Edit Profile (opens in new tab) Dalang, Robert C. Co-Author Distance Author ID: dalang.robert-c Published as: Dalang, Robert C. External Links: MGP · Wikidata · GND · IdRef Documents Indexed: 88 Publications since 1984, including 7 Books and 6 Additional arXiv Preprints 7 Contributions as Editor Co-Authors: 36 Co-Authors with 81 Joint Publications 1,139 Co-Co-Authors all top 5 Co-Authors 14 single-authored 8 Mountford, Thomas S. 8 Müller, Carl E. 8 Russo, Francesco 7 Dozzi, Marco E. 6 Chen, Le 6 Khoshnevisan, Davar 6 Walsh, John Bradstreet 5 Nualart, Eulalia 5 Sanz-Solé, Marta 4 Pu, Fei 4 Xiao, Yimin 3 Bernyk, Violetta 3 Cairoli, Renzo 3 Conus, Daniel 3 Humeau, Thomas 3 Lévêque, Olivier 2 Chaabouni, Amel 2 Chong, Carsten 2 Peskir, Goran 2 Varadarajan, Veeravalli S. 2 Zhang, Tusheng S. 1 de Werra, Dominique 1 Flandoli, Franco 1 Frangos, Nikos E. 1 Hongler, Max-Olivier 1 Hou, Qiang 1 Lee, Cheuk-Yin 1 Morton, Andrew J. 1 Quer-Sardanyons, Lluís 1 Shiryaev, Al’bert Nikolaevich 1 Tribe, Roger P. 1 Trotter, Leslie E. jun. 1 Vinckenbosch, Laura 1 Willinger, Walter 1 Wu, Dongsheng 1 Zambotti, Lorenzo all top 5 Serials 19 The Annals of Probability 7 Electronic Journal of Probability 7 Progress in Probability 5 Transactions of the American Mathematical Society 5 Probability Theory and Related Fields 5 Expositiones Mathematicae 5 Stochastic and Partial Differential Equations. Analysis and Computations 4 Stochastic Processes and their Applications 3 Enseignement des Mathématiques (Lausanne) 2 Memoirs of the American Mathematical Society 2 The Annals of Applied Probability 2 Bernoulli 1 Stochastics 1 Acta Mathematica 1 Dissertationes Mathematicae 1 Journal of Combinatorial Theory. Series B 1 Journal of Functional Analysis 1 Journal of Multivariate Analysis 1 The Mathematical Scientist 1 Real Analysis Exchange 1 Elemente der Mathematik 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Stochastics and Stochastics Reports 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Communications in Mathematics and Statistics 1 Wiley Series in Probability and Mathematical Statistics all top 5 Fields 90 Probability theory and stochastic processes (60-XX) 21 Partial differential equations (35-XX) 9 General and overarching topics; collections (00-XX) 7 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 History and biography (01-XX) 4 Systems theory; control (93-XX) 3 Real functions (26-XX) 3 Ordinary differential equations (34-XX) 3 Information and communication theory, circuits (94-XX) 2 Combinatorics (05-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Measure and integration (28-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Integral equations (45-XX) 2 Statistics (62-XX) 1 Mathematical logic and foundations (03-XX) 1 Potential theory (31-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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