Edit Profile (opens in new tab) Delarue, François Co-Author Distance Author ID: delarue.francois Published as: Delarue, François; Delarue, F. Homepage: https://math.unice.fr/~delarue/ External Links: MGP · Wikidata · ResearchGate · dblp · GND · IdRef · theses.fr Documents Indexed: 66 Publications since 2002, including 4 Books and 10 Additional arXiv Preprints 4 Contributions as Editor · 1 Further Contribution Co-Authors: 58 Co-Authors with 59 Joint Publications 1,591 Co-Co-Authors all top 5 Co-Authors 12 single-authored 14 Carmona, René A. 5 Lacker, Daniel 4 Cecchin, Alekos 4 Chassagneux, Jean-François 4 Lagoutière, Frédéric 4 Menozzi, Stéphane 3 Comets, Francis M. 3 Crisan, Dan O. 3 Schott, René 3 Tanré, Etienne 3 Vauchelet, Nicolas 2 Bailleul, Ismaël F. 2 Bayraktar, Erhan 2 Bensoussan, Alain 2 Cardaliaguet, Pierre 2 Catellier, Rémi 2 Cohen, Asaf 2 Flandoli, Franco 2 Inglis, James D. 2 Ramanan, Kavita 2 Rubenthaler, Sylvain 2 Salkeld, William 1 Achdou, Yves 1 Angiuli, Andrea 1 Bouchard, Bruno 1 Chevallier, Julien 1 Daudin, Samuel 1 Dayanıklı, Gökçe 1 Diel, Roland 1 Espinosa, Gilles-Edouard 1 Fabrèges, Benoît 1 Gobet, Emmanuel 1 Graves, Christy V. 1 Grazieschi, Paolo 1 Guatteri, Giuseppina 1 Hammersley, William R. P. 1 Hivert, Hélène 1 Jackson, Joe 1 Lachapelle, Aime 1 Lasry, Jean-Michel 1 Laurière, Mathieu 1 Le Balc’h, Kévin 1 Lelong, Jérôme 1 Leocata, Marta 1 Li, Houzhi 1 Lions, Pierre-Louis 1 Martel, Sofiane 1 Mascart, Cyrille 1 Maurelli, Mario 1 Nadtochiy, Sergey 1 Nualart, Eulalia 1 Ouknine, Youssef 1 Porretta, Alessio 1 Rhodes, Rémi 1 Santambrogio, Filippo 1 Shkolnikov, Mykhaylo 1 Tchuendom, Rinel Foguen 1 Touzi, Nizar 1 Tse, Alvin 1 Vasileiadis, Athanasios 1 Vincenzi, Dario all top 5 Serials 6 The Annals of Probability 5 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 4 Applied Mathematics and Optimization 4 The Annals of Applied Probability 4 Stochastic Processes and their Applications 3 Electronic Journal of Probability 2 Journal of Functional Analysis 2 Probability Theory and Related Fields 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 Probability Theory and Stochastic Modelling 1 Archive for Rational Mechanics and Analysis 1 Communications on Pure and Applied Mathematics 1 Mathematics of Computation 1 Gazette des Mathématiciens 1 Journal of Differential Equations 1 Mathematics of Operations Research 1 Memoirs of the American Mathematical Society 1 SIAM Journal on Control and Optimization 1 Asymptotic Analysis 1 Random Structures & Algorithms 1 Communications in Partial Differential Equations 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Combinatorics, Probability and Computing 1 Electronic Communications in Probability 1 Discrete and Continuous Dynamical Systems 1 Annals of Mathematics Studies 1 Lecture Notes in Mathematics 1 Proceedings of Symposia in Applied Mathematics 1 Mathematics and Financial Economics 1 Stochastic and Partial Differential Equations. Analysis and Computations 1 Annales Henri Lebesgue 1 Probability and Mathematical Physics all top 5 Fields 49 Probability theory and stochastic processes (60-XX) 32 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 21 Partial differential equations (35-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 10 Numerical analysis (65-XX) 10 Systems theory; control (93-XX) 6 Biology and other natural sciences (92-XX) 5 General and overarching topics; collections (00-XX) 3 Computer science (68-XX) 2 Combinatorics (05-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 History and biography (01-XX) 1 Associative rings and algebras (16-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Approximations and expansions (41-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 54 Publications have been