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Sølna, Knut

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Author ID: solna.knut Recent zbMATH articles by "Sølna, Knut"
Published as: Sølna, Knut; Solna, Knut; Søłna, Knut; Solna, K.; Sølna, K.
Documents Indexed: 98 Publications since 1995, including 5 Books

Publications by Year

Citations contained in zbMATH Open

75 Publications have been cited 918 times in 555 Documents Cited by Year
Wave propagation and time reversal in randomly layered media. Zbl 1386.74001
Fouque, Jean-Pierre; Garnier, Josselin; Papanicolaou, George; Sølna, Knut
109
2007
Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Zbl 1248.91003
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
103
2011
Mathematical and statistical methods for multistatic imaging. Zbl 1288.35001
Ammari, Habib; Garnier, Josselin; Jing, Wenjia; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut; Wang, Han
71
2013
Singular perturbations in option pricing. Zbl 1039.91024
Fouque, J.-P.; Papanicolaou, G.; Sircar, R.; Solna, K.
66
2003
Multiscale stochastic volatility asymptotics. Zbl 1074.91015
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
64
2004
Imaging schemes for perfectly conducting cracks. Zbl 1259.78049
Ammari, Habib; Garnier, Josselin; Kang, Hyonbae; Park, Won-Kwang; Sølna, Knut
37
2011
Multistatic imaging of extended targets. Zbl 1344.78023
Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut
31
2012
Statistical stability in time reversal. Zbl 1065.35058
Papanicolaou, George; Ryzhik, Leonid; Solna, Knut
25
2004
A direct imaging algorithm for extended targets. Zbl 1112.78014
Hou, Songming; Solna, Knut; Zhao, Hongkai
25
2006
Stochastic volatility effects on defaultable bonds. Zbl 1142.91523
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
23
2006
Self-averaging from lateral diversity in the Itô-Schrödinger equation. Zbl 1143.35390
Papanicolaou, George; Ryzhik, Lenya; Sølna, Knut
19
2007
Coupled paraxial wave equations in random media in the white-noise regime. Zbl 1175.60066
Garnier, Josselin; Sølna, Knut
19
2009
Ray theory for a locally layered random medium. Zbl 0979.76075
Sølna, K.; Papanicolaou, G.
17
2000
Imaging of location and geometry for extended targets using the response matrix. Zbl 1054.65065
Hou, Songming; Solna, Knut; Zhao, Hongkai
16
2004
Maturity cycles in implied volatility. Zbl 1063.91066
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
14
2004
Correction to Black-Scholes formula due to fractional stochastic volatility. Zbl 1407.91290
Garnier, Josselin; Sølna, Knut
13
2017
Propagation and time reversal of wave beams in atmospheric turbulence. Zbl 1075.35084
Fannjiang, Albert C.; Solna, Knut
11
2005
Resolution and stability analysis in full-aperture, linearized conductivity and wave imaging. Zbl 1317.35291
Ammari, Habib; Garnier, Josselin; Sølna, Knut
10
2013
A statistical approach to target detection and localization in the presence of noise. Zbl 1274.35256
Ammari, Habib; Garnier, Josselin; Sølna, Knut
10
2012
Computing the SVD of a general matrix product/quotient. Zbl 0969.65032
Golub, Gene; Sølna, Knut; Van Dooren, Paul
9
2000
Fourth-moment analysis for wave propagation in the white-noise paraxial regime. Zbl 1339.35289
Garnier, Josselin; Sølna, Knut
9
2016
The mean escape time for a narrow escape problem with multiple switching gates. Zbl 1231.82048
Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lee, Hyundae; Sølna, Knut
9
2011
Random backscattering in the parabolic scaling. Zbl 1146.78006
Garnier, Josselin; Sølna, Knut
9
2008
Generalized Foldy-Lax formulation. Zbl 1192.78021
Huang, Kai; Solna, Knut; Zhao, Hongkai
9
2010
Scintillation in the white-noise paraxial regime. Zbl 1308.60077
Garnier, Josselin; Solna, Knut
8
2014
Time-reversal refocusing for point source in randomly layered media. Zbl 1189.76459
