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Weron, Aleksander

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Author ID: weron.aleksander Recent zbMATH articles by "Weron, Aleksander"
Published as: Weron, A.; Weron, Aleksander; Weron, Alexander
External Links: ORCID
Documents Indexed: 91 Publications since 1972, including 7 Books
all top 5

Serials

7 Studia Mathematica
7 Bulletin de l’Académie Polonaise des Sciences, Série des Sciences Mathématiques, Astronomiques et Physiques
6 Applicationes Mathematicae
5 Probability and Mathematical Statistics
4 Roczniki Polskiego Towarzystwa Matematycznego. Seria II. Wiadomości Matematyczne
3 Journal of Multivariate Analysis
3 Lecture Notes in Mathematics
2 Journal of Statistical Physics
2 Physica A
2 Insurance Mathematics & Economics
2 Communications in Statistics. Stochastic Models
2 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
2 Acta Physica Polonica B
2 Journal of Statistical Mechanics: Theory and Experiment
1 Chaos, Solitons and Fractals
1 Annales Polonici Mathematici
1 Annales Universitatis Mariae Curie-Skłodowska. Sectio A. Mathematica
1 Dissertationes Mathematicae
1 Journal of Functional Analysis
1 Mathematische Nachrichten
1 Mathematische Zeitschrift
1 Yokohama Mathematical Journal
1 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
1 Optimal Control Applications & Methods
1 Statistics & Probability Letters
1 Probability Theory and Related Fields
1 Statistical Science
1 Applied Mathematics Letters
1 Mathematical and Computer Modelling
1 Annals of Physics
1 Stochastic Processes and their Applications
1 Expositiones Mathematicae
1 Mathematical Methods of Operations Research
1 Communications in Nonlinear Science and Numerical Simulation
1 Annales Mathematicae Silesianae
1 Annales Societatis Mathematicae Polonae
1 Lecture Notes in Physics
1 Pure and Applied Mathematics, Marcel Dekker

Publications by Year

Citations contained in zbMATH

65 Publications have been cited 486 times in 363 Documents Cited by Year
Can one see \(\alpha\)-stable variables and processes? Zbl 0955.60508
Janicki, Aleksander; Weron, Aleksander
87
1994
Simulation and chaotic behavior of \(\alpha\)-stable stochastic processes. Zbl 0946.60028
Janicki, Aleksander; Weron, Aleksander
54
1996
Fractional Langevin equation with \(\alpha\)-stable noise. A link to fractional ARIMA time series. Zbl 1123.60045
Magdziarz, M.; Weron, A.
53
2007
Ergodic properties of stationary stable processes. Zbl 0612.60034
Cambanis, Stamatis; Hardin, Clyde D. jun.; Weron, Aleksander
28
1987
Innovations and Wold decompositions of stable sequences. Zbl 0635.62093
Cambanis, Stamatis; Hardin, Clyde D. jun.; Weron, Aleksander
22
1988
Computer simulation of Lévy \(\alpha\)-stable variables and processes. Zbl 0835.60009
Weron, Aleksander; Weron, Rafał
17
1995
Ergodic properties of anomalous diffusion processes. Zbl 1227.82058
Magdziarz, Marcin; Weron, Aleksander
16
2011
Aronszajn-Kolmogorov type theorems for positive definite kernels in locally convex spaces. Zbl 0473.46003
Gorniak, J.; Weron, A.
13
1981
Chaotic behavior of infinitely divisible processes. Zbl 0835.60008
Cambanis, S.; Podgórski, K.; Weron, A.
12
1995
Harmonizable stable processes on groups: Spectral, ergodic and interpolation properties. Zbl 0537.60008
Weron, Aleksander
11
1985
Option pricing in subdiffusive Bachelier model. Zbl 1269.82053
Magdziarz, Marcin; Orzeł, Sebastian; Weron, Aleksander
10
2011
Stable Lévy motion approximation in collective risk theory. Zbl 0901.90068
Furrer, Hansjörg; Michna, Zbigniew; Weron, Aleksander
10
1997
Prediction theory in Banach spaces. Zbl 0314.60032
Weron, A.
10
1975
q-variate minimal stationary processes. Zbl 0412.60013
Makagon, A.; Weron, A.
