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Viens, Frederi G.

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Author ID: viens.frederi-g Recent zbMATH articles by "Viens, Frederi G."
Published as: Viens, F.; Viens, Frederi; Viens, Frederi G.; Viens, Frederi. G.
Homepage: http://www.stat.purdue.edu/~viens/index.html
External Links: MGP · ResearchGate
Documents Indexed: 72 Publications since 1996, including 2 Books

Publications by Year

Citations contained in zbMATH

59 Publications have been cited 737 times in 490 Documents Cited by Year
Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056
Tindel, S.; Tudor, C. A.; Viens, F.
109
2003
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan
50
2013
Statistical aspects of the fractional stochastic calculus. Zbl 1194.62097
Tudor, Ciprian A.; Viens, Frederi G.
48
2007
Density formula and concentration inequalities with Malliavin calculus. Zbl 1192.60066
Nourdin, Ivan; Viens, Frederi G.
45
2009
Variations and estimators for self-similarity parameters via Malliavin calculus. Zbl 1196.60036
Tudor, Ciprian A.; Viens, Frederi G.
40
2009
Estimation and pricing under long-memory stochastic volatility. Zbl 1298.91160
Chronopoulou, Alexandra; Viens, Frederi G.
28
2012
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan
26
2015
Itô formula and local time for the fractional Brownian sheet. Zbl 1067.60030
Tudor, Ciprian A.; Viens, Frederi G.
22
2003
Almost-sure exponential behavior of a stochastic Anderson model with continuous space parameter. Zbl 0908.60062
Carmona, René A.; Viens, Frederi G.
20
1998
Stochastic volatility and option pricing with long-memory in discrete and continuous time. Zbl 1278.91112
Chronopoulou, Alexandra; Viens, Frederi G.
18
2012
Skorohod integration and stochastic calculus beyond the fractional Brownian scale. Zbl 1068.60078
Mocioalca, Oana; Viens, Frederi
18
2005
Variations and Hurst index estimation for a Rosenblatt process using longer filters. Zbl 1326.60046
Chronopoulou, Alexandra; Viens, Frederi G.; Tudor, Ciprian A.
15
2009
Superdiffusivity for a Brownian polymer in a continuous Gaussian environment. Zbl 1149.82032
Bezerra, Sérgio; Tindel, Samy; Viens, Frederi
15
2008
Stochastic volatility: option pricing using a multinomial recombining tree. Zbl 1134.91372
Florescu, Ionuţ; Viens, Frederi G.
15
2008
Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation. Zbl 1063.60051
Tindel, S.; Tudor, C. A.; Viens, F.
14
2004
Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise. Zbl 1422.62275
El Onsy, Brahim; Es-Sebaiy, Khalifa; Viens, Frederi G.
13
2017
Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space. Zbl 1105.60042
Florescu, Ionuţ; Viens, Frederi
12
2006
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
11
2018
Almost sure exponential behavior of a directed polymer in a fractional Brownian environment. Zbl 1152.82028
Viens, Frederi G.; Zhang, Tao
11
2008
Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes. Zbl 1126.60041
Viens, Frederi G.; Vizcarra, Andrew B.
11
2007
Parameter estimation of Gaussian stationary processes using the generalized method of moments. Zbl 06702349
Barboza, Luis A.; Viens, Frederi G.
10
2017
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes. Zbl 1331.62098
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
10
2011
Stein’s Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent. Zbl 1175.60056
Viens, Frederi G.
10
2009
The fractional stochastic heat equation on the circle: Time regularity and potential theory. Zbl 1170.60024
Nualart, Eulalia; Viens, Frederi
10
2009
Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation. Zbl 0849.60062
Carmona, René; Viens, Frederi. G.; Molchanov, S. A.
10
1996
Quadratic variations for the fractional-colored stochastic heat equation. Zbl 1314.60132
Torres, Soledad; Tudor, Ciprian A.; Viens, Frederi G.
9
2014
Optimal rates for parameter estimation of stationary Gaussian processes. Zbl 1422.60031
Es-Sebaiy, Khalifa; Viens, Frederi G.
8
2019
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity. Zbl 1394.91216
Gu, Ailing; Viens, Frederi G.; Yi, Bo
8
2017
A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences. Zbl 1337.60023
Neufcourt, Léo; Viens, Frederi G.
