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Guo, Xin

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Author ID: guo.xin Recent zbMATH articles by "Guo, Xin"
Published as: Guo, X.; Guo, Xin
External Links: ORCID
Documents Indexed: 85 Publications since 1994
all top 5

Co-Authors

8 single-authored
7 Shen, Lian
7 Wang, Maofa
5 Zhang, Yi
5 Zhou, Dingxuan
4 Tomecek, Pascal I.
3 Jarrow, Robert Alan
3 Wang, Shuming
3 Zeng, Yan
2 Land, Kenneth C.
2 Liu, Yi
2 Pan, Chen
2 Shepp, Lawrence Alan
2 Sun, Huijun
2 Tang, Dengbin
2 Wu, Guoliang
2 Wu, Jianjun
2 Zervos, Mihail
1 Banerjee, Arindam
1 Calderer, Antoni
1 Cattani, Carlo
1 Chakrabarty, Arijit
1 Chen, Lin
1 Chen, Yann-Shin Aaron
1 Dalrymple, Robert A.
1 Davis, Mark H. A.
1 de Larrard, Adrien
1 Deng, Bing-Qing
1 Du, Hongxia
1 Duong, Vu N.
1 Fan, Jun
1 Ferguson, Michael I.
1 Filiz, Ismail Onur
1 Fu, Qiang
1 Fu, Qiang
1 Galis, Alex
1 Gao, Yan
1 Gao, Ziyou
1 Gong, Sheng
1 Guo, Zheng-Chu
1 He, Yi
1 Hu, Ting
1 Hu, Yi
1 Huang, Guangyue
1 Kaminsky, Philip M.
1 Keymeulen, Didier
1 Lin, Haizhi
1 Lin, Shaobo
1 Liu, Guosui
1 Liu, Jianqing
1 Liu, Jun
1 Liu, Peng
1 Liu, Qiuli
1 Liu, Ronghui
1 Lu, Xinhua
1 Miao, Jianjun
1 Miao, Yu
1 Morellec, Erwan
1 Morton, Jason
1 Mota, Telma
1 Peng, Shige
1 Pham, Huyên
1 Piunovskiĭ, Alekseĭ Borisovich
1 Qin, Huihui
1 Ruan, Zhao
1 Shen, Qing
1 Shen, Wenjun
1 Shi, Lei
1 Smale, Steve
1 Sotiropoulos, Fotis
1 Stoica, Adrian-Mihail
1 Sturmfels, Bernd
1 Sun, Hongbo
1 Todd, Chris
1 Vorperian, Vatche
1 Wang, Bo
1 Wang, Hui
1 Wang, Shengli
1 Wang, Yue
1 Wong, Hau-San
1 Wu, Qiang
1 Xiang, Dao-Hong
1 Xiao, Quanwu
1 Xu, Ding
1 Xu, Renyuan
1 Yang, Di
1 Yang, Kun
1 Yang, Zixuan
1 Yao, Rao
1 Yi, Jingping
1 Yu, Qihuang
1 Yuen, Michael
1 Zebulum, Ricardo S.
1 Zhang, Qing
1 Zhou, Wuneng
1 Zhou, Xunyu
all top 5

Serials

6 SIAM Journal on Control and Optimization
5 Journal of Applied Probability
4 Stochastic Processes and their Applications
3 Journal of Machine Learning Research (JMLR)
2 Computers and Fluids
2 Journal of Computational Physics
2 Journal of Fluid Mechanics
2 Mathematical Finance
2 Taiwanese Journal of Mathematics
2 Analysis and Applications (Singapore)
2 Complex Variables and Elliptic Equations
2 Mathematics and Financial Economics
1 Modern Physics Letters B
1 IEEE Transactions on Information Theory
1 Journal of the Franklin Institute
1 Journal of Mathematical Analysis and Applications
1 Applied Mathematics and Computation
1 Applied Mathematics and Optimization
1 Journal of Approximation Theory
1 Journal of Computational and Applied Mathematics
1 Journal of Economic Theory
1 Mathematics of Operations Research
1 Mathematica Slovaca
1 Numerical Functional Analysis and Optimization
1 Operations Research Letters
1 Chinese Annals of Mathematics. Series A
1 IEEE Transactions on Signal Processing
1 The Annals of Applied Probability
1 Applied Mathematical Modelling
1 Communications in Statistics. Theory and Methods
1 SIAM Journal on Applied Mathematics
1 Physics of Fluids
1 Applied and Computational Harmonic Analysis
1 Transactions of Nanjing University of Aeronautics & Astronautics
1 Mathematical Problems in Engineering
1 Mathematical Methods of Operations Research
1 Journal of Zhengzhou University. Natural Science Edition
1 Methodology and Computing in Applied Probability
1 Foundations of Computational Mathematics
1 Communications on Pure and Applied Analysis
1 4OR
1 Asia-Pacific Financial Markets
1 Review of Derivatives Research
1 Operators and Matrices
1 Banach Journal of Mathematical Analysis
1 SIAM Journal on Financial Mathematics