9
1976
Banach-space-valued stationary processes and their linear prediction. Zbl 0342.60031
Chobanyan, S. A.; Weron, A.
9
1975
Computer simulation of \(\alpha\)-stable Ornstein-Uhlenbeck processes. Zbl 0783.60052
Janicki, A.; Podgórski, K.; Weron, A.
8
1993
Stable processes and measures: A survey. Zbl 0548.60005
Weron, Aleksander
7
1984
Ergodic behavior and estimation for periodically correlated processes. Zbl 0765.62081
Leskow, Jacek; Weron, Aleksander
6
1992
On characterizations of interpolable and minimal stationary processes. Zbl 0303.60034
Weron, A.
6
1974
Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups. Zbl 0332.60026
Makagon, A.; Weron, A.
5
1976
A fractional Fokker-Planck control framework for subdiffusion processes. Zbl 1336.93169
Annunziato, M.; Borzì, A.; Magdziarz, M.; Weron, A.
4
2016
The Lamperti transformation for self-similar processes. Zbl 0881.60040
Burnecki, Krzysztof; Maejima, Makoto; Weron, Aleksander
4
1997
Asymptotic behaviour of stochastic systems with conditionally exponential decay property. Zbl 0847.60096
Jurlewicz, A.; Weron, A.; Weron, K.
4
1996
Dilation theorems for positive definite operator kernels having majorants. Zbl 0451.60041
Niemi, Hannu; Weron, Aleksander
4
1981
Second order stochastic processes and the dilation theory in Banach spaces. Zbl 0445.60010
Weron, Aleksander
4
1980
An analogue of Sz.-Nagy’s dilation theorem. Zbl 0343.47001
Gorniak, J.; Weron, A.
4
1976
Lévy stable processes. From stationary to self-similar dynamics and back. An application to finance. Zbl 1066.60042
Burnecki, Krzysztof; Weron, Aleksander
3
2004
Enigma of self-similarity of fractional Lévy stable motions. Zbl 1066.82519
Mercik, Szymon; Weron, Karina; Burnecki, Krzysztof; Weron, Aleksander
3
2003
Annuities under random rates of interest – revisited. Zbl 1081.91013
Burnecki, Krzysztof; Marciniuk, Agnieszka; Weron, Aleksander
3
2003
Fractal market hypothesis and two power-laws. Zbl 1160.91363
Weron, Aleksander; Weron, Rafał
3
2000
Spectral representation and structure of stable self-similar processes. Zbl 0915.60052
Burnecki, K.; Rosiński, J.; Weron, A.
3
1998
Fischer Black and financial mathematics. Zbl 1242.01015
Weron, Aleksander; Weron, Rafał
3
1996
Relaxation functions in dipolar materials. Zbl 1102.60323
Weron, A.; Weron, K.; Woyczynski, W. A.
3
1995
Characterizations of intrinsically random dynamical systems. Zbl 0713.58047
Suchanecki, Zdzisław; Weron, Aleksander
3
1990
p-stable measures and p-absolutely summing operators. Zbl 0445.60006
Linde, W.; Mandrekar, V.; Weron, A.
3
1980
Remarks on positive-definite operator valued functions in Banach spaces. Zbl 0343.47002
Weron, A.
3
1976
Stationary processes in pseudo-hilbertian space. Zbl 0269.60034
Weron, A.; Chobanyan, S. A.
3
1973
Identification and validation of fractional subdiffusion dynamics. Zbl 1296.60092
Burnecki, Krzysztof; Magdziarz, Marcin; Weron, Aleksander
2
2012
What is the best approximation of ruin probability in infinite time? Zbl 1075.62093
Burnecki, Krzysztof; Miśta, Paweł; Weron, Aleksander
2
2005
Conditionally exponential dependence model for asset returns. Zbl 0894.90024
Rachev, S. T.; Weron, A.; Weron, K.
2
1997
Approximation of stochastic differential equations driven by \(\alpha\)-stable Lévy motion. Zbl 0879.60059
Janicki, A.; Michna, Z.; Weron, A.
2
1996
An explicit approach to the \(\Lambda\)-operator and the H-theorem in the Prigogine theory of irreversibility. Zbl 0683.60085
Suchanecki, Z.; Weron, A.; Rybaczuk, M.; Weron, K.