cited 2,140 times in 1,147 Documents Cited by ▼ Year ▼ Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games. Zbl 1422.91014 Carmona, René; Delarue, François 325 2018 Probabilistic analysis of mean-field games. Zbl 1275.93065 Carmona, René; Delarue, François 191 2013 Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations. Zbl 1422.91015 Carmona, René; Delarue, François 160 2018 The master equation and the convergence problem in mean field games. Zbl 1430.91002 Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-Michel; Lions, Pierre-Louis 150 2019 Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics. Zbl 1322.93103 Carmona, René; Delarue, François 126 2015 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042 Delarue, François 122 2002 Control of McKean-Vlasov dynamics versus mean field games. Zbl 1269.91012 Carmona, René; Delarue, François; Lachapelle, Aimé 99 2013 Mean field games with common noise. Zbl 1422.91083 Carmona, René; Delarue, François; Lacker, Daniel 89 2016 Density estimates for a random noise propagating through a chain of differential equations. Zbl 1223.60037 Delarue, François; Menozzi, Stéphane 66 2010 Mean field forward-backward stochastic differential equations. Zbl 1297.93182 Carmona, René; Delarue, François 63 2013 The master equation for large population equilibriums. Zbl 1391.92036 Carmona, René; Delarue, François 56 2014 Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. Zbl 1322.60085 Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne 54 2015 A forward-backward stochastic algorithm for quasi-linear PDEs. Zbl 1097.65011 Delarue, François; Menozzi, Stéphane 48 2006 Particle systems with a singular mean-field self-excitation. Application to neuronal networks. Zbl 1328.60134 Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E. 48 2015 From the master equation to mean field game limit theory: a central limit theorem. Zbl 1508.60032 Delarue, François; Lacker, Daniel; Ramanan, Kavita 37 2019 A probabilistic approach to classical solutions of the master equation for large population equilibria. Zbl 1520.91003 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 35 2022 Noise prevents collapse of Vlasov-Poisson point charges. Zbl 1302.35366 Delarue, François; Flandoli, Franco; Vincenzi, Dario 32 2014 Rough paths and 1d SDE with a time dependent distributional drift: application to polymers. Zbl 1462.60121 Delarue, François; Diel, Roland 31 2016 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 31 2019 Weak existence and uniqueness for forward-backward SDEs. Zbl 1113.60059 Delarue, F.; Guatteri, G. 30 2006 Mean field games of timing and models for bank runs. Zbl 1411.91102 Carmona, René; Delarue, François; Lacker, Daniel 26 2017 Finite state mean field games with Wright-Fisher common noise. Zbl 1459.91012 Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François 26 2021 From the master equation to mean field game limit theory: large deviations and concentration of measure. Zbl 1445.60025 Delarue, François; Lacker, Daniel; Ramanan, Kavita 25 2020 Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme. Zbl 1055.35029 Delarue, François 24 2003 Probabilistic analysis of the upwind scheme for transport equations. Zbl 1230.65008 Delarue, François; Lagoutière, Frédéric 21 2011 An interpolated stochastic algorithm for quasi-linear PDEs. Zbl 1131.65002 Delarue, François; Menozzi, Stéphane 20 2008 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064 Crisan, Dan; Delarue, François 19 2012 Selection of equilibria in a linear quadratic mean-field game. Zbl 1471.91029 Delarue, François; Tchuendom, Rinel Foguen 19 2020 Mean field games: a toy model on an Erdös-Renyi graph. Zbl 1407.91054 Delarue, François 17 2017 Solving mean field rough