Edit Profile (opens in new tab) Patie, Pierre Co-Author Distance Author ID: patie.pierre Published as: Patie, Pierre; Patie, P. Documents Indexed: 60 Publications since 2002, including 1 Book and 6 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 33 Co-Authors with 49 Joint Publications 780 Co-Co-Authors all top 5 Co-Authors 11 single-authored 9 Savov, Mladen Svetoslavov 6 Alili, Larbi 6 Loeffen, Ronnie L. 4 Chazal, Marie 4 Miclo, Laurent 4 Srapionyan, Anna 4 Vaidyanathan, Aditya 4 Zhao, Yixuan 3 Choi, Michael C. H. 3 Kyprianou, Andreas E. 3 Sarkar, Rohan 2 Bartholmé, Carine 2 Wang, Jian 1 Ascione, Giacomo 1 Avram, Florin 1 Chaumont, Loïc 1 Cheridito, Patrick 1 Cissé, Mamadou 1 de Palma, André 1 D’Onofrio, Giuseppe 1 Embrechts, Paul 1 Frey, Rüdiger 1 Jarrow, Robert Alan 1 Kaufmann, Roger 1 Konstantopoulos, Takis 1 Kryscio, Richard J. 1 Loisel, Stéphane 1 Pardo, Juan Carlos 1 Pedersen, Jesper Lund 1 Sacerdote, Laura 1 Simon, Thomas 1 Tanré, Etienne 1 Toaldo, Bruno all top 5 Serials 3 The Annals of Probability 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Transactions of the American Mathematical Society 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Electronic Journal of Probability 2 Methodology and Computing in Applied Probability 1 Analysis Mathematica 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Studia Mathematica 1 Journal of Applied Probability 1 Journal of Computational and Applied Mathematics 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Journal of the London Mathematical Society. Second Series 1 Mathematische Nachrichten 1 Memoirs of the American Mathematical Society 1 Proceedings of the American Mathematical Society 1 Proceedings of the London Mathematical Society. Third Series 1 Statistics & Probability Letters 1 Journal of Theoretical Probability 1 European Journal of Applied Mathematics 1 The Annals of Applied Probability 1 SIAM Journal on Applied Mathematics 1 Stochastic Processes and their Applications 1 Potential Analysis 1 Computational Optimization and Applications 1 Combinatorics, Probability and Computing 1 Bulletin des Sciences Mathématiques 1 Electronic Communications in Probability 1 Bernoulli 1 Mathematical Finance 1 Fractional Calculus & Applied Analysis 1 Stochastic Models 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Kinetic and Related Models 1 SIAM Journal on Financial Mathematics 1 Journal of Spectral Theory 1 Journal de l’École Polytechnique – Mathématiques 1 Annales Henri Lebesgue all top 5 Fields 50 Probability theory and stochastic processes (60-XX) 15 Special functions (33-XX) 14 Operator theory (47-XX) 8 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Partial differential equations (35-XX) 5 Dynamical systems and ergodic theory (37-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Integral transforms, operational calculus (44-XX) 3 Real functions (26-XX) 3 Approximations and expansions (41-XX) 2 Group theory and generalizations (20-XX) 2 Functions of a complex variable (30-XX) 2 Potential theory (31-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 History and biography (01-XX) 1 Sequences, series, summability (40-XX) 1 Statistics (62-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 47 Publications have been cited 523 times in 313 Documents Cited by ▼ Year ▼ Representations of the first hitting time density of an Ornstein-Uhlenbeck process. Zbl 1083.60064 Alili, L.; Patie, P.; Pedersen, J. L. 91 2005 Bernstein-gamma functions and exponential functionals of Lévy processes. Zbl 1396.30001 Patie, Pierre; Savov, Mladen 39 2018 Risk management for derivatives in illiquid markets: A simulation study. Zbl 1002.91031 Frey, Rüdiger; Patie, Pierre 28 2002 Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes. Zbl 