Edit Profile (opens in new tab) Possamaï, Dylan Co-Author Distance Author ID: possamai.dylan Published as: Possamaï, Dylan; Possamai, Dylan External Links: ORCID Documents Indexed: 57 Publications since 2012, including 10 Additional arXiv Preprints Co-Authors: 43 Co-Authors with 56 Joint Publications 875 Co-Co-Authors all top 5 Co-Authors 1 single-authored 11 Zhou, Chao 8 Mastrolia, Thibaut 8 Touzi, Nizar 6 Tan, Xiaolu 5 Elie, Romuald 5 Matoussi, Anis 4 Kazi-Tani, Nabil 4 Réveillac, Anthony 3 Baldacci, Bastien 3 Hernández-Santibáñez, Nicolás 3 Hernández, Camilo 3 Papapantoleon, Antonis 3 Saplaouras, Alexandros 2 Bouchard, Bruno 2 Cvitanić, Jakša 2 Djete, Mao Fabrice 2 Hubert, Emma 2 Royer, Guillaume 2 Soner, Halil Mete 2 Tangpi, Ludovic 1 Aïd, René 1 Alasseur, Clemence 1 Bergault, Philippe 1 Ekeland, Ivar 1 Guo, Gaoyue 1 Herdegen, Martin 1 Howison, Samuel Dexter 1 Imkeller, Peter 1 Jeanblanc, Monique 1 Jofré, Alejandro 1 Kršek, Daniel 1 Moreau, Ludovic 1 Muhle-Karbe, Johannes 1 Pagès, Henri F. 1 Piozin, Lambert 1 Reisinger, Christoph 1 Rodrigues, Marco A. M. 1 Rosenbaum, Mathieu 1 Rossato, Chiara 1 Sabbagh, Wissal 1 Talbi, Mehdi 1 Warin, Xavier 1 Zhang, Jianfeng all top 5 Serials 6 The Annals of Applied Probability 6 Electronic Journal of Probability 4 SIAM Journal on Control and Optimization 3 The Annals of Probability 3 Mathematics of Operations Research 3 Stochastic Processes and their Applications 3 Finance and Stochastics 2 Journal of Optimization Theory and Applications 2 Asymptotic Analysis 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Mathematical Finance 2 SIAM Journal on Financial Mathematics 1 Journal of Mathematical Biology 1 Transactions of the American Mathematical Society 1 Statistics & Probability Letters 1 Probability Theory and Related Fields 1 Communications in Partial Differential Equations 1 Electronic Communications in Probability 1 International Journal of Theoretical and Applied Finance 1 Stochastics and Dynamics 1 Mathematics and Financial Economics all top 5 Fields 36 Probability theory and stochastic processes (60-XX) 25 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 11 Systems theory; control (93-XX) 6 Partial differential equations (35-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Numerical analysis (65-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 45 Publications have been cited 503 times in 307 Documents Cited by ▼ Year ▼ Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Zbl 1335.91067 Matoussi, Anis; Possamaï, Dylan; Zhou, Chao 41 2015 Dynamic programming approach to principal-agent problems. Zbl 1391.91116 Cvitanić, Jakša; Possamaï, Dylan; Touzi, Nizar 40 2018 Stochastic control for a class of nonlinear kernels and applications. Zbl 1393.60064 Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao 35 2018 A tale of a principal and many, many agents. Zbl 1443.91198 Elie, Romuald; Mastrolia, Thibaut; Possamaï, Dylan 26 2019 Homogenization and asymptotics for small transaction costs: the multidimensional case. Zbl 1366.91144 Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar 24 2015 A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations. Zbl 1434.60134 Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao 22 2018 Existence and uniqueness results for BSDE with jumps: the whole nine yards. Zbl 1406.60064 Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros 18 2018 On the robust superhedging of measurable claims. Zbl 1297.93188 Possamaï, Dylan; Royer, Guillaume; Touzi, Nizar 17 2013 McKean-Vlasov optimal control: the dynamic programming principle. Zbl 1491.49018 Djete, Mao Fabrice; Possamaï, Dylan; Tan, Xiaolu 17 2022 Contracting theory with competitive interacting agents. Zbl 1411.91354 Elie, Romuald; Possamaï, Dylan 16 2019 Second order reflected backward stochastic differential equations. Zbl 1303.60049 Matoussi, Anis; Possamai, Dylan; Zhou, Chao 16 2013 Utility maximization with random horizon: a BSDE approach. Zbl 1337.91155 Jeanblanc, Monique; Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 15 2015 Quadratic BSDEs with jumps: a fixed-point approach. Zbl 1321.60129 Possamai, Dylan; Kazi-Tani, Nabil; Zhou, Chao 13 2015 Second-order BSDEs with general reflection and game options under uncertainty. Zbl 1330.60074 Matoussi, Anis; Piozin, Lambert; Possamaï, Dylan 12 2014 Second-order BSDEs with jumps: formulation and uniqueness. Zbl 1325.60091 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 12 2015 Second order backward stochastic differential equations with quadratic growth. Zbl 1292.60059 Possamaï, Dylan; Zhou, Chao 12 2013 A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems. Zbl 1343.60050 Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu 10 2016 Moral hazard under ambiguity. Zbl 1418.91278 Mastrolia, Thibaut; Possamaï, Dylan 10 2018 A mathematical treatment of bank monitoring incentives. Zbl 1307.60098 Pagès, Henri; Possamaï, Dylan 9 2014 Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs. Zbl 1321.60125 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 9 2015 Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. Zbl 1525.60073 Hernández, Camilo; Possamaï, Dylan 9 2023 On the Malliavin differentiability of BSDEs. Zbl 1361.60046 Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 8 2017 Quadratic BSDEs with jumps: related nonlinear expectations. Zbl 1339.60070 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 8 2016 Stability results for martingale representations: the general case. Zbl 1447.60059 Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros 8 2019 Zero-sum path-dependent stochastic differential games in weak formulation. Zbl 1462.35410 Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng 8 2020 McKean-Vlasov optimal control: limit theory and equivalence between different formulations. Zbl 1505.93284 Djete, Mao Fabrice; Possamaï, Dylan; Tan, Xiaolu 8 2022 Second-order backward stochastic differential equations under a monotonicity condition. Zbl 1282.60059 Possamaï, Dylan 8 2013 Mean-field moral hazard for optimal energy demand response management. Zbl 1522.91170 Élie, Romuald; Hubert, Emma; Mastrolia, Thibaut; Possamaï, Dylan 8 2021 A unified approach to well-posedness of type-I backward stochastic Volterra integral equations. Zbl 1470.45021 Hernández, Camilo; Possamaï, Dylan 7 2021 Density analysis of BSDEs. Zbl 1462.60079 Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 6 2016 Optimal make-take fees in a multi market-maker environment. Zbl 1465.91105 Baldacci, Bastien; Possamaï, Dylan; Rosenbaum, Mathieu 6 2021 Optimal electricity demand response contracting with responsiveness incentives. Zbl 1498.91235 Aïd, René; Possamaï, Dylan; Touzi, Nizar 6 2022 Weak approximation of second-order BSDEs. Zbl 1325.60117 Possamaï, Dylan; Tan, Xiaolu 5 2015 An adverse selection approach to power pricing. Zbl 1443.91193 Alasseur, Clémence; Ekeland, Ivar; ÉLie, Romuald; Hernández Santibáñez, Nicolás; Possamaï, Dylan 5 2020 Probabilistic interpretation for solutions of fully nonlinear stochastic pdes. Zbl 1447.60116 Matoussi, Anis; Possamaï, Dylan; Sabbagh, Wissal 4 2019 Equilibrium asset pricing with transaction costs. Zbl 1461.91327 Herdegen, Martin; Muhle-Karbe, Johannes; Possamaï, Dylan 4 2021 On a class of path-dependent singular stochastic control problems. Zbl 1401.60111 Elie, Romuald; Moreau, Ludovic; Possamaï, Dylan 3 2018 Incentives, lockdown, and testing: from Thucydides’ analysis to the COVID-19 pandemic. Zbl 1487.92043 Hubert, Emma; Mastrolia, Thibaut; Possamaï, Dylan; Warin, Xavier 3 2022 Large liquidity expansion of super-hedging costs. Zbl 1263.91017 Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar 3 2012 Bank monitoring incentives under moral hazard and adverse selection. Zbl 1433.60070 Hernández Santibáñez, Nicolás; Possamaï, Dylan; Zhou, Chao 3 2020 General indifference pricing with small transaction costs. Zbl 1366.35195 Possamaï, Dylan; Royer, Guillaume 2 2017 A note on the Malliavin-Sobolev spaces. Zbl 1329.60170 Imkeller, Peter; Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 2 2016 Corrigendum to: “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty”. Zbl 1489.60103 Matoussi, Anis; Possamaï, Dylan; Zhou, Chao 2 2021 Governmental incentives for Green bonds investment. Zbl 1497.91270 Baldacci, Bastien; Possamaï, Dylan 2 2022 Pollution regulation for electricity generators in a transmission network. Zbl 1514.91101 Hernández-Santibáñez, Nicolás; Jofré, Alejandro; Possamaï, Dylan 1 2023 Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents. Zbl 1525.60073 Hernández, Camilo; Possamaï, Dylan 9 2023 Pollution regulation for electricity generators in a transmission network. Zbl 1514.91101 Hernández-Santibáñez, Nicolás; Jofré, Alejandro; Possamaï, Dylan 1 2023 McKean-Vlasov optimal control: the dynamic programming principle. Zbl 1491.49018 Djete, Mao Fabrice; Possamaï, Dylan; Tan, Xiaolu 17 2022 McKean-Vlasov optimal control: limit theory and equivalence between different formulations. Zbl 1505.93284 Djete, Mao Fabrice; Possamaï, Dylan; Tan, Xiaolu 8 2022 Optimal electricity demand response contracting with responsiveness incentives. Zbl 1498.91235 Aïd, René; Possamaï, Dylan; Touzi, Nizar 6 2022 Incentives, lockdown, and testing: from Thucydides’ analysis to the COVID-19 pandemic. Zbl 1487.92043 Hubert, Emma; Mastrolia, Thibaut; Possamaï, Dylan; Warin, Xavier 3 2022 Governmental incentives for Green bonds investment. Zbl 1497.91270 Baldacci, Bastien; Possamaï, Dylan 2 2022 Mean-field moral hazard for optimal energy demand response management. Zbl 1522.91170 Élie, Romuald; Hubert, Emma; Mastrolia, Thibaut; Possamaï, Dylan 8 2021 A unified approach to well-posedness of type-I backward stochastic Volterra integral equations. Zbl 1470.45021 Hernández, Camilo; Possamaï, Dylan 7 2021 Optimal make-take fees in a multi market-maker environment. Zbl 1465.91105 Baldacci, Bastien; Possamaï, Dylan; Rosenbaum, Mathieu 6 2021 Equilibrium asset pricing with transaction costs. Zbl 1461.91327 Herdegen, Martin; Muhle-Karbe, Johannes; Possamaï, Dylan 4 2021 Corrigendum to: “Second-order reflected backward stochastic differential equations” and “Second-order BSDEs with general reflection and game options under uncertainty”. Zbl 1489.60103 Matoussi, Anis; Possamaï, Dylan; Zhou, Chao 2 2021 Zero-sum path-dependent stochastic differential games in weak formulation. Zbl 1462.35410 Possamaï, Dylan; Touzi, Nizar; Zhang, Jianfeng 8 2020 An adverse selection approach to power pricing. Zbl 1443.91193 Alasseur, Clémence; Ekeland, Ivar; ÉLie, Romuald; Hernández Santibáñez, Nicolás; Possamaï, Dylan 5 2020 Bank monitoring incentives under moral hazard and adverse selection. Zbl 1433.60070 Hernández Santibáñez, Nicolás; Possamaï, Dylan; Zhou, Chao 3 2020 A tale of a principal and many, many agents. Zbl 1443.91198 Elie, Romuald; Mastrolia, Thibaut; Possamaï, Dylan 26 2019 Contracting theory with competitive interacting agents. Zbl 1411.91354 Elie, Romuald; Possamaï, Dylan 16 2019 Stability results for martingale representations: the general case. Zbl 1447.60059 Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros 8 2019 Probabilistic interpretation for solutions of fully nonlinear stochastic pdes. Zbl 1447.60116 Matoussi, Anis; Possamaï, Dylan; Sabbagh, Wissal 4 2019 Dynamic programming approach to principal-agent problems. Zbl 1391.91116 Cvitanić, Jakša; Possamaï, Dylan; Touzi, Nizar 40 2018 Stochastic control for a class of nonlinear kernels and applications. Zbl 1393.60064 Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao 35 2018 A unified approach to a priori estimates for supersolutions of BSDEs in general filtrations. Zbl 1434.60134 Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu; Zhou, Chao 22 2018 Existence and uniqueness results for BSDE with jumps: the whole nine yards. Zbl 1406.60064 Papapantoleon, Antonis; Possamaï, Dylan; Saplaouras, Alexandros 18 2018 Moral hazard under ambiguity. Zbl 1418.91278 Mastrolia, Thibaut; Possamaï, Dylan 10 2018 On a class of path-dependent singular stochastic control problems. Zbl 1401.60111 Elie, Romuald; Moreau, Ludovic; Possamaï, Dylan 3 2018 On the Malliavin differentiability of BSDEs. Zbl 1361.60046 Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 8 2017 General indifference pricing with small transaction costs. Zbl 1366.35195 Possamaï, Dylan; Royer, Guillaume 2 2017 A general Doob-Meyer-Mertens decomposition for \(g\)-supermartingale systems. Zbl 1343.60050 Bouchard, Bruno; Possamaï, Dylan; Tan, Xiaolu 10 2016 Quadratic BSDEs with jumps: related nonlinear expectations. Zbl 1339.60070 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 8 2016 Density analysis of BSDEs. Zbl 1462.60079 Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 6 2016 A note on the Malliavin-Sobolev spaces. Zbl 1329.60170 Imkeller, Peter; Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 2 2016 Robust utility maximization in nondominated models with 2BSDE: the uncertain volatility model. Zbl 1335.91067 Matoussi, Anis; Possamaï, Dylan; Zhou, Chao 41 2015 Homogenization and asymptotics for small transaction costs: the multidimensional case. Zbl 1366.91144 Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar 24 2015 Utility maximization with random horizon: a BSDE approach. Zbl 1337.91155 Jeanblanc, Monique; Mastrolia, Thibaut; Possamaï, Dylan; Réveillac, Anthony 15 2015 Quadratic BSDEs with jumps: a fixed-point approach. Zbl 1321.60129 Possamai, Dylan; Kazi-Tani, Nabil; Zhou, Chao 13 2015 Second-order BSDEs with jumps: formulation and uniqueness. Zbl 1325.60091 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 12 2015 Second order BSDEs with jumps: existence and probabilistic representation for fully-nonlinear PIDEs. Zbl 1321.60125 Kazi-Tani, Nabil; Possamaï, Dylan; Zhou, Chao 9 2015 Weak approximation of second-order BSDEs. Zbl 1325.60117 Possamaï, Dylan; Tan, Xiaolu 5 2015 Second-order BSDEs with general reflection and game options under uncertainty. Zbl 1330.60074 Matoussi, Anis; Piozin, Lambert; Possamaï, Dylan 12 2014 A mathematical treatment of bank monitoring incentives. Zbl 1307.60098 Pagès, Henri; Possamaï, Dylan 9 2014 On the robust superhedging of measurable claims. Zbl 1297.93188 Possamaï, Dylan; Royer, Guillaume; Touzi, Nizar 17 2013 Second order reflected backward stochastic differential equations. Zbl 1303.60049 Matoussi, Anis; Possamai, Dylan; Zhou, Chao 16 2013 Second order backward stochastic differential equations with quadratic growth. Zbl 1292.60059 Possamaï, Dylan; Zhou, Chao 12 2013 Second-order backward stochastic differential equations under a monotonicity condition. Zbl 1282.60059 Possamaï, Dylan 8 2013 Large liquidity expansion of super-hedging costs. Zbl 1263.91017 Possamaï, Dylan; Soner, H. Mete; Touzi, Nizar 3 2012 all cited Publications top 5 cited Publications all top 5 Cited by 401 Authors 34 Possamaï, Dylan 16 Zhou, Chao 12 Touzi, Nizar 11 Muhle-Karbe, Johannes 11 Tan, Xiaolu 9 Mastrolia, Thibaut 8 Bartl, Daniel 8 Kupper, Michael 8 Neufeld, Ariel David 7 Hu, Mingshang 7 Nutz, Marcel 7 Pham, Huyên 7 Ren, Zhenjie 6 Bouchard, Bruno 6 Elie, Romuald 6 Wang, Falei 5 Bayraktar, Erhan 5 Carmona, René A. 5 Djete, Mao Fabrice 5 Ekren, Ibrahim 5 Hernández-Santibáñez, Nicolás 5 Kim, Mun Chŏl 5 Lin, Yiqing 5 Popier, Alexandre 5 Yang, Junjian 4 Baldacci, Bastien 4 Cardaliaguet, Pierre 4 Fu, Guanxing 4 Kazi-Tani, Nabil 4 Kharroubi, Idris 4 Laurière, Mathieu 4 Matoussi, Anis 4 O, Hun 4 Ouknine, Youssef 4 Soner, Halil Mete 4 Sun, Yabing 4 Tangpi, Ludovic 4 Yong, Jiongmin 4 Zhang, Jianfeng 4 Zhao, Weidong 3 Bandini, Elena 3 Beiglböck, Mathias 3 Biagini, Francesca 3 Confortola, Fulvia 3 Cosso, Andrea 3 Dayanıklı, Gökçe 3 Fujii, Masaaki 3 Grigorova, Miryana 3 Hernández, Camilo 3 Horst, Ulrich 3 Hubert, Emma 3 Imkeller, Peter 3 Ji, Shaolin 3 Kim, Kon-Gun 3 Li, Hanwu 3 Luo, Peng 3 Nadtochiy, Sergey 3 Nendel, Max 3 Nie, Tianyang 3 Papapantoleon, Antonis 3 Quenez, Marie-Claire 3 Rosenbaum, Mathieu 3 Safdari, Mohammad 3 Saplaouras, Alexandros 3 Šikić, Mario 3 Wang, Hanxiao 3 Xiong, Dewen 3 Yao, Song 3 Zhang, Yuchong 2 Alasseur, Clemence 2 Altarovici, Albert 2 Aurell, Alexander 2 Bank, Peter 2 Becherer, Dirk 2 Bergault, Philippe 2 Bichuch, Maxim 2 Chen, Xinfu 2 Choukroun, Sébastien 2 Cvitanić, Jakša 2 Dai, Min 2 Delong, Łukasz 2 Di Tella, Paolo 2 dos Reis, Gonçalo 2 Firoozi, Dena 2 Gao, Guichen 2 Guasoni, Paolo 2 Han, Xinxin 2 Henry-Labordère, Pierre 2 Herdegen, Martin 2 Herrmann, Sebastian 2 Hu, Ying 2 Jaimungal, Sebastian 2 Kentia, Klebert 2 Khelfallah, Nabil 2 Kruse, Thomas 2 Lacker, Daniel 2 Langrené, Nicolas 2 Li, Bin 2 Li, Chao 2 Lionnet, Arnaud ...and 301 more Authors all top 5 Cited in 80 Serials 30 Stochastic Processes and their Applications 26 Finance and Stochastics 25 The Annals of Applied Probability 23 SIAM Journal on Control and Optimization 19 Mathematical Finance 18 SIAM Journal on Financial Mathematics 13 Applied Mathematics and Optimization 9 Electronic Journal of Probability 8 Mathematics of Operations Research 8 Stochastics and Dynamics 7 Probability, Uncertainty and Quantitative