Publications by Year

Citations contained in zbMATH Open

60 Publications have been cited 598 times in 465 Documents Cited by Year
Closed-form solutions for perpetual American put options with regime switching. Zbl 1061.90082
Guo, Xin; Zhang, Qing
65
2004
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
48
2001
Information and option pricings. Zbl 1405.91619
Guo, X.
41
2001
Optimal selling rules in a regime switching model. Zbl 1365.60062
Guo, X.; Zhang, Q.
34
2005
Impulse control of multidimensional jump diffusions. Zbl 1208.49045
Davis, Mark H. A.; Guo, Xin; Wu, Guoliang
29
2010
Irreversible investment with regime shifts. Zbl 1118.91049
Guo, Xin; Miao, Jianjun; Morellec, Erwan
26
2005
Optimal partially reversible investment with entry decision and general production function. Zbl 1077.60048
Guo, Xin; Pham, Huyên
25
2005
On the optimality of conditional expectation as a Bregman predictor. Zbl 1284.94025
Banerjee, Arindam; Guo, Xin; Wang, Hui
23
2005
Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048
Guo, Xin; Shepp, Larry
20
2001
Thresholded spectral algorithms for sparse approximations. Zbl 1409.68232
Guo, Zheng-Chu; Xiang, Dao-Hong; Guo, Xin; Zhou, Ding-Xuan
19
2017
Connections between singular control and optimal switching. Zbl 1157.93042
Guo, Xin; Tomecek, Pascal
19
2008
A constrained non-linear regular-singular stochastic control problem, with applications. Zbl 1075.93045
Guo, Xin; Liu, Jun; Zhou, Xun Yu
18
2004
Credit risk models with incomplete information. Zbl 1213.91157
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
15
2009
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem. Zbl 1145.60037
Guo, Xin; Zeng, Yan
15
2008
Optimal execution with multiplicative price impact. Zbl 1310.93083
Guo, Xin; Zervos, Mihail
14
2015
Distributed learning with regularized least squares. Zbl 1435.68273
Lin, Shao-Bo; Guo, Xin; Zhou, Ding-Xuan
12
2017
Smooth fit principle for impulse control of multidimensional diffusion processes. Zbl 1194.49016
Guo, Xin; Wu, Guoliang
12
2009
An empirical feature-based learning algorithm producing sparse approximations. Zbl 1319.62119
Guo, Xin; Zhou, Ding-Xuan
11
2012
Impulse control of multidimensional jump diffusions in finite time horizon. Zbl 1275.49062
Chen, Yann-Shin Aaron; Guo, Xin
10
2013
\(\pi \) options. Zbl 1200.91290
Guo, Xin; Zervos, Mihail
10
2010
Large eddy simulations of film cooling flows. Zbl 1160.76357
Guo, X.; Schröder, Wolfgang; Meinke, Matthias
10
2006
Optimal spot market inventory strategies in the presence of cost and price risk. Zbl 1209.49055
Guo, Xin; Kaminsky, P.; Tomecek, P.; Yuen, M.
8
2011
Modeling the recovery rate in a reduced form model. Zbl 1155.91383
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
8
2009
When the “bull” meets the “bear”: A first passage time problem for a hidden Markov process. Zbl 0997.60072
Guo, Xin
8
2001
On the generation and maintenance of waves and turbulence in simulations of free-surface turbulence. Zbl 1421.76129
Guo, Xin; Shen, Lian
7
2009
Numerical study of the effect of surface waves on turbulence underneath. I: Mean flow and turbulence vorticity. Zbl 1294.76187
Guo, Xin; Shen, Lian
6
2013
