the Brownian sheet. Zbl 0866.60041
Dalang, Robert C.; Walsh, John B.
2
1996
Optimal switching between two random walks. Zbl 0852.60048
Cairoli, R.; Dalang, Robert C.
2
1995
Geography of the level sets of the Brownian sheet. Zbl 0792.60038
Dalang, Robert C.; Walsh, John B.
20
1993
The structure of a Brownian bubble. Zbl 0794.60047
Dalang, Robert C.; Walsh, John B.
15
1993
The sharp Markov property of Lévy sheets. Zbl 0783.60049
Dalang, Robert C.; Walsh, John B.
16
1992
The sharp Markov property of the Brownian sheet and related processes. Zbl 0759.60056
Dalang, Robert C.; Walsh, John B.
5
1992
Equivalent martingale measures and no-arbitrage in stochastic securities market models. Zbl 0694.90037
Dalang, Robert C.; Morton, Andrew; Willinger, Walter
130
1990
Randomization in the two-armed bandit problem. Zbl 0713.60054
Dalang, Robert C.
4
1990
Optimal stopping of two-parameter processes on nonstandard probability spaces. Zbl 0675.60037
Dalang, Robert C.
2
1989
On infinite perfect graphs and randomized stopping points on the plane. Zbl 0628.60061
Dalang, Robert C.
7
1988
On randomized stopping points and perfect graphs. Zbl 0607.05034
Dalang, Robert C.; Trotter, L. E. jun.; de Werra, Dominique
6
1988
A prediction problem for the Brownian sheet. Zbl 0664.60052
Dalang, Robert C.; Russo, Francesco
4
1988
On stopping points in the plane that lie on a unique optional increasing path. Zbl 0653.60036
Dalang, Robert C.
1
1988
Sur l’arrêt optimal de processus à temps multidimensionnel continu. Zbl 0537.60035
Dalang, Robert C.
6
1984
all top 5

Cited by 774 Authors

45 Dalang, Robert C.
41 Khoshnevisan, Davar
28 Nualart, David
27 Balan, Raluca M.
21 Chen, Le
20 Xiao, Yimin
17 Sanz-Solé, Marta
16 Chen, Xia
16 Tindel, Samy
15 Hu, Yaozhong
15 Nualart, Eulalia
15 Quer-Sardanyons, Lluís
15 Tudor, Ciprian A.
14 Foondun, Mohammud
13 Kim, Kunwoo
12 Lépinette, Emmanuel
12 Tanaka, Teruo
12 Zhang, Tusheng S.
11 Rásonyi, Miklós
10 Carassus, Laurence
10 Chong, Carsten
10 Song, Jian
9 Chen, Zhenlong
9 Liu, Junfeng
9 Müller, Carl E.
9 Pu, Fei
8 Conus, Daniel
8 Huang, Jingyu
8 Nane, Erkan
8 Schachermayer, Walter
8 Süss, André
7 Aletti, Giacomo
7 Brzeźniak, Zdzisław
7 Lee, Cheuk-Yin
7 Ondreját, Martin
7 Zheng, Guangqu
6 Joseph, Mathew
6 Millet, Annie
6 Patie, Pierre
6 Salins, Michael
6 Wang, Ran
6 Yang, Xue
5 Ascanelli, Alessia
5 Blömker, Dirk
5 Coriasco, Sandro
5 Du, Kai
5 Fageot, Julien
5 Frittelli, Marco
5 Márquez-Carreras, David
5 Mellouk, Mohamed
5 Mountford, Thomas S.
5 Peskir, Goran
5 Shiu, Shang-Yuan
5 Simon, Thomas
5 Walsh, John Bradstreet
5 Wu, Dongsheng
5 Xie, Bin
5 Yan, Litan
4 Delbaen, Freddy
4 Delgado-Vences, Francisco J.
4 Gapeev, Pavel V.
4 Han, Beom-Seok
4 Hong, Jialin
4 Jolis, Maria
4 Kevei, Péter
4 Kovács, Mihály
4 Leszczyński, Henryk
4 Li, Yumeng
4 Maggis, Marco
4 Mijena, Jebessa B.
4 Nutz, Marcel
4 Ouyang, Cheng
4 Shang, Shijie
4 Shevchenko, Georgiy M.
4 Taqqu, Murad S.
4 Wang, Yongjin
4 Wrzosek, Monika
4 Yang, Juan
4 Yi, Jaeyun
4 Yuan, Wangjun
4 Zhang, Jing
4 Zili, Mounir
3 Albeverio, Sergio A.
3 Barbu, Viorel
3 Baudoin, Fabrice
3 Berti, Patrizia
3 Blanchard, Romain
3 Bo, Lijun
3 Bodnarchuk, I. M.
3 Burzoni, Matteo
3 Choulli, Tahir
3 Das, Sayan Kumar
3 Evstigneev, Igor V.
3 Gao, Hongjun
3 Ghosal, Promit
3 Grahovac, Danijel
3 Hinz, Michael
3 Humeau, Thomas
3 Jentzen, Arnulf
3 Jouini, Elyès
...and 674 more Authors
all top 5