2
1989
Stable measures and processes in statistical physics. Zbl 0575.60019
Weron, Aleksander; Weron, Karina
2
1985
Existence of the linear prediction for Banach space valued Gaussian processes. Zbl 0454.60008
Chobanjan, S. A.; Weron, A.
2
1981
Dilations of Banach space operator valued functions. Zbl 0454.47008
Mlak, W.; Weron, A.
2
1980
Fractional Klein-Kramers dynamics for subdiffusion and Itô formula. Zbl 07230345
Orzeł, Sebastian; Weron, Aleksander
1
2011
Stochastic models for bidding strategies on oligopoly electricity market. Zbl 1163.91364
Borgosz-Koczwara, Magdalena; Weron, Aleksander; Wyłomańska, Agnieszka
1
2009
Wrocław mathematical school. Zbl 1242.01089
Duda, Roman; Weron, Aleksander
1
2006
On annuities under random rates of interest with payments varying in arithmetic and geometric progression. Zbl 1120.91011
Burnecki, K.; Marciniuk, A.; Weron, A.
1
2004
Stanisław Gładysz (1920–2001). Zbl 1242.01026
Byczkowski, Tomasz; Kasprzak, Wacław; Król Mieczysław; Romanowicz, Zbigniew; Weron, Aleksander
1
2003
Dependence structure of stable R-GARCH processes. Zbl 0995.62090
Nowicka-Zagrajek, Joanna; Weron, Aleksander
1
2001
Measures of dependence for ARMA models with stable innovations. Zbl 0894.62094
Nowicka, Joanna; Weron, Aleksander
1
1997
Option pricing for hyperbolic CRR model. Zbl 0860.90012
Rejman, Aleksander; Weron, Aleksander
1
1996
Chaos: the interplay between stochastic and deterministic behaviour. Proceedings of the XXXIst winter school of theoretical physics held in Karpacz, Poland, 13-24 February 1995. Zbl 0826.00026
Garbaczewski, Piotr (ed.); Wolf, Marek (ed.); Weron, Aleksander (ed.)
1
1995
On measure-preserving transformations and doubly stationary symmetric stable processes. Zbl 0829.60029
Gross, A.; Weron, A.
1
1995
Computer-aided modeling and simulation of electrical circuits with \(\alpha\)-stable noise. Zbl 0823.60048
Weron, A.
1
1995
Applications of an operator stochastic integral in Prigogine’s theory of irreversible dynamical systems. Zbl 0697.60061
Suchanecki, Zdzisław; Weron, Aleksander
1
1990
An explicit form of dilation theorems for semispectral measures. Zbl 0543.47006
Górniak, Janusz; Makagon, Andrzej; Weron, Aleksander
1
1983
\(\alpha\)-stable characterization of Banach spaces (\(1<alpha<2\)). Zbl 0472.60009
Mandrekar, V.; Weron, A.
1
1981
Banach spaces related to \(\alpha\)-stable measures. Zbl 0438.60013
Nguyen Zui Tien; Weron, Aleksander
1
1980
Integrals related to stationary processes and cylindrical martingales. Zbl 0416.60044
Pellaumail, J.; Weron, A.
1
1979
Darstellung von stationären stochastischen Prozessen mit Werten in einem Banach-Raum durch einseitige gleitende Mittel. Zbl 0343.60024
Schmidt, Franz; Weron, Aleksander
1
1979
Examples of non-stationary Banach space valued stochastic processes of second order. Zbl 0394.60039
Thu, Nguyen Van; Weron, A.
1
1978
On weak second order and Gaussian random elements. Zbl 0339.60002
Weron, A.
1
1976
Interpolation of multivariate stationary processes over any locally compact Abelian group. Zbl 0249.60022
Weron, A.
1
1972
A fractional Fokker-Planck control framework for subdiffusion processes. Zbl 1336.93169
Annunziato, M.; Borzì, A.; Magdziarz, M.; Weron, A.
