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Author ID: rosinski.jan Recent zbMATH articles by "Rosiński, Jan"
Published as: Rosiński, Jan; Rosinski, Jan; Rosinski, J.; Rosiński, J.
Homepage: https://www.math.utk.edu/~rosinski/
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Publications by Year

Citations contained in zbMATH Open

76 Publications have been cited 1,297 times in 863 Documents Cited by Year
Spectral representations of infinitely divisible processes. Zbl 0659.60078
Rajput, Balram S.; Rosinski, Jan
200
1989
Tempering stable processes. Zbl 1118.60037
Rosiński, Jan
164
2007
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
104
2001
Series representations of Lévy processes from the perspective of point processes. Zbl 0985.60048
Rosiński, Jan
68
2001
On the structure of stationary stable processes. Zbl 0836.60038
Rosinski, Jan
59
1995
On series representations of infinitely divisible random vectors. Zbl 0701.60004
Rosinski, Jan
53
1990
On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals. Zbl 0594.60056
Rosiński, J.; Woyczyński, W. A.
52
1986
Distributions of subadditive functionals of sample paths of infinitely divisible processes. Zbl 0776.60049
Rosinski, Jan; Samorodnitsky, Gennady
50
1993
Stable mixed moving averages. Zbl 0794.60026
Surgailis, Donatas; Rosinski, Jan; Mandrekar, V.; Cambanis, Stamatis
32
1993
On path properties of certain infinitely divisible processes. Zbl 0715.60051
Rosinski, Jan
32
1989
Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes. Zbl 1121.60049
Cohen, Serge; Rosiński, Jan
29
2007
Classes of mixing stable processes. Zbl 0870.60032
Rosiński, Jan; Samorodnitsky, Gennady
24
1996
Decomposition of stationary \(\alpha\)-stable random fields. Zbl 1044.60039
Rosiński, Jan
24
2000
On stochastic integral representation of stable processes with sample paths in Banach spaces. Zbl 0606.60041
Rosinski, Jan
22
1986
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Zbl 1301.60026
Nourdin, Ivan; Rosiński, Jan
21
2014
Generalized tempered stable processes. Zbl 1210.60048
Rosiński, Jan; Sinclair, Jennifer L.
17
2010
On the space of vector-valued functions integrable with respect to the white noise. Zbl 0478.60017
Rosinski, Jan; Suchanecki, Zdzislaw
16
1980
Continuity and boundedness of infinitely divisible processes: A Poisson point process approach. Zbl 1071.60025
Marcus, Michael B.; Rosiński, Jan
16
2005
The equivalence of ergodicity and weak mixing for infinitely divisible processes. Zbl 0870.60029
Rosiński, Jan; Żak, Tomasz
16
1997
Simple conditions for mixing of infinitely divisible processes. Zbl 0849.60031
Rosiński, Jan; Żak, Tomasz
15
1996
Remarks on Banach spaces of stable type. Zbl 0511.60005
Rosinski, Jan
14
1980
Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators. Zbl 0575.60018
Cambanis, Stamatis; Rosinski, Jan; Woyczynski, Wojbor A.
13
1985
Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws. Zbl 1171.60309
Jacobsen, Martin; Mikosch, Thomas; Rosiński, Jan; Samorodnitsky, Gennady
13
2009
Type \(G\) distributions on \({\mathbb R}^d\). Zbl 1023.60023
Maejima, Makoto; Rosiński, Jan
12
2002
On a class of infinitely divisible processes represented as mixtures of Gaussian processes. Zbl 0727.60020
Rosinski, Jan
12
1991
Minimal integral representations of stable processes. Zbl 1121.60032
Rosiński, Jan
12
2006
On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes. Zbl 1287.60055
Basse-O’Connor, Andreas; Rosiński, Jan
10
2013
A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\). Zbl 1146.60013
Aoyama, Takahiro; Maejima, Makoto; Rosiński, Jan
10
2008
Representations and isomorphism identities for infinitely divisible processes. Zbl 1439.60021
Rosiński, Jan
9
2018
General \(\Upsilon\)-transformations. Zbl 1168.60007
Barndorff-Nielsen, Ole E.; Rosinski, Jan; Thorbjørnsen, Steen
9
2008
Group self-similar stable processes in \(\mathbb R^d\). Zbl 1038.60038
Kolodyński, Sławomir; Rosiński, Jan
9
2003
The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions. Zbl 0989.60016
Maejima, Makoto; Rosiński, Jan
8
2001
Two results on continuity and boundedness of stochastic convolutions. Zbl 1106.60040
Kwapień, Stanisław; Marcus, Michael B.; Rosiński, Jan
8
2006
Lévy processes and stochastic integrals in the sense of generalized convolutions. Zbl 1333.60091
Borowiecka-Olszewska, M.; Jasiulis-Gołdyn, B. H.; Misiewicz, J. K.; Rosiński, J.
