Edit Profile (opens in new tab) Rosenbaum, Mathieu Co-Author Distance Author ID: rosenbaum.mathieu Published as: Rosenbaum, Mathieu; Rosenbaum, M. External Links: MGP Documents Indexed: 57 Publications since 2007, including 1 Book and 3 Additional arXiv Preprints 1 Contribution as Editor Co-Authors: 44 Co-Authors with 52 Joint Publications 1,006 Co-Co-Authors all top 5 Co-Authors 6 single-authored 6 El Euch, Omar 5 Robert, Christian-Yann 5 Tankov, Peter 4 Fukasawa, Masaaki 4 Jaisson, Thibault 4 Mastrolia, Thibaut 4 Tsybakov, Alexandre B. 4 Yor, Marc 3 Baldacci, Bastien 3 Cai, Jiatu 3 Gatheral, Jim 3 Lehalle, Charles-Albert 2 Belloni, Alexandre 2 Delattre, Sylvain 2 Derchu, Joffrey 2 Hoffmann, Marc 2 Huang, Weibing 2 Jacod, Jean 2 Jusselin, Paul 2 Podolskij, Mark 2 Tomas, Mehdi 1 Bergault, Philippe 1 Doukhan, Paul 1 Durin, Bruno 1 Duvernet, Laurent 1 Elie, Romuald 1 Gershon, David 1 Guillot, Philippe 1 Hillairet, Caroline 1 Labadie, Mauricio 1 Lipton, Alexander 1 Madre, Hélène 1 Manziuk, Iuliia 1 Mounjid, Othmane 1 Neuman, Eyal 1 Pagès, Gilles 1 Pham, Huyên 1 Possamaï, Dylan 1 Radoičić, Radoš 1 Réveillac, Anthony 1 Szymanski, Grégoire 1 Touzi, Nizar 1 Wiener, Zvi 1 Yoshida, Nakahiro all top 5 Serials 6 SIAM Journal on Financial Mathematics 5 The Annals of Applied Probability 5 Stochastic Processes and their Applications 4 Mathematical Finance 4 Quantitative Finance 2 The Annals of Statistics 2 Operations Research 2 Electronic Communications in Probability 2 Bernoulli 2 Electronic Journal of Statistics 1 Advances in Applied Probability 1 Journal of the American Statistical Association 1 Journal of the Mathematical Society of Japan 1 Journal of Multivariate Analysis 1 Statistics & Probability Letters 1 Statistics 1 Electronic Journal of Probability 1 Finance and Stochastics 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of the Royal Statistical Society. Series B. Statistical Methodology 1 Stochastics 1 Annals of Finance 1 Stochastic Systems 1 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Frontiers of Mathematical Finance all top 5 Fields 35 Probability theory and stochastic processes (60-XX) 28 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 25 Statistics (62-XX) 5 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Approximations and expansions (41-XX) 1 Functional analysis (46-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 47 Publications have been cited 945 times in 557 Documents Cited by ▼ Year ▼ Volatility is rough. Zbl 1400.91590 Gatheral, Jim; Jaisson, Thibault; Rosenbaum, Mathieu 203 2018 The characteristic function of rough Heston models. Zbl 1411.91553 El Euch, Omar; Rosenbaum, Mathieu 96 2019 Limit theorems for nearly unstable Hawkes processes. Zbl 1319.60101 Jaisson, Thibault; Rosenbaum, Mathieu 61 2015 Perfect hedging in rough Heston models. Zbl 1418.91467 El Euch, Omar; Rosenbaum, Mathieu 53 2018 Quarticity and other functionals of volatility: efficient estimation. Zbl 1292.60033 Jacod, Jean; Rosenbaum, Mathieu 51 2013 The microstructural foundations of leverage effect and rough volatility. Zbl 1410.91491 El Euch, Omar; Fukasawa, Masaaki; Rosenbaum, Mathieu 48 2018 Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes. Zbl 1351.60046 Jaisson, Thibault; Rosenbaum, Mathieu 48 2016 Sparse recovery under matrix uncertainty. Zbl 1373.62357 Rosenbaum, Mathieu; Tsybakov, Alexandre B. 32 2010 Simulating and analyzing order book data: the queue-reactive model. Zbl 1373.62519 Huang, Weibing; Lehalle, Charles-Albert; Rosenbaum, Mathieu 31 2015 Short-term at-the-money