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## Yi, Fahuai

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 Author ID: yi.fahuai Published as: Yi, F.; Yi, Fa-huai; Yi, Fahuai
 Documents Indexed: 90 Publications since 1987
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#### Co-Authors

 18 single-authored 10 Chen, Xiaoshan 9 Yang, Zhou 7 Guan, Chonghu 6 Han, Xiaoru 4 Jiang, Lishang 3 Chen, Yingshan 3 Dai, Min 3 Jian, Xiongfei 3 Li, Xun 3 Solonnikov, Vsevolod Alekseevich 3 Tao, Youshan 3 Wang, Xiaohua 3 Xu, Zuoquan 2 Cen, Yuanjun 2 Chen, Xinfu 2 Hong, Jiaxing 2 Liu, Zuhan 2 Rodrigues, José Francisco 2 Shen, Jianzhong 2 Shih, Tien-Mo 2 Wang, Lihe 2 Wang, Lijie 2 Yan, Huiwen 2 Zhang, Jianbo 1 Bai, Qizheng 1 Bian, Baojun 1 Cao, Limin 1 Chen, Jing 1 Chen, Zhiqi 1 Gao, Changlin 1 Jiang, Xiongfei 1 Li, Peifan 1 Liang, Gechun 1 Liang, Ke 1 Liu, Jinduo 1 Liu, Yuqing 1 Long, Huidian 1 Ma, Qinghua 1 Peng, Xin-Ling 1 Song, Qingshuo 1 Yang, Tong 1 Yin, George Gang 1 Yong, Jiongmin 1 Yu, Tao 1 Yuan, Guangwei 1 Yue, Xingye
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#### Serials

 6 Journal of Mathematical Analysis and Applications 6 Journal of Differential Equations 5 Journal of South China Normal University. Natural Science Edition 4 Mathematical Methods in the Applied Sciences 4 Journal of Partial Differential Equations 3 Applied Mathematics and Computation 3 European Journal of Applied Mathematics 3 Applied Mathematics. Series B (English Edition) 3 Mathematical Control and Related Fields 2 Applicable Analysis 2 SIAM Journal on Control and Optimization 2 Science in China. Series A 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Applied Mathematics. Series A (Chinese Edition) 2 Journal of Inequalities and Applications 2 Acta Mathematica Scientia. Series A. (Chinese Edition) 1 Computers & Mathematics with Applications 1 Acta Mathematica Sinica 1 Archiv der Mathematik 1 Automatica 1 Glasgow Mathematical Journal 1 Journal of Computational and Applied Mathematics 1 Mathematische Annalen 1 Mathematics of Operations Research 1 Meccanica 1 Portugaliae Mathematica 1 Quarterly of Applied Mathematics 1 Soochow Journal of Mathematics 1 Journal of Xi’an Jiaotong University 1 Acta Mathematicae Applicatae Sinica 1 Applied Mathematics and Mechanics. (English Edition) 1 Chinese Annals of Mathematics. Series A 1 Chinese Annals of Mathematics. Series B 1 Stochastic Analysis and Applications 1 Journal of East China Normal University. Natural Science Edition 1 Acta Mathematicae Applicatae Sinica. English Series 1 Asymptotic Analysis 1 Communications in Partial Differential Equations 1 SIAM Journal on Mathematical Analysis 1 Acta Mathematica Sinica. New Series 1 Applied Mathematics 1 Discrete and Continuous Dynamical Systems 1 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 1 Journal of Nanjing Normal University. Natural Science Edition 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Communications in Contemporary Mathematics 1 Nonlinear Analysis. Real World Applications 1 Discrete and Continuous Dynamical Systems. Series B 1 Acta Mathematica Scientia. Series B. (English Edition) 1 Archives of Inequalities and Applications 1 Advances in Difference Equations 1 Journal of Industrial and Management Optimization 1 Nonlinear Analysis. Theory, Methods & Applications
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#### Fields

 73 Partial differential equations (35-XX) 40 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Systems theory; control (93-XX) 16 Calculus of variations and optimal control; optimization (49-XX) 15 Classical thermodynamics, heat transfer (80-XX) 14 Probability theory and stochastic processes (60-XX) 8 Fluid mechanics (76-XX) 6 Statistical mechanics, structure of matter (82-XX) 2 Operator theory (47-XX) 2 Numerical analysis (65-XX) 2 Biology and other natural sciences (92-XX) 1 Nonassociative rings and algebras (17-XX) 1 Ordinary differential equations (34-XX) 1 Differential geometry (53-XX)

#### Citations contained in zbMATH

48 Publications have been cited 282 times in 192 Documents Cited by Year
Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem. Zbl 1227.35182
Dai, Min; Yi, Fahuai
2009
Existence, uniqueness, and regularity of classical solutions of the Mullins-Sekerka problem. Zbl 0884.35177
Chen, Xinfu; Hong, Jiaxing; Yi, Fahuai
1996
Finite horizon optimal investment and consumption with transaction costs. Zbl 1189.35166
Dai, Min; Jiang, Lishang; Li, Peifan; Yi, Fahuai
2009
Local classical solution of Muskat free boundary problem. Zbl 0847.35152
Yi, Fahuai
1996
A parabolic variational inequality arising from the valuation of fixed rate mortgages. Zbl 1133.91026
Jiang, Lishang; Bian, Baojun; Yi, Fahuai
2005
Global classical solution of Muskat free boundary problem. Zbl 1038.35083
Yi, Fahuai
2003
On a parabolic system with time derivative in the boundary conditions and related free boundary problems. Zbl 0940.35211
Rodrigues, J. F.; Solonnikov, V. A.; Yi, F.