7
2015
\(L^1\)-norm of infinitely divisible random vectors and certain stochastic integrals. Zbl 0976.60027
Marcus, Michael B.; Rosiński, Jan
7
2001
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. Zbl 1229.60044
Chen, Xia; Li, Wenbo V.; Rosiński, Jan; Shao, Qi-Man
7
2011
Radonification of cylindrical semimartingales by a single Hilbert-Schmidt operator. Zbl 1056.60001
Jakubowski, Adam; Kwapień, Stanisław; Raynaud de Fitte, Paul; Rosiński, Jan
6
2002
Random integrals of Banach space valued functions. Zbl 0559.60050
Rosiński, J.
5
1984
Moment inequalities for real and vector p-stable stochastic integrals. Zbl 0594.60057
Rosiński, J.; Woyczyński, W. A.
5
1985
On stochastic integration by series of Wiener integrals. Zbl 0661.60065
Rosinski, Jan
5
1989
Continuity of certain random integral mappings and the uniform integrability of infinitely divisible measures. Zbl 0673.60015
Jurek, Z. J.; Rosinski, J.
5
1988
On uniqueness of the spectral representation of stable processes. Zbl 0805.60030
Rosinski, Jan
5
1994
Sample Hölder continuity of stochastic processes and majorizing measures. Zbl 1061.60038
Kwapień, Stanisław; Rosiński, Jan
5
2004
Weak compactness of laws of random sums of identically distributed random vectors in Banach spaces. Zbl 0359.60054
Rosinski, J.
5
1976
Product formula, tails and independence of multiple stable integrals. Zbl 0940.60025
Rosiński, J.; Samorodnitsky, G.
5
1999
Representation of infinitely divisible distributions on cones. Zbl 1128.60003
Pérez-Abreu, Victor; Rosiński, Jan
5
2007
Bilinear random integrals. Zbl 0638.60066
Rosiński, Jan
5
1987
Multilinear forms in Pareto-like random variables and product random measures. Zbl 0644.60016
Rosiński, Jan; Woyczyński, Wojbor A.
5
1987
Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos. Zbl 0854.60017
Rosiński, Jan; Samorodnitsky, Gennady
4
1996
On the oscillation of infinitely divisible and some other processes. Zbl 0709.60040
Cambanis, Stamatis; Nolan, John P.; Rosinski, Jan
4
1990
Lévy systems and moment formulas for mixed Poisson integrals. Zbl 1409.60074
Bogdan, Krzysztof; Rosiński, Jan; Serafin, Grzegorz; Wojciechowski, Łukasz
3
2017
Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables. Zbl 0793.60011
Rosinski, Jan; Samorodnitsky, Gennady; Taqqu, Murad S.
3
1993
Uniqueness of spectral representations of skewed stable processes and stationarity. Zbl 0822.60029
Rosinski, J.
3
1994
Remarks on strong exponential integrability of vector-valued random series and triangular arrays. Zbl 0831.60007
Rosiński, Jan
3
1995
Spectral representation and structure of stable self-similar processes. Zbl 0915.60052
Burnecki, K.; Rosiński, J.; Weron, A.