1180.31010 Patie, Pierre 26 2009 Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration. Zbl 1171.60009 Patie, Pierre 24 2009 Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials. Zbl 1460.34073 Patie, Pierre; Savov, Mladen 23 2017 Law of the absorption time of some positive self-similar Markov processes. Zbl 1241.60020 Patie, Pierre 20 2012 Intertwining certain fractional derivatives. Zbl 1259.60040 Patie, Pierre; Simon, Thomas 19 2012 On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance. Zbl 1075.60040 Patie, Pierre 16 2005 A Wiener-Hopf type factorization for the exponential functional of Lévy processes. Zbl 1272.60027 Pardo, J. C.; Patie, P.; Savov, M. 15 2012 Extended factorizations of exponential functionals of Lévy processes. Zbl 1253.60063 Patie, Pierre; Savov, Mladen 14 2012 A refined factorization of the exponential law. Zbl 1253.60020 Patie, P. 12 2011 \(q\)-invariant functions for some generalizations of the Ornstein-Uhlenbeck semigroup. Zbl 1168.60011 Patie, P. 11 2008 Spectral decomposition of fractional operators and a reflected stable semigroup. Zbl 1368.47032 Patie, P.; Zhao, Y. 11 2017 On a gateway between continuous and discrete Bessel and Laguerre processes. (Sur une passerelle entre les versions discrètes et continues des processus de Bessel et de Laguerre.) Zbl 1465.60073 Miclo, Laurent; Patie, Pierre 11 2019 Boundary-crossing identities for diffusions having the time-inversion property. Zbl 1197.60080 Alili, L.; Patie, P. 10 2010 Skip-free Markov chains. Zbl 1481.60137 Choi, Michael C. H.; Patie, Pierre 10 2019 Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization. Zbl 1273.60057 Patie, Pierre; Savov, Mladen 10 2013 Optimal stopping problems for some Markov processes. Zbl 1246.60065 Cissé, Mamadou; Patie, Pierre; Tanré, Etienne 9 2012 First exit time probability for multidimensional diffusions: A PDE-based approach. Zbl 1154.91469 Patie, P.; Winter, C. 9 2008 Spectral expansions of non-self-adjoint generalized Laguerre semigroups. Zbl 1505.47042 Patie, Pierre; Savov, Mladen 9 2021 Strategic long-term financial risks: single risk factors. Zbl 1085.90024 Embrechts, Paul; Kaufmann, Roger; Patie, Pierre 8 2005 Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups. Zbl 1451.60088 Patie, Pierre; Savov, Mladen; Zhao, Yixuan 8 2019 A Ciesielski-Taylor type identity for positive self-similar Markov processes. Zbl 1231.60031 Kyprianou, A. E.; Patie, P. 7 2011 A few remarks on the supremum of stable processes. Zbl 1162.60325 Patie, P. 7 2009 On the first crossing times of a Brownian motion and a family of continuous curves. Zbl 1058.60061 Alili, Larbi; Patie, Pierre 7 2005 Smoothness of continuous state branching with immigration semigroups. Zbl 1493.47053 Chazal, M.; Loeffen, R.; Patie, P. 7 2018 Law of the exponential functional of one-sided Lévy processes and Asian options. Zbl 1162.60015 Patie, Pierre 6 2009 On interweaving relations. Zbl 1509.47069 Miclo, Laurent; Patie, Pierre 6 2021 Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution. Zbl 1488.60090 Loeffen, R.; Patie, P.; Savov, M. 6 2019 A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators. Zbl 1447.58032 Patie, Pierre; Vaidyanathan, Aditya 5 2020 Two-sided exit problem for a spectrally negative \(\alpha \)-stable Ornstein-Uhlenbeck process and the Wright’s generalized hypergeometric functions. Zbl 1128.60031 Patie, Pierre 4 2007 Boundary crossing identities for Brownian motion and some nonlinear ODE’s. Zbl 1329.60287 Alili, L.; Patie, P. 4 2014 Option pricing in a one-dimensional affine term structure model via spectral representations. Zbl 1411.91616 Chazal, M.; Loeffen, R.; Patie, P. 4 2018 The log-Lévy moment problem via Berg-Urbanik semigroups. Zbl 