1999
A variational inequality arising from American installment call options pricing. Zbl 1163.49009
Yang, Zhou; Yi, Fahuai
2009
A variational inequality arising from European installment call options pricing. Zbl 1168.35453
Yi, Fahuai; Yang, Zhou; Wang, Xiaohua
2008
On a two-phase continuous casting Stefan problem with nonlinear flux. Zbl 0723.35086
Rodrigues, José Francisco; Yi, Fahuai
1990
Muskat problem with surface tension. Zbl 0884.35176
Hong, Jiaxing; Tao, Youshan; Yi, Fahuai
1997
One-dimensional combustion free boundary problem. Zbl 1086.35152
Yi, Fahuai
2004
A free boundary problem arising from pricing convertible bond. Zbl 1187.35295
Yang, Zhou; Yi, Fahuai
2010
Global classical solution of quasi-stationary Stefan free boundary problem. Zbl 1075.35120
Yi, Fahuai
2005
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai
2017
An optimal consumption-investment model with constraint on consumption. Zbl 1414.91355
Xu, Zuo Quan; Yi, Fahuai
2016
American lookback option with fixed strike price-2-D parabolic variational inequality. Zbl 1230.91174
Chen, Xiaoshan; Yi, Fahuai; Wang, Lihe
2011
A free boundary problem arising from a stochastic optimal control model under controllable risk. Zbl 1331.35400
Guan, Chonghu; Yi, Fahuai
2016
Optimal investment with stopping in finite horizon. Zbl 06780136
Jian, Xiongfei; Li, Xun; Yi, Fahuai
2014
Valuation of European installment put option: variational inequality approach. Zbl 1180.35586
Yang, Zhou; Yi, Fahuai
2009
A variational inequality arising from European option pricing with transaction costs. Zbl 1158.35381
Yi, Fahuai; Yang, Zhou
2008
A parabolic variational inequality arising from the valuation of strike reset options. Zbl 1110.35040
Yang, Zhou; Yi, Fahuai; Dai, Min
2006
Classical solution of quasi-stationary Stefan problem. Zbl 0854.35131
Yi, Fahuai
1996
Regularity of the free boundary of a continuous casting problem. Zbl 0796.35179
Chen, Xinfu; Yi, Fahuai
1993
Parabolic variational inequality with parameter and gradient constraints. Zbl 1228.49011
Chen, Xiaoshan; Chen, Yingshan; Yi, Fahuai
2012
Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem. Zbl 0883.35137
Yi, Fahuai; Tao, Youshan; Liu, Zuhan
1997
Investment and consumption problem in finite time with consumption constraint. Zbl 1382.35347
Jian, Xiongfei; Yi, Fahuai; Zhang, Jianbo
2017
A free boundary problem arising from a stochastic optimal control model with bounded dividend rate. Zbl 1302.35462
Guan, Chonghu; Yi, Fahuai
2014
A problem of singular stochastic control with optimal stopping in finite horizon. Zbl 1405.60054
Chen, Xiaoshan; Yi, Fahuai
2012
Free boundary problem concerning pricing convertible bond. Zbl 1217.91226
Yi, Fahuai; Yang, Zhou
2011
American put option with regime-switching volatility (finite time horizon) – variational inequality approach. Zbl 1147.91035
Yi, Fahuai
2008
An one-dimensional two-phase free boundary problem in an angular domain. Zbl 1133.35444
Yi, Fahuai; Han, Xiaoru
2007
A fully nonlinear free boundary problem arising from optimal dividend and risk control model. Zbl 1427.93276
Guan, Chonghu; Yi, Fahuai; Chen, Xiaoshan
2019
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain. Zbl 1447.35397
Guan, Chonghu; Yi, Fahuai; Chen, Jing
2019