Cited in 172 Serials

71 Stochastic Processes and their Applications
45 The Annals of Probability
35 Electronic Journal of Probability
29 Stochastic and Partial Differential Equations. Analysis and Computations
23 Statistics & Probability Letters
23 Mathematical Finance
20 Transactions of the American Mathematical Society
20 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
20 Bernoulli
19 Stochastics
18 Journal of Differential Equations
17 Journal of Mathematical Analysis and Applications
17 Potential Analysis
16 Journal of Theoretical Probability
16 The Annals of Applied Probability
16 Finance and Stochastics
15 Stochastics and Dynamics
14 Probability Theory and Related Fields
13 Journal of Functional Analysis
13 Journal of Mathematical Economics
11 Stochastic Analysis and Applications
9 Theory of Probability and Mathematical Statistics
9 Acta Mathematica Scientia. Series B. (English Edition)
8 Electronic Communications in Probability
8 Fractional Calculus & Applied Analysis
8 Acta Mathematica Sinica. English Series
7 Communications in Mathematical Physics
7 Infinite Dimensional Analysis, Quantum Probability and Related Topics
6 Advances in Applied Probability
6 Insurance Mathematics & Economics
6 Acta Applicandae Mathematicae
5 Journal of Applied Probability
5 Mathematics of Operations Research
5 The Journal of Fourier Analysis and Applications
5 Journal of Interdisciplinary Mathematics
4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
4 Proceedings of the American Mathematical Society
4 Expositiones Mathematicae
4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
4 Mathematical Methods of Operations Research
4 International Journal of Theoretical and Applied Finance
4 Journal of Evolution Equations
4 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Mathematics and Financial Economics
3 Journal of Statistical Physics
3 SIAM Journal on Numerical Analysis
3 Journal of Information & Optimization Sciences
3 Discrete and Continuous Dynamical Systems
3 Abstract and Applied Analysis
3 Decisions in Economics and Finance
3 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Boundary Value Problems
3 Frontiers of Mathematics in China
3 Science China. Mathematics
3 International Journal of Stochastic Analysis
3 Annals of Finance
3 Communications in Mathematics and Statistics
3 Modern Stochastics. Theory and Applications
2 Journal of Mathematical Physics
2 Stochastics
2 Chaos, Solitons and Fractals
2 Applied Mathematics and Optimization
2 Illinois Journal of Mathematics
2 Journal of Computational and Applied Mathematics
2 Mathematische Annalen
2 Mathematische Nachrichten
2 Memoirs of the American Mathematical Society
2 Osaka Journal of Mathematics
2 Publications of the Research Institute for Mathematical Sciences, Kyoto University
2 Journal de Mathématiques Pures et Appliquées. Neuvième Série
2 SIAM Journal on Mathematical Analysis
2 Mathematical Programming. Series A. Series B
2 Stochastics and Stochastics Reports
2 Applied and Computational Harmonic Analysis
2 Random Operators and Stochastic Equations
2 NoDEA. Nonlinear Differential Equations and Applications
2 Bulletin des Sciences Mathématiques
2 Mathematical Problems in Engineering
2 Journal of Inequalities and Applications
2 Journal of the European Mathematical Society (JEMS)
2 Scandinavian Actuarial Journal
2 Advances in Difference Equations
2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis
2 Electronic Journal of Statistics
2 Probability Surveys
2 Probability, Uncertainty and Quantitative Risk
1 Applicable Analysis
1 International Journal of Control
1 Israel Journal of Mathematics
1 Journal of Computational Physics
1 Journal of Mathematical Biology
1 Mathematical Notes
1 Metrika
1 Nonlinearity
1 Periodica Mathematica Hungarica
1 Scandinavian Journal of Statistics
1 Reviews in Mathematical Physics
1 Theory of Probability and its Applications
1 Acta Mathematica
1 Acta Mathematica Vietnamica
...and 72 more Serials
all top 5

Cited in 38 Fields

705 Probability theory and stochastic processes (60-XX)
230 Partial differential equations (35-XX)
142 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
30 Numerical analysis (65-XX)
26 Statistics (62-XX)
26 Systems theory; control (93-XX)
20 Measure and integration (28-XX)
19 Functional analysis (46-XX)
19 Statistical mechanics, structure of matter (82-XX)
18 Dynamical systems and ergodic theory (37-XX)
17 Real functions (26-XX)
16 Operations research, mathematical programming (90-XX)
14 Operator theory (47-XX)
11 Calculus of variations and optimal control; optimization (49-XX)
10 Global analysis, analysis on manifolds (58-XX)
8 Potential theory (31-XX)
8 Harmonic analysis on Euclidean spaces (42-XX)
7 Special functions (33-XX)
6 Ordinary differential equations (34-XX)
6 Integral equations (45-XX)
6 Quantum theory (81-XX)
5 Combinatorics (05-XX)
5 Biology and other natural sciences (92-XX)
4 Mechanics of deformable solids (74-XX)
4 Fluid mechanics (76-XX)
4 Information and communication theory, circuits (94-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
3 Functions of a complex variable (30-XX)
2 Mathematical logic and foundations (03-XX)
2 Topological groups, Lie groups (22-XX)
2 Abstract harmonic analysis (43-XX)
1 General and overarching topics; collections (00-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)
1 Computer science (68-XX)
1 Mechanics of particles and systems (70-XX)
1 Optics, electromagnetic theory (78-XX)
1 Classical thermodynamics, heat transfer (80-XX)

Citations by Year

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