Edit Profile Zhang, Jianfeng Compute Distance To: Compute Author ID: zhang.jianfeng Published as: Zhang, J.; Zhang, J. F.; Zhang, Jian Feng; Zhang, Jian-Feng; Zhang, Jianfeng Homepage: http://www-bcf.usc.edu/~jianfenz/ External Links: MGP · Wikidata Documents Indexed: 82 Publications since 1994, including 2 Books all top 5 Co-Authors 5 single-authored 15 Ma, Jin 12 Touzi, Nizar 8 Cvitanić, Jakša 5 Ekren, Ibrahim 4 Ren, Zhenjie 4 Soner, Halil Mete 3 Wan, Xuhu 2 Hamadene, Saïd 2 Keller, Christian 2 Pham, Triet 1 Bender, Christian 1 Buckdahn, Rainer 1 Guo, Wenjie 1 Kharroubi, Idris 1 Nutz, Marcel 1 Peng, Shige 1 Pham, Huyên 1 Protter, Philip Elliott 1 Song, Qingshuo 1 Song, Yongsheng 1 Wang, Xinyang 1 Wu, Zhen 1 Xu, Jing 1 Yin, Hong 1 Zhang, Detao 1 Zheng, Ziyu 1 Zhuo, Jia all top 5 Serials 8 The Annals of Applied Probability 8 Stochastic Processes and their Applications 5 The Annals of Probability 3 SIAM Journal on Control and Optimization 3 Probability Theory and Related Fields 3 Electronic Journal of Probability 2 Applied Mathematics and Optimization 1 Mathematics of Computation 1 Journal of Applied Mathematics and Stochastic Analysis 1 SIAM Journal on Mathematical Analysis 1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 1 Mathematical Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastics 1 Mathematics and Financial Economics 1 The B. E. Journal of Theoretical Economics 1 Mathematical Control and Related Fields 1 Probability Theory and Stochastic Modelling 1 Springer Finance 1 Probability, Uncertainty and Quantitative Risk all top 5 Fields 41 Probability theory and stochastic processes (60-XX) 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 13 Partial differential equations (35-XX) 10 Ordinary differential equations (34-XX) 6 Systems theory; control (93-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Numerical analysis (65-XX) 1 Statistics (62-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 57 Publications have been cited 1,131 times in 631 Documents Cited by ▼ Year ▼ A numerical scheme for BSDEs. Zbl 1056.60067Zhang, Jianfeng 109 2004 Wellposedness of second order backward SDEs. Zbl 1252.60056Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 96 2012 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 70 2011 On viscosity solutions of path dependent PDEs. Zbl 1320.35154Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng 62 2014 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 51 2016 Dual formulation of second order target problems. Zbl 1293.60063Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 49 2013 Representation theorems for backward stochastic differential equations. Zbl 1017.60067Ma, Jin; Zhang, Jianfeng 48 2002 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 44 2016 Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 44 2011 Switching problem and related system of reflected backward SDEs. Zbl 1191.60056Hamadène, Said; Zhang, Jianfeng 42 2010 Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029Pham, Triet; Zhang, Jianfeng 34 2014 Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng 33 2010 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 31 2015 Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323Zhang, J.; Han, Z.; Zhu, F. 29 2014 Optimal stopping under nonlinear expectation. Zbl 1325.60061Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 25 2014 Contract theory in continuous-time models. Zbl 1319.91007Cvitanić, Jakša; Zhang, Jianfeng 24 2013 The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020Hamadène, Said; Zhang, Jianfeng 24 2010 A complete representation theorem for \(G\)-martingales. Zbl 1337.60130Peng, Shige; Song, Yongsheng; Zhang, Jianfeng 21 2014 Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005Bender, Christian; Zhang, Jianfeng 21 2008 Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047Nutz, Marcel; Zhang, Jianfeng 20 2015 The wellposedness of FBSDEs. Zbl 1132.60315Zhang, Jianfeng 19 2006 Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049Ma, Jin; Zhang, Jianfeng 18 2005 Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060Ma, Jin; Zhang, J. 18 2002 The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 17 2012 On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123Ma, Jin; Yin, Hong; Zhang, Jianfeng 16 2012 Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 15 2009 An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 14 2014 Change analysis of a dynamic copula for measuring dependence in multivariate financial data. Zbl 1203.91311Guégan, D.; Zhang, J. 12 2010 Optimal contracts in continuous-time models. Zbl 1140.91433Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 12 2006 Backward stochastic differential equations. From linear to fully nonlinear theory. Zbl 1390.60004Zhang, Jianfeng 11 2017 Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu 10 2008 Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 9 2017 A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia 9 2015 The steepest descent method for forward-backward SDEs. Zbl 1109.60056Cvitanić, Jakša; Zhang, Jianfeng 9 2005 Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383Cvitanić, Jakša; Zhang, Jianfeng 8 2007 Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051Zhang, Jianfeng 8 2005 Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng 7 2017 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 7 2015 Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 6 2003 Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113Keller, Christian; Zhang, Jianfeng 4 2016 On weak solutions of forward-backward SDEs. Zbl 1235.60067Ma, Jin; Zhang, Jianfeng 3 2011 Levitin-Polyak well-posedness in generalized equilibrium problems with functional constraints. Zbl 1188.90276Wang, Gang; Huang, Xue Xiang; Zhang, Jie 3 2010 Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096Saporito, Yuri F.; Zhang, Jianfeng 2 2019 Some norm estimates for semimartingales. Zbl 1288.60054Pham, Triet; Zhang, Jianfeng 2 2013 Pricing bivariate option under GARCH processes with time-varying copula. Zbl 1141.91478Zhang, J.; Guégan, D. 2 2008 Process performance monitoring using multivariate statistical process control. Zbl 0869.90026Martin, E. B.; Morris, A. J.; Zhang, J. 2 1996 Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 1 2020 A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031Viens, Frederi; Zhang, Jianfeng 1 2019 An approximate strength criterion of porous materials with a pressure sensitive and tension-compression asymmetry matrix. Zbl 1423.74284Shen, Wan Qing; Shao, J. F.; Oueslati, A.; De Saxcé, G.; Zhang, J. 1 2018 Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 1 2016 The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 07064131Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X. 1 2015 Optimal portfolio selection under concave price impact. Zbl 1269.93136Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng 1 2013 Transitions in Pedestrian fundamental diagrams of straight corridors and t-junctions. Zbl 07230587Zhang, J.; Klingsch, W.; Schadschneider, A.; Seyfried, A. 1 2011 Global existence for a system of weakly coupled nonlinear Schrödinger equations. Zbl 1185.35267Shu, J.; Zhang, J. 1 2009 Principal-agent problems with exit options. Zbl 1170.91374Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng 1 2008 Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070Zhang, Jianfeng 1 2006 Explicit form and path regularity of martingale representations. Zbl 0979.60027Ma, Jin; Protter, Philip; Zhang, Jianfeng 1 2001 Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 1 2020 Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096Saporito, Yuri F.; Zhang, Jianfeng 2 2019 A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031Viens, Frederi; Zhang, Jianfeng 1 2019 An approximate strength criterion of porous materials with a pressure sensitive and tension-compression asymmetry matrix. Zbl 1423.74284Shen, Wan