A consumption-investment problem with constraints on minimum and maximum consumption rates. Zbl 1395.91416
Ma, Qinghua; Yi, Fahuai; Guan, Chonghu
2018
Non-trivial $$m$$-quasi-Einstein metrics on quadratic Lie groups. Zbl 1338.53069
Chen, Zhiqi; Liang, Ke; Yi, Fahuai
2016
Dynkin game of convertible bonds and their optimal strategy. Zbl 1305.91060
Yan, Huiwen; Yi, Fahuai; Yang, Zhou; Liang, Gechun
2015
Debt-equity swap with finite time horizon – variational inequality approach. Zbl 1319.49013
Han, Xiaoru; Yi, Fahuai; Zhang, Jianbo
2014
The free boundary problem of American butterfly option. Zbl 1280.35159
Guan, Chonghu; Yi, Fahuai
2014
A variational inequality from pricing convertible bond. Zbl 1213.91175
Yan, Huiwen; Yi, Fahuai
2011
A free boundary problem arising from the valuation of the Russian option. Zbl 1199.91231
Yi, Fahuai; Yu, Tao
2008
Local classical solution of a free boundary problem for a coupled system. Zbl 1089.35095
Wang, Xiaohua; Yi, Fahuai; Yang, Zhou
2005
Global classical solution of free boundary problem for a coupled system. Zbl 1055.35151
Wang, Xiaohua; Yi, Fahuai
2003
Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition. Zbl 1034.35162
Yi, Fahuai; Liu, Yuqing
2002
Global existence and uniqueness for a hyperbolic system with free boundary. Zbl 1010.35119
Yang, Tong; Yi, Fahuai
2001
Asymptotic behaviour of the solutions of the supercooled Stefan problem. Zbl 0876.35135
Yi, Fahuai
1997
Classical Verigin problem as a limit case of Verigin problem with surface tension at free boundary. Zbl 0859.35065
Tao, Youshan; Yi, Fahuai
1996
An evolutionary continuous casting problem of two phases and its periodic behaviour. Zbl 0707.35162
Yi, Fahuai
1989
A fully nonlinear free boundary problem arising from optimal dividend and risk control model. Zbl 1427.93276
Guan, Chonghu; Yi, Fahuai; Chen, Xiaoshan
2019
Free boundary problem for a fully nonlinear and degenerate parabolic equation in an angular domain. Zbl 1447.35397
Guan, Chonghu; Yi, Fahuai; Chen, Jing
2019
A consumption-investment problem with constraints on minimum and maximum consumption rates. Zbl 1395.91416
Ma, Qinghua; Yi, Fahuai; Guan, Chonghu
2018
A stochastic control problem and related free boundaries in finance. Zbl 1373.35343
Guan, Chonghu; Li, Xun; Xu, Zuo Quan; Yi, Fahuai
2017
Investment and consumption problem in finite time with consumption constraint. Zbl 1382.35347
Jian, Xiongfei; Yi, Fahuai; Zhang, Jianbo
2017
An optimal consumption-investment model with constraint on consumption. Zbl 1414.91355
Xu, Zuo Quan; Yi, Fahuai
2016
A free boundary problem arising from a stochastic optimal control model under controllable risk. Zbl 1331.35400
Guan, Chonghu; Yi, Fahuai
2016
Non-trivial $$m$$-quasi-Einstein metrics on quadratic Lie groups. Zbl 1338.53069
Chen, Zhiqi; Liang, Ke; Yi, Fahuai
2016
Dynkin game of convertible bonds and their optimal strategy. Zbl 1305.91060
Yan, Huiwen; Yi, Fahuai; Yang, Zhou; Liang, Gechun
2015
Optimal investment with stopping in finite horizon. Zbl 06780136
Jian, Xiongfei; Li, Xun; Yi, Fahuai
2014
A free boundary problem arising from a stochastic optimal control model with bounded dividend rate. Zbl 1302.35462
Guan, Chonghu; Yi, Fahuai
2014
Debt-equity swap with finite time horizon – variational inequality approach. Zbl 1319.49013