differential equations. Zbl 1464.60056 Bailleul, Ismaël; Catellier, Rémi; Delarue, François 17 2020 Convergence order of upwind type schemes for transport equations with discontinuous coefficients. Zbl 1378.65163 Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas 13 2017 The transition point in the zero noise limit for a 1D Peano example. Zbl 1314.60113 Delarue, François; Flandoli, Franco 13 2014 Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. Zbl 1073.35021 Delarue, François 12 2004 Singular forward-backward stochastic differential equations and emissions derivatives. Zbl 1276.60070 Carmona, René; Delarue, François; Espinosa, Gilles-Edouard; Touzi, Nizar 12 2013 CEMRACS 2017: numerical probabilistic approach to MFG. Zbl 1454.91025 Angiuli, Andrea; Graves, Christy V.; Li, Houzhi; Chassagneux, Jean-François; Delarue, François; Carmona, René 11 2019 Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs. Zbl 1185.35109 Delarue, François 10 2010 Mean field games. Cetraro, Italy, June 10–14, 2019. Lecture notes given at the summer school. Zbl 1456.49002 9 2020 Stochastic homogenization of quasilinear PDEs with a spatial degeneracy. Zbl 1180.35591 Delarue, François; Rhodes, Rémi 8 2009 Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087 Delarue, François 8 2019 Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness. Zbl 1489.35309 Delarue, François; Nadtochiy, Sergey; Shkolnikov, Mykhaylo 7 2022 Selection by vanishing common noise for potential finite state mean field games. Zbl 1490.91018 Cecchin, Alekos; Delarue, François 6 2022 Distributed algorithms in an ergodic Markovian environment. Zbl 1178.68663 Comets, Francis; Delarue, François; Schott, René 5 2007 Information transmission under random emission constraints. Zbl 1299.90069 Comets, Francis; Delarue, François; Schott, René 5 2014 Network of interacting neurons with random synaptic weights. Zbl 1418.92006 Grazieschi, Paolo; Leocata, Marta; Mascart, Cyrille; Chevallier, Julien; Delarue, François; Tanré, Etienne 4 2019 Large deviations analysis for distributed algorithms in an ergodic Markovian environment. Zbl 1186.60021 Comets, Francis; Delarue, François; Schott, René 3 2009 Convergence analysis of upwind type schemes for the aggregation equation with pointy potential. Zbl 1436.65120 Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas 3 2020 Propagation of chaos for mean field rough differential equations. Zbl 1497.60073 Bailleul, Ismaël; Catellier, Rémi; Delarue, François 3 2021 The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\). Zbl 1328.60159 Delarue, François; Menozzi, Stéphane; Nualart, Eulalia 2 2015 Singular FBSDEs and scalar conservation laws driven by diffusion processes. Zbl 1284.60114 Carmona, René; Delarue, François 2 2013 Finite state mean field games with wright-Fisher common noise as limits of \(N\)-player weighted games. Zbl 1505.91058 Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François 2 2022 Probabilistic approach to regularity. Zbl 1231.32026 Delarue, François 1 2012 Hitting time of a corner for a reflected diffusion in the square. Zbl 1180.60035 Delarue, F. 1 2008 Master equation for finite state mean field games with additive common noise. Zbl 1457.91059 Delarue, François 1 2020 Mean field games. AMS short course on mean field games: agent based models to Nash equilibria, Denver, Colorado, USA, January 13–14, 2020. Zbl 1520.49001 1 2021 A probabilistic approach to classical solutions of the master equation for large population equilibria. Zbl 1520.91003 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 35 2022 Global solutions to the supercooled Stefan problem with blow-ups: regularity and uniqueness. Zbl 1489.35309 Delarue, François; Nadtochiy, Sergey; Shkolnikov, Mykhaylo 