3
1998
Structure of stationary stable processes. Zbl 0927.60051
Rosiński, Jan
3
1998
Local dependencies in random fields via a Bonferroni-type inequality. Zbl 0949.60040
Jakubowski, Adam; Rosiński, Jan
3
1999
Modeling and simulation with operator scaling. Zbl 1222.60033
Cohen, Serge; Meerschaert, Mark M.; Rosiński, Jan
3
2010
General inverse problems for regular variation. Zbl 1314.60049
Damek, Ewa; Mikosch, Thomas; Rosiński, Jan; Samorodnitsky, Gennady
3
2014
Characterization of the finite variation property for a class of stationary increment infinitely divisible processes. Zbl 1297.60021
Basse-O’Connor, Andreas; Rosiński, Jan
3
2013
Sufficient conditions for boundedness of moving average processes. Zbl 1043.60030
Marcus, Michael B.; Rosiński, Jan
3
2003
On infinitely divisible semimartingales. Zbl 1408.60034
Basse-O’Connor, Andreas; Rosiński, Jan
3
2016
The central limit theorems for dependent random vectors in Banach spaces. Zbl 0478.60018
Rosinski, J.
2
1981
On the convolution of cylindrical measures. Zbl 0517.28011
Rosinski, Jan
2
1982
Sample path properties of stochastic processes represented as multiple stable integrals. Zbl 0751.60037
Rosinski, Jan; Samorodnitsky, Gennady; Taqqu, Murad S.
2
1991
Continuity of certain random integral mappings and the uniform integrability of infinitely divisible measures. Zbl 0656.60028
Jurek, Z. J.; Rosinski, J.
2
1988
High dimensional probability VII. The Cargèse volume. Selected papers based on the presentations at the 7th conference, HDP VII, Institut d’Études Scientifiques de Cargèse, IESC, Fance, May 26–30, 2014. Zbl 1354.60002
1
2016
Central limit theorems for dependent random vectors in Banach spaces. Zbl 0499.60010
Rosinski, Jan
1
1982
Product random measures and double stochastic integrals. Zbl 0499.60045
Rosinski, Jan; Szulga, Jerzy
1
1982
Products of random measures, multilinear random forms, and multiple stochastic integrals. Zbl 0547.60056
Rosinski, Jan; Woyczynski, Wojbor A.
1
1984
Cylindrical measures on topological groups. Zbl 0621.60009
Rosiński, Jan; Ryll-Nardzewski, C.
1
1985
Exact behavior of Gaussian measures of translated balls in Hilbert spaces. Zbl 0805.60005
Linde, Werner; Rosinski, Jan
1
1994
Limit theorems for randomly indexed sums of random vectors. Zbl 0348.60024
Rosinski, Jan
1
1975
Zero-one laws for multiple stochastic integrals. Zbl 0864.60029
Rosiński, Jan; Samorodnitsky, Gennady
1
1994
An application of series representations to zero-one laws for infinitely divisible random vectors. Zbl 0709.60005
Rosinski, Jan
1
1990
On the marginal effects of variables in the log-transformed sample selection models. Zbl 1255.62393
Yen, Steven T.; Rosinski, Jan
1
2008
Representations and isomorphism identities for infinitely divisible processes. Zbl 1439.60021
Rosiński, Jan
9
2018
Lévy systems and moment formulas for mixed Poisson integrals. Zbl 1409.60074
Bogdan, Krzysztof; Rosiński, Jan; Serafin, Grzegorz; Wojciechowski, Łukasz
3
2017
On infinitely divisible semimartingales. Zbl 1408.60034
Basse-O’Connor, Andreas; Rosiński, Jan
3
2016
High dimensional probability VII. The Cargèse volume. Selected papers based on the presentations at the 7th conference, HDP VII, Institut d’Études Scientifiques de Cargèse, IESC, Fance, May 26–30, 2014. Zbl 1354.60002
1
2016
Lévy processes and stochastic integrals in the sense of generalized convolutions. Zbl 1333.60091
Borowiecka-Olszewska, M.; Jasiulis-Gołdyn, B. H.; Misiewicz, J. K.; Rosiński, J.