7
2016
Almost sure exponential behaviour for a parabolic SPDE on a manifold. Zbl 1058.60053
Tindel, Samy; Viens, Frederi
7
2002
Evolution equation of a stochastic semigroup with white-noise drift. Zbl 1044.60052
Nualart, David; Viens, Frederi
7
2000
Dynamic portfolio selection with mispricing and model ambiguity. Zbl 1311.91176
Yi, Bo; Viens, Frederi; Law, Baron; Li, Zhongfei
6
2015
General upper and lower tail estimates using Malliavin calculus and Stein’s equations. Zbl 1294.60080
Eden, Richard; Viens, Frederi
6
2013
Two-dimensional stochastic Navier-Stokes equations with fractional Brownian noise. Zbl 1271.60072
Fang, Liqun; Sundar, P.; Viens, Frederi G.
6
2013
Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis. Zbl 1202.60081
Airault, Hélène; Malliavin, Paul; Viens, Frederi
6
2010
Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes. Zbl 1163.62065
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
6
2009
Sharp asymptotics for the partition function of some continuous-time directed polymers. Zbl 1214.82133
Cadel, Agnese; Tindel, Samy; Viens, Frederi
6
2008
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator. Zbl 1116.60023
Tudor, Ciprian A.; Viens, Frederi G.
6
2006
Berry-Esseen bounds for parameter estimation of general Gaussian processes. Zbl 1423.60041
Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi G.
5
2019
Arbitrage-free models in markets with transaction costs. Zbl 1247.91173
Sayit, Hasanjan; Viens, Frederi
5
2011
Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients’ spatial regularity. Zbl 1082.60058
Tindel, Samy; Viens, Frederi
5
2005
On space-time regularity for the stochastic heat equation on Lie groups. Zbl 0953.60046
Tindel, Samy; Viens, Frederi
5
1999
Hurst index estimation for self-similar processes with long-memory. Zbl 1196.62112
Chronopoulou, Alexandra; Viens, Frederi G.
4
2010
Time regularity of the evolution solution to the fractional stochastic heat equation. Zbl 1134.60353
Sarol, Yalçin; Viens, Frederi
4
2006
Extreme-strike asymptotics for general Gaussian stochastic volatility models. Zbl 1410.91450
Gulisashvili, Archil; Viens, Frederi; Zhang, Xin
3
2019
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility. Zbl 1298.91141
Kim, Ha-Young; Viens, Frederi G.
3
2012
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion. Zbl 1205.91175
Levine, Michael; Torres, Soledad; Viens, Frederi
3
2009
Stochastic heat equation with white-noise drift. Zbl 0970.60068
Alòs, E.; Nualart, D.; Viens, F.
3
2000
Robustness of Zakai’s equation via Feynman-Kac representations. Zbl 0920.93038
Atar, Rami; Viens, Frederi; Zeitouni, Ofer
3
1999
Reconstructing past temperatures from natural proxies and estimated climate forcings using short- and long-memory models. Zbl 1454.62434
Barboza, Luis; Li, Bo; Tingley, Martin P.; Viens, Frederi G.
2
2014
Comparison inequalities on Wiener space. Zbl 1282.60032
Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi G.
2
2014
Mutual fund performance: false discoveries, bias, and power. Zbl 1225.91068
Tuzov, Nik; Viens, Frederi
2
2011
Some applications of the Malliavin calculus to sub-Gaussian and non-sub-Gaussian random fields. Zbl 1151.60027
Vizcarra, Andrew B.; Viens, Frederi G.
2
2008
Towards pathwise stochastic fast dynamo in magneto-hydrodynamics. Zbl 1115.76422
Hazra, Subhendu B.; Viens, Frederi G.
2
2002
A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031
Viens, Frederi; Zhang, Jianfeng
1
2019
Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function. Zbl 1404.60090
Kalbasi, Kamran; Mountford, Thomas S.; Viens, Frederi G.
1
2018
Option pricing under a gamma-modulated diffusion process. Zbl 1225.91063
Iglesias, Pilar; San Martín, Jaime; Torres, Soledad; Viens, Frederi
1
2011
Lyapunov exponents for stochastic Anderson models with non-Gaussian noise. Zbl 1160.60323
Kim, Ha-Young; Viens, Frederi G.; Vizcarra, Andrew B.
1
2008
Portfolio optimization with consumption in a fractional Black-Scholes market. Zbl 1152.91547
Sarol, Yalçin; Viens, Frederi G.; Zhang, Tao
1
2007
Optimal rates for parameter estimation of stationary Gaussian processes. Zbl 1422.60031
Es-Sebaiy, Khalifa; Viens, Frederi G.
8
2019
Berry-Esseen bounds for parameter estimation of general Gaussian processes. Zbl 1423.60041
Douissi, Soukaina; Es-Sebaiy, Khalifa; Viens, Frederi G.
5
2019
Extreme-strike asymptotics for general Gaussian stochastic volatility models. Zbl 1410.91450
Gulisashvili, Archil; Viens, Frederi; Zhang, Xin
3
2019
A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031
Viens, Frederi; Zhang, Jianfeng
1
2019
Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. Zbl 1402.91196
Gu, Ailing; Viens, Frederi G.; Yao, Haixiang
11
2018
Anderson polymer in a fractional Brownian environment: asymptotic behavior of the partition function. Zbl 1404.60090
Kalbasi, Kamran; Mountford, Thomas S.; Viens, Frederi G.
1
2018
Parameter estimation for a partially observed Ornstein-Uhlenbeck process with long-memory noise. Zbl 1422.62275
El Onsy, Brahim; Es-Sebaiy, Khalifa; Viens, Frederi G.
13
2017
Parameter estimation of Gaussian stationary processes using the generalized method of moments. Zbl 06702349
Barboza, Luis A.; Viens, Frederi G.
10
2017
Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity. Zbl 1394.91216
Gu, Ailing; Viens, Frederi G.; Yi, Bo
8
2017
A third-moment theorem and precise asymptotics for variations of stationary Gaussian sequences. Zbl 1337.60023
Neufcourt, Léo; Viens, Frederi G.
7
2016
Robust optimal strategies for an insurer with reinsurance and investment under benchmark and mean-variance criteria. Zbl 1401.91208
Yi, Bo; Viens, Frederi; Li, Zhongfei; Zeng, Yan
26
2015
Dynamic portfolio selection with mispricing and model ambiguity. Zbl 1311.91176
Yi, Bo; Viens, Frederi; Law, Baron; Li, Zhongfei
6
2015
Quadratic variations for the fractional-colored stochastic heat equation. Zbl 1314.60132
Torres, Soledad; Tudor, Ciprian A.; Viens, Frederi G.
9
2014
Reconstructing past temperatures from natural proxies and estimated climate forcings using short- and long-memory models. Zbl 1454.62434
Barboza, Luis; Li, Bo; Tingley, Martin P.; Viens, Frederi G.
2
2014
Comparison inequalities on Wiener space. Zbl 1282.60032
Nourdin, Ivan; Peccati, Giovanni; Viens, Frederi G.
2
2014
Robust optimal control for an insurer with reinsurance and investment under Heston’s stochastic volatility model. Zbl 1290.91103
Yi, Bo; Li, Zhongfei; Viens, Frederi G.; Zeng, Yan
50
2013
General upper and lower tail estimates using Malliavin calculus and Stein’s equations. Zbl 1294.60080
Eden, Richard; Viens, Frederi
6
2013
Two-dimensional stochastic Navier-Stokes equations with fractional Brownian noise. Zbl 1271.60072
Fang, Liqun; Sundar, P.; Viens, Frederi G.
6
2013
Estimation and pricing under long-memory stochastic volatility. Zbl 1298.91160
Chronopoulou, Alexandra; Viens, Frederi G.
28
2012
Stochastic volatility and option pricing with long-memory in discrete and continuous time. Zbl 1278.91112
Chronopoulou, Alexandra; Viens, Frederi G.
18
2012
Portfolio optimization in discrete time with proportional transaction costs under stochastic volatility. Zbl 1298.91141
Kim, Ha-Young; Viens, Frederi G.
3
2012
Self-similarity parameter estimation and reproduction property for non-Gaussian Hermite processes. Zbl 1331.62098
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
10
2011
Arbitrage-free models in markets with transaction costs. Zbl 1247.91173
Sayit, Hasanjan; Viens, Frederi
5
2011
Mutual fund performance: false discoveries, bias, and power. Zbl 1225.91068
Tuzov, Nik; Viens, Frederi
2
2011
Option pricing under a gamma-modulated diffusion process. Zbl 1225.91063
Iglesias, Pilar; San Martín, Jaime; Torres, Soledad; Viens, Frederi
1
2011
Stokes formula on the Wiener space and \(n\)-dimensional Nourdin-Peccati analysis. Zbl 1202.60081
Airault, Hélène; Malliavin, Paul; Viens, Frederi
6
2010
Hurst index estimation for self-similar processes with long-memory. Zbl 1196.62112
Chronopoulou, Alexandra; Viens, Frederi G.