7 2022 Selection by vanishing common noise for potential finite state mean field games. Zbl 1490.91018 Cecchin, Alekos; Delarue, François 6 2022 Finite state mean field games with wright-Fisher common noise as limits of \(N\)-player weighted games. Zbl 1505.91058 Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François 2 2022 Finite state mean field games with Wright-Fisher common noise. Zbl 1459.91012 Bayraktar, Erhan; Cecchin, Alekos; Cohen, Asaf; Delarue, François 26 2021 Propagation of chaos for mean field rough differential equations. Zbl 1497.60073 Bailleul, Ismaël; Catellier, Rémi; Delarue, François 3 2021 Mean field games. AMS short course on mean field games: agent based models to Nash equilibria, Denver, Colorado, USA, January 13–14, 2020. Zbl 1520.49001 1 2021 From the master equation to mean field game limit theory: large deviations and concentration of measure. Zbl 1445.60025 Delarue, François; Lacker, Daniel; Ramanan, Kavita 25 2020 Selection of equilibria in a linear quadratic mean-field game. Zbl 1471.91029 Delarue, François; Tchuendom, Rinel Foguen 19 2020 Solving mean field rough differential equations. Zbl 1464.60056 Bailleul, Ismaël; Catellier, Rémi; Delarue, François 17 2020 Mean field games. Cetraro, Italy, June 10–14, 2019. Lecture notes given at the summer school. Zbl 1456.49002 9 2020 Convergence analysis of upwind type schemes for the aggregation equation with pointy potential. Zbl 1436.65120 Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas 3 2020 Master equation for finite state mean field games with additive common noise. Zbl 1457.91059 Delarue, François 1 2020 The master equation and the convergence problem in mean field games. Zbl 1430.91002 Cardaliaguet, Pierre; Delarue, François; Lasry, Jean-Michel; Lions, Pierre-Louis 150 2019 From the master equation to mean field game limit theory: a central limit theorem. Zbl 1508.60032 Delarue, François; Lacker, Daniel; Ramanan, Kavita 37 2019 Numerical method for FBSDEs of McKean-Vlasov type. Zbl 1466.65012 Chassagneux, Jean-François; Crisan, Dan; Delarue, François 31 2019 CEMRACS 2017: numerical probabilistic approach to MFG. Zbl 1454.91025 Angiuli, Andrea; Graves, Christy V.; Li, Houzhi; Chassagneux, Jean-François; Delarue, François; Carmona, René 11 2019 Restoring uniqueness to mean-field games by randomizing the equilibria. Zbl 1457.60087 Delarue, François 8 2019 Network of interacting neurons with random synaptic weights. Zbl 1418.92006 Grazieschi, Paolo; Leocata, Marta; Mascart, Cyrille; Chevallier, Julien; Delarue, François; Tanré, Etienne 4 2019 Probabilistic theory of mean field games with applications I. Mean field FBSDEs, control, and games. Zbl 1422.91014 Carmona, René; Delarue, François 325 2018 Probabilistic theory of mean field games with applications II. Mean field games with common noise and master equations. Zbl 1422.91015 Carmona, René; Delarue, François 160 2018 Mean field games of timing and models for bank runs. Zbl 1411.91102 Carmona, René; Delarue, François; Lacker, Daniel 26 2017 Mean field games: a toy model on an Erdös-Renyi graph. Zbl 1407.91054 Delarue, François 17 2017 Convergence order of upwind type schemes for transport equations with discontinuous coefficients. Zbl 1378.65163 Delarue, François; Lagoutière, Frédéric; Vauchelet, Nicolas 13 2017 Mean field games with common noise. Zbl 1422.91083 Carmona, René; Delarue, François; Lacker, Daniel 89 2016 Rough paths and 1d SDE with a time dependent distributional drift: application to polymers. Zbl 1462.60121 Delarue, François; Diel, Roland 31 2016 Forward-backward stochastic differential equations and controlled McKean-Vlasov dynamics. Zbl 1322.93103 Carmona, René; Delarue, François 126 2015 Global solvability of