Interaction of a deformable free surface with statistically steady homogeneous turbulence. Zbl 1205.76125
Guo, Xin; Shen, Lian
6
2010
A class of singular control problems and the smooth fit principle. Zbl 1176.93082
Guo, Xin; Tomecek, Pascal
6
2009
Some risk management problems for firms with internal competition and debt. Zbl 1018.93031
Guo, Xin
6
2002
Optimal placement in a limit order book: an analytical approach. Zbl 1409.91234
Guo, Xin; de Larrard, Adrien; Ruan, Zhao
5
2017
Stopping at the maximum of geometric Brownian motion when signals are received. Zbl 1094.60030
Guo, Xin; Liu, J.
5
2005
Numerical study of pressure forcing of wind on dynamically evolving water waves. Zbl 1190.76076
Liu, Yi; Yang, Di; Guo, Xin; Shen, Lian
4
2010
Stochastic games for fuel follower problem: \(N\) versus mean field game. Zbl 1420.91012
Guo, Xin; Xu, Renyuan
3
2019
Fluid-structure interaction simulation of floating structures interacting with complex, large-scale ocean waves and atmospheric turbulence with application to floating offshore wind turbines. Zbl 1380.76147
Calderer, Antoni; Guo, Xin; Shen, Lian; Sotiropoulos, Fotis
3
2018
Numerical simulation of sediment suspension and transport under plunging breaking waves. Zbl 1390.76901
Yang, Zixuan; Lu, Xin-Hua; Guo, Xin; Liu, Yi; Shen, Lian
3
2017
Rayleigh wave on the half-space with a gradient piezoelectric layer and imperfect interface. Zbl 07163017
Li, Li; Wei, P. J.; Guo, X.
3
2016
Timetable coordination of first trains in urban railway network: a case study of Beijing. Zbl 07162945
Guo, Xin; Wu, Jianjun; Sun, Huijun; Liu, Ronghui; Gao, Ziyou
3
2016
Introduction to the peptide binding problem of computational immunology: new results. Zbl 1329.92096
Shen, Wen-Jun; Wong, Hau-San; Xiao, Quan-Wu; Guo, Xin; Smale, Stephen
3
2014
Graphical models for correlated defaults. Zbl 1270.91092
Filiz, Ismail Onur; Guo, Xin; Morton, Jason; Sturmfels, Bernd
3
2012
Distressed debt prices and recovery rate estimation. Zbl 1165.91370
Guo, Xin; Jarrow, Robert A.; Lin, Haizhi
3
2008
Critical strain of carbon nanotubes: an atomic-scale finite element study. Zbl 1111.74427
Guo, X.; Leung, A. Y. T.; Jiang, H.; He, X. Q.; Huang, Y.
3
2007
Difference of weighted composition operators on the space of Cauchy integral transforms. Zbl 07021698
Guo, Xin; Wang, Maofa
2
2018
Martingale problem under nonlinear expectations. Zbl 1391.60094
Guo, Xin; Pan, Chen; Peng, Shige
2
2018
Lower bound limit analysis by BEM: convex optimization problem and incremental approach. Zbl 1297.74152
Panzeca, T.; Parlavecchio, E.; Zito, L.; Gao, X. W.; Guo, X.
2
2013
Optimal stopping times with different information levels and with time uncertainty. Zbl 1303.60031
Chakrabarty, Arijit; Guo, Xin
2
2012
Hermite learning with gradient data. Zbl 1191.68532
Shi, Lei; Guo, Xin; Zhou, Ding-Xuan
2
2010
The Wonham filter with random parameters: rate of convergence and error bounds. Zbl 1366.93656
Guo, X.; Yin, G.
2
2006
Comments on: “Discrete chirp-Fourier transform and its application to chirp rate estimation”. Zbl 1369.94160
Guo, Xin; Sun, Hong-Bo; Wang, Sheng-Li; Liu, Guo-Sui
2
2002
On risk-sensitive piecewise deterministic Markov decision processes. Zbl 07207243