4
2010
Density formula and concentration inequalities with Malliavin calculus. Zbl 1192.60066
Nourdin, Ivan; Viens, Frederi G.
45
2009
Variations and estimators for self-similarity parameters via Malliavin calculus. Zbl 1196.60036
Tudor, Ciprian A.; Viens, Frederi G.
40
2009
Variations and Hurst index estimation for a Rosenblatt process using longer filters. Zbl 1326.60046
Chronopoulou, Alexandra; Viens, Frederi G.; Tudor, Ciprian A.
15
2009
Stein’s Lemma, Malliavin calculus, and tail bounds, with application to polymer fluctuation exponent. Zbl 1175.60056
Viens, Frederi G.
10
2009
The fractional stochastic heat equation on the circle: Time regularity and potential theory. Zbl 1170.60024
Nualart, Eulalia; Viens, Frederi
10
2009
Application of Malliavin calculus to long-memory parameter estimation for non-Gaussian processes. Zbl 1163.62065
Chronopoulou, Alexandra; Tudor, Ciprian A.; Viens, Frederi G.
6
2009
Estimators for the long-memory parameter in LARCH models, and fractional Brownian motion. Zbl 1205.91175
Levine, Michael; Torres, Soledad; Viens, Frederi
3
2009
Superdiffusivity for a Brownian polymer in a continuous Gaussian environment. Zbl 1149.82032
Bezerra, Sérgio; Tindel, Samy; Viens, Frederi
15
2008
Stochastic volatility: option pricing using a multinomial recombining tree. Zbl 1134.91372
Florescu, Ionuţ; Viens, Frederi G.
15
2008
Almost sure exponential behavior of a directed polymer in a fractional Brownian environment. Zbl 1152.82028
Viens, Frederi G.; Zhang, Tao
11
2008
Sharp asymptotics for the partition function of some continuous-time directed polymers. Zbl 1214.82133
Cadel, Agnese; Tindel, Samy; Viens, Frederi
6
2008
Some applications of the Malliavin calculus to sub-Gaussian and non-sub-Gaussian random fields. Zbl 1151.60027
Vizcarra, Andrew B.; Viens, Frederi G.
2
2008
Lyapunov exponents for stochastic Anderson models with non-Gaussian noise. Zbl 1160.60323
Kim, Ha-Young; Viens, Frederi G.; Vizcarra, Andrew B.
1
2008
Statistical aspects of the fractional stochastic calculus. Zbl 1194.62097
Tudor, Ciprian A.; Viens, Frederi G.
48
2007
Supremum concentration inequality and modulus of continuity for sub-\(n\)th chaos processes. Zbl 1126.60041
Viens, Frederi G.; Vizcarra, Andrew B.
11
2007
Portfolio optimization with consumption in a fractional Black-Scholes market. Zbl 1152.91547
Sarol, Yalçin; Viens, Frederi G.; Zhang, Tao
1
2007
Sharp estimation of the almost-sure Lyapunov exponent for the Anderson model in continuous space. Zbl 1105.60042
Florescu, Ionuţ; Viens, Frederi
12
2006
Itô formula for the two-parameter fractional Brownian motion using the extended divergence operator. Zbl 1116.60023
Tudor, Ciprian A.; Viens, Frederi G.
6
2006
Time regularity of the evolution solution to the fractional stochastic heat equation. Zbl 1134.60353
Sarol, Yalçin; Viens, Frederi
4
2006
Skorohod integration and stochastic calculus beyond the fractional Brownian scale. Zbl 1068.60078
Mocioalca, Oana; Viens, Frederi
18
2005
Relating the almost-sure Lyapunov exponent of a parabolic SPDE and its coefficients’ spatial regularity. Zbl 1082.60058
Tindel, Samy; Viens, Frederi
5
2005
Sharp Gaussian regularity on the circle, and applications to the fractional stochastic heat equation. Zbl 1063.60051
Tindel, S.; Tudor, C. A.; Viens, F.
14
2004
Stochastic evolution equations with fractional Brownian motion. Zbl 1036.60056
Tindel, S.; Tudor, C. A.; Viens, F.