Han, Xiaoru; Yi, Fahuai; Zhang, Jianbo
2014
The free boundary problem of American butterfly option. Zbl 1280.35159
Guan, Chonghu; Yi, Fahuai
2014
Parabolic variational inequality with parameter and gradient constraints. Zbl 1228.49011
Chen, Xiaoshan; Chen, Yingshan; Yi, Fahuai
2012
A problem of singular stochastic control with optimal stopping in finite horizon. Zbl 1405.60054
Chen, Xiaoshan; Yi, Fahuai
2012
American lookback option with fixed strike price-2-D parabolic variational inequality. Zbl 1230.91174
Chen, Xiaoshan; Yi, Fahuai; Wang, Lihe
2011
Free boundary problem concerning pricing convertible bond. Zbl 1217.91226
Yi, Fahuai; Yang, Zhou
2011
A variational inequality from pricing convertible bond. Zbl 1213.91175
Yan, Huiwen; Yi, Fahuai
2011
A free boundary problem arising from pricing convertible bond. Zbl 1187.35295
Yang, Zhou; Yi, Fahuai
2010
Finite-horizon optimal investment with transaction costs: a parabolic double obstacle problem. Zbl 1227.35182
Dai, Min; Yi, Fahuai
2009
Finite horizon optimal investment and consumption with transaction costs. Zbl 1189.35166
Dai, Min; Jiang, Lishang; Li, Peifan; Yi, Fahuai
2009
A variational inequality arising from American installment call options pricing. Zbl 1163.49009
Yang, Zhou; Yi, Fahuai
2009
Valuation of European installment put option: variational inequality approach. Zbl 1180.35586
Yang, Zhou; Yi, Fahuai
2009
A variational inequality arising from European installment call options pricing. Zbl 1168.35453
Yi, Fahuai; Yang, Zhou; Wang, Xiaohua
2008
A variational inequality arising from European option pricing with transaction costs. Zbl 1158.35381
Yi, Fahuai; Yang, Zhou
2008
American put option with regime-switching volatility (finite time horizon) – variational inequality approach. Zbl 1147.91035
Yi, Fahuai
2008
A free boundary problem arising from the valuation of the Russian option. Zbl 1199.91231
Yi, Fahuai; Yu, Tao
2008
An one-dimensional two-phase free boundary problem in an angular domain. Zbl 1133.35444
Yi, Fahuai; Han, Xiaoru
2007
A parabolic variational inequality arising from the valuation of strike reset options. Zbl 1110.35040
Yang, Zhou; Yi, Fahuai; Dai, Min
2006
A parabolic variational inequality arising from the valuation of fixed rate mortgages. Zbl 1133.91026
Jiang, Lishang; Bian, Baojun; Yi, Fahuai
2005
Global classical solution of quasi-stationary Stefan free boundary problem. Zbl 1075.35120
Yi, Fahuai
2005
Local classical solution of a free boundary problem for a coupled system. Zbl 1089.35095
Wang, Xiaohua; Yi, Fahuai; Yang, Zhou
2005
One-dimensional combustion free boundary problem. Zbl 1086.35152
Yi, Fahuai
2004
Global classical solution of Muskat free boundary problem. Zbl 1038.35083
Yi, Fahuai
2003
Global classical solution of free boundary problem for a coupled system. Zbl 1055.35151
Wang, Xiaohua; Yi, Fahuai
2003
Two-phase Stefan problem as the limit case of two-phase Stefan problem with kinetic condition. Zbl 1034.35162
Yi, Fahuai; Liu, Yuqing
2002
Global existence and uniqueness for a hyperbolic system with free boundary. Zbl 1010.35119
Yang, Tong; Yi, Fahuai
2001
On a parabolic system with time derivative in the boundary conditions and related free boundary problems. Zbl 0940.35211
Rodrigues, J. F.; Solonnikov, V. A.; Yi, F.