Guo, Xin; Zhang, Yi
1
2020
Products of composition, multiplication and iterated differentiation operators between Banach spaces of holomorphic functions. Zbl 1444.47050
Wang, Shuming; Wang, Maofa; Guo, Xin
1
2020
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates. Zbl 1429.90091
Guo, Xin; Liu, Qiuli; Zhang, Yi
1
2019
Solving LR fuzzy linear matrix equation. Zbl 1429.15012
Guo, X.; Shang, D.
1
2019
Difference of differentiation composition operators on the fractional Cauchy transforms spaces. Zbl 1447.47031
Wang, Maofa; Guo, Xin
1
2018
A Poisson-multinomial mixture approach to grouped and right-censored counts. Zbl 1388.62282
Fu, Qiang; Guo, Xin; Land, Kenneth C.
1
2018
Numerical study on the dissipation of water waves over a viscous fluid-mud layer. Zbl 1390.76143
Deng, Bing-Qing; Hu, Yi; Guo, Xin; Dalrymple, Robert A.; Shen, Lian
1
2017
Sparsity and error analysis of empirical feature-based regularization schemes. Zbl 1367.68224
Guo, Xin; Fan, Jun; Zhou, Ding-Xuan
1
2016
Application of fixed point method to obtain semi-analytical solution to Blasius flow and its variation. Zbl 1334.76051
Xu, Ding; Guo, Xin
1
2013
Learning gradients via an early stopping gradient descent method. Zbl 1206.68253
Guo, Xin
1
2010
Numerical simulation of free vortex with modified Navier-Stokes characteristic boundary conditions. Zbl 1195.76315
Chen, Lin; Tang, Dengbin; Guo, Xin
1
2010
A regime switching model: statistical estimation, empirical evidence, and change point detection. Zbl 1078.62087
Guo, Xin
1
2004
On risk-sensitive piecewise deterministic Markov decision processes. Zbl 07207243
Guo, Xin; Zhang, Yi
1
2020
Products of composition, multiplication and iterated differentiation operators between Banach spaces of holomorphic functions. Zbl 1444.47050
Wang, Shuming; Wang, Maofa; Guo, Xin
1
2020
Stochastic games for fuel follower problem: \(N\) versus mean field game. Zbl 1420.91012
Guo, Xin; Xu, Renyuan
3
2019
Finite horizon risk-sensitive continuous-time Markov decision processes with unbounded transition and cost rates. Zbl 1429.90091
Guo, Xin; Liu, Qiuli; Zhang, Yi
1
2019
Solving LR fuzzy linear matrix equation. Zbl 1429.15012
Guo, X.; Shang, D.
1
2019
Fluid-structure interaction simulation of floating structures interacting with complex, large-scale ocean waves and atmospheric turbulence with application to floating offshore wind turbines. Zbl 1380.76147
Calderer, Antoni; Guo, Xin; Shen, Lian; Sotiropoulos, Fotis
3
2018
Difference of weighted composition operators on the space of Cauchy integral transforms. Zbl 07021698
Guo, Xin; Wang, Maofa
2
2018
Martingale problem under nonlinear expectations. Zbl 1391.60094
Guo, Xin; Pan, Chen; Peng, Shige
2
2018
Difference of differentiation composition operators on the fractional Cauchy transforms spaces. Zbl 1447.47031
Wang, Maofa; Guo, Xin
1
2018
A Poisson-multinomial mixture approach to grouped and right-censored counts. Zbl 1388.62282
Fu, Qiang; Guo, Xin; Land, Kenneth C.
1
2018
Thresholded spectral algorithms for sparse approximations. Zbl 1409.68232
Guo, Zheng-Chu; Xiang, Dao-Hong; Guo, Xin; Zhou, Ding-Xuan
19
2017