Fouque, Jean-Pierre; Garnier, Josselin; Nachbin, André; Sølna, Knut
8
2005
A general framework for waves in random media with long-range correlations. Zbl 1223.34085
Marty, Renaud; Sølna, Knut
8
2011
Apparent diffusion due to topographic microstructure in shallow waters. Zbl 1185.76271
Nachbin, André; Søłna, Knut
8
2002
Pulse propagation in random media with long-range correlation. Zbl 1176.60057
Garnier, Josselin; Sølna, Knut
8
2009
A direct imaging method using far-field data. Zbl 1127.65031
Hou, Songming; Solna, Knut; Zhao, Hongkai
7
2007
Partial data resolving power of conductivity imaging from boundary measurements. Zbl 1302.35424
Ammari, Habib; Garnier, Josselin; Sølna, Knut
7
2013
Scaling limits for wave pulse transmission and reflection operators. Zbl 1231.78026
Garnier, Josselin; Søłna, Knut
7
2009
Effective transport equations and enhanced backscattering in random waveguides. Zbl 1152.76042
Garnier, Josselin; Sølna, Knut
7
2008
Acoustic waves in long range random media. Zbl 1306.76041
Marty, Renaud; Solna, Knut
7
2009
Time-reversal aperture enhancement. Zbl 1060.76103
Fouque, J.-P.; Solna, K.
6
2003
Acoustic pulse spreading in a random fractal. Zbl 1055.34105
Sølna, Knut
6
2003
Coherent interferometric imaging for synthetic aperture radar in the presence of noise. Zbl 1210.94034
Garnier, Josselin; Sølna, Knut
6
2008
Wave backscattering by point scatterers in the random paraxial regime. Zbl 1328.60147
Garnier, Josselin; Sølna, Knut
5
2014
Pulse propagation in time dependent randomly layered media. Zbl 1381.35255
Borcea, Liliana; Sølna, Knut
5
2016
Analysis of wave propagation in 1D inhomogeneous media. Zbl 1096.35081
Guidotti, Patrick; Lambers, James V.; Solna, Knut
5
2006
Scaling limits for beam wave propagation in atmospheric turbulence. Zbl 1114.86001
Fannjiang, Albert C.; Solna, Knut
5
2004
Wavelet based estimation of local Kolmogorov turbulence. Zbl 1032.62089
Papanicolaou, George C.; Sølna, Knut
5
2003
Focusing of time-reversed reflections. Zbl 1063.35519
Sølna, Knut
4
2002
Option pricing under fast-varying long-memory stochastic volatility. Zbl 1411.91556
Garnier, Josselin; Sølna, Knut
4
2019
Efficient numerical simulation for long range wave propagation. Zbl 1090.76053
Huang, Kai; Papanicolaou, George; Solna, Knut; Tsogka, Chrysoula; Zhao, Hongkai
4
2006
Retrieval of a Green’s function with reflections from partly coherent waves generated by a wave packet using cross correlations. Zbl 1267.35267
de Hoop, Maarten V.; Garnier, Josselin; Holman, Sean F.; Sølna, Knut
4
2013
Estimating a Green’s function from “field-field” correlations in a random medium. Zbl 1172.62030
De Hoop, Maarten V.; Solna, Knut
4
2009
Multiname and multiscale default modeling. Zbl 1179.91264
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
4
2009
Enhanced and specular backscattering in random media. Zbl 1366.74022
de Hoop, Maarten V.; Garnier, Josselin; Solna, Knut
3
2012
Medium induced resolution enhancement for broadband imaging. Zbl 1301.94009
Ammari, Habib; Garnier, Josselin; de Rosny, Julien; Sølna, Knut
3
2014
Coupled parabolic equations for wave propagation. Zbl 1090.65120
Huang, Kai; Solna, Knut; Zhao, Hongkai
3
2004
Time reversal super resolution in randomly layered media. Zbl 1231.76270
Fouque, Jean-Pierre; Garnier, Josselin; Søłna, Knut
3
2006
The parabolic wave approximation and time reversal. Zbl 1027.76049
Papanicolaou, George; Ryzhik, Leonid; Sølna, Knut
3
2002
Background velocity estimation with cross correlations of incoherent waves in the parabolic scaling. Zbl 1169.35387
Garnier, Josselin; Sølna, Knut
3
2009
Coupled wideangle wave approximations. Zbl 1246.76017
Garnier, Josselin; Sølna, Knut
2
2012
A QR-like SVD algorithm for a product/quotient of several matrices. Zbl 0826.65030
Golub, G. H.; Solna, K.; Van Dooren, P.
2
1995
Time trend estimation for a geographic region. Zbl 0869.62064
Sølna, Knut; Switzer, Paul
2
1996
Fractional precursors in random media. Zbl 1267.78007
Garnier, Josselin; Sølna, Knut
2
2010
Background velocity estimation by cross correlation of ambient noise signals in the radiative transport regime. Zbl 1302.35439
Garnier, Josselin; Sølna, Knut
2
2011
Resolution analysis of passive synthetic aperture imaging of fast moving objects. Zbl 1364.78013
Borcea, L.; Garnier, J.; Papanicolaou, G.; Solna, K.; Tsogka, C.
2
2017
Bond markets with stochastic volatility. Zbl 1189.91213
Desantiago, Rafael; Fouque, Jean-Pierre; Solna, Knut
2
2008
Option pricing under fast-varying and rough stochastic volatility. Zbl 1418.91514
Garnier, Josselin; Sølna, Knut
2
2018
Imaging through a scattering medium by Speckle intensity correlations. Zbl 1394.78010
Garnier, Josselin; Sølna, Knut
2
2018
A multiscale approach to a synthetic aperture radar in dispersive random media. Zbl 1321.78010
Garnier, Josselin; Sølna, Knut
1
2013
Transmission and reflection of electromagnetic waves in randomly layered media. Zbl 1318.35120
Garnier, Josselin; Sølna, Knut
1
2015
White-noise paraxial approximation for a general random hyperbolic system. Zbl 1329.35365
Garnier, Josselin; Sølna, Knut
1
2015
Can mixing materials make electromagnetic signals travel faster? Zbl 1017.78004
Solna, Knut; Milton, Graeme W.
1
2002
Imaging with noise blending. Zbl 1302.35456
de Hoop, Maarten; Fedrizzi, Ennio; Garnier, Josselin; Sølna, Knut
1
2012
Mathematical and statistical methods for imaging. NIMS thematic workshop, Inha University, Incheon, Korea, August 10–13, 2010. Zbl 1219.35002
Ammari, Habib (ed.); Garnier, Josselin (ed.); Kang, Hyeonbae (ed.); Sølna, Knut (ed.)
1
2011
Cross correlation and deconvolution of noise signals in randomly layered media. Zbl 1200.35326
Garnier, Josselin; Sølna, Knut
1
2010
Parabolic and white-noise approximations for elastic waves in random media. Zbl 1231.74178
Garnier, Josselin; Søłna, Knut
1
2009
Noninvasive imaging through random media. Zbl 1404.60089
Garnier, Josselin; Sølna, Knut
1
2018
Wave propagation and imaging in moving random media. Zbl 1409.76014
Borcea, Liliana; Garnier, Josselin; Solna, Knut
1
2019
Expectation-maximization algorithm with local adaptivity. Zbl 1175.62068
Leung, Shingyu; Liang, Gang; Solna, Knut; Zhao, Hongkai
1
2009
Paraxial coupling of electromagnetic waves in random media. Zbl 1180.35593
Garnier, Josselin; Sølna, Knut
1
2009
Option pricing under fast-varying long-memory stochastic volatility. Zbl 1411.91556
Garnier, Josselin; Sølna, Knut
4
2019
Wave propagation and imaging in moving random media. Zbl 1409.76014
Borcea, Liliana; Garnier, Josselin; Solna, Knut
1
2019
Option pricing under fast-varying and rough stochastic volatility. Zbl 1418.91514
Garnier, Josselin; Sølna, Knut
2
2018
Imaging through a scattering medium by Speckle intensity correlations. Zbl 1394.78010
Garnier, Josselin; Sølna, Knut
2
2018
Noninvasive imaging through random media. Zbl 1404.60089
Garnier, Josselin; Sølna, Knut
1
2018
Correction to Black-Scholes formula due to fractional stochastic volatility. Zbl 1407.91290
Garnier, Josselin; Sølna, Knut
13
2017
Resolution analysis of passive synthetic aperture imaging of fast moving objects. Zbl 1364.78013
Borcea, L.; Garnier, J.; Papanicolaou, G.; Solna, K.; Tsogka, C.