asymptotics under stochastic volatility models. Zbl 1417.91495 El Euch, Omar; Fukasawa, Masaaki; Gatheral, Jim; Rosenbaum, Mathieu 23 2019 Volatility and covariation estimation when microstructure noise and trading times are endogenous. Zbl 1278.91166 Robert, Christian Yann; Rosenbaum, Mathieu 21 2012 Linear and conic programming estimators in high dimensional errors-in-variables models. Zbl 1411.62180 Belloni, Alexandre; Rosenbaum, Mathieu; Tsybakov, Alexandre B. 18 2017 Integrated volatility and round-off error. Zbl 1200.62132 Rosenbaum, Mathieu 18 2009 Estimation of the volatility persistence in a discretely observed diffusion model. Zbl 1142.62055 Rosenbaum, Mathieu 16 2008 Improved matrix uncertainty selector. Zbl 1327.62410 Rosenbaum, Mathieu; Tsybakov, Alexandre B. 16 2013 Asymptotic lower bounds for optimal tracking: a linear programming approach. Zbl 1373.93376 Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 15 2017 No-arbitrage implies power-law market impact and rough volatility. Zbl 1508.91536 Jusselin, Paul; Rosenbaum, Mathieu 15 2020 First order \(p\)-variations and Besov spaces. Zbl 1172.60008 Rosenbaum, Mathieu 12 2009 Asymptotically optimal discretization of hedging strategies with jumps. Zbl 1302.91178 Rosenbaum, Mathieu; Tankov, Peter 12 2014 Central limit theorems for realized volatility under hitting times of an irregular grid. Zbl 1255.60034 Fukasawa, Masaaki; Rosenbaum, Mathieu 12 2012 Estimation of the lead-lag parameter from non-synchronous data. Zbl 1456.62248 Hoffmann, M.; Rosenbaum, M.; Yoshida, N. 12 2013 Ergodicity and diffusivity of Markovian order book models: a general framework. Zbl 1407.91126 Huang, Weibing; Rosenbaum, Mathieu 11 2017 A new microstructure noise index. Zbl 1217.91212 Rosenbaum, Mathieu 10 2011 Asymptotic results for time-changed Lévy processes sampled at hitting times. Zbl 1230.60050 Rosenbaum, Mathieu; Tankov, Peter 10 2011 Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint. Zbl 1401.60064 Neuman, Eyal; Rosenbaum, Mathieu 10 2018 An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models. Zbl 1397.62246 Belloni, Alexandre; Rosenbaum, Mathieu; Tsybakov, Alexandre B. 9 2016 Estimation of volatility functionals: the case of a \(\sqrt{n}\) window. Zbl 1401.60078 Jacod, Jean; Rosenbaum, Mathieu 8 2015 On the limiting spectral distribution of the covariance matrices of time-lagged processes. Zbl 1202.15037 Robert, Christian Y.; Rosenbaum, Mathieu 7 2010 Asymptotic optimal tracking: feedback strategies. Zbl 1397.93080 Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 7 2017 Optimal make-take fees for market making regulation. Zbl 1522.91242 El Euch, Omar; Mastrolia, Thibaut; Rosenbaum, Mathieu; Touzi, Nizar 7 2021 Optimal make-take fees in a multi market-maker environment. Zbl 1465.91105 Baldacci, Bastien; Possamaï, Dylan; Rosenbaum, Mathieu 6 2021 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100 Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 On the microstructural hedging error. Zbl 1194.91183 Robert, Christian Y.; Rosenbaum, Mathieu 5 2010 From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056 Rosenbaum, Mathieu; Tomas, Mehdi 4 2021 The Zumbach effect under rough Heston. Zbl 1448.91295 El Euch, Omar; Gatheral, Jim; Radoičić, Radoš; Rosenbaum, Mathieu 4 2020 Testing the type of a semi-martingale: Itō against multifractal. Zbl 1329.62211 Duvernet, Laurent; Robert, Christian Y.; Rosenbaum, Mathieu 4 2010 Estimating the efficient price from the order flow: a Brownian Cox process approach. Zbl 1285.62122 Delattre, Sylvain; Robert, Christian Y.; Rosenbaum, Mathieu 4 2013 On the expectation of normalized Brownian functionals up to first hitting times. Zbl 1291.60164 Elie, Romuald; Rosenbaum, Mathieu; Yor, Marc 4 2014 Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. Zbl 1333.60181 Rosenbaum, Mathieu; Yor, Marc 3 2015 On the law of a triplet associated with the pseudo-Brownian bridge. Zbl 1390.60298 Rosenbaum, Mathieu; Yor, Marc 3 2014 Study of some problems of statistical estimation in finance. (Étude de quelques problèmes d’estimation statistique en finance.) Zbl 1185.91007 Rosenbaum, Mathieu 2 2007 Testing the local volatility assumption: a statistical approach. Zbl 1298.62181 Podolskij, Mark; Rosenbaum, Mathieu 2 2012 Optimal discretization of hedging strategies with directional views. Zbl 1348.60098 Cai, Jiatu; Fukasawa, Masaaki; Rosenbaum, Mathieu; Tankov, Peter 2 2016 Optimal liquidity-based trading tactics. Zbl 1489.91234 Lehalle, Charles-Albert; Mounjid, Othmane; Rosenbaum, Mathieu 2 2021 Random scaling and sampling of Brownian motion. Zbl 1335.60157 Rosenbaum, Mathieu; Yor, Marc 1 2015 Optimization and statistical methods for high frequency finance. Zbl 1401.91561 Hoffmann, Marc; Labadie, Mauricio; Lehalle, Charles-Albert; Pagès, Gilles; Pham, Huyên; Rosenbaum, Mathieu 1 2014 A characterisation of cross-impact kernels. Zbl 1519.91248 Rosenbaum, Mathieu; Tomas, Mehdi 1 2022 A characterisation of cross-impact kernels. Zbl 1519.91248 Rosenbaum, Mathieu; Tomas, Mehdi 1 2022 Optimal make-take fees for market making regulation. Zbl 1522.91242 El Euch, Omar; Mastrolia, Thibaut; Rosenbaum, Mathieu; Touzi, Nizar 7 2021 Optimal make-take fees in a multi market-maker environment. Zbl 1465.91105 Baldacci, Bastien; Possamaï, Dylan; Rosenbaum, Mathieu 6 2021 From microscopic price dynamics to multidimensional rough volatility models. Zbl 1487.60056 Rosenbaum, Mathieu; Tomas, Mehdi 4 2021 Optimal liquidity-based trading tactics. Zbl 1489.91234 Lehalle, Charles-Albert; Mounjid, Othmane; Rosenbaum, Mathieu 2 2021 No-arbitrage implies power-law market impact and rough volatility. Zbl 1508.91536 Jusselin, Paul; Rosenbaum, Mathieu 15 2020 The Zumbach effect under rough Heston. Zbl 1448.91295 El Euch, Omar; Gatheral, Jim; Radoičić, Radoš; Rosenbaum, Mathieu 4 2020 The characteristic function of rough Heston models. Zbl 1411.91553 El Euch, Omar; Rosenbaum, Mathieu 96 2019 Short-term at-the-money asymptotics under stochastic volatility models. Zbl 1417.91495 El Euch, Omar; Fukasawa, Masaaki; Gatheral, Jim; Rosenbaum, Mathieu 23 2019 Volatility is rough. Zbl 1400.91590 Gatheral, Jim; Jaisson, Thibault; Rosenbaum, Mathieu 203 2018 Perfect hedging in rough Heston models. Zbl 1418.91467 El Euch, Omar; Rosenbaum, Mathieu 53 2018 The microstructural foundations of leverage effect and rough volatility. Zbl 1410.91491 El Euch, Omar; Fukasawa, Masaaki; Rosenbaum, Mathieu 48 2018 Fractional Brownian motion with zero Hurst parameter: a rough volatility viewpoint. Zbl 1401.60064 Neuman, Eyal; Rosenbaum, Mathieu 10 2018 Linear and conic programming estimators in high dimensional errors-in-variables models. Zbl 1411.62180 Belloni, Alexandre; Rosenbaum, Mathieu; Tsybakov, Alexandre B. 18 2017 Asymptotic lower bounds for optimal tracking: a linear programming approach. Zbl 1373.93376 Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 15 2017 Ergodicity and diffusivity of Markovian order book models: a general framework. Zbl 1407.91126 Huang, Weibing; Rosenbaum, Mathieu 11 2017 Asymptotic optimal tracking: feedback strategies. Zbl 1397.93080 Cai, Jiatu; Rosenbaum, Mathieu; Tankov, Peter 7 2017 Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes. Zbl 1351.60046 Jaisson, Thibault; Rosenbaum, Mathieu 48 2016 An \(\{\ell_{1},\ell_{2},\ell_{\infty}\}\)-regularization approach to high-dimensional errors-in-variables models. Zbl 1397.62246 Belloni, Alexandre; Rosenbaum, Mathieu; Tsybakov, Alexandre B. 9 2016 Optimal discretization of hedging strategies with directional views. Zbl 1348.60098 Cai, Jiatu; Fukasawa, Masaaki; Rosenbaum, Mathieu; Tankov, Peter 2 2016 Limit theorems for nearly unstable Hawkes processes. Zbl 1319.60101 Jaisson, Thibault; Rosenbaum, Mathieu 61 2015 Simulating and analyzing order book data: the queue-reactive model. Zbl 1373.62519 Huang, Weibing; Lehalle, Charles-Albert; Rosenbaum, Mathieu 31 2015 Estimation of volatility functionals: the case of a \(\sqrt{n}\) window. Zbl 1401.60078 Jacod, Jean; Rosenbaum, Mathieu 8 2015 Some explicit formulas for the Brownian bridge, Brownian meander and Bessel process under uniform sampling. Zbl 1333.60181 Rosenbaum, Mathieu; Yor, Marc 3 2015 Random scaling and sampling of Brownian motion. Zbl 1335.60157 Rosenbaum, Mathieu; Yor, Marc 1 2015 Asymptotically optimal discretization of hedging strategies with jumps. Zbl 1302.91178 Rosenbaum, Mathieu; Tankov, Peter 12 2014 On the expectation of normalized Brownian functionals up to first hitting times. Zbl 1291.60164 Elie, Romuald; Rosenbaum, Mathieu; Yor, Marc 4 2014 On the law of a triplet associated with the pseudo-Brownian bridge. Zbl 1390.60298 Rosenbaum, Mathieu; Yor, Marc 3 2014 Optimization and statistical methods for high frequency finance. Zbl 1401.91561 Hoffmann, Marc; Labadie, Mauricio; Lehalle, Charles-Albert; Pagès, Gilles; Pham, Huyên; Rosenbaum, Mathieu 1 2014 Quarticity and other functionals of volatility: efficient estimation. Zbl 1292.60033 Jacod, Jean; Rosenbaum, Mathieu 51 2013 Improved matrix uncertainty selector. Zbl 1327.62410 Rosenbaum, Mathieu; Tsybakov, Alexandre B. 16 2013 Estimation of the lead-lag parameter from non-synchronous data. Zbl 1456.62248 Hoffmann, M.; Rosenbaum, M.; Yoshida, N. 12 2013 Estimating the efficient price from the order flow: a Brownian Cox process approach. Zbl 1285.62122 Delattre, Sylvain; Robert, Christian Y.; Rosenbaum, Mathieu 4 2013 Volatility and covariation estimation when microstructure noise and trading times are endogenous. Zbl 1278.91166 Robert, Christian Yann; Rosenbaum, Mathieu 21 2012 Central limit theorems for realized volatility under hitting times of an irregular grid. Zbl 1255.60034 Fukasawa, Masaaki; Rosenbaum, Mathieu 12 2012 Testing the local volatility assumption: a statistical approach. Zbl 1298.62181 Podolskij, Mark; Rosenbaum, Mathieu 2 2012 A new microstructure noise index. Zbl 1217.91212 Rosenbaum, Mathieu 10 2011 Asymptotic results for time-changed Lévy processes sampled at hitting times. Zbl 1230.60050 Rosenbaum, Mathieu; Tankov, Peter 10 2011 Sparse recovery under matrix uncertainty. Zbl 1373.62357 Rosenbaum, Mathieu; Tsybakov, Alexandre B. 32 2010 On the limiting spectral distribution of the covariance matrices of time-lagged processes. Zbl 1202.15037 Robert, Christian Y.; Rosenbaum, Mathieu 7 2010 On the microstructural hedging error. Zbl 1194.91183 Robert, Christian Y.; Rosenbaum, Mathieu 5 2010 Testing the type of a semi-martingale: Itō against multifractal. Zbl 1329.62211 Duvernet, Laurent; Robert, Christian Y.; Rosenbaum, Mathieu 4 2010 Integrated volatility and round-off error. Zbl 1200.62132 Rosenbaum, Mathieu 18 2009 First