Distributed learning with regularized least squares. Zbl 1435.68273
Lin, Shao-Bo; Guo, Xin; Zhou, Ding-Xuan
12
2017
Optimal placement in a limit order book: an analytical approach. Zbl 1409.91234
Guo, Xin; de Larrard, Adrien; Ruan, Zhao
5
2017
Numerical simulation of sediment suspension and transport under plunging breaking waves. Zbl 1390.76901
Yang, Zixuan; Lu, Xin-Hua; Guo, Xin; Liu, Yi; Shen, Lian
3
2017
Numerical study on the dissipation of water waves over a viscous fluid-mud layer. Zbl 1390.76143
Deng, Bing-Qing; Hu, Yi; Guo, Xin; Dalrymple, Robert A.; Shen, Lian
1
2017
Rayleigh wave on the half-space with a gradient piezoelectric layer and imperfect interface. Zbl 07163017
Li, Li; Wei, P. J.; Guo, X.
3
2016
Timetable coordination of first trains in urban railway network: a case study of Beijing. Zbl 07162945
Guo, Xin; Wu, Jianjun; Sun, Huijun; Liu, Ronghui; Gao, Ziyou
3
2016
Sparsity and error analysis of empirical feature-based regularization schemes. Zbl 1367.68224
Guo, Xin; Fan, Jun; Zhou, Ding-Xuan
1
2016
Optimal execution with multiplicative price impact. Zbl 1310.93083
Guo, Xin; Zervos, Mihail
14
2015
Introduction to the peptide binding problem of computational immunology: new results. Zbl 1329.92096
Shen, Wen-Jun; Wong, Hau-San; Xiao, Quan-Wu; Guo, Xin; Smale, Stephen
3
2014
Impulse control of multidimensional jump diffusions in finite time horizon. Zbl 1275.49062
Chen, Yann-Shin Aaron; Guo, Xin
10
2013
Numerical study of the effect of surface waves on turbulence underneath. I: Mean flow and turbulence vorticity. Zbl 1294.76187
Guo, Xin; Shen, Lian
6
2013
Lower bound limit analysis by BEM: convex optimization problem and incremental approach. Zbl 1297.74152
Panzeca, T.; Parlavecchio, E.; Zito, L.; Gao, X. W.; Guo, X.
2
2013
Application of fixed point method to obtain semi-analytical solution to Blasius flow and its variation. Zbl 1334.76051
Xu, Ding; Guo, Xin
1
2013
An empirical feature-based learning algorithm producing sparse approximations. Zbl 1319.62119
Guo, Xin; Zhou, Ding-Xuan
11
2012
Graphical models for correlated defaults. Zbl 1270.91092
Filiz, Ismail Onur; Guo, Xin; Morton, Jason; Sturmfels, Bernd
3
2012
Optimal stopping times with different information levels and with time uncertainty. Zbl 1303.60031
Chakrabarty, Arijit; Guo, Xin
2
2012
Optimal spot market inventory strategies in the presence of cost and price risk. Zbl 1209.49055
Guo, Xin; Kaminsky, P.; Tomecek, P.; Yuen, M.
8
2011
Impulse control of multidimensional jump diffusions. Zbl 1208.49045
Davis, Mark H. A.; Guo, Xin; Wu, Guoliang
29
2010
\(\pi \) options. Zbl 1200.91290
Guo, Xin; Zervos, Mihail
10
2010
Interaction of a deformable free surface with statistically steady homogeneous turbulence. Zbl 1205.76125
Guo, Xin; Shen, Lian
6
2010
Numerical study of pressure forcing of wind on dynamically evolving water waves. Zbl 1190.76076
Liu, Yi; Yang, Di; Guo, Xin; Shen, Lian
4
2010
Hermite learning with gradient data. Zbl 1191.68532
Shi, Lei; Guo, Xin; Zhou, Ding-Xuan
2
2010
Learning gradients via an early stopping gradient descent method. Zbl 1206.68253
Guo, Xin
1
2010
Numerical simulation of free vortex with modified Navier-Stokes characteristic boundary conditions. Zbl 1195.76315