7
2015
Asymptotic independence of multiple Wiener-Itô integrals and the resulting limit laws. Zbl 1301.60026
Nourdin, Ivan; Rosiński, Jan
21
2014
General inverse problems for regular variation. Zbl 1314.60049
Damek, Ewa; Mikosch, Thomas; Rosiński, Jan; Samorodnitsky, Gennady
3
2014
On the uniform convergence of random series in Skorohod space and representations of càdlàg infinitely divisible processes. Zbl 1287.60055
Basse-O’Connor, Andreas; Rosiński, Jan
10
2013
Characterization of the finite variation property for a class of stationary increment infinitely divisible processes. Zbl 1297.60021
Basse-O’Connor, Andreas; Rosiński, Jan
3
2013
Large deviations for local times and intersection local times of fractional Brownian motions and Riemann-Liouville processes. Zbl 1229.60044
Chen, Xia; Li, Wenbo V.; Rosiński, Jan; Shao, Qi-Man
7
2011
Generalized tempered stable processes. Zbl 1210.60048
Rosiński, Jan; Sinclair, Jennifer L.
17
2010
Modeling and simulation with operator scaling. Zbl 1222.60033
Cohen, Serge; Meerschaert, Mark M.; Rosiński, Jan
3
2010
Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws. Zbl 1171.60309
Jacobsen, Martin; Mikosch, Thomas; Rosiński, Jan; Samorodnitsky, Gennady
13
2009
A subclass of type \(G\) selfdecomposable distributions on \(\mathbb R^d\). Zbl 1146.60013
Aoyama, Takahiro; Maejima, Makoto; Rosiński, Jan
10
2008
General \(\Upsilon\)-transformations. Zbl 1168.60007
Barndorff-Nielsen, Ole E.; Rosinski, Jan; Thorbjørnsen, Steen
9
2008
On the marginal effects of variables in the log-transformed sample selection models. Zbl 1255.62393
Yen, Steven T.; Rosinski, Jan
1
2008
Tempering stable processes. Zbl 1118.60037
Rosiński, Jan
164
2007
Gaussian approximation of multivariate Lévy processes with applications to simulation of tempered stable processes. Zbl 1121.60049
Cohen, Serge; Rosiński, Jan
29
2007
Representation of infinitely divisible distributions on cones. Zbl 1128.60003
Pérez-Abreu, Victor; Rosiński, Jan
5
2007
Minimal integral representations of stable processes. Zbl 1121.60032
Rosiński, Jan
12
2006
Two results on continuity and boundedness of stochastic convolutions. Zbl 1106.60040
Kwapień, Stanisław; Marcus, Michael B.; Rosiński, Jan
8
2006
Continuity and boundedness of infinitely divisible processes: A Poisson point process approach. Zbl 1071.60025
Marcus, Michael B.; Rosiński, Jan
16
2005
Sample Hölder continuity of stochastic processes and majorizing measures. Zbl 1061.60038
Kwapień, Stanisław; Rosiński, Jan
5
2004
Group self-similar stable processes in \(\mathbb R^d\). Zbl 1038.60038
Kolodyński, Sławomir; Rosiński, Jan
9
2003
Sufficient conditions for boundedness of moving average processes. Zbl 1043.60030
Marcus, Michael B.; Rosiński, Jan
3
2003
Type \(G\) distributions on \({\mathbb R}^d\). Zbl 1023.60023
Maejima, Makoto; Rosiński, Jan
12
2002
Radonification of cylindrical semimartingales by a single Hilbert-Schmidt operator. Zbl 1056.60001
Jakubowski, Adam; Kwapień, Stanisław; Raynaud de Fitte, Paul; Rosiński, Jan
6
2002
Approximations of small jumps of Lévy processes with a view towards simulation. Zbl 0989.60047
Asmussen, Søren; Rosiński, Jan
104
2001
Series representations of Lévy processes from the perspective of point processes. Zbl 0985.60048
Rosiński, Jan
68
2001
The class of type G distributions on \(\mathbb{R}^d\) and related subclasses of infinitely divisible distributions. Zbl 0989.60016
Maejima, Makoto; Rosiński, Jan
8
2001
\(L^1\)-norm of infinitely divisible random vectors and certain stochastic integrals. Zbl 0976.60027
Marcus, Michael B.; Rosiński, Jan
7
2001
Decomposition of stationary \(\alpha\)-stable random fields. Zbl 1044.60039
Rosiński, Jan
24
2000
Product formula, tails and independence of multiple stable integrals. Zbl 0940.60025
Rosiński, J.; Samorodnitsky, G.
5
1999
Local dependencies in random fields via a Bonferroni-type inequality. Zbl 0949.60040
Jakubowski, Adam; Rosiński, Jan
3
1999
Spectral representation and structure of stable self-similar processes. Zbl 0915.60052
Burnecki, K.; Rosiński, J.; Weron, A.
3
1998
Structure of stationary stable processes. Zbl 0927.60051
Rosiński, Jan
3
1998
The equivalence of ergodicity and weak mixing for infinitely divisible processes. Zbl 0870.60029
Rosiński, Jan; Żak, Tomasz
16
1997
Classes of mixing stable processes. Zbl 0870.60032
Rosiński, Jan; Samorodnitsky, Gennady
24
1996
Simple conditions for mixing of infinitely divisible processes. Zbl 0849.60031
Rosiński, Jan; Żak, Tomasz
15
1996
Symmetrization and concentration inequalities for multilinear forms with applications to zero-one laws for Lévy chaos. Zbl 0854.60017
Rosiński, Jan; Samorodnitsky, Gennady
4
1996
On the structure of stationary stable processes. Zbl 0836.60038
Rosinski, Jan
59
1995
Remarks on strong exponential integrability of vector-valued random series and triangular arrays. Zbl 0831.60007
Rosiński, Jan
3
1995
On uniqueness of the spectral representation of stable processes. Zbl 0805.60030
Rosinski, Jan
5
1994
Uniqueness of spectral representations of skewed stable processes and stationarity. Zbl 0822.60029
Rosinski, J.
3
1994
Exact behavior of Gaussian measures of translated balls in Hilbert spaces. Zbl 0805.60005
Linde, Werner; Rosinski, Jan
1
1994
Zero-one laws for multiple stochastic integrals. Zbl 0864.60029
Rosiński, Jan; Samorodnitsky, Gennady
1
1994
Distributions of subadditive functionals of sample paths of infinitely divisible processes. Zbl 0776.60049
Rosinski, Jan; Samorodnitsky, Gennady
50
1993
Stable mixed moving averages. Zbl 0794.60026
Surgailis, Donatas; Rosinski, Jan; Mandrekar, V.; Cambanis, Stamatis
32
1993
Zero-one laws for multilinear forms in Gaussian and other infinitely divisible random variables. Zbl 0793.60011
Rosinski, Jan; Samorodnitsky, Gennady; Taqqu, Murad S.
3
1993
On a class of infinitely divisible processes represented as mixtures of Gaussian processes. Zbl 0727.60020
Rosinski, Jan
12
1991
Sample path properties of stochastic processes represented as multiple stable integrals. Zbl 0751.60037
Rosinski, Jan; Samorodnitsky, Gennady; Taqqu, Murad S.
2
1991
On series representations of infinitely divisible random vectors. Zbl 0701.60004
Rosinski, Jan
53
1990
On the oscillation of infinitely divisible and some other processes. Zbl 0709.60040
Cambanis, Stamatis; Nolan, John P.; Rosinski, Jan
4
1990
An application of series representations to zero-one laws for infinitely divisible random vectors. Zbl 0709.60005
Rosinski, Jan
1
1990
Spectral representations of infinitely divisible processes. Zbl 0659.60078
Rajput, Balram S.; Rosinski, Jan
200
1989
On path properties of certain infinitely divisible processes. Zbl 0715.60051
Rosinski, Jan
32
1989
On stochastic integration by series of Wiener integrals. Zbl 0661.60065
Rosinski, Jan
5
1989
Continuity of certain random integral mappings and the uniform integrability of infinitely divisible measures. Zbl 0673.60015
Jurek, Z. J.; Rosinski, J.