Qing; Shao, J. F.; Oueslati, A.; De Saxcé, G.; Zhang, J. 1 2018 Backward stochastic differential equations. From linear to fully nonlinear theory. Zbl 1390.60004Zhang, Jianfeng 11 2017 Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 9 2017 Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng 7 2017 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 51 2016 Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 44 2016 Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113Keller, Christian; Zhang, Jianfeng 4 2016 Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 1 2016 On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng 31 2015 Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047Nutz, Marcel; Zhang, Jianfeng 20 2015 A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia 9 2015 Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng 7 2015 The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 07064131Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X. 1 2015 On viscosity solutions of path dependent PDEs. Zbl 1320.35154Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng 62 2014 Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029Pham, Triet; Zhang, Jianfeng 34 2014 Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323Zhang, J.; Han, Z.; Zhu, F. 29 2014 Optimal stopping under nonlinear expectation. Zbl 1325.60061Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng 25 2014 A complete representation theorem for \(G\)-martingales. Zbl 1337.60130Peng, Shige; Song, Yongsheng; Zhang, Jianfeng 21 2014 An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng 14 2014 Dual formulation of second order target problems. Zbl 1293.60063Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 49 2013 Contract theory in continuous-time models. Zbl 1319.91007Cvitanić, Jakša; Zhang, Jianfeng 24 2013 Some norm estimates for semimartingales. Zbl 1288.60054Pham, Triet; Zhang, Jianfeng 2 2013 Optimal portfolio selection under concave price impact. Zbl 1269.93136Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng 1 2013 Wellposedness of second order backward SDEs. Zbl 1252.60056Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 96 2012 The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 17 2012 On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123Ma, Jin; Yin, Hong; Zhang, Jianfeng 16 2012 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 70 2011 Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 44 2011 On weak solutions of forward-backward SDEs. Zbl 1235.60067Ma, Jin; Zhang, Jianfeng 3 2011 Transitions in Pedestrian fundamental diagrams of straight corridors and t-junctions. Zbl 07230587Zhang, J.; Klingsch, W.; Schadschneider, A.; Seyfried, A. 1 2011 Switching problem and related system of reflected backward SDEs. Zbl 1191.60056Hamadène, Said; Zhang, Jianfeng 42 2010 Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng 33 2010 The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020Hamadène, Said; Zhang, Jianfeng 24 2010 Change analysis of a dynamic copula for measuring dependence in multivariate financial data. Zbl 1203.91311Guégan, D.; Zhang, J. 12 2010 Levitin-Polyak well-posedness in generalized equilibrium problems with functional constraints. Zbl 1188.90276Wang, Gang; Huang, Xue Xiang; Zhang, Jie 3 2010 Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 15 2009 Global existence for a system of weakly coupled nonlinear Schrödinger equations. Zbl 1185.35267Shu, J.; Zhang, J. 1 2009 Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005Bender, Christian; Zhang, Jianfeng 21 2008 Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu 10 2008 Pricing bivariate option under GARCH processes with time-varying copula. Zbl 1141.91478Zhang, J.; Guégan, D. 2 2008 Principal-agent problems with exit options. Zbl 1170.91374Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng 1 2008 Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383Cvitanić, Jakša; Zhang, Jianfeng 