1454.44005 Patie, Pierre; Vaidyanathan, Aditya 4 2020 Self-similar Cauchy problems and generalized Mittag-Leffler functions. Zbl 1498.26015 Patie, Pierre; Srapionyan, Anna 4 2021 On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity. (Sur les semi-groupes de Jacobi ergodiques et non locaux: théorie spectrale, convergence vers l’équilibre et contractivité.) Zbl 1462.37005 Cheridito, Patrick; Patie, Pierre; Srapionyan, Anna; Vaidyanathan, Aditya 4 2021 A sufficient condition for continuous-time finite skip-free Markov chains to have real eigenvalues. Zbl 1357.60080 Choi, Michael C. H.; Patie, Pierre 2 2016 Asian options under one-sided Lévy models. Zbl 1266.91109 Patie, P. 2 2013 Purely excessive functions and hitting times of continuous-time branching processes. Zbl 1427.60174 Avram, F.; Patie, P.; Wang, J. 2 2019 Analysis of non-reversible Markov chains via similarity orbits. Zbl 1469.60221 Choi, Michael C. H.; Patie, Pierre 2 2020 Turán inequalities and complete monotonicity for a class of entire functions. Zbl 1499.26070 Bartholmé, C.; Patie, P. 2 2021 Weak similarity orbit of (log)-self-similar Markov semigroups on the Euclidean space. Zbl 1523.60040 Patie, Pierre; Sarkar, Rohan 1 2023 Discrete self-similar and ergodic Markov chains. Zbl 1521.60042 Miclo, Laurent; Patie, Pierre; Sarkar, Rohan 1 2022 On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes. Zbl 1498.60311 Miclo, Laurent; Patie, Pierre 1 2022 First passage times over stochastic boundaries for subdiffusive processes. Zbl 1490.60286 Constantinescu, C.; Loeffen, R.; Patie, P. 1 2022 Risk-neutral pricing techniques and examples. Zbl 1521.91360 Jarrow, Robert A.; Patie, Pierre; Srapionyan, Anna; Zhao, Yixuan 1 2021 Weak similarity orbit of (log)-self-similar Markov semigroups on the Euclidean space. Zbl 1523.60040 Patie, Pierre; Sarkar, Rohan 1 2023 Discrete self-similar and ergodic Markov chains. Zbl 1521.60042 Miclo, Laurent; Patie, Pierre; Sarkar, Rohan 1 2022 On intertwining relations between Ehrenfest, Yule and Ornstein-Uhlenbeck processes. Zbl 1498.60311 Miclo, Laurent; Patie, Pierre 1 2022 First passage times over stochastic boundaries for subdiffusive processes. Zbl 1490.60286 Constantinescu, C.; Loeffen, R.; Patie, P. 1 2022 Spectral expansions of non-self-adjoint generalized Laguerre semigroups. Zbl 1505.47042 Patie, Pierre; Savov, Mladen 9 2021 On interweaving relations. Zbl 1509.47069 Miclo, Laurent; Patie, Pierre 6 2021 Self-similar Cauchy problems and generalized Mittag-Leffler functions. Zbl 1498.26015 Patie, Pierre; Srapionyan, Anna 4 2021 On non-local ergodic Jacobi semigroups: spectral theory, convergence-to-equilibrium and contractivity. (Sur les semi-groupes de Jacobi ergodiques et non locaux: théorie spectrale, convergence vers l’équilibre et contractivité.) Zbl 1462.37005 Cheridito, Patrick; Patie, Pierre; Srapionyan, Anna; Vaidyanathan, Aditya 4 2021 Turán inequalities and complete monotonicity for a class of entire functions. Zbl 1499.26070 Bartholmé, C.; Patie, P. 2 2021 Risk-neutral pricing techniques and examples. Zbl 1521.91360 Jarrow, Robert A.; Patie, Pierre; Srapionyan, Anna; Zhao, Yixuan 1 2021 A spectral theoretical approach for hypocoercivity applied to some degenerate hypoelliptic, and non-local operators. Zbl 1447.58032 Patie, Pierre; Vaidyanathan, Aditya 5 2020 The log-Lévy moment problem via Berg-Urbanik semigroups. Zbl 1454.44005 Patie, Pierre; Vaidyanathan, Aditya 4 2020 Analysis of non-reversible Markov chains via similarity orbits. Zbl 1469.60221 Choi, Michael C. H.; Patie, Pierre 2 2020 On a gateway between continuous and discrete Bessel and Laguerre processes. (Sur une passerelle entre les versions discrètes et continues des processus de Bessel et de Laguerre.) Zbl 1465.60073 