5
1988
Continuity of certain random integral mappings and the uniform integrability of infinitely divisible measures. Zbl 0656.60028
Jurek, Z. J.; Rosinski, J.
2
1988
Bilinear random integrals. Zbl 0638.60066
Rosiński, Jan
5
1987
Multilinear forms in Pareto-like random variables and product random measures. Zbl 0644.60016
Rosiński, Jan; Woyczyński, Wojbor A.
5
1987
On Itô stochastic integration with respect to p-stable motion: Inner clock, integrability of sample paths, double and multiple integrals. Zbl 0594.60056
Rosiński, J.; Woyczyński, W. A.
52
1986
On stochastic integral representation of stable processes with sample paths in Banach spaces. Zbl 0606.60041
Rosinski, Jan
22
1986
Convergence of quadratic forms in p-stable random variables and \(\theta _ p\)-radonifying operators. Zbl 0575.60018
Cambanis, Stamatis; Rosinski, Jan; Woyczynski, Wojbor A.
13
1985
Moment inequalities for real and vector p-stable stochastic integrals. Zbl 0594.60057
Rosiński, J.; Woyczyński, W. A.
5
1985
Cylindrical measures on topological groups. Zbl 0621.60009
Rosiński, Jan; Ryll-Nardzewski, C.
1
1985
Random integrals of Banach space valued functions. Zbl 0559.60050
Rosiński, J.
5
1984
Products of random measures, multilinear random forms, and multiple stochastic integrals. Zbl 0547.60056
Rosinski, Jan; Woyczynski, Wojbor A.
1
1984
On the convolution of cylindrical measures. Zbl 0517.28011
Rosinski, Jan
2
1982
Central limit theorems for dependent random vectors in Banach spaces. Zbl 0499.60010
Rosinski, Jan
1
1982
Product random measures and double stochastic integrals. Zbl 0499.60045
Rosinski, Jan; Szulga, Jerzy
1
1982
The central limit theorems for dependent random vectors in Banach spaces. Zbl 0478.60018
Rosinski, J.
2
1981
On the space of vector-valued functions integrable with respect to the white noise. Zbl 0478.60017
Rosinski, Jan; Suchanecki, Zdzislaw
16
1980
Remarks on Banach spaces of stable type. Zbl 0511.60005
Rosinski, Jan
14
1980
Weak compactness of laws of random sums of identically distributed random vectors in Banach spaces. Zbl 0359.60054
Rosinski, J.
5
1976
Limit theorems for randomly indexed sums of random vectors. Zbl 0348.60024
Rosinski, Jan
1
1975
all top 5

Cited by 885 Authors

34 Samorodnitsky, Gennady Pinkhosovich
23 Rosiński, Jan
20 Taqqu, Murad S.
17 Kawai, Reiichiro
16 Barndorff-Nielsen, Ole Eiler
16 Mikosch, Thomas
14 Meerschaert, Mark Marvin
13 Grabchak, Michael
13 Leonenko, Nikolai N.
13 Maejima, Makoto
12 Roy, Parthanil
12 Stelzer, Robert
11 Basse-O’Connor, Andreas
11 Houdré, Christian
11 Veraart, Almut E. D.
10 Benth, Fred Espen
10 Pérez-Abreu Carrión, Víctor M.
10 Todorov, Viktor
9 Braverman, Michael Sh.
9 Pipiras, Vladas
8 Surgailis, Donatas
8 Wang, Yizao
7 Azmoodeh, Ehsan
7 Chong, Carsten
7 Di Nunno, Giulia
7 Grahovac, Danijel
7 Kabluchko, Zakhar A.
7 Khedher, Asma
7 Klüppelberg, Claudia
7 Masuda, Hiroki
7 Misiewicz, Jolanta K.
7 Peccati, Giovanni
7 Podolskij, Mark
7 Sato, Ken-iti
7 Wyłomańska, Agnieszka
7 Xiao, Yimin
6 Albin, J. M. P.
6 Cohen, Serge
6 Fasen, Vicky
6 Magdziarz, Marcin
6 Nourdin, Ivan
6 Resnick, Sidney Ira
6 Rønn-Nielsen, Anders
6 Szulga, Jerzy
6 van Neerven, Jan M. A. M.