8 2007 The wellposedness of FBSDEs. Zbl 1132.60315Zhang, Jianfeng 19 2006 Optimal contracts in continuous-time models. Zbl 1140.91433Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng 12 2006 Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070Zhang, Jianfeng 1 2006 Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049Ma, Jin; Zhang, Jianfeng 18 2005 The steepest descent method for forward-backward SDEs. Zbl 1109.60056Cvitanić, Jakša; Zhang, Jianfeng 9 2005 Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051Zhang, Jianfeng 8 2005 A numerical scheme for BSDEs. Zbl 1056.60067Zhang, Jianfeng 109 2004 Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng 6 2003 Representation theorems for backward stochastic differential equations. Zbl 1017.60067Ma, Jin; Zhang, Jianfeng 48 2002 Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060Ma, Jin; Zhang, J. 18 2002 Explicit form and path regularity of martingale representations. Zbl 0979.60027Ma, Jin; Protter, Philip; Zhang, Jianfeng 1 2001 Process performance monitoring using multivariate statistical process control. Zbl 0869.90026Martin, E. B.; Morris, A. J.; Zhang, J. 2 1996 all cited Publications top 5 cited Publications all top 5 Cited by 772 Authors 32 Zhang, Jianfeng 19 Touzi, Nizar 16 Possamaï, Dylan 14 Pham, Huyên 13 Nutz, Marcel 12 Bayraktar, Erhan 12 Hu, Mingshang 12 Ji, Shaolin 11 Cosso, Andrea 11 Ma, Jin 11 Zhao, Weidong 10 Bouchard, Bruno 10 Gobet, Emmanuel 10 Qi, Wenhai 10 Ren, Zhenjie 10 Wang, Falei 9 Chassagneux, Jean-François 9 Elie, Romuald 9 Hamadene, Saïd 9 Soner, Halil Mete 9 Song, Yongsheng 9 Tan, Xiaolu 9 Wu, Zhen 8 Bender, Christian 8 Kharroubi, Idris 8 Matoussi, Anis 8 Zhou, Chao 7 Cvitanić, Jakša 7 Dolinsky, Yan 7 Ekren, Ibrahim 7 Fuhrman, Marco 7 Gao, Xianwen 7 Hu, Ying 7 Peng, Shige 7 Yu, Zhiyong 6 Bandini, Elena 6 Kupper, Michael 6 Lin, Yiqing 6 Warin, Xavier 5 Crisan, Dan O. 5 dos Reis, Gonçalo 5 Imkeller, Peter 5 Kanzow, Christian 5 Liang, Gechun 5 Mastrolia, Thibaut 5 Ouknine, Youssef 5 Qiu, Jinniao 5 Réveillac, Anthony 5 Richou, Adrien 5 Seifried, Frank Thomas 5 Spiliopoulos, Konstantinos V. 5 Tangpi, Ludovic 5 Xiong, Jie 5 Yang, Shuzhen 5 Yong, Jiongmin 4 Biagini, Francesca 4 Capponi, Agostino 4 Cheng, Jun 4 Delarue, François 4 Geiss, Christel 4 Giesecke, Kay 4 Henry-Labordère, Pierre 4 Horst, Ulrich 4 Keller, Christian 4 Labart, Céline 4 Leão, Dorival 4 Lee, Sangyeol 4 Manolarakis, Konstantinos 4 Mnif, Mohamed 4 Neufeld, Ariel David 4 Ohashi, Alberto Masayoshi F. 4 Olofsson, Marcus 4 Russo, Francesco 4 Saporito, Yuri F. 4 Takahashi, Akihiko 4 Turkedjiev, Plamen 4 Xu, Yuhong 4 Yao, Song 4 Zhang, Junfeng 4 Zhou, Tao 3 Bartl, Daniel 3 Budhiraja, Amarjit S. 3 Burzoni, Matteo 3 Campi, Luciano 3 Confortola, Fulvia 3 Cordoni, Francesco Giuseppe 3 Denk, Robert 3 Di Persio, Luca 3 El Otmani, Mohamed 3 Fahrenwaldt, Matthias Albrecht 3 Fakhouri, Imade 3 Fu, Yu 3 Jentzen, Arnulf 3 Kao, Yonggui 3 Karatzas, Ioannis 3 Klimsiak, Tomasz 3 Lee, Jiyeon 3 Lionnet, Arnaud 3 Luo, Peng 3 Maggis, Marco ...and 672 more Authors all top 5 Cited in 150 Serials 88 Stochastic Processes and their Applications 51 The Annals of Applied Probability 34 SIAM Journal on Control and Optimization 19 Finance and Stochastics 13 The Annals of Probability 13 Stochastic Analysis and Applications 13 Mathematical Finance 12 Journal of Mathematical Analysis and Applications 11 Applied Mathematics and Optimization 10 Stochastics and Dynamics 10 Mathematics and Financial Economics 8 Statistics & Probability Letters 8 Bernoulli 8 SIAM Journal on Financial Mathematics 7 Journal of the Franklin Institute 7 Automatica 7 Journal of Optimization Theory and Applications 7 Mathematics of Operations Research 7 Stochastics 7 Science China. Mathematics 6 Applied Mathematics and Computation 6 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 Bulletin des Sciences Mathématiques 6 Advances in Difference Equations 6 Mathematical Control and Related Fields 6 