Miclo, Laurent; Patie, Pierre 11 2019 Skip-free Markov chains. Zbl 1481.60137 Choi, Michael C. H.; Patie, Pierre 10 2019 Intertwining, excursion theory and Krein theory of strings for non-self-adjoint Markov semigroups. Zbl 1451.60088 Patie, Pierre; Savov, Mladen; Zhao, Yixuan 8 2019 Extinction time of non-Markovian self-similar processes, persistence, annihilation of jumps and the Fréchet distribution. Zbl 1488.60090 Loeffen, R.; Patie, P.; Savov, M. 6 2019 Purely excessive functions and hitting times of continuous-time branching processes. Zbl 1427.60174 Avram, F.; Patie, P.; Wang, J. 2 2019 Bernstein-gamma functions and exponential functionals of Lévy processes. Zbl 1396.30001 Patie, Pierre; Savov, Mladen 39 2018 Smoothness of continuous state branching with immigration semigroups. Zbl 1493.47053 Chazal, M.; Loeffen, R.; Patie, P. 7 2018 Option pricing in a one-dimensional affine term structure model via spectral representations. Zbl 1411.91616 Chazal, M.; Loeffen, R.; Patie, P. 4 2018 Cauchy problem of the non-self-adjoint Gauss-Laguerre semigroups and uniform bounds for generalized Laguerre polynomials. Zbl 1460.34073 Patie, Pierre; Savov, Mladen 23 2017 Spectral decomposition of fractional operators and a reflected stable semigroup. Zbl 1368.47032 Patie, P.; Zhao, Y. 11 2017 A sufficient condition for continuous-time finite skip-free Markov chains to have real eigenvalues. Zbl 1357.60080 Choi, Michael C. H.; Patie, Pierre 2 2016 Boundary crossing identities for Brownian motion and some nonlinear ODE’s. Zbl 1329.60287 Alili, L.; Patie, P. 4 2014 Exponential functional of Lévy processes: generalized Weierstrass products and Wiener-Hopf factorization. Zbl 1273.60057 Patie, Pierre; Savov, Mladen 10 2013 Asian options under one-sided Lévy models. Zbl 1266.91109 Patie, P. 2 2013 Law of the absorption time of some positive self-similar Markov processes. Zbl 1241.60020 Patie, Pierre 20 2012 Intertwining certain fractional derivatives. Zbl 1259.60040 Patie, Pierre; Simon, Thomas 19 2012 A Wiener-Hopf type factorization for the exponential functional of Lévy processes. Zbl 1272.60027 Pardo, J. C.; Patie, P.; Savov, M. 15 2012 Extended factorizations of exponential functionals of Lévy processes. Zbl 1253.60063 Patie, Pierre; Savov, Mladen 14 2012 Optimal stopping problems for some Markov processes. Zbl 1246.60065 Cissé, Mamadou; Patie, Pierre; Tanré, Etienne 9 2012 A refined factorization of the exponential law. Zbl 1253.60020 Patie, P. 12 2011 A Ciesielski-Taylor type identity for positive self-similar Markov processes. Zbl 1231.60031 Kyprianou, A. E.; Patie, P. 7 2011 Boundary-crossing identities for diffusions having the time-inversion property. Zbl 1197.60080 Alili, L.; Patie, P. 10 2010 Infinite divisibility of solutions to some self-similar integro-differential equations and exponential functionals of Lévy processes. Zbl 1180.31010 Patie, Pierre 26 2009 Exponential functional of a new family of Lévy processes and self-similar continuous state branching processes with immigration. Zbl 1171.60009 Patie, Pierre 24 2009 A few remarks on the supremum of stable processes. Zbl 1162.60325 Patie, P. 7 2009 Law of the exponential functional of one-sided Lévy processes and Asian options. Zbl 1162.60015 Patie, Pierre 6 2009 \(q\)-invariant functions for some generalizations of the Ornstein-Uhlenbeck semigroup. Zbl 1168.60011 Patie, P. 11 2008 First exit time probability for multidimensional diffusions: A PDE-based approach. Zbl 1154.91469 Patie, P.; Winter, C. 9 2008 Two-sided exit problem for a spectrally negative \(\alpha \)-stable Ornstein-Uhlenbeck process and the Wright’s generalized hypergeometric functions. Zbl 1128.60031 Patie, Pierre 4 2007 Representations of the first hitting time