a networked integrate-and-fire model of McKean-Vlasov type. Zbl 1322.60085 Delarue, François; Inglis, James; Rubenthaler, Sylvain; Tanré, Etienne 54 2015 Particle systems with a singular mean-field self-excitation. Application to neuronal networks. Zbl 1328.60134 Delarue, F.; Inglis, J.; Rubenthaler, S.; Tanré, E. 48 2015 The Landau equation for Maxwellian molecules and the Brownian motion on \(\mathrm{SO}_N(\mathbb R)\). Zbl 1328.60159 Delarue, François; Menozzi, Stéphane; Nualart, Eulalia 2 2015 The master equation for large population equilibriums. Zbl 1391.92036 Carmona, René; Delarue, François 56 2014 Noise prevents collapse of Vlasov-Poisson point charges. Zbl 1302.35366 Delarue, François; Flandoli, Franco; Vincenzi, Dario 32 2014 The transition point in the zero noise limit for a 1D Peano example. Zbl 1314.60113 Delarue, François; Flandoli, Franco 13 2014 Information transmission under random emission constraints. Zbl 1299.90069 Comets, Francis; Delarue, François; Schott, René 5 2014 Probabilistic analysis of mean-field games. Zbl 1275.93065 Carmona, René; Delarue, François 191 2013 Control of McKean-Vlasov dynamics versus mean field games. Zbl 1269.91012 Carmona, René; Delarue, François; Lachapelle, Aimé 99 2013 Mean field forward-backward stochastic differential equations. Zbl 1297.93182 Carmona, René; Delarue, François 63 2013 Singular forward-backward stochastic differential equations and emissions derivatives. Zbl 1276.60070 Carmona, René; Delarue, François; Espinosa, Gilles-Edouard; Touzi, Nizar 12 2013 Singular FBSDEs and scalar conservation laws driven by diffusion processes. Zbl 1284.60114 Carmona, René; Delarue, François 2 2013 Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Zbl 1262.35064 Crisan, Dan; Delarue, François 19 2012 Probabilistic approach to regularity. Zbl 1231.32026 Delarue, François 1 2012 Probabilistic analysis of the upwind scheme for transport equations. Zbl 1230.65008 Delarue, François; Lagoutière, Frédéric 21 2011 Density estimates for a random noise propagating through a chain of differential equations. Zbl 1223.60037 Delarue, François; Menozzi, Stéphane 66 2010 Krylov and Safonov estimates for degenerate quasilinear elliptic PDEs. Zbl 1185.35109 Delarue, François 10 2010 Stochastic homogenization of quasilinear PDEs with a spatial degeneracy. Zbl 1180.35591 Delarue, François; Rhodes, Rémi 8 2009 Large deviations analysis for distributed algorithms in an ergodic Markovian environment. Zbl 1186.60021 Comets, Francis; Delarue, François; Schott, René 3 2009 An interpolated stochastic algorithm for quasi-linear PDEs. Zbl 1131.65002 Delarue, François; Menozzi, Stéphane 20 2008 Hitting time of a corner for a reflected diffusion in the square. Zbl 1180.60035 Delarue, F. 1 2008 Distributed algorithms in an ergodic Markovian environment. Zbl 1178.68663 Comets, Francis; Delarue, François; Schott, René 5 2007 A forward-backward stochastic algorithm for quasi-linear PDEs. Zbl 1097.65011 Delarue, François; Menozzi, Stéphane 48 2006 Weak existence and uniqueness for forward-backward SDEs. Zbl 1113.60059 Delarue, F.; Guatteri, G. 30 2006 Auxiliary SDEs for homogenization of quasilinear PDEs with periodic coefficients. Zbl 1073.35021 Delarue, François 12 2004 Estimates of the solutions of a system of quasi-linear PDEs. A probabilistic scheme. Zbl 1055.35029 Delarue, François 24 2003 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042 Delarue, François 122 2002 all cited Publications top 5 cited Publications all top 5 Cited by 1,293 Authors 34 Delarue, François 26 Carmona, René A. 21 Laurière, Mathieu 20 Cardaliaguet, Pierre 20 Wu, Zhen 18 Bayraktar, Erhan 16 Huang, Jianhui 16 Menozzi, Stéphane 16 Pham, Huyên 15 Lacker, Daniel 13 Bensoussan, Alain 13 