order \(p\)-variations and Besov spaces. Zbl 1172.60008 Rosenbaum, Mathieu 12 2009 Estimation of the volatility persistence in a discretely observed diffusion model. Zbl 1142.62055 Rosenbaum, Mathieu 16 2008 Weak dependence for infinite ARCH-type bilinear models. Zbl 1125.62100 Doukhan, Paul; Madre, Hélène; Rosenbaum, Mathieu 5 2007 Study of some problems of statistical estimation in finance. (Étude de quelques problèmes d’estimation statistique en finance.) Zbl 1185.91007 Rosenbaum, Mathieu 2 2007 all cited Publications top 5 cited Publications all top 5 Cited by 773 Authors 30 Rosenbaum, Mathieu 12 Fukasawa, Masaaki 12 Li, Jia 12 Todorov, Viktor 11 Jacquier, Antoine 10 Bayer, Christian 10 Jaber, Eduardo Abi 9 Koike, Yuta 8 Alòs, Elisa 8 Friz, Peter 8 Gatheral, Jim 8 Muhle-Karbe, Johannes 8 Prömel, David J. 7 El Euch, Omar 7 Horst, Ulrich 7 Jacod, Jean 7 Mishura, Yuliya Stepanivna 7 Mykland, Per Aslak 7 Pakkanen, Mikko S. 7 Rásonyi, Miklós 7 Seol, Youngsoo 7 Tauchen, George E. 6 Clinet, Simon 6 Gerhold, Stefan 6 Tankov, Peter 6 Yoshida, Nakahiro 6 Zhu, Lingjiong 5 Bacry, Emmanuel 5 Forde, Martin 5 Hainaut, Donatien 5 Han, Bingyan 5 Harang, Fabian Andsem 5 Hoffmann, Marc 5 Li, Yingying 5 Muzy, Jean-François 5 Pigato, Paolo 5 Potiron, Yoann 5 Vetter, Mathias 5 Zhang, Lan 4 Aït-Sahalia, Yacine 4 Belloni, Alexandre 4 Cuchiero, Christa 4 Delattre, Sylvain 4 Doukhan, Paul 4 Figueroa-López, José E. 4 Gao, Xuefeng 4 Garnier, Josselin 4 Gassiat, Paul 4 Gobet, Emmanuel 4 Horvath, Blanka 4 Hounyo, Ulrich 4 Kong, Xinbing 4 Kreher, Dörte 4 Ma, Jingtang 4 Pham, Huyên 4 Pulido, Sergio 4 Radoičić, Radoš 4 Robert, Christian-Yann 4 Scotti, Simone 4 Sølna, Knut 4 Teichmann, Josef 4 Tomas, Mehdi 4 Wong, Hoi Ying 4 Yang, Xiye 4 Yurchenko-Tytarenko, Anton 4 Zhang, Zhiyuan 3 Bardet, Jean-Marc 3 Bennedsen, Mikkel 3 Benth, Fred Espen 3 Benzaquen, Michael 3 Bibinger, Markus 3 Bouchaud, Jean-Philippe 3 Cayé, Thomas 3 Chernozhukov, Victor 3 Es-Sebaiy, Khalifa 3 Garcin, Matthieu 3 Gulisashvili, Archil 3 Guyon, Julien 3 Herdegen, Martin 3 Jaisson, Thibault 3 Kim, Hyun-Gyoon 3 Kim, Jeong-Hoon 3 Li, Yang 3 Lillo, Fabrizio 3 Liu, Yunxiao 3 Livieri, Giulia 3 Ma, Yanyuan 3 Muguruza, Aitor 3 Neuman, Eyal 3 Peng, Qidi 3 Pinter, Arpad 3 Reiß, Markus 3 Schied, Alexander 3 Shi, Fangwei 3 Sornette, Didier 3 Stone, Henry 3 Tan, Xiaolu 3 Toke, Ioane Muni 3 Viens, Frederi G. 3 Voß, Moritz ...and 673 more Authors all top 5 Cited in 126 Serials 63 Quantitative Finance 39 Stochastic Processes and their Applications 39 SIAM Journal on Financial Mathematics 34 Journal of Econometrics 22 The Annals of Applied Probability 21 Finance and Stochastics 18 The Annals of Statistics 17 Bernoulli 15 Mathematical Finance 12 Electronic Journal of Statistics 11 International Journal of Theoretical and Applied Finance 11 Statistical Inference for Stochastic Processes 9 Statistics & Probability Letters 8 Applied Mathematical Finance 7 Econometric Theory 7 Mathematics and Financial Economics 7 Annals of Finance 6 Journal of Multivariate Analysis 6 Journal of Theoretical Probability 6 Communications in Statistics. Theory and Methods 6 Decisions in Economics and Finance 5 Chaos, Solitons and Fractals 5 Journal of the American Statistical Association 5 Journal of Applied Probability 5 Electronic Communications in Probability 5 Stochastics 4 Advances in Applied Probability 4 Scandinavian Journal of Statistics 4 Journal of Computational and Applied Mathematics 4 Electronic Journal of Probability 4 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 4 Modern