4
2016
Identification and validation of fractional subdiffusion dynamics. Zbl 1296.60092
Burnecki, Krzysztof; Magdziarz, Marcin; Weron, Aleksander
2
2012
Ergodic properties of anomalous diffusion processes. Zbl 1227.82058
Magdziarz, Marcin; Weron, Aleksander
16
2011
Option pricing in subdiffusive Bachelier model. Zbl 1269.82053
Magdziarz, Marcin; Orzeł, Sebastian; Weron, Aleksander
10
2011
Fractional Klein-Kramers dynamics for subdiffusion and Itô formula. Zbl 07230345
Orzeł, Sebastian; Weron, Aleksander
1
2011
Stochastic models for bidding strategies on oligopoly electricity market. Zbl 1163.91364
Borgosz-Koczwara, Magdalena; Weron, Aleksander; Wyłomańska, Agnieszka
1
2009
Fractional Langevin equation with \(\alpha\)-stable noise. A link to fractional ARIMA time series. Zbl 1123.60045
Magdziarz, M.; Weron, A.
53
2007
Wrocław mathematical school. Zbl 1242.01089
Duda, Roman; Weron, Aleksander
1
2006
What is the best approximation of ruin probability in infinite time? Zbl 1075.62093
Burnecki, Krzysztof; Miśta, Paweł; Weron, Aleksander
2
2005
Lévy stable processes. From stationary to self-similar dynamics and back. An application to finance. Zbl 1066.60042
Burnecki, Krzysztof; Weron, Aleksander
3
2004
On annuities under random rates of interest with payments varying in arithmetic and geometric progression. Zbl 1120.91011
Burnecki, K.; Marciniuk, A.; Weron, A.
1
2004
Enigma of self-similarity of fractional Lévy stable motions. Zbl 1066.82519
Mercik, Szymon; Weron, Karina; Burnecki, Krzysztof; Weron, Aleksander
3
2003
Annuities under random rates of interest – revisited. Zbl 1081.91013
Burnecki, Krzysztof; Marciniuk, Agnieszka; Weron, Aleksander
3
2003
Stanisław Gładysz (1920–2001). Zbl 1242.01026
Byczkowski, Tomasz; Kasprzak, Wacław; Król Mieczysław; Romanowicz, Zbigniew; Weron, Aleksander
1
2003
Dependence structure of stable R-GARCH processes. Zbl 0995.62090
Nowicka-Zagrajek, Joanna; Weron, Aleksander
1
2001
Fractal market hypothesis and two power-laws. Zbl 1160.91363
Weron, Aleksander; Weron, Rafał
3
2000
Spectral representation and structure of stable self-similar processes. Zbl 0915.60052
Burnecki, K.; Rosiński, J.; Weron, A.
3
1998
Stable Lévy motion approximation in collective risk theory. Zbl 0901.90068
Furrer, Hansjörg; Michna, Zbigniew; Weron, Aleksander
10
1997
The Lamperti transformation for self-similar processes. Zbl 0881.60040
Burnecki, Krzysztof; Maejima, Makoto; Weron, Aleksander
4
1997
Conditionally exponential dependence model for asset returns. Zbl 0894.90024
Rachev, S. T.; Weron, A.; Weron, K.
2
1997
Measures of dependence for ARMA models with stable innovations. Zbl 0894.62094
Nowicka, Joanna; Weron, Aleksander
1
1997
Simulation and chaotic behavior of \(\alpha\)-stable stochastic processes. Zbl 0946.60028
Janicki, Aleksander; Weron, Aleksander
54
1996
Asymptotic behaviour of stochastic systems with conditionally exponential decay property. Zbl 0847.60096
Jurlewicz, A.; Weron, A.; Weron, K.
4
1996
Fischer Black and financial mathematics. Zbl 1242.01015
Weron, Aleksander; Weron, Rafał
3
1996
Approximation of stochastic differential equations driven by \(\alpha\)-stable Lévy motion. Zbl 0879.60059
Janicki, A.; Michna, Z.; Weron, A.
2
1996
Option pricing for hyperbolic CRR model. Zbl 0860.90012
Rejman, Aleksander; Weron, Aleksander
1
1996
Computer simulation of Lévy \(\alpha\)-stable variables and processes. Zbl 0835.60009
Weron, Aleksander; Weron, Rafał
17
1995
Chaotic behavior of infinitely divisible processes. Zbl 0835.60008
Cambanis, S.; Podgórski, K.; Weron, A.
12
1995
Relaxation functions in dipolar materials. Zbl 1102.60323
Weron, A.; Weron, K.; Woyczynski, W. A.
3
1995
Chaos: the interplay between stochastic and deterministic behaviour. Proceedings of the XXXIst winter school of theoretical physics held in Karpacz, Poland, 13-24 February 1995. Zbl 0826.00026
Garbaczewski, Piotr (ed.); Wolf, Marek (ed.); Weron, Aleksander (ed.)
1
1995
On measure-preserving transformations and doubly stationary symmetric stable processes. Zbl 0829.60029
Gross, A.; Weron, A.
1
1995
Computer-aided modeling and simulation of electrical circuits with \(\alpha\)-stable noise. Zbl 0823.60048
Weron, A.
1
1995
Can one see \(\alpha\)-stable variables and processes? Zbl 0955.60508
Janicki, Aleksander; Weron, Aleksander
87
1994
Computer simulation of \(\alpha\)-stable Ornstein-Uhlenbeck processes. Zbl 0783.60052
Janicki, A.; Podgórski, K.; Weron, A.
8
1993
Ergodic behavior and estimation for periodically correlated processes. Zbl 0765.62081
Leskow, Jacek; Weron, Aleksander
6
1992
Characterizations of intrinsically random dynamical systems. Zbl 0713.58047
Suchanecki, Zdzisław; Weron, Aleksander
3
1990
Applications of an operator stochastic integral in Prigogine’s theory of irreversible dynamical systems. Zbl 0697.60061
Suchanecki, Zdzisław; Weron, Aleksander
1
1990
An explicit approach to the \(\Lambda\)-operator and the H-theorem in the Prigogine theory of irreversibility. Zbl 0683.60085
Suchanecki, Z.; Weron, A.; Rybaczuk, M.; Weron, K.
2
1989
Innovations and Wold decompositions of stable sequences. Zbl 0635.62093
Cambanis, Stamatis; Hardin, Clyde D. jun.; Weron, Aleksander
22
1988
Ergodic properties of stationary stable processes. Zbl 0612.60034
Cambanis, Stamatis; Hardin, Clyde D. jun.; Weron, Aleksander
28
1987
Harmonizable stable processes on groups: Spectral, ergodic and interpolation properties. Zbl 0537.60008
Weron, Aleksander
11
1985
Stable measures and processes in statistical physics. Zbl 0575.60019
Weron, Aleksander; Weron, Karina
2
1985
Stable processes and measures: A survey. Zbl 0548.60005
Weron, Aleksander
7
1984
An explicit form of dilation theorems for semispectral measures. Zbl 0543.47006
Górniak, Janusz; Makagon, Andrzej; Weron, Aleksander
1
1983
Aronszajn-Kolmogorov type theorems for positive definite kernels in locally convex spaces. Zbl 0473.46003
Gorniak, J.; Weron, A.
13
1981
Dilation theorems for positive definite operator kernels having majorants. Zbl 0451.60041
Niemi, Hannu; Weron, Aleksander
4
1981
Existence of the linear prediction for Banach space valued Gaussian processes. Zbl 0454.60008
Chobanjan, S. A.; Weron, A.
2
1981
\(\alpha\)-stable characterization of Banach spaces (\(1<alpha<2\)). Zbl 0472.60009
Mandrekar, V.; Weron, A.
1
1981
Second order stochastic processes and the dilation theory in Banach spaces. Zbl 0445.60010
Weron, Aleksander
4
1980
p-stable measures and p-absolutely summing operators. Zbl 0445.60006
Linde, W.; Mandrekar, V.; Weron, A.
3
1980
Dilations of Banach space operator valued functions. Zbl 0454.47008
Mlak, W.; Weron, A.
2
1980
Banach spaces related to \(\alpha\)-stable measures. Zbl 0438.60013
Nguyen Zui Tien; Weron, Aleksander
1
1980
Integrals related to stationary processes and cylindrical martingales. Zbl 0416.60044
Pellaumail, J.; Weron, A.
1
1979
Darstellung von stationären stochastischen Prozessen mit Werten in einem Banach-Raum durch einseitige gleitende Mittel. Zbl 0343.60024
Schmidt, Franz; Weron, Aleksander
1
1979
Examples of non-stationary Banach space valued stochastic processes of second order. Zbl 0394.60039
Thu, Nguyen Van; Weron, A.