Yam, Sheung Chi Phillip 13 Yu, Zhiyong 12 Flandoli, Franco 12 Lions, Pierre-Louis 12 Zhao, Weidong 11 Chaudru De Raynal, Paul-Eric 10 Achdou, Yves 10 Agram, Nacira 10 Bertucci, Charles 10 Kolokoltsov, Vassili N. 10 Li, Juan 10 Ma, Jin 10 Nie, Tianyang 10 Sun, Yabing 10 Yong, Jiongmin 9 Averboukh, Yuriĭ Vladimirovich 9 Bahlali, Khaled 9 Cecchin, Alekos 9 Crisan, Dan O. 9 Hu, Ying 9 Huang, Minyi 9 Huang, Xing 9 Russo, Francesco 9 Souganidis, Panagiotis E. 9 Szpruch, Lukasz 9 Tang, Shanjian 9 Wang, Bingchang 9 Zhang, Jianfeng 8 Başar, Tamer 8 Campi, Luciano 8 Guo, Xin 8 Lasry, Jean-Michel 8 Saldi, Naci 8 Tangpi, Ludovic 7 Chassagneux, Jean-François 7 Coghi, Michele 7 Cohen, Asaf 7 dos Reis, Gonçalo 7 Du, Kai 7 Gobet, Emmanuel 7 Gomes, Diogo Luís Aguiar 7 Jentzen, Arnulf 7 Øksendal, Bernt Karsten 7 Polidoro, Sergio 7 Porretta, Alessio 7 Yuan, Chenggui 7 Zhang, Xicheng 6 Buckdahn, Rainer 6 Caines, Peter Edwin 6 Cruzeiro, Ana-Bela 6 Djehiche, Boualem 6 Frikha, Noufel 6 Fu, Guanxing 6 Fujii, Masaaki 6 Gangbo, Wilfrid 6 Gess, Benjamin 6 Gubinelli, Massimiliano 6 Maurelli, Mario 6 Nadtochiy, Sergey 6 Pagliarani, Stefano 6 Pardoux, Etienne 6 Perkowski, Nicolas 6 Röckner, Michael 6 Shkolnikov, Mykhaylo 6 Takahashi, Akihiko 6 Tanré, Etienne 6 Touzi, Nizar 6 Wang, Shujun 6 Wei, Xiaoli 5 Cáceres, María-José 5 Chevallier, Julien 5 Cosso, Andrea 5 Djete, Mao Fabrice 5 Duong, Manh Hong 5 Fromm, Alexander 5 Germain, Maximilien 5 Han, Jiequn 5 Hao, Tao 5 Jaimungal, Sebastian 5 Li, Xun 5 Luo, Dejun 5 Moon, Jun-Hee 5 Mou, Chenchen 5 Pascucci, Andrea 5 Pimentel, Edgard A. 5 Qiu, Jinniao 5 Reisinger, Christoph 5 Ren, Zhenjie 5 Salort, Delphine ...and 1,193 more Authors all top 5 Cited in 212 Serials 79 Stochastic Processes and their Applications 65 SIAM Journal on Control and Optimization 60 Applied Mathematics and Optimization 54 The Annals of Applied Probability 31 Electronic Journal of Probability 31 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 29 Journal of Differential Equations 23 Dynamic Games and Applications 20 Automatica 19 SIAM Journal on Mathematical Analysis 18 Journal of Mathematical Analysis and Applications 18 Journal of Optimization Theory and Applications 17 Mathematics of Operations Research 17 Probability Theory and Related Fields 16 Journal de Mathématiques Pures et Appliquées. Neuvième Série 16 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 15 The Annals of Probability 15 Stochastics and Dynamics 15 Stochastics 14 Stochastic Analysis and Applications 13 Communications in Partial Differential Equations 13 NoDEA. Nonlinear Differential Equations and Applications 12 Discrete and Continuous Dynamical Systems 12 Discrete and Continuous Dynamical Systems. Series S 10 SIAM Journal on Numerical Analysis 10 Systems & Control Letters 10 Bernoulli 9 Journal of Computational Physics 9 Transactions of the American Mathematical Society 9 Stochastic and Partial Differential Equations. Analysis and Computations 9 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 8 Journal of Theoretical Probability 8 Finance and Stochastics 8 Numerical Algebra, Control and Optimization 8 Mathematical Control and Related Fields 7 International Journal of Control 7 Statistics & Probability Letters 7 Journal of Scientific Computing 7 Potential Analysis 7 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 7 Journal of Evolution Equations 7 Mathematics and Financial Economics 7 Kinetic and Related Models 7 Probability, Uncertainty and Quantitative Risk 6 Archive for Rational Mechanics and Analysis 6 Mathematics of Computation 6 Applied Mathematics and Computation 6 Journal of Functional Analysis 6 Random Operators and Stochastic Equations 6 Mathematical Finance 6 Discrete and Continuous Dynamical