2
2017
Fourth-moment analysis for wave propagation in the white-noise paraxial regime. Zbl 1339.35289
Garnier, Josselin; Sølna, Knut
9
2016
Pulse propagation in time dependent randomly layered media. Zbl 1381.35255
Borcea, Liliana; Sølna, Knut
5
2016
Transmission and reflection of electromagnetic waves in randomly layered media. Zbl 1318.35120
Garnier, Josselin; Sølna, Knut
1
2015
White-noise paraxial approximation for a general random hyperbolic system. Zbl 1329.35365
Garnier, Josselin; Sølna, Knut
1
2015
Scintillation in the white-noise paraxial regime. Zbl 1308.60077
Garnier, Josselin; Solna, Knut
8
2014
Wave backscattering by point scatterers in the random paraxial regime. Zbl 1328.60147
Garnier, Josselin; Sølna, Knut
5
2014
Medium induced resolution enhancement for broadband imaging. Zbl 1301.94009
Ammari, Habib; Garnier, Josselin; de Rosny, Julien; Sølna, Knut
3
2014
Mathematical and statistical methods for multistatic imaging. Zbl 1288.35001
Ammari, Habib; Garnier, Josselin; Jing, Wenjia; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut; Wang, Han
71
2013
Resolution and stability analysis in full-aperture, linearized conductivity and wave imaging. Zbl 1317.35291
Ammari, Habib; Garnier, Josselin; Sølna, Knut
10
2013
Partial data resolving power of conductivity imaging from boundary measurements. Zbl 1302.35424
Ammari, Habib; Garnier, Josselin; Sølna, Knut
7
2013
Retrieval of a Green’s function with reflections from partly coherent waves generated by a wave packet using cross correlations. Zbl 1267.35267
de Hoop, Maarten V.; Garnier, Josselin; Holman, Sean F.; Sølna, Knut
4
2013
A multiscale approach to a synthetic aperture radar in dispersive random media. Zbl 1321.78010
Garnier, Josselin; Sølna, Knut
1
2013
Multistatic imaging of extended targets. Zbl 1344.78023
Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lim, Mikyoung; Sølna, Knut
31
2012
A statistical approach to target detection and localization in the presence of noise. Zbl 1274.35256
Ammari, Habib; Garnier, Josselin; Sølna, Knut
10
2012
Enhanced and specular backscattering in random media. Zbl 1366.74022
de Hoop, Maarten V.; Garnier, Josselin; Solna, Knut
3
2012
Coupled wideangle wave approximations. Zbl 1246.76017
Garnier, Josselin; Sølna, Knut
2
2012
Imaging with noise blending. Zbl 1302.35456
de Hoop, Maarten; Fedrizzi, Ennio; Garnier, Josselin; Sølna, Knut
1
2012
Multiscale stochastic volatility for equity, interest rate, and credit derivatives. Zbl 1248.91003
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Sølna, Knut
103
2011
Imaging schemes for perfectly conducting cracks. Zbl 1259.78049
Ammari, Habib; Garnier, Josselin; Kang, Hyonbae; Park, Won-Kwang; Sølna, Knut
37
2011
The mean escape time for a narrow escape problem with multiple switching gates. Zbl 1231.82048
Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Lee, Hyundae; Sølna, Knut
9
2011
A general framework for waves in random media with long-range correlations. Zbl 1223.34085
Marty, Renaud; Sølna, Knut
8
2011
Background velocity estimation by cross correlation of ambient noise signals in the radiative transport regime. Zbl 1302.35439
Garnier, Josselin; Sølna, Knut
2
2011
Mathematical and statistical methods for imaging. NIMS thematic workshop, Inha University, Incheon, Korea, August 10–13, 2010. Zbl 1219.35002
Ammari, Habib; Garnier, Josselin; Kang, Hyeonbae; Sølna, Knut
1
2011
Generalized Foldy-Lax formulation. Zbl 1192.78021
Huang, Kai; Solna, Knut; Zhao, Hongkai
9
2010
Fractional precursors in random media. Zbl 1267.78007
Garnier, Josselin; Sølna, Knut
2
2010
Cross correlation and deconvolution of noise signals in randomly layered media. Zbl 1200.35326
Garnier, Josselin; Sølna, Knut
1
2010
Coupled paraxial wave equations in random media in the white-noise regime. Zbl 1175.60066
Garnier, Josselin; Sølna, Knut
19
2009
Pulse propagation in random media with long-range correlation. Zbl 1176.60057
Garnier, Josselin; Sølna, Knut
8
2009
Scaling limits for wave pulse transmission and reflection operators. Zbl 1231.78026
Garnier, Josselin; Søłna, Knut
7
2009
Acoustic waves in long range random media. Zbl 1306.76041
Marty, Renaud; Solna, Knut
7
2009
Estimating a Green’s function from “field-field” correlations in a random medium. Zbl 1172.62030
De Hoop, Maarten V.; Solna, Knut
4
2009
Multiname and multiscale default modeling. Zbl 1179.91264
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
4
2009
Background velocity estimation with cross correlations of incoherent waves in the parabolic scaling. Zbl 1169.35387
Garnier, Josselin; Sølna, Knut
3
2009
Parabolic and white-noise approximations for elastic waves in random media. Zbl 1231.74178
Garnier, Josselin; Søłna, Knut
1
2009
Expectation-maximization algorithm with local adaptivity. Zbl 1175.62068
Leung, Shingyu; Liang, Gang; Solna, Knut; Zhao, Hongkai
1
2009
Paraxial coupling of electromagnetic waves in random media. Zbl 1180.35593
Garnier, Josselin; Sølna, Knut
1
2009
Random backscattering in the parabolic scaling. Zbl 1146.78006
Garnier, Josselin; Sølna, Knut
9
2008
Effective transport equations and enhanced backscattering in random waveguides. Zbl 1152.76042
Garnier, Josselin; Sølna, Knut
7
2008
Coherent interferometric imaging for synthetic aperture radar in the presence of noise. Zbl 1210.94034
Garnier, Josselin; Sølna, Knut
6
2008
Bond markets with stochastic volatility. Zbl 1189.91213
Desantiago, Rafael; Fouque, Jean-Pierre; Solna, Knut
2
2008
Wave propagation and time reversal in randomly layered media. Zbl 1386.74001
Fouque, Jean-Pierre; Garnier, Josselin; Papanicolaou, George; Sølna, Knut
109
2007
Self-averaging from lateral diversity in the Itô-Schrödinger equation. Zbl 1143.35390
Papanicolaou, George; Ryzhik, Lenya; Sølna, Knut
19
2007
A direct imaging method using far-field data. Zbl 1127.65031
Hou, Songming; Solna, Knut; Zhao, Hongkai
7
2007
A direct imaging algorithm for extended targets. Zbl 1112.78014
Hou, Songming; Solna, Knut; Zhao, Hongkai
25
2006
Stochastic volatility effects on defaultable bonds. Zbl 1142.91523
Fouque, Jean-Pierre; Sircar, Ronnie; Sølna, Knut
23
2006
Analysis of wave propagation in 1D inhomogeneous media. Zbl 1096.35081
Guidotti, Patrick; Lambers, James V.; Solna, Knut
5
2006
Efficient numerical simulation for long range wave propagation. Zbl 1090.76053
Huang, Kai; Papanicolaou, George; Solna, Knut; Tsogka, Chrysoula; Zhao, Hongkai
4
2006
Time reversal super resolution in randomly layered media. Zbl 1231.76270
Fouque, Jean-Pierre; Garnier, Josselin; Søłna, Knut
3
2006
Propagation and time reversal of wave beams in atmospheric turbulence. Zbl 1075.35084
Fannjiang, Albert C.; Solna, Knut
11
2005
Time-reversal refocusing for point source in randomly layered media. Zbl 1189.76459
Fouque, Jean-Pierre; Garnier, Josselin; Nachbin, André; Sølna, Knut
8
2005
Multiscale stochastic volatility asymptotics. Zbl 1074.91015
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
64
2004
Statistical stability in time reversal. Zbl 1065.35058
Papanicolaou, George; Ryzhik, Leonid; Solna, Knut
25
2004
Imaging of location and geometry for extended targets using the response matrix. Zbl 1054.65065
Hou, Songming; Solna, Knut; Zhao, Hongkai
16
2004
Maturity cycles in implied volatility. Zbl 1063.91066
Fouque, Jean-Pierre; Papanicolaou, George; Sircar, Ronnie; Solna, Knut
14
2004
Scaling limits for beam wave propagation in atmospheric turbulence. Zbl 1114.86001
Fannjiang, Albert C.; Solna, Knut
5
2004
Coupled parabolic equations for wave propagation. Zbl 1090.65120
Huang, Kai; Solna, Knut; Zhao, Hongkai
3
2004
Singular perturbations in option pricing. Zbl 1039.91024
Fouque, J.-P.; Papanicolaou, G.; Sircar, R.; Solna, K.
66
2003
Time-reversal aperture enhancement. Zbl 1060.76103
Fouque, J.-P.; Solna, K.
6
2003
Acoustic pulse spreading in a random fractal. Zbl 1055.34105
Sølna, Knut
6
2003
Wavelet based estimation of local Kolmogorov turbulence. Zbl 1032.62089
Papanicolaou, George C.; Sølna, Knut
5
2003
Apparent diffusion due to topographic microstructure in shallow waters. Zbl 1185.76271
Nachbin, André; Søłna, Knut
8
2002
Focusing of time-reversed reflections. Zbl 1063.35519
Sølna, Knut
4
2002
The parabolic wave approximation and time reversal. Zbl 1027.76049
Papanicolaou, George; Ryzhik, Leonid; Sølna, Knut
3
2002
Can mixing materials make electromagnetic signals travel faster? Zbl 1017.78004
Solna, Knut; Milton, Graeme W.
1
2002
Ray theory for a locally layered random medium. Zbl 0979.76075
Sølna, K.; Papanicolaou, G.
17
2000
Computing the SVD of a general matrix product/quotient. Zbl 0969.65032
Golub, Gene; Sølna, Knut; Van Dooren, Paul
9
2000
Time trend estimation for a geographic region. Zbl 0869.62064
Sølna, Knut; Switzer, Paul
2
1996
A QR-like SVD algorithm for a product/quotient of several matrices. Zbl 0826.65030
Golub, G. H.; Solna, K.; Van Dooren, P.
2
1995
all top 5

Cited by 675 Authors