6 Veraar, Mark C.
5 Alparslan, Uğur Tuncay
5 Dereich, Steffen
5 Didier, Gustavo
5 Figueroa-López, José E.
5 Kozubowski, Tomasz J.
5 Nielsen, Mikkel Slot
5 Paulauskas, Vygantas Ionovič
5 Rohde, Victor Ulrich
5 Schilling, René Leander
5 Schoutens, Wim
5 Stoev, Stilian A.
5 Tankov, Peter
5 Tauchen, George E.
5 Vedel Jensen, Eva Bjørn
5 Vellaisamy, Palaniappan
5 Weis, Lutz W.
4 Barral, Julien
4 Bednorz, Witold Marek
4 Gajda, Janusz
4 Jakubowski, Adam
4 Jasiulis-Gołdyn, Barbara Helena
4 Kohatsu-Higa, Arturo
4 Kokoszka, Piotr S.
4 Lacaux, Céline
4 Le Guével, Ronan
4 Marquardt, Tina
4 Molchanov, Ilya S.
4 Nolan, John P.
4 Owada, Takashi
4 Pavlyukevich, Ilya
4 Pilipauskaitė, Vytautė
4 Poly, Guillaume
4 Puplinskaitė, Donata
4 Rajput, Balram S.
4 Riedle, Markus
4 Sabzikar, Farzad
4 Sauri, Orimar
4 Shieh, Narn-Rueih
4 Soltani, Ahmad Reza
4 Sztonyk, Paweł
4 Talarczyk, Anna
4 Vanmaele, Michèle
4 Wiktorsson, Magnus
4 Woerner, Jeannette H. C.
4 Zhang, Shibin
3 Bai, Shuyang
3 Balan, Raluca M.
3 Beghin, Luisa
3 Bender, Christian
3 Berger, David
3 Biermé, Hermine
3 Chakrabarty, Arijit
3 Chen, Zhen-Qing
3 Davis, Richard A.
...and 785 more Authors
all top 5

Cited in 170 Serials

122 Stochastic Processes and their Applications
53 Journal of Theoretical Probability
42 Statistics & Probability Letters
38 Bernoulli
32 The Annals of Probability
24 Advances in Applied Probability
23 Journal of Applied Probability
21 Probability Theory and Related Fields
21 The Annals of Applied Probability
19 Journal of Multivariate Analysis
17 Stochastic Analysis and Applications
16 Journal of Statistical Physics
15 Lithuanian Mathematical Journal
14 Electronic Journal of Probability
14 Extremes
12 Journal of Mathematical Analysis and Applications
11 Methodology and Computing in Applied Probability
11 Stochastic Models
11 Modern Stochastics. Theory and Applications
10 Electronic Journal of Statistics
9 Journal of Econometrics
8 Communications in Statistics. Theory and Methods
8 Statistical Inference for Stochastic Processes
7 Journal of Functional Analysis
7 Proceedings of the American Mathematical Society
7 Finance and Stochastics
7 Quantitative Finance
7 Stochastics
6 Journal of Computational and Applied Mathematics
6 Statistics and Computing
5 Transactions of the American Mathematical Society
5 Journal of Statistical Computation and Simulation
5 Potential Analysis
5 Monte Carlo Methods and Applications
5 Infinite Dimensional Analysis, Quantum Probability and Related Topics
5 International Journal of Theoretical and Applied Finance
5 ALEA. Latin American Journal of Probability and Mathematical Statistics
4 Scandinavian Journal of Statistics
4 Chaos, Solitons and Fractals
4 Journal of Statistical Planning and Inference
4 Computational Statistics
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Computational Statistics and Data Analysis
4 Journal of Mathematical Sciences (New York)
4 Stochastics and Dynamics
3 Communications in Mathematical Physics
3 Annals of the Institute of Statistical Mathematics
3 The Annals of Statistics
3 BIT
3 Monatshefte für Mathematik
3 Insurance Mathematics & Economics
3 Journal of Time Series Analysis
3 Forum Mathematicum
3 SIAM Journal on Scientific Computing
3 Mathematical Finance
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Fractional Calculus & Applied Analysis
3 Scandinavian Actuarial Journal
3 Review of Derivatives Research