Probability, Uncertainty and Quantitative Risk 5 Advances in Applied Probability 5 Insurance Mathematics & Economics 5 Electronic Journal of Probability 5 Mathematical Methods of Operations Research 5 Nonlinear Analysis. Hybrid Systems 4 Mathematics of Computation 4 Journal of Computational and Applied Mathematics 4 Journal of Economic Theory 4 Journal of Mathematical Economics 4 SIAM Journal on Numerical Analysis 4 Circuits, Systems, and Signal Processing 4 Probability Theory and Related Fields 4 Journal of Scientific Computing 4 SIAM Journal on Scientific Computing 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 4 Abstract and Applied Analysis 4 Discrete Dynamics in Nature and Society 4 Discrete and Continuous Dynamical Systems. Series B 4 Journal of Systems Science and Complexity 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Asia-Pacific Financial Markets 4 Frontiers of Mathematics in China 4 International Journal of Stochastic Analysis 3 Information Sciences 3 Journal of Multivariate Analysis 3 Systems & Control Letters 3 Journal of Economic Dynamics & Control 3 Journal of Theoretical Probability 3 Communications in Statistics. Theory and Methods 3 Random Operators and Stochastic Equations 3 Monte Carlo Methods and Applications 3 Scandinavian Actuarial Journal 3 Quantitative Finance 3 Asian Journal of Control 3 Annals of Finance 2 Journal of Differential Equations 2 Journal of Functional Analysis 2 Transactions of the American Mathematical Society 2 Optimal Control Applications & Methods 2 Journal de Mathématiques Pures et Appliquées. Neuvième Série 2 SIAM Journal on Mathematical Analysis 2 Mathematical Programming. Series A. Series B 2 Potential Analysis 2 Computational Optimization and Applications 2 NoDEA. Nonlinear Differential Equations and Applications 2 Applied Mathematical Finance 2 Electronic Communications in Probability 2 Discrete and Continuous Dynamical Systems 2 Journal of Inequalities and Applications 2 Acta Mathematica Sinica. English Series 2 Statistical Methodology 2 ALEA. Latin American Journal of Probability and Mathematical Statistics 2 SIAM/ASA Journal on Uncertainty Quantification 2 European Series in Applied and Industrial Mathematics (ESAIM): Proceedings and Surveys 1 Archive for Rational Mechanics and Analysis 1 Mathematical Biosciences 1 Ukrainian Mathematical Journal 1 Acta Mathematica Vietnamica 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 Archiv der Mathematik 1 Fuzzy Sets and Systems 1 Journal of Applied Probability 1 Journal of the Mathematical Society of Japan 1 Journal of Statistical Planning and Inference 1 Manuscripta Mathematica 1 Monatshefte für Mathematik 1 Osaka Journal of Mathematics 1 Journal of Time Series Analysis 1 Chinese Annals of Mathematics. Series B 1 Bulletin of the Iranian Mathematical Society 1 Applied Numerical Mathematics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Numerical Methods for Partial Differential Equations 1 Applied Mathematics Letters ...and 50 more Serials all top 5 Cited in 29 Fields 494 Probability theory and stochastic processes (60-XX) 247 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 175 Systems theory; control (93-XX) 119 Calculus of variations and optimal control; optimization (49-XX) 105 Partial differential equations (35-XX) 102 Numerical analysis (65-XX) 38 Operations research, mathematical programming (90-XX) 32 Ordinary differential equations (34-XX) 28 Statistics (62-XX) 9 Operator theory (47-XX) 6 Integral equations (45-XX) 6 Functional analysis (46-XX) 6 Biology and other natural sciences (92-XX) 4 Measure and integration (28-XX) 3 Mechanics of deformable solids (74-XX) 2 Approximations and expansions (41-XX) 2 Global analysis, analysis on manifolds (58-XX) 2 Computer science (68-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Potential theory (31-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Differential geometry (53-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline