Edit Profile (opens in new tab) Swishchuk, Anatoliy Co-Author Distance Author ID: swishchuk.anatoliy-v Published as: Svishchuk, A. V.; Swishchuk, Anatoliy; Swishchuk, A. V.; Swishchuk, Anatoly; Swishchuk, A.; Swishchuk, Anatoliy V.; Swishchuk, Anatoly V.; Svishchuk, Anatolij more...less Further Spellings: Svishchuk, Anatoliĭ Vital’evich; Свищук Анатолій Віталійович Homepage: http://people.ucalgary.ca/~aswish/ External Links: GND Documents Indexed: 102 Publications since 1983, including 12 Books and 2 Additional arXiv Preprints 1 Further Contribution Reviewing Activity: 437 Reviews Co-Authors: 41 Co-Authors with 68 Joint Publications 1,574 Co-Co-Authors all top 5 Co-Authors 35 single-authored 16 Korolyuk, Volodymyr Semenovych 5 Elliott, Robert James 5 Wu, Jianhong 4 Goncharova, Svitlana Ya. 4 Islam, Mohammad Shafiqul 4 Kazmerchuk, Yuriĭ Ivanovich 4 Vadori, Nelson 4 Zagst, Rudi 3 Limnios, Nikolaos 3 Lukin, O. E. 2 Gusak, Dmytro V. 2 Ivanov, Anatoli F. 2 Kalemanova, A. V. 2 Korolyuk, Vladimir V. 2 Mishura, Yuliya Stepanivna 2 Steinrücke, Lea 2 Svishchuk, M. Ya 2 Zhuravyts’kyj, D. G. 1 Borovskikh, Yuri V. 1 Bratijchuk, M. S. 1 Bratijchuk, N. S. 1 Burdeinyi, A. G. 1 Burdejnyj, A. G. 1 Cera, Katharina 1 Chavez-Casillas, Jonathan A. 1 Cherenkov, A. P. 1 Coayla-Terán, Edson Alberto 1 Demenin, A. N. 1 Di, Lan 1 Diesperova, M. M. 1 Dobrovol’skij, V. V. 1 Dukhovny, Alexander M. 1 Dzhalladova, Irada A. 1 Gasanenko, Vitalii Alekseevich 1 Griego, Richard J. 1 Grikh, Z. A. 1 Hofmeister, Tyler 1 Khusainov, Denis Ya. 1 Li, Hua 1 Manca, Raimondo 1 Marushin, M. N. 1 Melyaeva, O. 1 Novikov, M. M. 1 Pratsiovytyi, Mykola 1 Rémillard, Bruno N. 1 Salvi, Giovanni 1 Schmidt, Julia K. 1 Solopko, I. O. 1 Tertychnyi, Maksym 1 Turbin, Anatoly F. 1 Tureniyazova, A. I. 1 Ware, Antony F. 1 Xu, Li 1 Yatsishin, Yu. V. 1 Yuan, George Xianzhi 1 Yuan, Steven 1 Zaigraev, Alexander 1 Zayats, Volodymyr V. 1 Zeller, Gabriela 1 Zhang, I. Y. 1 Zhdanova, Yu. D. all top 5 Serials 13 Ukraïns’kyĭ Matematychnyĭ Zhurnal 8 Ukrainian Mathematical Journal 6 The Canadian Applied Mathematics Quarterly 5 Teoriya Ĭmovirnosteĭ ta Matematychna Statystyka 3 Random Operators and Stochastic Equations 3 Methodology and Computing in Applied Probability 3 Mathematics and its Applications (Dordrecht) 2 Doklady Akademii Nauk Ukrainskoĭ SSR, Seriya A 2 Insurance Mathematics & Economics 2 Stochastic Analysis and Applications 2 Dopovidi Akademiï Nauk Ukraïni 2 Theory of Probability and Mathematical Statistics 2 Differential Equations and Dynamical Systems 2 International Journal of Theoretical and Applied Finance 2 Prykladna Statystyka. Aktuarna ta Finansova Matematyka 2 International Journal of Stochastic Analysis 1 Advances in Applied Probability 1 Fuzzy Sets and Systems 1 Mathematics and Computers in Simulation 1 Statistics & Probability Letters 1 Communications in Statistics. Theory and Methods 1 Mathematical Problems in Engineering 1 Neliniĭni Kolyvannya 1 Visnyk. Matematyka. Mekhanika. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Visnyk. Seriya: Fizyko-Matematychni Nauky. Kyïvs’kyĭ Universytet Imeni Tarasa Shevchenka 1 Dopovidi Natsional’noï Akademiï Nauk Ukraïny. Matematyka, Pryrodoznavstvo, Tekhnichni Nauky 1 Zhurnal Obchyslyuval’noïta Prykladnoï Matematyky 1 International Journal of Differential Equations and Applications 1 Quantitative Finance 1 International Journal of Qualitative Theory of Differential Equations and Applications 1 SIAM Journal on Financial Mathematics 1 SpringerBriefs in Mathematics 1 Probability and its Applications 1 Chapman & Hall/CRC Financial Mathematics Series 1 Mathematical Modelling: Theory and Applications all top 5 Fields 91 Probability theory and stochastic processes (60-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 15 Statistics (62-XX) 13 Systems