60 Garnier, Josselin
36 Sølna, Knut
35 Ammari, Habib M.
26 Fouque, Jean-Pierre
25 Park, Won-Kwang
20 Kim, Jeong-Hoon
15 Borcea, Liliana
15 Sircar, Ronnie
11 Bal, Guillaume
11 Kang, Hyeonbae
11 Papanicolaou, George C.
10 Yoon, Ji-Hun
9 Lorig, Matthew J.
9 Pinaud, Olivier
8 Nachbin, André
8 Wong, Hoi Ying
8 Yu, SangHyeon
8 Zhang, Hai
7 Hu, Guanghui
7 Lim, Mikyoung
7 Liu, Hongyu
7 Pagliarani, Stefano
7 Pascucci, Andrea
7 Ruiz, Matias
7 Sini, Mourad
6 Gulisashvili, Archil
6 Han, Chuan-Hsiang
6 Klibanov, Michael V.
6 Lambers, James V.
6 Lawley, Sean D.
6 Lee, Hyundae
6 Lee, Min-Ku
6 Ryzhik, Lenya
6 Wahab, Abdul Fatah
6 Zou, Jun
5 Choi, Sun-Yong
5 Gibson, Peter C.
5 Helin, Tapio
5 Komorowski, Tomasz
5 Lassas, Matti
5 Li, Jingzhi
5 Saporito, Yuri F.
5 Tsogka, Chrysoula
4 Alòs, Elisa
4 Bayraktar, Erhan
4 Chow, Yat Tin
4 Deng, Youjun
4 Escobar, Marcos
4 Fink, Mathias
4 Gomez, Christophe
4 Jacquier, Antoine
4 Ma, Yong-Ki
4 Marty, Renaud
4 Oberguggenberger, Michael B.
4 Papanicolaou, Andrew
4 Park, Chang-Rae
4 Yang, Sung-Jin
4 Zagst, Rudi
3 Bao, Gang
3 Bardi, Martino
3 Bichuch, Maxim
3 Cesaroni, Annalisa
3 Chen, Wenting
3 Chen, Zhiming
3 Choi, Doosung
3 de Hoop, Maarten V.
3 Debussche, Arnaud
3 Fannjiang, Albert C.
3 Feng, Xiaobing
3 Fukasawa, Masaaki
3 Givoli, Dan
3 Götz, Barbara
3 Haddar, Houssem
3 Hou, Songming
3 Hu, Ruimeng
3 Joh, Young-Deuk
3 Lesselier, Dominique
3 Li, Jichun
3 Liu, Keji
3 López, José Luis
3 Lorton, Cody
3 Moscoso, Miguel
3 Muñoz Grajales, Juan Carlos
3 Neykova, Daniela
3 Novikov, Alexei
3 Qian, Jianliang
3 Roome, Patrick
3 Sapsis, Themistoklis P.
3 Thành, Nguyen Trung
3 Turkel, Eli L.
3 Vafeas, Panayiotis
3 Vives, Josep
3 Wang, Han
3 Zariphopoulou, Thaleia
3 Zubelli, Jorge P.
2 Ahn, Chi Young
2 Amitt, Eyal
2 Audibert, Lorenzo
2 Beilina, Larisa
2 Bellet, Jean-Baptiste
...and 575 more Authors
all top 5

Cited in 158 Serials

24 Journal of Computational Physics
23 Quantitative Finance
20 Inverse Problems
19 SIAM Journal on Applied Mathematics
18 Multiscale Modeling & Simulation
18 SIAM Journal on Imaging Sciences
18 SIAM Journal on Financial Mathematics
16 International Journal of Theoretical and Applied Finance
16 Inverse Problems and Imaging
15 Wave Motion
13 Applied Mathematical Finance
12 Applied Mathematics Letters
11 Journal of Differential Equations
10 Journal de Mathématiques Pures et Appliquées. Neuvième Série
10 Mathematical Finance
9 Computers & Mathematics with Applications
9 Mathematical Methods in the Applied Sciences
9 Journal of Computational and Applied Mathematics
8 The Annals of Applied Probability
8 Finance and Stochastics
7 Chaos, Solitons and Fractals
7 Stochastic Processes and their Applications
6 Archive for Rational Mechanics and Analysis
6 Communications in Mathematical Physics
6 Journal of Mathematical Analysis and Applications
6 SIAM Journal on Control and Optimization
5 Journal of Statistical Physics
5 SIAM Journal on Scientific Computing
5 Stochastics and Dynamics
5 Waves in Random and Complex Media
5 Inverse Problems in Science and Engineering
4 Computer Methods in Applied Mechanics and Engineering
4 Journal of Scientific Computing
4 Communications in Partial Differential Equations
4 Linear Algebra and its Applications
4 Mathematical Problems in Engineering
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
3 Applicable Analysis
3 Applied Mathematics and Computation
3 SIAM Journal on Numerical Analysis
3 Insurance Mathematics & Economics
3 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire
3 Physica D
3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences
3 Journal of Elasticity
3 Computational and Applied Mathematics
3 Journal of Inverse and Ill-Posed Problems