109
2003
Itô formula and local time for the fractional Brownian sheet. Zbl 1067.60030
Tudor, Ciprian A.; Viens, Frederi G.
22
2003
Almost sure exponential behaviour for a parabolic SPDE on a manifold. Zbl 1058.60053
Tindel, Samy; Viens, Frederi
7
2002
Towards pathwise stochastic fast dynamo in magneto-hydrodynamics. Zbl 1115.76422
Hazra, Subhendu B.; Viens, Frederi G.
2
2002
Evolution equation of a stochastic semigroup with white-noise drift. Zbl 1044.60052
Nualart, David; Viens, Frederi
7
2000
Stochastic heat equation with white-noise drift. Zbl 0970.60068
Alòs, E.; Nualart, D.; Viens, F.
3
2000
On space-time regularity for the stochastic heat equation on Lie groups. Zbl 0953.60046
Tindel, Samy; Viens, Frederi
5
1999
Robustness of Zakai’s equation via Feynman-Kac representations. Zbl 0920.93038
Atar, Rami; Viens, Frederi; Zeitouni, Ofer
3
1999
Almost-sure exponential behavior of a stochastic Anderson model with continuous space parameter. Zbl 0908.60062
Carmona, René A.; Viens, Frederi G.
20
1998
Sharp upper bound on the almost-sure exponential behavior of a stochastic parabolic partial differential equation. Zbl 0849.60062
Carmona, René; Viens, Frederi. G.; Molchanov, S. A.
10
1996
all top 5

Cited by 598 Authors

40 Tudor, Ciprian A.
35 Viens, Frederi G.
21 Tindel, Samy
16 Yan, Litan
11 Kim, Yoontae
10 Nourdin, Ivan
10 Nualart, David
9 Es-Sebaiy, Khalifa
9 Zeng, Yan
8 Liu, Junfeng
8 Mishura, Yuliya Stepanivna
7 Caraballo Garrido, Tomás
7 Chronopoulou, Alexandra
7 Diop, Mamadou Abdoul
7 Li, Danping
7 Olivera, Christian
7 Shen, Guangjun
7 Shen, Yang
7 Xiao, Wei-Lin
6 Garrido-Atienza, María José
6 Li, Zhongfei
6 Peccati, Giovanni
6 Quer-Sardanyons, Lluís
6 Ralchenko, Kostiantyn V.
6 Torres, Soledad
5 Boudaoui, Ahmed
5 Chen, Xia
5 Cranston, Michael Craig
5 Gu, Ailing
5 Huang, Jianhua
5 Maslowski, Bohdan
5 Mountford, Thomas S.
5 Nguyen, Tien Dung
5 Nualart, Eulalia
5 Park, Hyun Suk
5 Russo, Francesco
5 SenGupta, Indranil
5 Yin, Xiuwei
5 Zhang, Weiguo
5 Zhang, Xili
5 Zili, Mounir
4 Dalang, Robert C.
4 Deya, Aurélien
4 Nguyen Tien Dung
4 Foondun, Mohammud
4 Guan, Guohui
4 Hu, Duni
4 Hu, Yaozhong
4 Jeon, Jong Woo
4 Mariani, Maria Cristina
4 Ouahab, Abdelghani
4 Pei, Bin
4 Qian, Linyi
4 Sayit, Hasanjan
4 Schmalfuß, Björn
4 Sun, Xichao
4 Wang, Hailong
4 Wang, Ning
4 Wang, Yongjin
4 Xiao, Yimin
4 Xu, Yong
4 Yi, Bo
3 Chen, Shou
3 Diu Tran, T. T.
3 Fathi, Max
3 Ferrario, Benedetta
3 Florescu, Ionuţ
3 Garnier, Josselin
3 Gubinelli, Massimiliano
3 Gulisashvili, Archil
3 Huang, Zhiyuan
3 Issoglio, Elena
3 Jiang, Hui
3 Jiang, Yiming
3 Jin, Zhuo
3 Khalil, Marwa
3 Liang, Zongxia
3 Lü, Xuebin
3 Marie, Nicolas
3 Müller, Carl E.
3 Ohashi, Alberto Masayoshi F.
3 Podolskij, Mark
3 Privault, Nicolas
3 Ren, Yong
3 Röckner, Michael
3 Sølna, Knut
3 Sottinen, Tommi
3 Wang, Guolian
3 Wong, Hoi Ying
3 Yang, Xiaoyuan
3 Yin, George Gang
3 Zähle, Martina
3 Zhang, Nan
3 Zhang, Xin
3 Zhang, Yinghan
3 Zhao, Hui
3 Zhou, Jieming
2 A, Chunxiang
2 Alazemi, Fares
2 Anh, Vo V.
...and 498 more Authors
all top 5

Cited in 133 Serials

35 Stochastic Processes and their Applications
28 Insurance Mathematics & Economics
23 The Annals of Probability
21 Stochastics and Dynamics
17 Statistics & Probability Letters
14 Journal of Mathematical Analysis and Applications
13 Journal of Functional Analysis
12 Stochastic Analysis and Applications
11 Journal of Computational and Applied Mathematics
11 Statistical Inference for Stochastic Processes
11 Journal of the Korean Statistical Society
11 Annals of Finance
10 Journal of Theoretical Probability
10 Potential Analysis
10 Electronic Journal of Statistics
9 Bernoulli
8 Probability Theory and Related Fields
8 Advances in Difference Equations
8 Frontiers of Mathematics in China
7 Applied Mathematics and Optimization
7 Journal of Differential Equations
6 Scandinavian Actuarial Journal
6 Quantitative Finance
6 Discrete and Continuous Dynamical Systems. Series B
6 Stochastics
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 The Annals of Applied Probability
5 Mathematical Problems in Engineering
5 SIAM Journal on Financial Mathematics
4 Journal of Applied Probability
4 Statistics
4 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
4 Abstract and Applied Analysis
4 International Journal of Theoretical and Applied Finance
4 Methodology and Computing in Applied Probability
4 Mediterranean Journal of Mathematics
3 Journal of Statistical Physics
3 Applied Mathematics and Computation
3 Journal of Statistical Planning and Inference
3 Infinite Dimensional Analysis, Quantum Probability and Related Topics
3 Discrete Dynamics in Nature and Society
3 International Journal of Stochastic Analysis
3 Modern Stochastics. Theory and Applications
2 Computers & Mathematics with Applications
2 Mathematical Methods in the Applied Sciences
2 Theory of Probability and its Applications
2 Proceedings of the American Mathematical Society
2 Operations Research Letters
2 Journal of Economic Dynamics & Control
2 Communications in Statistics. Theory and Methods
2 European Journal of Operational Research
2 Journal of Dynamics and Differential Equations
2 Theory of Probability and Mathematical Statistics
2 Random Operators and Stochastic Equations
2 Electronic Journal of Probability
2 Discrete and Continuous Dynamical Systems
2 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
2 Brazilian Journal of Probability and Statistics
2 Nonlinear Analysis. Real World Applications
2 Journal of Systems Science and Complexity
2 Stochastic Models
2 Comptes Rendus. Mathématique. Académie des Sciences, Paris
2 Science China. Mathematics
2 Stochastic and Partial Differential Equations. Analysis and Computations
2 Cogent Mathematics & Statistics
1 Applicable Analysis
1 Communications in Mathematical Physics
1 International Journal of Control
1 Studia Mathematica
1 ZAMP. Zeitschrift für angewandte Mathematik und Physik
1 Acta Mathematica Vietnamica
1 Annals of the Institute of Statistical Mathematics
1 Annali di Matematica Pura ed Applicata. Serie Quarta
1 The Annals of Statistics
1 Collectanea Mathematica
1 Czechoslovak Mathematical Journal
1 Journal of Multivariate Analysis
1 Memoirs of the American Mathematical Society
1 Results in Mathematics
1 Transactions of the American Mathematical Society
1 Optimal Control Applications & Methods
1 Zeitschrift für Analysis und ihre Anwendungen
1 Bulletin of the Korean Mathematical Society
1 Journal of Time Series Analysis
1 Applied Mathematics and Mechanics. (English Edition)
1 Probability and Mathematical Statistics
1 Chinese Annals of Mathematics. Series B
1 Acta Applicandae Mathematicae
1 Physica D
1 Acta Mathematicae Applicatae Sinica. English Series
1 Optimization
1 Journal of the American Mathematical Society
1 Economics Letters
1 Applications of Mathematics
1 Discrete Event Dynamic Systems
1 Communications in Statistics. Simulation and Computation
1 Journal de Mathématiques Pures et Appliquées. Neuvième Série
1 Journal of Statistical Computation and Simulation
1 Indagationes Mathematicae. New Series
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
...and 33 more Serials

Citations by Year