3 Statistical Methods and Applications
3 Journal of Statistical Theory and Practice
3 Probability Surveys
2 Journal of Computational Physics
2 Journal of Mathematical Physics
2 Physica A
2 Theory of Probability and its Applications
2 Mathematics and Computers in Simulation
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Tokyo Journal of Mathematics
2 Probability and Mathematical Statistics
2 Acta Applicandae Mathematicae
2 Applied Numerical Mathematics
2 Revista Matemática Iberoamericana
2 Journal of Scientific Computing
2 Annals of Operations Research
2 Geometric and Functional Analysis. GAFA
2 Communications in Statistics. Simulation and Computation
2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics
2 Annales de la Faculté des Sciences de Toulouse. Mathématiques. Série VI
2 Theory of Probability and Mathematical Statistics
2 Applied Mathematical Finance
2 Electronic Communications in Probability
2 Chaos
2 Communications in Nonlinear Science and Numerical Simulation
2 Brazilian Journal of Probability and Statistics
2 Asia-Pacific Financial Markets
2 Frontiers of Mathematics in China
2 Science China. Mathematics
2 International Journal of Stochastic Analysis
2 Statistics & Risk Modeling
2 Stochastic and Partial Differential Equations. Analysis and Computations
1 Computers & Mathematics with Applications
1 Indian Journal of Pure & Applied Mathematics
1 Israel Journal of Mathematics
1 Journal d’Analyse Mathématique
1 Journal of Mathematical Biology
1 Mathematical Proceedings of the Cambridge Philosophical Society
1 Periodica Mathematica Hungarica
1 Rocky Mountain Journal of Mathematics
1 Theoretical and Mathematical Physics
...and 70 more Serials
all top 5

Cited in 40 Fields

793 Probability theory and stochastic processes (60-XX)
189 Statistics (62-XX)
98 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
84 Numerical analysis (65-XX)
42 Partial differential equations (35-XX)
32 Functional analysis (46-XX)
30 Dynamical systems and ergodic theory (37-XX)
25 Operator theory (47-XX)
23 Measure and integration (28-XX)
21 Statistical mechanics, structure of matter (82-XX)
17 Real functions (26-XX)
10 Ordinary differential equations (34-XX)
10 Harmonic analysis on Euclidean spaces (42-XX)
6 Combinatorics (05-XX)
6 Computer science (68-XX)
6 Operations research, mathematical programming (90-XX)
6 Biology and other natural sciences (92-XX)
5 Special functions (33-XX)
5 Fluid mechanics (76-XX)
4 Linear and multilinear algebra; matrix theory (15-XX)
4 Integral equations (45-XX)
4 Quantum theory (81-XX)
4 Systems theory; control (93-XX)
3 Difference and functional equations (39-XX)
3 Calculus of variations and optimal control; optimization (49-XX)
3 Information and communication theory, circuits (94-XX)
2 Group theory and generalizations (20-XX)
2 Potential theory (31-XX)
2 Abstract harmonic analysis (43-XX)
2 Convex and discrete geometry (52-XX)
2 Global analysis, analysis on manifolds (58-XX)
1 Mathematical logic and foundations (03-XX)
1 Number theory (11-XX)
1 Functions of a complex variable (30-XX)
1 Sequences, series, summability (40-XX)
1 Approximations and expansions (41-XX)
1 Integral transforms, operational calculus (44-XX)
1 Mechanics of particles and systems (70-XX)
1 Relativity and gravitational theory (83-XX)
1 Geophysics (86-XX)

Citations by Year

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