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Applied Stochastic Models in Business and Industry
3 Annals of Finance
3 Proceedings of the Royal Society of London. A. Mathematical, Physical and Engineering Sciences
2 Journal of Fluid Mechanics
2 Journal of Mathematical Physics
2 Mathematics of Computation
2 Applied Mathematics and Optimization
2 Journal of Applied Probability
2 Journal of Econometrics
2 Numerical Functional Analysis and Optimization
2 Applied Numerical Mathematics
2 European Journal of Operational Research
2 SIAM Journal on Mathematical Analysis
2 Physics of Fluids
2 Complexity
2 Abstract and Applied Analysis
2 Methodology and Computing in Applied Probability
2 Annales Henri Poincaré
2 Mathematical Modelling and Analysis
2 Foundations of Computational Mathematics
2 Discrete and Continuous Dynamical Systems. Series B
2 Journal of Applied Mathematics
2 SIAM Journal on Applied Dynamical Systems
2 Asia-Pacific Financial Markets
2 International Journal of Stochastic Analysis
2 SIAM/ASA Journal on Uncertainty Quantification
1 International Journal of Modern Physics A
1 International Journal of Modern Physics B
1 Advances in Applied Probability
1 Journal of Engineering Mathematics
1 Physica A
1 Functional Analysis and its Applications
1 Journal of Approximation Theory
1 Journal of Functional Analysis
1 Journal of the London Mathematical Society. Second Series
1 Mathematische Annalen
1 Mathematics and Computers in Simulation
1 Mathematische Nachrichten
1 Monatshefte für Mathematik
1 Numerische Mathematik
1 Proceedings of the American Mathematical Society
1 Quarterly of Applied Mathematics
1 Studies in Applied Mathematics
1 Transactions of the American Mathematical Society
1 Statistics & Probability Letters
1 Operations Research Letters
1 Stochastic Analysis and Applications
1 Computational Mechanics
1 International Journal of Approximate Reasoning
1 Numerical Methods for Partial Differential Equations
1 Journal of Economic Dynamics & Control
1 SIAM Journal on Matrix Analysis and Applications
...and 58 more Serials
all top 5

Cited in 39 Fields

235 Partial differential equations (35-XX)
192 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
155 Probability theory and stochastic processes (60-XX)
104 Numerical analysis (65-XX)
99 Optics, electromagnetic theory (78-XX)
53 Fluid mechanics (76-XX)
52 Mechanics of deformable solids (74-XX)
29 Information and communication theory, circuits (94-XX)
26 Calculus of variations and optimal control; optimization (49-XX)
26 Statistics (62-XX)
26 Biology and other natural sciences (92-XX)
22 Systems theory; control (93-XX)
17 Statistical mechanics, structure of matter (82-XX)
13 Quantum theory (81-XX)
13 Geophysics (86-XX)
12 Integral equations (45-XX)
11 Ordinary differential equations (34-XX)
11 Operations research, mathematical programming (90-XX)
10 Dynamical systems and ergodic theory (37-XX)
10 Approximations and expansions (41-XX)
8 Linear and multilinear algebra; matrix theory (15-XX)
8 Computer science (68-XX)
7 Special functions (33-XX)
7 Operator theory (47-XX)
6 Potential theory (31-XX)
4 Harmonic analysis on Euclidean spaces (42-XX)
4 Integral transforms, operational calculus (44-XX)
4 Differential geometry (53-XX)
3 General and overarching topics; collections (00-XX)
3 Functions of a complex variable (30-XX)
3 Global analysis, analysis on manifolds (58-XX)
2 Mechanics of particles and systems (70-XX)
2 Classical thermodynamics, heat transfer (80-XX)
1 Combinatorics (05-XX)
1 Real functions (26-XX)
1 Measure and integration (28-XX)
1 Functional analysis (46-XX)
1 Relativity and gravitational theory (83-XX)
1 Astronomy and astrophysics (85-XX)

Citations by Year