Systems. Series B 6 Science China. Mathematics 5 Journal of Applied Probability 5 Proceedings of the American Mathematical Society 5 Electronic Communications in Probability 5 Lobachevskii Journal of Mathematics 5 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 5 SIAM Journal on Financial Mathematics 5 Journal of Dynamics and Games 4 Journal of Statistical Physics 4 Theory of Probability and its Applications 4 Journal of Computational and Applied Mathematics 4 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 4 Optimal Control Applications & Methods 4 Chinese Annals of Mathematics. Series B 4 European Journal of Applied Mathematics 4 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences 4 Numerical Algorithms 4 Mathematics in Engineering 3 Advances in Applied Probability 3 Nonlinearity 3 Operations Research 3 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 3 European Journal of Operational Research 3 SIAM Journal on Applied Mathematics 3 Journal of Nonlinear Science 3 Applied Mathematical Finance 3 Mathematical Methods of Operations Research 3 Journal of the European Mathematical Society (JEMS) 3 Acta Mathematica Sinica. English Series 3 Communications in Nonlinear Science and Numerical Simulation 3 Methodology and Computing in Applied Probability 3 Journal of Systems Science and Complexity 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 Games 3 Research in the Mathematical Sciences 3 Séminaire Laurent Schwartz. EDP et Applications 3 Minimax Theory and its Applications 3 SN Partial Differential Equations and Applications 2 Communications in Mathematical Physics 2 Journal of the Franklin Institute 2 Journal of Mathematical Biology 2 Journal of Mathematical Physics 2 International Journal of Game Theory 2 Bulletin of the Iranian Mathematical Society 2 Physica D 2 Applied Numerical Mathematics 2 Chinese Journal of Applied Probability and Statistics 2 Annals of Operations Research 2 Automation and Remote Control ...and 112 more Serials all top 5 Cited in 42 Fields 715 Probability theory and stochastic processes (60-XX) 437 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 386 Partial differential equations (35-XX) 299 Calculus of variations and optimal control; optimization (49-XX) 273 Systems theory; control (93-XX) 168 Numerical analysis (65-XX) 63 Biology and other natural sciences (92-XX) 54 Operations research, mathematical programming (90-XX) 50 Ordinary differential equations (34-XX) 42 Statistical mechanics, structure of matter (82-XX) 29 Computer science (68-XX) 23 Fluid mechanics (76-XX) 22 Global analysis, analysis on manifolds (58-XX) 17 Operator theory (47-XX) 17 Statistics (62-XX) 15 Dynamical systems and ergodic theory (37-XX) 15 Integral equations (45-XX) 12 Combinatorics (05-XX) 9 Functional analysis (46-XX) 7 Measure and integration (28-XX) 7 Mechanics of particles and systems (70-XX) 7 Quantum theory (81-XX) 4 Real functions (26-XX) 4 Difference and functional equations (39-XX) 4 Classical thermodynamics, heat transfer (80-XX) 3 General and overarching topics; collections (00-XX) 3 Approximations and expansions (41-XX) 3 Mechanics of deformable solids (74-XX) 3 Information and communication theory, circuits (94-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Functions of a complex variable (30-XX) 2 Differential geometry (53-XX) 2 General topology (54-XX) 1 History and biography (01-XX) 1 Commutative algebra (13-XX) 1 Potential theory (31-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Abstract harmonic analysis (43-XX) 1 Integral transforms, operational calculus (44-XX) 1 Optics, electromagnetic theory (78-XX) 1 Geophysics (86-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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