Chen, Lin; Tang, Dengbin; Guo, Xin
1
2010
Credit risk models with incomplete information. Zbl 1213.91157
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
15
2009
Smooth fit principle for impulse control of multidimensional diffusion processes. Zbl 1194.49016
Guo, Xin; Wu, Guoliang
12
2009
Modeling the recovery rate in a reduced form model. Zbl 1155.91383
Guo, Xin; Jarrow, Robert A.; Zeng, Yan
8
2009
On the generation and maintenance of waves and turbulence in simulations of free-surface turbulence. Zbl 1421.76129
Guo, Xin; Shen, Lian
7
2009
A class of singular control problems and the smooth fit principle. Zbl 1176.93082
Guo, Xin; Tomecek, Pascal
6
2009
Connections between singular control and optimal switching. Zbl 1157.93042
Guo, Xin; Tomecek, Pascal
19
2008
Intensity process and compensator: A new filtration expansion approach and the Jeulin-Yor theorem. Zbl 1145.60037
Guo, Xin; Zeng, Yan
15
2008
Distressed debt prices and recovery rate estimation. Zbl 1165.91370
Guo, Xin; Jarrow, Robert A.; Lin, Haizhi
3
2008
Critical strain of carbon nanotubes: an atomic-scale finite element study. Zbl 1111.74427
Guo, X.; Leung, A. Y. T.; Jiang, H.; He, X. Q.; Huang, Y.
3
2007
Large eddy simulations of film cooling flows. Zbl 1160.76357
Guo, X.; Schröder, Wolfgang; Meinke, Matthias
10
2006
The Wonham filter with random parameters: rate of convergence and error bounds. Zbl 1366.93656
Guo, X.; Yin, G.
2
2006
Optimal selling rules in a regime switching model. Zbl 1365.60062
Guo, X.; Zhang, Q.
34
2005
Irreversible investment with regime shifts. Zbl 1118.91049
Guo, Xin; Miao, Jianjun; Morellec, Erwan
26
2005
Optimal partially reversible investment with entry decision and general production function. Zbl 1077.60048
Guo, Xin; Pham, Huyên
25
2005
On the optimality of conditional expectation as a Bregman predictor. Zbl 1284.94025
Banerjee, Arindam; Guo, Xin; Wang, Hui
23
2005
Stopping at the maximum of geometric Brownian motion when signals are received. Zbl 1094.60030
Guo, Xin; Liu, J.
5
2005
Closed-form solutions for perpetual American put options with regime switching. Zbl 1061.90082
Guo, Xin; Zhang, Qing
65
2004
A constrained non-linear regular-singular stochastic control problem, with applications. Zbl 1075.93045
Guo, Xin; Liu, Jun; Zhou, Xun Yu
18
2004
A regime switching model: statistical estimation, empirical evidence, and change point detection. Zbl 1078.62087
Guo, Xin
1
2004
Some risk management problems for firms with internal competition and debt. Zbl 1018.93031
Guo, Xin
6
2002
Comments on: “Discrete chirp-Fourier transform and its application to chirp rate estimation”. Zbl 1369.94160
Guo, Xin; Sun, Hong-Bo; Wang, Sheng-Li; Liu, Guo-Sui
2
2002
An explicit solution to an optimal stopping problem with regime switching. Zbl 0988.60038
Guo, Xin
48
2001
Information and option pricings. Zbl 1405.91619
Guo, X.
41
2001
Some optimal stopping problems with nontrivial boundaries for pricing exotic options. Zbl 1026.91048
Guo, Xin; Shepp, Larry
20
2001
When the “bull” meets the “bear”: A first passage time problem for a hidden Markov process. Zbl 0997.60072
Guo, Xin
8
2001
all top 5