theory; control (93-XX) 7 Ordinary differential equations (34-XX) 4 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 2 Difference and functional equations (39-XX) 2 Operations research, mathematical programming (90-XX) 1 General and overarching topics; collections (00-XX) 1 Dynamical systems and ergodic theory (37-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 50 Publications have been cited 255 times in 185 Documents Cited by ▼ Year ▼ The pricing of options for securities markets with delayed response. Zbl 1301.91053 Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 22 2007 Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144 Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V. 20 2003 Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083 Korolyuk, V. S.; Swishchuk, A. V. 19 1994 A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197 Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 16 2005 Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017 Swishchuk, Anatoliy 11 2013 Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116 Ivanov, Anatoli F.; Swishchuk, Anatoly V. 11 2008 Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329 Swishchuk, Anatoliy 10 2006 Random evolutions and their applications. New trends. Zbl 0973.60002 Swishchuk, Anatoly 9 2000 Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061 Swishchuk, Anatoly; Wu, Jianhong 9 2003 Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059 Svishchuk, A. V.; Kazmerchuk, Yu. I. 8 2001 The stochastic stability of interest rates with jump changes. Zbl 0990.60059 Svishchuk, A. V.; Kalemanova, A. V. 7 2000 A semi-Markovian modeling of limit order markets. Zbl 1370.60155 Swishchuk, Anatoliy; Vadori, Nelson 7 2017 Random dynamical systems in finance. Zbl 1279.37050 Swishchuk, Anatoliy; Islam, Shafiqul 7 2013 The geometric Markov renewal processes with application to finance. Zbl 1223.60072 Swishchuk, Anatoliy; Islam, Md Shafiqul 7 2011 Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352 Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert 6 2014 Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178 Elliott, Robert J.; Swishchuk, Anatoliy V. 6 2007 Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380 Swishchuk, A. V. 5 1995 Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035 Korolyuk, V. S.; Svishchuk, A. V. 5 1986 Random evolutions and their applications. Zbl 0892.60089 Swishchuk, Anatoly 5 1997 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187 Swishchuk, Anatoliy; Xu, Li 5 2011 Change of time methods in quantitative finance. Zbl 1391.91004 Swishchuk, Anatoliy 5 2016 Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106 Limnios, Nikolaos; Swishchuk, Anatoliy 5 2013 Black-Scholes formula for a market in a random environment. Zbl 0989.60056 Griego, R. J.; Svishchuk, A. V. 4 2000 Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095 Vadori, N.; Swishchuk, A. 4 2015 Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167 Salvi, Giovanni; Swishchuk, Anatoliy V. 3 2014 General semi-Markov model for limit order books. Zbl 1396.91764 Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia 3 2017 Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047 Swishchuk, Anatoly 3 2008 Hawkes processes in insurance: risk model, application to empirical data and optimal investment. Zbl 1475.91317 Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela 3 2021 Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021 Swishchuk, A. V. 2 1995 Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004 Korolyuk, V. S.; Svishchuk, A. V. 2 2000 Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086 Korolyuk, V. S.; Svishchuk, A. V. 2 1992 Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090 Svishchuk, A. V. 2 1989 Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077 Koroljuk, V. S.; Swishchuk, A. V. 2 1988 Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085 Swishchuk, Anatoly V. 2 2010 Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085 Korolyuk, V. S.; Svishchuk, A. V. 2 1989 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057 Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Zbl 1381.35236 Li, Hua; Ware, Antony; Di, Lan; Yuan, George; Swishchuk, Anatoliy; Yuan, Steven 1 2018 Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps. Zbl 0971.60069 Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V. 1 2000 The Markov-switching jump diffusion LIBOR market model. Zbl 1398.91631 Steinruecke, L.; Zagst, R.; Swishchuk, A. 1 2015 Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082 Korolyuk, V. S.; Svishchuk, A. V. 1 1989 Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101 Korolyuk, V. S.; Svishchuk, A. V. 1 1990 A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091 Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V. 1 1987 Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042 Svishchuk, A. V. 1 1990 Filtering hidden semi-Markov chains. Zbl 1383.62202 Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy 1 2013 Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025 Korolyuk, V. S.; Svishchuk, A. V. 1 1990 Change of time method in mathematical finance. Zbl 1163.91015 Swishchuk, Anatoliy 1 2007 Modelling of limit order books by general compound Hawkes processes with implementations. Zbl 1480.60133 Swishchuk, Anatoliy 1 2021 Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355 Swishchuk, Anatoliy; Manca, Raimondo 1 2010 A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059 Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V. 1 2019 Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100 Swishchuk, Anatoliy; Islam, Md Shafiqul 1 2013 Hawkes processes in insurance: risk model, application to empirical data and optimal investment. Zbl 1475.91317 Swishchuk, Anatoliy; Zagst, Rudi; Zeller, Gabriela 3 2021 Modelling of limit order books by general compound Hawkes processes with implementations. Zbl 1480.60133 Swishchuk, Anatoliy 1 2021 A level-1 limit order book with time dependent arrival rates. Zbl 1428.60059 Chávez-Casillas, Jonathan A.; Elliott, Robert J.; Rémillard, Bruno; Swishchuk, Anatoliy V. 1 2019 The application of nonlinear fuzzy parameters PDE method in pricing and hedging European options. Zbl 1381.35236 Li, Hua; Ware, Antony; Di, Lan; Yuan, George; Swishchuk, Anatoliy; Yuan, Steven 1 2018 A semi-Markovian modeling of limit order markets. Zbl 1370.60155 Swishchuk, Anatoliy; Vadori, Nelson 7 2017 General semi-Markov model for limit order books. Zbl 1396.91764 Swishchuk, Anatoliy; Hofmeister, Tyler; Cera, Katharina; Schmidt, Julia 3 2017 Change of time methods in quantitative finance. Zbl 1391.91004 Swishchuk, Anatoliy 5 2016 Strong law of large numbers and central limit theorems for functionals of inhomogeneous semi-Markov processes. Zbl 1315.60095 Vadori, N.; Swishchuk, A. 4 2015 The Markov-switching jump diffusion LIBOR market model. Zbl 1398.91631 Steinruecke, L.; Zagst, R.; Swishchuk, A. 1 2015 Pricing currency derivatives with Markov-modulated Lévy dynamics. Zbl 1403.91352 Swishchuk, Anatoliy; Tertychnyi, Maksym; Elliott, Robert 6 2014 Covariance and correlation swaps for financial markets with Markov-modulated volatilities. Zbl 1290.91167 Salvi, Giovanni; Swishchuk, Anatoliy V. 3 2014 Modeling and pricing of swaps for financial and energy markets with stochastic volatilities. Zbl 1298.91017 Swishchuk, Anatoliy 11 2013 Random dynamical systems in finance. Zbl 1279.37050 Swishchuk, Anatoliy; Islam, Shafiqul 7 2013 Discrete-time semi-Markov random evolutions and their applications. Zbl 