density of an Ornstein-Uhlenbeck process. Zbl 1083.60064 Alili, L.; Patie, P.; Pedersen, J. L. 91 2005 On a martingale associated to generalized Ornstein-Uhlenbeck processes and an application to finance. Zbl 1075.60040 Patie, Pierre 16 2005 Strategic long-term financial risks: single risk factors. Zbl 1085.90024 Embrechts, Paul; Kaufmann, Roger; Patie, Pierre 8 2005 On the first crossing times of a Brownian motion and a family of continuous curves. Zbl 1058.60061 Alili, Larbi; Patie, Pierre 7 2005 Risk management for derivatives in illiquid markets: A simulation study. Zbl 1002.91031 Frey, Rüdiger; Patie, Pierre 28 2002 all cited Publications top 5 cited Publications all top 5 Cited by 414 Authors 40 Patie, Pierre 9 Simon, Thomas 8 Kuznetsov, Alexey 8 Kyprianou, Andreas E. 8 Vidmar, Matija 7 Pardo, Juan Carlos 7 Savov, Mladen Svetoslavov 6 Alili, Larbi 6 Foucart, Clément 6 Miclo, Laurent 6 Rivero, Víctor Manuel 6 Sacerdote, Laura 6 Ševčovič, Daniel 6 Wang, Yongjin 5 Friesen, Martin 5 Jin, Peng 5 Zhou, Xiaowen 4 Bäumer, Boris 4 Kovács, Mihály 4 Loeffen, Ronnie L. 4 Meerschaert, Mark Marvin 4 Rüdiger, Barbara 4 Salminen, Paavo H. 4 Sankaranarayanan, Harish 4 Srapionyan, Anna 4 Vaidyanathan, Aditya 4 Vostrikova, Lioudmila 4 Yang, Xuewei 4 Zhao, Yixuan 3 Avram, Florin 3 Behme, Anita Diana 3 Bo, Lijun 3 Chazal, Marie 3 Choi, Michael C. H. 3 Company, Rafael 3 Coutin, Laure 3 Ditlevsen, Susanne 3 D’Onofrio, Giuseppe 3 Döring, Leif 3 Dorobantu, Diana 3 Hamster, C. H. S. 3 Hupkes, Hermen Jan 3 Jakubowski, Tomasz 3 Jódar Sanchez, Lucas Antonio 3 Leung, Tim 3 Pirozzi, Enrica 3 Toaldo, Bruno 3 Wang, Wansheng 3 Watson, Alexander R. 3 Yor, Marc 3 Zucca, Cristina 2 Bartholmé, Carine 2 Bertoin, Jean 2 Blanchet-Scalliet, Christophette 2 Borovkov, Konstantin A. 2 Çetin, Umut 2 Chaumont, Loïc 2 Chen, Yingzi 2 Comtet, Alain 2 do Rosário Grossinho, Maria 2 Dyshaev, Mikhaĭl Mikhaĭlovich 2 Egami, Masahiko 2 Ehrhardt, Matthias 2 Fëdorov, Vladimir Evgen’evich 2 Gay, Laura 2 Ged, François Gaston 2 Giraudo, Maria Teresa 2 Godec, Aljaž 2 Graczyk, Piotr 2 Hartich, David 2 He, Jingmin 2 Herrmann, Samuel 2 Kearney, Michael J. 2 Kwaśnicki, Mateusz 2 Lai, Choi-Hong 2 Li, Peisen 2 Li, Xin 2 Lindner, Alexander M. 2 Linetsky, Vadim 2 Lipton, Alexander 2 Ma, Chunhua 2 Magnasco, Marcelo O. 2 Martin, Richard J. 2 Novikov, Aleksandr Aleksandrovich 2 Pintos, José Ramón 2 Pontier, Monique 2 Reker, Jana 2 Renaud, Jean-François 2 Rouault, Alain 2 Sarkar, Rohan 2 Sirovich, Roberta 2 Song, Shiyu 2 Taillefumier, Thibaud 2 Tamborrino, Massimiliano 2 Tourigny, Yves 2 Uribe Bravo, Gerónimo 2 Wang, Zheng 2 Xing, Xiaoyu 2 Xu, Wei 2 Yamazaki, Kazutoshi ...and 314 more Authors all top 5 Cited in 120 Serials 25 Stochastic Processes and their Applications 17 Journal of Applied Probability 11 Electronic Journal of Probability 8 Advances in Applied Probability 8 Journal of Statistical Physics 8 The Annals of Applied Probability 7 The Annals of Probability 7 Statistics & Probability Letters 7 Bernoulli 7 ALEA. Latin American Journal of Probability and Mathematical Statistics 6 Journal of Computational and Applied Mathematics 6 Journal of Theoretical Probability 6 Quantitative Finance 6 Stochastics 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Stochastic Models 5 Journal of Physics A: Mathematical and Theoretical 4 Computers & Mathematics with Applications 4 Transactions of the American Mathematical Society 4 Stochastic Analysis and Applications 4 International Journal of Theoretical and Applied Finance 3 Theory of Probability and its Applications 3 Mathematische Nachrichten 3 Physica D 3 Journal of Economic Dynamics & Control 3 Electronic Communications in Probability 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Methodology