Stochastics. Theory and Applications 3 Physica A 3 Annals of the Institute of Statistical Mathematics 3 Journal of Differential Equations 3 Transactions of the American Mathematical Society 3 Journal of Time Series Analysis 3 Econometric Reviews 3 Journal of Physics A: Mathematical and Theoretical 3 Journal of Business and Economic Statistics 2 Computers & Mathematics with Applications 2 Lithuanian Mathematical Journal 2 Theory of Probability and its Applications 2 Applied Mathematics and Optimization 2 Journal of the Korean Mathematical Society 2 SIAM Journal on Control and Optimization 2 Insurance Mathematics & Economics 2 Journal of Economic Dynamics & Control 2 Queueing Systems 2 International Journal of Computer Mathematics 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Computational and Applied Mathematics 2 Statistica Sinica 2 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 2 Communications in Nonlinear Science and Numerical Simulation 2 The ANZIAM Journal 2 Stochastics and Dynamics 2 Asia-Pacific Financial Markets 2 Journal of Statistical Mechanics: Theory and Experiment 2 Statistics and Computing 2 Japanese Journal of Statistics and Data Science 2 SIAM Journal on Mathematics of Data Science 2 Frontiers of Mathematical Finance 1 Journal of Mathematical Analysis and Applications 1 Journal of Mathematical Biology 1 Rocky Mountain Journal of Mathematics 1 Mathematics of Computation 1 The Annals of Probability 1 Applied Mathematics and Computation 1 Automatica 1 Biometrics 1 Journal of the Mathematical Society of Japan 1 Journal of Statistical Planning and Inference 1 Kybernetika 1 Mathematics and Computers in Simulation 1 Mathematics of Operations Research 1 Proceedings of the American Mathematical Society 1 Proceedings of the Japan Academy. Series A 1 SIAM Journal on Numerical Analysis 1 Journal of the Japan Statistical Society 1 Stochastic Analysis and Applications 1 Bulletin of the Iranian Mathematical Society 1 Statistics 1 Sequential Analysis 1 Journal of Complexity 1 Economics Letters 1 Journal of Global Optimization 1 Communications in Statistics. Simulation and Computation 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Potential Analysis 1 Applied and Computational Harmonic Analysis 1 Mathematical Methods of Statistics 1 Statistical Papers 1 Filomat 1 Lifetime Data Analysis 1 Abstract and Applied Analysis 1 Journal of Inequalities and Applications 1 Studies in Nonlinear Dynamics and Econometrics ...and 26 more Serials all top 5 Cited in 25 Fields 363 Probability theory and stochastic processes (60-XX) 287 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 220 Statistics (62-XX) 30 Numerical analysis (65-XX) 26 Systems theory; control (93-XX) 18 Integral equations (45-XX) 14 Partial differential equations (35-XX) 14 Calculus of variations and optimal control; optimization (49-XX) 13 Computer science (68-XX) 10 Real functions (26-XX) 8 Operations research, mathematical programming (90-XX) 7 Harmonic analysis on Euclidean spaces (42-XX) 6 Measure and integration (28-XX) 6 Ordinary differential equations (34-XX) 6 Functional analysis (46-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Biology and other natural sciences (92-XX) 4 Integral transforms, operational calculus (44-XX) 2 Functions of a complex variable (30-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Fluid mechanics (76-XX) 2 Information and communication theory, circuits (94-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 General topology (54-XX) 1 Geophysics (86-XX) Citations by Year