1271.90106 Limnios, Nikolaos; Swishchuk, Anatoliy 5 2013 Filtering hidden semi-Markov chains. Zbl 1383.62202 Elliott, Robert; Limnios, Nikolaos; Swishchuk, Anatoliy 1 2013 Normal deviation and Poisson approximation of a security market by the geometric Markov renewal processes. Zbl 1267.60100 Swishchuk, Anatoliy; Islam, Md Shafiqul 1 2013 The geometric Markov renewal processes with application to finance. Zbl 1223.60072 Swishchuk, Anatoliy; Islam, Md Shafiqul 7 2011 Pricing variance swaps for stochastic volatilities with delay and jumps. Zbl 1217.91187 Swishchuk, Anatoliy; Xu, Li 5 2011 Pricing of variance and volatility swaps with semi-Markov volatilities. Zbl 1259.91085 Swishchuk, Anatoly V. 2 2010 Diffusion approximations of the geometric Markov renewal processes and option price formulas. Zbl 1216.60057 Swishchuk, Anatoliy; Islam, M. Shafiqul 2 2010 Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering. Zbl 1202.91355 Swishchuk, Anatoliy; Manca, Raimondo 1 2010 Optimal control of stochastic differential delay equations with application in economics. Zbl 1263.34116 Ivanov, Anatoli F.; Swishchuk, Anatoly V. 11 2008 Explicit option pricing formula for a mean-reverting asset in energy market. Zbl 1164.60047 Swishchuk, Anatoly 3 2008 The pricing of options for securities markets with delayed response. Zbl 1301.91053 Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 22 2007 Pricing options and variance swaps in Markov-modulated Brownian markets. Zbl 1311.91178 Elliott, Robert J.; Swishchuk, Anatoliy V. 6 2007 Change of time method in mathematical finance. Zbl 1163.91015 Swishchuk, Anatoliy 1 2007 Modelling and pricing of variance swaps for multi-factor stochastic volatilities with delay. Zbl 1144.91329 Swishchuk, Anatoliy 10 2006 A continuous-time GARCH model for stochastic volatility with delay. Zbl 1311.91197 Kazmerchuk, Yuriy; Swishchuk, Anatoliy; Wu, Jianhong 16 2005 Theory, stochastic stability and applications of stochastic delay differential equations: a survey of results. Zbl 1231.34144 Ivanov, A. F.; Kazmerchuk, Y. I.; Swishchuk, A. V. 20 2003 Evolution of biological systems in random media: limit theorems and stability. Zbl 1116.60061 Swishchuk, Anatoly; Wu, Jianhong 9 2003 Stability of stochastic delay equations of Itô form with jumps and Markovian switchings, and their applications in finance. Zbl 0998.60059 Svishchuk, A. V.; Kazmerchuk, Yu. I. 8 2001 Random evolutions and their applications. New trends. Zbl 0973.60002 Swishchuk, Anatoly 9 2000 The stochastic stability of interest rates with jump changes. Zbl 0990.60059 Svishchuk, A. V.; Kalemanova, A. V. 7 2000 Black-Scholes formula for a market in a random environment. Zbl 0989.60056 Griego, R. J.; Svishchuk, A. V. 4 2000 Evolution stochastic systems. Averaging algorithms and diffusion approximation. (Evolyutsionnye stokhasticheskie sistemy. Algoritmy usredneniya i diffuzionnoj approksimatsii.) Zbl 0968.60004 Korolyuk, V. S.; Svishchuk, A. V. 2 2000 Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps. Zbl 0971.60069 Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V. 1 2000 Random evolutions and their applications. Zbl 0892.60089 Swishchuk, Anatoly 5 1997 Semi-Markov random evolutions: some ideas, methods and results. Zbl 1171.60380 Swishchuk, A. V. 5 1995 Hedging of options under mean-square criterion and semi-Markov volatility. Zbl 0977.91021 Swishchuk, A. V. 2 1995 Semi-Markov random evolutions. Transl. from the Russian by V. Zayatas. Zbl 0813.60083 Korolyuk, V. S.; Swishchuk, A. V. 19 1994 Semi-Markov random evolutions. (Polumarkovskie sluchajnye ehvolyutsii.) Zbl 0851.60086 Korolyuk, V. S.; Svishchuk, A. V. 2 1992 Weak convergence of semi-Markov random evolutions (martingale approach). Zbl 0733.60101 Korolyuk, V. S.; Svishchuk, A. V. 1 1990 Solution of the martingale problem for semi-Markov random evolutions. Zbl 0785.60042 Svishchuk, A. V. 1 1990 Weak convergence of semi-Markov random evolutions in an averaging scheme. Zbl 0747.60025 Korolyuk, V. S.; Svishchuk, A. V. 1 1990 Weak convergence of semi-Markov random evolutions in an averaging scheme (martingale approach). Zbl 0704.60090 Svishchuk, A. V. 2 1989 Phase averaging of inhomogeneous semi-Markov random evolutions. Zbl 0678.60085 Korolyuk, V. S.; Svishchuk, A. V. 2 1989 Limit representation of continuous semi-Markovian random evolutions in a scheme of series. Zbl 0694.60082 Korolyuk, V. S.; Svishchuk, A. V. 1 1989 Semi-Markov random evolutions-phase aggregation and applications. Zbl 0900.60077 Koroljuk, V. S.; Swishchuk, A. V. 2 1988 A central limit theorem in a scheme of phase extension for semi-Markovian random evolutions. Zbl 0632.60091 Korolyuk, V. S.; Svishchuk, A. V.; Korolyuk, V. V. 1 1987 Central limit theorem for semi-Markov random evolutions. Zbl 0609.60035 Korolyuk, V. S.; Svishchuk, A. V. 5 1986 all cited Publications top 5 cited Publications all top 5 Cited by 296 Authors 21 Swishchuk, Anatoliy 7 Islam, Mohammad Shafiqul 5 Cordoni, Francesco Giuseppe 5 Di Persio, Luca 5 Korolyuk, Volodymyr Semenovych 4 Ademola, Adeleke Timothy 4 Chang, Mouhsiung 4 D’Amico, Guglielmo 4 Kolesnik, Alexander D. 3 Adesina, Olufemi Adeyinka 3 Anisimov, Vladimir Vladislavovič 3 Birkin, Mark 3 Cui, Zhenyu 3 Frank, Till Daniel 3 Jiang, Feng 3 Limnios, Nikolaos 3 Luo, Jingjing 3 Manca, Raimondo 3 Nie, Xiaokai 3 Ricciuti, Costantino 3 Rujivan, Sanae 3 Toaldo, Bruno 3 Zhu, Songping 2 Badescu, Alexandru M. 2 Bae, Hyeong-Ohk 2 Bretó, Carles 2 Coca, Daniel 2 Di Nunno, Giulia 2 Elliott, Robert James 2 Fei, Weiyin 2 Gianfelice, Michele 2 Ionides, Edward L. 2 Issaka, Aziz 2 Janssen, Jacques 2 Kim, Jongkuk 2 Kim, Kyong-Hui 2 Lei, Jinzhi 2 Li, Cuixiang 2 Li, Wenhan 2 Li, Xiong 2 Li, Yaqiong 2 Lin, Lisha 2 Liu, Lixia 2 Luo, Jiaowan 2 Lv, Guiwen 2 Misiats, Oleksandr 2 Ogundare, Babatunde Sunday 2 Ogundiran, Michael Oluniyi 2 Pang, Tao 2 Pemy, Moustapha 2 Petroni, Filippo 2 Pogorui, Anatoliy A. 2 Rodríguez-Dagnino, Ramón Martín 2 Stanzhytskyi, Oleksandr M. 2 Wang, Liang 2 Wang, Xiao 2 Wang, Zhen 2 Wu, Jianhong 2 Wu, Zhen 2 Yang, Hua 2 Yoo, Jane 2 Youree, Roger K. 2 Yue, Chao 2 Zagst, Rudi 1 Abou-El-Ela, A. M. A. 1 Aderogba, Adebayo Abiodun 1 Akindeinde, Saheed Ojo 1 Al-Obaidi, Ali H. M. 1 Antonio, Katrien 1 Artalejo, Jesus R. 1 Askes, Harm 1 Au, Chi Yan 1 Baños, David R. 1 Barron, Yonit 1 Beek, Peter J. 1 Bhat, Harish S. 1 Bienek, Tobias 1 Bo, Lijun 1 Boyarsky, Abraham 1 Brouste, Alexandre 1 Burdeinyi, A. G. 1 Burrage, Kevin 1 Cadenillas, Abel 1 Cera, Katharina 1 Chabanyuk, Yaroslav M. 1 Chang, Pei-Chann 1 Chavez-Casillas, Jonathan A. 1 Chen, Chuchu 1 Chen, Jing 1 Chen, Li 1 Chen, Yuyu 1 Cho, Seung-Yeon 1 Clark, Jason D. 1 Cosso, Andrea 1 Couch, Matthew 1 Crauel, Hans 1 Crevecoeur, Jonas 1 De Gregorio, Alessandro 1 Deelstra, Griselda 1 Dharmaraja, Selvamuthu ...and 196 more Authors all top 5 Cited in 109 Serials 8 Ukrainian Mathematical Journal 6 Stochastic Analysis and Applications 6 Stochastic Processes and their Applications 5 Journal of Statistical Physics 5 International Journal of Theoretical and Applied Finance 4 Journal of Computational and Applied Mathematics 4 Communications in Statistics. Theory and Methods 4 Mathematical Problems in Engineering 4 Methodology and Computing in Applied Probability 3 Physica A 3 Physics Letters. A 3 Applied Mathematics and Computation 3 Journal of Optimization Theory and Applications 3 Abstract and Applied Analysis 3 Communications in Nonlinear Science and Numerical Simulation 3 Discrete and Continuous Dynamical Systems. Series B 3 International Journal of Stochastic Analysis 2 Chaos, Solitons and Fractals 2 Automatica 2 Insurance Mathematics & Economics 2 Statistics & Probability Letters 2 Journal of Applied Mathematics and Stochastic Analysis 2 Annals of Operations Research 2 European Journal of Operational Research 2 Journal of Nonlinear Science 2 Theory of Probability and Mathematical Statistics 2 Random Operators and Stochastic Equations 2 Top 2 Journal of Difference Equations and Applications 2 Bernoulli 2 Mathematical Finance 2 Differentsial’nye Uravneniya i Protsessy Upravleniya 2 Quantitative Finance 2 Stochastics 2 Journal of Probability and Statistics 2 Annals of Finance 2 International Journal of Applied and Computational Mathematics 1 Advances in Applied Probability 1 Communications in Mathematical Physics 1 International Journal of Control 1 Inverse Problems 1 Journal of the Franklin Institute 1 Journal of Mathematical Analysis and Applications 1 Lithuanian Mathematical Journal 1 The Mathematical Intelligencer 1 Applied Mathematics and Optimization 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Journal of Functional Analysis 1 Mathematics and Computers in Simulation 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 SIAM Journal on Control and Optimization 1 SIAM Journal on Numerical Analysis 1 Cybernetics 1 Systems & Control Letters 1 Acta Applicandae Mathematicae 1 Journal of the Nigerian Mathematical Society 1 Physica D 1 Journal of Economic Dynamics & Control 1 Applied Mathematics Letters 1 Mathematical and Computer Modelling 1 Journal of Global Optimization 1 Numerical Algorithms 1 Automation and Remote Control 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 SIAM Review 1 Journal of Dynamics and Differential Equations 1 Archive of Applied Mechanics 1 International Journal of Robust and Nonlinear Control 1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering 1 Cybernetics and Systems Analysis 1 Applied Mathematics. Series B (English Edition) 1 Applicationes Mathematicae 1 Electronic Journal of Differential Equations (EJDE) 1 NoDEA. Nonlinear Differential Equations and Applications 1 European Journal of Control 1 Soft Computing 1 Journal of Applied Mathematics and Decision Sciences 1 Discrete Dynamics in Nature and Society 1 Statistical Inference for Stochastic Processes 1 Probability in the Engineering and Informational Sciences 1 Brazilian Journal of Probability and Statistics 1 The ANZIAM Journal 1 Dynamics of Continuous, Discrete & Impulsive Systems. Series A. Mathematical Analysis 1 Dynamical Systems 1 Journal of Systems Science and Complexity 1 Journal of Applied Mathematics 1 Mediterranean Journal of Mathematics 1 Advances in Difference Equations 1 Journal of Industrial and Management Optimization 1 Proyecciones 1 Chebyshevskiĭ Sbornik 1 Frontiers of Mathematics in China 1 Mathematics and Financial Economics 1 Networks and Heterogeneous Media 1 The Annals of Applied Statistics 1 SIAM Journal on Financial Mathematics 1 MathematicS In Action 1 Set-Valued and Variational Analysis ...and 9 more Serials all top 5 Cited in 22 Fields 119 Probability theory and stochastic processes (60-XX) 81 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Ordinary differential equations (34-XX) 21 Systems theory; control (93-XX) 20 Numerical analysis (65-XX) 17 Statistics (62-XX) 15 Dynamical systems and ergodic theory (37-XX) 11 Partial differential equations (35-XX) 8 Biology and other natural sciences (92-XX) 7 Calculus of variations and optimal control; optimization (49-XX) 6 Statistical mechanics, structure of matter (82-XX) 5 Operations research, mathematical programming (90-XX) 2 Difference and functional equations (39-XX) 2 Approximations and expansions (41-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Mechanics of deformable solids (74-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year