and Computing in Applied Probability 3 SIAM Journal on Applied Dynamical Systems 3 Mathematical Biosciences and Engineering 2 Journal of Computational Physics 2 Journal of Mathematical Analysis and Applications 2 Physica A 2 Journal of Differential Equations 2 Proceedings of the American Mathematical Society 2 Insurance Mathematics & Economics 2 Acta Applicandae Mathematicae 2 Mathematical and Computer Modelling 2 Neural Computation 2 Communications in Statistics. Theory and Methods 2 Potential Analysis 2 Theory of Probability and Mathematical Statistics 2 Finance and Stochastics 2 Comptes Rendus. Mathématique. Académie des Sciences, Paris 2 Asia-Pacific Financial Markets 2 Probability Surveys 2 International Journal of Stochastic Analysis 2 Annales Henri Lebesgue 1 Analysis Mathematica 1 Biological Cybernetics 1 Communications in Mathematical Physics 1 Computer Physics Communications 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Periodica Mathematica Hungarica 1 Physics Reports 1 Studia Mathematica 1 Applied Mathematics and Computation 1 Applied Mathematics and Optimization 1 Automatica 1 BIT 1 Journal of Functional Analysis 1 Journal of Mathematical Psychology 1 Journal of Statistical Planning and Inference 1 Mathematics and Computers in Simulation 1 Memoirs of the American Mathematical Society 1 Proceedings of the London Mathematical Society. Third Series 1 Ricerche di Matematica 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Applied Numerical Mathematics 1 Optimization 1 Probability Theory and Related Fields 1 Sequential Analysis 1 Applied Mathematics Letters 1 Queueing Systems 1 Forum Mathematicum 1 European Journal of Applied Mathematics 1 Annals of Operations Research 1 Computational Statistics 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 SIAM Journal on Applied Mathematics 1 Expositiones Mathematicae 1 Indagationes Mathematicae. New Series 1 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI 1 Combinatorics, Probability and Computing 1 Bulletin des Sciences Mathématiques 1 Journal of Computational Neuroscience 1 Applied Mathematical Finance 1 Mathematical Finance 1 Mathematical Methods of Operations Research 1 Journal of Inequalities and Applications 1 Fractional Calculus & Applied Analysis 1 Extremes 1 Communications in Nonlinear Science and Numerical Simulation 1 Stochastic Environmental Research and Risk Assessment 1 Scandinavian Actuarial Journal 1 Nonlinear Analysis. Real World Applications 1 Applied Mathematics E-Notes ...and 20 more Serials all top 5 Cited in 31 Fields 248 Probability theory and stochastic processes (60-XX) 81 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 37 Partial differential equations (35-XX) 35 Numerical analysis (65-XX) 27 Statistics (62-XX) 18 Biology and other natural sciences (92-XX) 15 Dynamical systems and ergodic theory (37-XX) 15 Operator theory (47-XX) 14 Special functions (33-XX) 13 Statistical mechanics, structure of matter (82-XX) 9 Real functions (26-XX) 7 Integral transforms, operational calculus (44-XX) 7 Integral equations (45-XX) 7 Systems theory; control (93-XX) 6 Ordinary differential equations (34-XX) 4 Functions of a complex variable (30-XX) 4 Harmonic analysis on Euclidean spaces (42-XX) 4 Global analysis, analysis on manifolds (58-XX) 4 Operations research, mathematical programming (90-XX) 3 Approximations and expansions (41-XX) 3 Functional analysis (46-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Fluid mechanics (76-XX) 1 Combinatorics (05-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Group theory and generalizations (20-XX) 1 Topological groups, Lie groups (22-XX) 1 Potential theory (31-XX) 1 Sequences, series, summability (40-XX) 1 Quantum theory (81-XX) Citations by Year