1999
Muskat problem with surface tension. Zbl 0884.35176
Hong, Jiaxing; Tao, Youshan; Yi, Fahuai
1997
Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem. Zbl 0883.35137
Yi, Fahuai; Tao, Youshan; Liu, Zuhan
1997
Asymptotic behaviour of the solutions of the supercooled Stefan problem. Zbl 0876.35135
Yi, Fahuai
1997
Existence, uniqueness, and regularity of classical solutions of the Mullins-Sekerka problem. Zbl 0884.35177
Chen, Xinfu; Hong, Jiaxing; Yi, Fahuai
1996
Local classical solution of Muskat free boundary problem. Zbl 0847.35152
Yi, Fahuai
1996
Classical solution of quasi-stationary Stefan problem. Zbl 0854.35131
Yi, Fahuai
1996
Classical Verigin problem as a limit case of Verigin problem with surface tension at free boundary. Zbl 0859.35065
Tao, Youshan; Yi, Fahuai
1996
Regularity of the free boundary of a continuous casting problem. Zbl 0796.35179
Chen, Xinfu; Yi, Fahuai
1993
On a two-phase continuous casting Stefan problem with nonlinear flux. Zbl 0723.35086
Rodrigues, José Francisco; Yi, Fahuai
1990
An evolutionary continuous casting problem of two phases and its periodic behaviour. Zbl 0707.35162
Yi, Fahuai
1989
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#### Cited by 259 Authors

 27 Yi, Fahuai 12 Yang, Zhou 7 Dai, Min 7 Lin, Zhigui 6 Chen, Xinfu 6 Guan, Chonghu 5 Escher, Joachim 5 Friedman, Avner 5 Gancedo, Francisco 5 Matioc, Bogdan-Vasile 5 Vasylyeva, Nataliya V. 5 Xu, Zuoquan 4 Chang, Hao 4 Cordoba, Diego 4 Han, Xiaoru 4 Liang, Gechun 4 Sass, Jörn 4 Simonett, Gieri 3 Bazaliy, Borys V. 3 Belak, Christoph 3 Castro, Ángel 3 Chen, Xiaoshan 3 Chen, Yingshan 3 Deng, Guohe 3 Fefferman, Charles Louis 3 Jeon, Junkee 3 Jiang, Lishang 3 Karakhanyan, Aram L. 3 Kim, Kwang Ik 3 Krasnoshchok, Mykola Valeriĭovych 3 Ling, Zhi 3 Matioc, Anca-Voichita 3 Muhle-Karbe, Johannes 3 Prüß, Jan Wilhelm 3 Yan, Huiwen 2 Alikakos, Nicholas D. 2 Amar, Micol 2 Andreucci, Daniele 2 Bichuch, Maxim 2 Bisegna, Paolo 2 Bonnet, Alexis 2 Chang, Kai 2 Ciurlia, Pierangelo 2 Degtyarev, Sergeĭ Petrovich 2 Fusco, Giorgio 2 Gerhold, Stefan 2 Gianni, Roberto 2 Guasoni, Paolo 2 Hadzic, Mahir 2 Li, Xun 2 López-Fernández, María 2 Ma, Jingtang 2 Menkens, Olaf 2 Nguyen, Huy Quang 2 Qian, Xiaosong 2 Rodrigues, José Francisco 2 Schachermayer, Walter 2 Shi, Yimin 2 Sun, Yudong 2 Tan, Qijian 2 Tao, Youshan 2 Vázquez Cendón, Carlos 2 Wang, Lihe 2 Wu, Sen 2 Xie, Xuming 2 Xing, Jie 2 Zaltzman, Boris 2 Zhang, Qing 2 Zhou, Peng 1 Alber, Hans-Dieter 1 Amaro de Matos, João 1 Ambrose, David M. 1 Andreu, Fuensanta 1 Andrusyak, Ruslan V. 1 Arregui, Iñigo A. 1 Bailly, Jacques-Herbert 1 Bao, Jie 1 Bao, Qunfang 1 Barkhudaryan, Rafayel H. 1 Bates, Peter W. 1 Bergner, Matthias 1 Bhim, Louis 1 Bian, Baojun 1 Bizhanova, Galina I. 1 Bronsard, Lia 1 Burdeina, N. O. 1 Butt, Nabeel 1 Carlen, Eric Anders 1 Carvalho, Maria Conceição 1 Chadam, John M. 1 Chen, Jing 1 Chen, Zhiming 1 Chen, Zhiqi 1 Cheng, Chengcheng 1 Choi, Sun-Yong 1 Chugreeva, Olga 1 Constantin, Peter 1 Cui, Shangbin 1 de Frutos, Javier 1 Deckelnick, Klaus ...and 159 more Authors
all top 5

#### Cited in 91 Serials

 13 Journal of Mathematical Analysis and Applications 11 Journal of Differential Equations 7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 6 Journal of Computational and Applied Mathematics 6 Nonlinear Analysis. Real World Applications 5 Archive for Rational Mechanics and Analysis 5 SIAM Journal on Control and Optimization 5 SIAM Journal on Financial Mathematics 4 Applicable Analysis 4 Mathematical Methods in the Applied Sciences 4 Journal of Economic Dynamics & Control 4 Journal of Mathematical Sciences (New York) 4 Nonlinear Analysis. Theory, Methods & Applications 3 Applied Mathematics and Computation 3 Applied Mathematics. Series B (English Edition) 3 NoDEA. Nonlinear Differential Equations and Applications 3 Finance and Stochastics 3 Journal of Inequalities and Applications 3 Journal of Mathematical Fluid Mechanics 3 Journal of Systems Science and Complexity 3 Boundary Value Problems 3 Mathematical Control and Related Fields 2 Computers & Mathematics with Applications 2 Mathematics of Operations Research 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Science in China. Series A 2 Applied Mathematical Modelling 2 European Journal of Operational Research 2 Proceedings of the Royal Society of Edinburgh. Section A. Mathematics 2 Discrete and Continuous Dynamical Systems 2 Mathematical Problems in Engineering 2 Abstract and Applied Analysis 2 International Journal of Theoretical and Applied Finance 2 Discrete and Continuous Dynamical Systems. Series B 2 Science China. Mathematics 2 S$$\vec{\text{e}}$$MA Journal 2 Fractional Differential Calculus 2 Evolution Equations and Control Theory 1 Computer Methods in Applied Mechanics and Engineering 1 Mathematics of Computation 1 Chaos, Solitons and Fractals 1 Journal of Geometry and Physics 1 Advances in Mathematics 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Annali della Scuola Normale Superiore di Pisa. Classe di Scienze. Serie IV 1 Applied Mathematics and Optimization 1 Illinois Journal of Mathematics 1 Indiana University Mathematics Journal 1 Journal of Economic Theory 1 Journal of Functional Analysis 1 Mathematische Annalen 1 Transactions of the American Mathematical Society 1 Insurance Mathematics & Economics 1 Operations Research Letters 1 Applied Mathematics and Mechanics. (English Edition) 1 Acta Applicandae Mathematicae 1 Optimization 1 Asymptotic Analysis 1 European Journal of Applied Mathematics 1 The Journal of Geometric Analysis 1 M$$^3$$AS. Mathematical Models & Methods in Applied Sciences 1 Communications in Partial Differential Equations 1 International Journal of Computer Mathematics 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 Proceedings of the National Academy of Sciences of the United States of America 1 Journal of Nonlinear Science 1 Continuum Mechanics and Thermodynamics 1 Calculus of Variations and Partial Differential Equations 1 Complexity 1 Mathematical Finance 1 Mathematical Methods of Operations Research 1 Matematicheskie Trudy 1 Discrete Dynamics in Nature and Society 1 Annals of Mathematics. Second Series 1 Interfaces and Free Boundaries 1 Journal of the European Mathematical Society (JEMS) 1 M2AN. Mathematical Modelling and Numerical Analysis. ESAIM, European Series in Applied and Industrial Mathematics 1 Communications in Contemporary Mathematics 1 The ANZIAM Journal 1 Quantitative Finance 1 Decisions in Economics and Finance 1 Journal of Applied Mathematics 1 North American Actuarial Journal 1 Asia-Pacific Financial Markets 1 Advances in Difference Equations 1 Stochastics 1 Complex Variables and Elliptic Equations 1 Mathematics and Financial Economics 1 International Journal of Biomathematics 1 SIAM/ASA Journal on Uncertainty Quantification 1 Electronic Research Archive
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#### Cited in 23 Fields

 125 Partial differential equations (35-XX) 86 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 30 Fluid mechanics (76-XX) 27 Probability theory and stochastic processes (60-XX) 26 Calculus of variations and optimal control; optimization (49-XX) 26 Systems theory; control (93-XX) 22 Classical thermodynamics, heat transfer (80-XX) 17 Numerical analysis (65-XX) 8 Operations research, mathematical programming (90-XX) 8 Biology and other natural sciences (92-XX) 6 Mechanics of deformable solids (74-XX) 5 Harmonic analysis on Euclidean spaces (42-XX) 5 Integral equations (45-XX) 4 Statistical mechanics, structure of matter (82-XX) 3 Operator theory (47-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Optics, electromagnetic theory (78-XX) 1 Real functions (26-XX) 1 Integral transforms, operational calculus (44-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Statistics (62-XX)