1
1978
q-variate minimal stationary processes. Zbl 0412.60013
Makagon, A.; Weron, A.
9
1976
Wold-Cramer concordance theorems for interpolation of q-variate stationary processes over locally compact Abelian groups. Zbl 0332.60026
Makagon, A.; Weron, A.
5
1976
An analogue of Sz.-Nagy’s dilation theorem. Zbl 0343.47001
Gorniak, J.; Weron, A.
4
1976
Remarks on positive-definite operator valued functions in Banach spaces. Zbl 0343.47002
Weron, A.
3
1976
On weak second order and Gaussian random elements. Zbl 0339.60002
Weron, A.
1
1976
Prediction theory in Banach spaces. Zbl 0314.60032
Weron, A.
10
1975
Banach-space-valued stationary processes and their linear prediction. Zbl 0342.60031
Chobanyan, S. A.; Weron, A.
9
1975
On characterizations of interpolable and minimal stationary processes. Zbl 0303.60034
Weron, A.
6
1974
Stationary processes in pseudo-hilbertian space. Zbl 0269.60034
Weron, A.; Chobanyan, S. A.
3
1973
Interpolation of multivariate stationary processes over any locally compact Abelian group. Zbl 0249.60022
Weron, A.
1
1972
all top 5

Cited by 486 Authors