Cited by 757 Authors

20 Guo, Xin
20 Zhang, Qing
16 Siu, Tak Kuen
16 Zhou, Dingxuan
12 Shen, Lian
11 Ferrari, Giorgio
10 Bonotto, Everaldo M.
8 Yin, Gang George
8 Zervos, Mihail
7 De Angelis, Tiziano
6 Gapeev, Pavel V.
5 Ching, Wai-Ki
5 Elliott, Robert James
5 Guo, Zheng-Chu
5 Tie, Jingzhi
5 Yuen, Kam Chuen
5 Zhu, Jinxia
4 Deng, Bing-Qing
4 Hieber, Peter
4 Jeanblanc, Monique
4 Liang, Zongxia
4 Lin, Shaobo
4 Ly Vath, Vathana
4 Pemy, Moustapha
4 Rodosthenous, Neofytos
4 Schröder, Wolfgang Armin
4 Shao, Jinghai
4 Shi, Lei
4 Yi, Fahuai
4 Yoshioka, Hidekazu
3 Bortolan, Matheus Cheque
3 Cadenillas, Abel
3 Chan, Leunglung
3 Coculescu, Delia
3 Dong, Yinghui
3 Ekström, Erik
3 El-Askary, Wageeh A.
3 Fang, Qin
3 Fard, Farzad Alavi
3 Hu, Ting
3 Jarrow, Robert Alan
3 Jiao, Ying
3 Johnson, Timothy C.
3 Lei, Yunwen
3 Lempa, Jukka
3 Liu, RongHua
3 Liu, Ruihua
3 Meinke, Matthias
3 Pistorius, Martijn R.
3 Protter, Philip Elliott
3 Seifried, Frank Thomas
3 Sotomayor, Luz Rocío
3 Villeneuve, Stéphane
3 Wu, Qiang
3 Xiang, Dao-Hong
3 Xu, Min
3 Xuan, Anqing
3 Yaegashi, Yuta
3 Yang, Di
3 Yang, Hailiang
3 Zhang, Hanqin
3 Zhu, Songping
2 Becherer, Dirk
2 Belak, Christoph
2 Bilarev, Todor
2 Boyarchenko, Svetlana I.
2 Campi, Luciano
2 Capponi, Agostino
2 Chen, Mi
2 Chen, Xiaoshan
2 Chevalier-Roignant, Benoît
2 Chevalier, Etienne
2 Christensen, Soren
2 Collegari, Rodolfo
2 Dai, Min
2 Demuner, Daniela Paula
2 Egami, Masahiko
2 El Asri, Brahim
2 Federico, Salvatore
2 Fontana, Claudio
2 Frentrup, Peter
2 Gaigi, M’hamed
2 Gao, Xuefeng
2 Gu, Jiawen
2 Guo, Junyi
2 Haghi, Majid
2 He, Lin
2 Hu, Yijun
2 Jiang, Zhengjun
2 Jin, Zhuo
2 Kardaras, Constantinos
2 Khaliq, Abdul Q. M.
2 Kim, Bara
2 Kim, Geonwoo
2 Kim, Jerim
2 Kort, Peter M.
2 Le, Huiling
2 Levendorskiĭ, Sergeĭ Zakharovich
2 Liu, Jingzhen
2 Liu, Yuanjin
...and 657 more Authors
all top 5

Cited in 144 Serials

20 Insurance Mathematics & Economics
18 SIAM Journal on Control and Optimization
18 Stochastic Processes and their Applications
14 Journal of Fluid Mechanics
13 Finance and Stochastics
12 The Annals of Applied Probability
12 International Journal of Theoretical and Applied Finance
12 Quantitative Finance
12 Analysis and Applications (Singapore)
10 Journal of Economic Dynamics & Control
10 Mathematics and Financial Economics
9 Applied Mathematics and Optimization
9 Automatica
8 Stochastics
7 Journal of Applied Probability
7 Journal of Computational and Applied Mathematics
7 Journal of Optimization Theory and Applications
7 Mathematical Finance
6 Computers and Fluids
6 Journal of Mathematical Analysis and Applications
6 Statistics & Probability Letters
6 Operations Research Letters
6 Applied Mathematical Modelling
6 Mathematical Control and Related Fields
5 Mathematics of Operations Research
5 European Journal of Operational Research
5 International Journal of Computer Mathematics
5 Applied and Computational Harmonic Analysis
5 Methodology and Computing in Applied Probability
4 Journal of Computational Physics
4 Annals of Operations Research
4 Abstract and Applied Analysis
4 Mathematical Methods of Operations Research
4 Journal of Machine Learning Research (JMLR)
4 Asia-Pacific Financial Markets
4 Journal of Industrial and Management Optimization
3 Advances in Applied Probability
3 Computers & Mathematics with Applications
3 Journal of Approximation Theory
3 Journal of Differential Equations
3 Journal of Economic Theory
3 Operations Research
3 Stochastic Analysis and Applications
3 Acta Applicandae Mathematicae
3 Applied Mathematical Finance
3 Mathematical Problems in Engineering
3 Journal of Systems Science and Complexity
3 Electronic Journal of Statistics
3 Annals of Finance
2 Inverse Problems
2 Lithuanian Mathematical Journal
2 Physica A
2 Applied Mathematics and Computation
2 Fuzzy Sets and Systems
2 Journal of Mathematical Economics
2 Mathematics and Computers in Simulation
2 Chinese Annals of Mathematics. Series B
2 Acta Mathematicae Applicatae Sinica. English Series
2 Numerical Methods for Partial Differential Equations
2 Asia-Pacific Journal of Operational Research
2 Journal of Scientific Computing
2 Journal of Applied Mathematics and Stochastic Analysis
2 Machine Learning
2 Economics Letters
2 Communications in Statistics. Theory and Methods
2 Complexity
2 Bernoulli
2 The Journal of Fourier Analysis and Applications
2 Discrete Dynamics in Nature and Society
2 Flow, Turbulence and Combustion
2 Communications in Nonlinear Science and Numerical Simulation
2 Stochastic Models
2 Entropy
2 Communications on Pure and Applied Analysis
2 ASTIN Bulletin
2 North American Actuarial Journal
2 Review of Derivatives Research
2 Journal of the Korean Statistical Society
2 Frontiers of Mathematics in China
2 SIAM Journal on Financial Mathematics
1 Acta Mechanica
1 The Canadian Journal of Statistics
1 Computer Methods in Applied Mechanics and Engineering
1 International Journal of Engineering Science
1 International Journal for Numerical Methods in Fluids
1 Mathematical Methods in the Applied Sciences
1 Theory of Probability and its Applications
1 The Annals of Statistics
1 Biometrics
1 Collectanea Mathematica
1 International Journal of Mathematics and Mathematical Sciences
1 International Journal for Numerical Methods in Engineering
1 Journal of Multivariate Analysis
1 Journal of Statistical Planning and Inference
1 Mathematische Nachrichten
1 Numerical Functional Analysis and Optimization
1 Proceedings of the American Mathematical Society
1 SIAM Journal on Numerical Analysis
1 Mathematical Social Sciences
1 Applied Mathematics and Mechanics. (English Edition)
...and 44 more Serials
all top 5

Cited in 37 Fields

283 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
216 Probability theory and stochastic processes (60-XX)
113 Systems theory; control (93-XX)
65 Calculus of variations and optimal control; optimization (49-XX)
55 Statistics (62-XX)
50 Operations research, mathematical programming (90-XX)
37 Numerical analysis (65-XX)
37 Computer science (68-XX)
36 Fluid mechanics (76-XX)
28 Partial differential equations (35-XX)
16 Ordinary differential equations (34-XX)
10 Mechanics of deformable solids (74-XX)
9 Dynamical systems and ergodic theory (37-XX)
9 Approximations and expansions (41-XX)
7 Integral equations (45-XX)
7 Functional analysis (46-XX)
7 Operator theory (47-XX)
7 Information and communication theory, circuits (94-XX)
6 Geophysics (86-XX)
5 Harmonic analysis on Euclidean spaces (42-XX)
5 Integral transforms, operational calculus (44-XX)
3 General topology (54-XX)
3 Biology and other natural sciences (92-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Statistical mechanics, structure of matter (82-XX)
1 General and overarching topics; collections (00-XX)
1 Combinatorics (05-XX)
1 Real functions (26-XX)
1 Several complex variables and analytic spaces (32-XX)
1 Special functions (33-XX)
1 Sequences, series, summability (40-XX)
1 Abstract harmonic analysis (43-XX)
1 Convex and discrete geometry (52-XX)
1 Differential geometry (53-XX)
1 Global analysis, analysis on manifolds (58-XX)
1 Optics, electromagnetic theory (78-XX)
1 Quantum theory (81-XX)

Citations by Year