Risk 6 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 6 Stochastics 4 Journal of Mathematical Analysis and Applications 4 Journal of Differential Equations 4 Mathematics and Financial Economics 3 Journal of Optimization Theory and Applications 3 Systems & Control Letters 3 European Journal of Operational Research 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 Potential Analysis 3 Bulletin des Sciences Mathématiques 3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 3 Mathematical Methods of Operations Research 3 Quantitative Finance 2 The Annals of Probability 2 Transactions of the American Mathematical Society 2 Statistics & Probability Letters 2 Probability Theory and Related Fields 2 MCSS. Mathematics of Control, Signals, and Systems 2 NoDEA. Nonlinear Differential Equations and Applications 2 Electronic Communications in Probability 2 Discrete Dynamics in Nature and Society 2 Journal of Industrial and Management Optimization 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 Dynamic Games and Applications 2 S\(\vec{\text{e}}\)MA Journal 1 Journal of Mathematical Biology 1 Journal of Mathematical Physics 1 Mathematical Methods in the Applied Sciences 1 Mathematics of Computation 1 Theory of Probability and its Applications 1 Applied Mathematics and Computation 1 Automatica 1 Journal of Economic Theory 1 Mathematics and Computers in Simulation 1 Proceedings of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Optimization 1 Revista Matemática Iberoamericana 1 Journal of Theoretical Probability 1 Asymptotic Analysis 1 Applications of Mathematics 1 Journal of Global Optimization 1 Numerical Algorithms 1 Journal of Nonlinear Science 1 Calculus of Variations and Partial Differential Equations 1 Economic Theory 1 Monte Carlo Methods and Applications 1 Journal of Combinatorial Optimization 1 International Journal of Theoretical and Applied Finance 1 Journal of the European Mathematical Society (JEMS) 1 Methodology and Computing in Applied Probability 1 Qualitative Theory of Dynamical Systems 1 Scandinavian Actuarial Journal 1 Decisions in Economics and Finance 1 Proceedings of the Steklov Institute of Mathematics 1 Frontiers of Mathematics in China 1 Discrete and Continuous Dynamical Systems. Series S 1 Advances in Applied Mathematics and Mechanics 1 Probability Surveys 1 Annals of Finance 1 Numerical Algebra, Control and Optimization 1 East Asian Journal on Applied Mathematics 1 Minimax Theory and its Applications 1 Computational and Mathematical Biophysics 1 Frontiers of Mathematical Finance 1 Graduate Journal of Mathematics all top 5 Cited in 21 Fields 198 Probability theory and stochastic processes (60-XX) 183 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 94 Systems theory; control (93-XX) 78 Calculus of variations and optimal control; optimization (49-XX) 43 Partial differential equations (35-XX) 17 Operations research, mathematical programming (90-XX) 15 Numerical analysis (65-XX) 12 Biology and other natural sciences (92-XX) 7 Operator theory (47-XX) 6 Computer science (68-XX) 5 Integral equations (45-XX) 3 Ordinary differential equations (34-XX) 3 Functional analysis (46-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Measure and integration (28-XX) 1 Difference and functional equations (39-XX) 1 Approximations and expansions (41-XX) 1 Statistics (62-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) Citations by Year