21 Weron, Aleksander
16 Magdziarz, Marcin
14 Rachev, Svetlozar T.
11 Meerschaert, Mark M.
10 Eliazar, Iddo I.
8 Weron, Karina
7 Chen, Zhen-Qing
6 Cheng, Raymond
6 Dybiec, Bartłomiej
6 Samorodnitsky, Gennady Pinkhosovich
6 Taqqu, Murad S.
5 Alpay, Daniel Aron
5 Cambanis, Stamatis
5 Kim, Panki
5 Makagon, Andrzej
5 Miamee, Abol G.
5 Rajput, Balram S.
5 Ren, Fuyao
5 Rosiński, Jan
5 Stoev, Stilian A.
5 Weron, Rafał
5 Wyłomańska, Agnieszka
4 Annunziato, Mario
4 Gheondea, Aurelian
4 Kokoszka, Piotr S.
4 Leonenko, Nikolai N.
4 Liang, Jinrong
4 Long, Hongwei
4 Mainardi, Francesco
4 Michna, Zbigniew
4 Mittnik, Stefan
4 Podgórski, Krzysztof
4 Ross, William T. jun.
4 Scheffler, Hans-Peter
4 Soltani, Ahmad Reza
4 Song, Renming
4 Suchanecki, Zdzislaw
3 Ay, Serdar
3 Bäumer, Boris
3 Beghin, Luisa
3 Bingham, Nicholas Hugh
3 Borzì, Alfio
3 Burnecki, Krzysztof
3 Chechkin, Aleksei V.
3 Gajda, Janusz
3 Gorenflo, Rudolf
3 Gross, Aaron
3 Gu, Hui
3 Jakubowski, Tomasz
3 Kabluchko, Zakhar A.
3 Klotz, Lutz Peter
3 Lii, Keh-Shin
3 Lv, Longjin
3 Qiu, Weiyuan
3 Rama-Murthy, Kavi
3 Rosenblatt, Murray
3 Roy, Parthanil
3 Sokolov, Igor’ Mikhaĭlovich
3 Wang, Yizao
3 Woyczynski, Wojbor A.
3 Zorawik, Tomasz
2 Chen, Yangquan
2 Cheng, Ray
2 Cohen, Morrel H.
2 Cohen, Serge
2 Cushman, John H.
2 Date, Prasanna
2 Deng, Changsong
2 Gaviraghi, Beatrice
2 Gómez-Cubillo, Fernando
2 Grahovac, Danijel
2 Gudowska-Nowak, Ewa
2 Guo, Yongfeng
2 Guo, Zhidong
2 Henry, Bruce I.
2 Houdré, Christian
2 Hu, Yaozhong
2 Janicki, Aleksander
2 Jordanova, Pavlina K.
2 Jurlewicz, Agnieszka
2 Kakihara, Yûichirô
2 Klotz, Lawrence H.
2 Kobayashi, Kei
2 Kotulski, Marcin
2 Kovács, Mihály
2 Li, Risong
2 Lu, Tianxiu
2 Mamon, Rogemar S.
2 Mandrekar, Vidyadhar S.
2 Mashreghi, Javad
2 Menn, Christian
2 Menozzi, Stéphane
2 Misiewicz, Jolanta K.
2 Nane, Erkan
2 Niemi, Hannu
2 Nowicka-Zagrajek, Joanna
2 Orzeł, Sebastian
2 Panorska, Anna K.
2 Paolella, Marc S.
2 Paulauskas, Vygantas Ionovič
...and 386 more Authors
all top 5

Cited in 132 Serials

28 Stochastic Processes and their Applications
27 Journal of Statistical Physics
13 Chaos, Solitons and Fractals
12 Statistics & Probability Letters
11 Journal of Mathematical Analysis and Applications
11 Journal of Multivariate Analysis
11 Mathematical and Computer Modelling
9 Annals of Physics
8 Physica A
8 Probability Theory and Related Fields
7 Journal of Computational and Applied Mathematics
6 Journal of Computational Physics
6 Insurance Mathematics & Economics
5 The Annals of Probability
5 Stochastic Analysis and Applications
5 Computational Statistics and Data Analysis
5 Communications in Nonlinear Science and Numerical Simulation
4 The Annals of Statistics
4 Journal of Applied Probability
4 Proceedings of the American Mathematical Society
4 Journal of Time Series Analysis
4 Journal of Theoretical Probability
3 Analysis Mathematica
3 Journal of Mathematical Physics
3 Lithuanian Mathematical Journal
3 Journal of Econometrics
3 Journal of Functional Analysis
3 Journal of Statistical Planning and Inference
3 Annales de l’Institut Henri Poincaré. Nouvelle Série. Section B. Calcul des Probabilités et Statistique
3 Communications in Statistics. Theory and Methods
3 Linear Algebra and its Applications
3 Journal of Mathematical Sciences (New York)
3 Fractional Calculus & Applied Analysis
3 Statistical Inference for Stochastic Processes
3 Quantitative Finance
2 International Journal of Modern Physics B
2 International Journal of Theoretical Physics
2 Periodica Mathematica Hungarica
2 Studia Mathematica
2 Applied Mathematics and Computation
2 Mathematische Annalen
2 Mathematische Zeitschrift
2 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
2 Transactions of the American Mathematical Society
2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
2 Statistics
2 Applied Mathematics Letters
2 The Annals of Applied Probability
2 Computational Statistics
2 Applied Mathematical Modelling
2 Journal of Statistical Computation and Simulation
2 Opuscula Mathematica
2 Nonlinear Dynamics
2 Chaos
2 Extremes
2 Methodology and Computing in Applied Probability
2 The European Physical Journal B. Condensed Matter and Complex Systems
2 Complex Analysis and Operator Theory
2 Journal of Nonlinear Science and Applications
2 Probability Surveys
2 Science China. Mathematics
2 Mathematica Applicanda
1 The Canadian Journal of Statistics
1 Computers & Mathematics with Applications
1 Communications in Mathematical Physics
1 Computer Physics Communications
1 Journal d’Analyse Mathématique
1 Journal of Mathematical Biology
1 Mathematical Biosciences
1 Metrika
1 Physics Letters. A
1 Physics Reports
1 Reports on Mathematical Physics
1 Rocky Mountain Journal of Mathematics
1 Annals of the Institute of Statistical Mathematics
1 BIT
1 Integral Equations and Operator Theory
1 Kodai Mathematical Journal
1 Kybernetika
1 Mathematics and Computers in Simulation
1 Monatshefte für Mathematik
1 Results in Mathematics
1 Optimal Control Applications & Methods
1 Operations Research Letters
1 Acta Mathematica Hungarica
1 Applied Numerical Mathematics
1 Journal of Scientific Computing
1 Science in China. Series A
1 Signal Processing
1 Annals of Operations Research
1 Machine Learning
1 Economics Letters
1 Numerical Algorithms
1 Communications in Statistics. Simulation and Computation
1 European Journal of Operational Research
1 Proceedings of the National Academy of Sciences of the United States of America
1 SIAM Journal on Applied Mathematics
1 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
1 SIAM Journal on Scientific Computing
1 Theory of Probability and Mathematical Statistics
...and 32 more Serials

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