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## Zhang, Jianfeng

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 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
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#### 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
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#### 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
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#### 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)

#### Citations contained in zbMATH

57 Publications have been cited 1,131 times in 631 Documents Cited by Year
A numerical scheme for BSDEs. Zbl 1056.60067
Zhang, Jianfeng
2004
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2012
Martingale representation theorem for the $$G$$-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2011
On viscosity solutions of path dependent PDEs. Zbl 1320.35154
Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng
2014
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
2016
Dual formulation of second order target problems. Zbl 1293.60063
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2013
Representation theorems for backward stochastic differential equations. Zbl 1017.60067
Ma, Jin; Zhang, Jianfeng
2002
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
2016
Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2011
Switching problem and related system of reflected backward SDEs. Zbl 1191.60056
2010
Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029
Pham, Triet; Zhang, Jianfeng
2014
Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114
Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng
2010
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng
2015
Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323
Zhang, J.; Han, Z.; Zhu, F.
2014
Optimal stopping under nonlinear expectation. Zbl 1325.60061
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
2014
Contract theory in continuous-time models. Zbl 1319.91007
Cvitanić, Jakša; Zhang, Jianfeng
2013
The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020
2010
A complete representation theorem for $$G$$-martingales. Zbl 1337.60130
Peng, Shige; Song, Yongsheng; Zhang, Jianfeng
2014
Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005
Bender, Christian; Zhang, Jianfeng
2008
Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047
Nutz, Marcel; Zhang, Jianfeng
2015
The wellposedness of FBSDEs. Zbl 1132.60315
Zhang, Jianfeng
2006
Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049
Ma, Jin; Zhang, Jianfeng
2005
Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060
Ma, Jin; Zhang, J.
2002
The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2012
On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123
Ma, Jin; Yin, Hong; Zhang, Jianfeng
2012
Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
2009
An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2014
Change analysis of a dynamic copula for measuring dependence in multivariate financial data. Zbl 1203.91311
Guégan, D.; Zhang, J.
2010
Optimal contracts in continuous-time models. Zbl 1140.91433
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
2006
Backward stochastic differential equations. From linear to fully nonlinear theory. Zbl 1390.60004
Zhang, Jianfeng
2017
Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045
Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu
2008
Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2017
A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158
Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia
2015
The steepest descent method for forward-backward SDEs. Zbl 1109.60056
Cvitanić, Jakša; Zhang, Jianfeng
2005
Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383
Cvitanić, Jakša; Zhang, Jianfeng
2007
Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051
Zhang, Jianfeng
2005
Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019
Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng
2017
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
2015
Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2003
Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113
Keller, Christian; Zhang, Jianfeng
2016
On weak solutions of forward-backward SDEs. Zbl 1235.60067
Ma, Jin; Zhang, Jianfeng
2011
Levitin-Polyak well-posedness in generalized equilibrium problems with functional constraints. Zbl 1188.90276
Wang, Gang; Huang, Xue Xiang; Zhang, Jie
2010
Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096
Saporito, Yuri F.; Zhang, Jianfeng
2019
Some norm estimates for semimartingales. Zbl 1288.60054
Pham, Triet; Zhang, Jianfeng
2013
Pricing bivariate option under GARCH processes with time-varying copula. Zbl 1141.91478
Zhang, J.; Guégan, D.
2008
Process performance monitoring using multivariate statistical process control. Zbl 0869.90026
Martin, E. B.; Morris, A. J.; Zhang, J.
1996
Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2020
A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031
Viens, Frederi; Zhang, Jianfeng
2019
An approximate strength criterion of porous materials with a pressure sensitive and tension-compression asymmetry matrix. Zbl 1423.74284
Shen, Wan Qing; Shao, J. F.; Oueslati, A.; De Saxcé, G.; Zhang, J.
2018
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276
Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2016
The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 07064131
Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X.
2015
Optimal portfolio selection under concave price impact. Zbl 1269.93136
Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng
2013
Transitions in Pedestrian fundamental diagrams of straight corridors and t-junctions. Zbl 07230587
Zhang, J.; Klingsch, W.; Schadschneider, A.; Seyfried, A.
2011
Global existence for a system of weakly coupled nonlinear Schrödinger equations. Zbl 1185.35267
Shu, J.; Zhang, J.
2009
Principal-agent problems with exit options. Zbl 1170.91374
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
2008
Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070
Zhang, Jianfeng
2006
Explicit form and path regularity of martingale representations. Zbl 0979.60027
Ma, Jin; Protter, Philip; Zhang, Jianfeng
2001
Comparison of viscosity solutions of semilinear path-dependent PDEs. Zbl 1429.35215
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2020
Stochastic control with delayed information and related nonlinear master equation. Zbl 1418.60096
Saporito, Yuri F.; Zhang, Jianfeng
2019
A martingale approach for fractional Brownian motions and related path dependent PDEs. Zbl 1441.60031
Viens, Frederi; Zhang, Jianfeng
2019
An approximate strength criterion of porous materials with a pressure sensitive and tension-compression asymmetry matrix. Zbl 1423.74284
Shen, Wan Qing; Shao, J. F.; Oueslati, A.; De Saxcé, G.; Zhang, J.
2018
Backward stochastic differential equations. From linear to fully nonlinear theory. Zbl 1390.60004
Zhang, Jianfeng
2017
Comparison of viscosity solutions of fully nonlinear degenerate parabolic path-dependent PDEs. Zbl 06804335
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2017
Dynamic approaches for some time-inconsistent optimization problems. Zbl 1385.49019
Karnam, Chandrasekhar; Ma, Jin; Zhang, Jianfeng
2017
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. I. Zbl 1375.35250
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
2016
Viscosity solutions of fully nonlinear parabolic path dependent PDEs. II. Zbl 1394.35228
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
2016
Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients. Zbl 1333.60113
Keller, Christian; Zhang, Jianfeng
2016
Large deviations for non-Markovian diffusions and a path-dependent Eikonal equation. Zbl 1351.35276
Ma, Jin; Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2016
On well-posedness of forward-backward SDEs – a unified approach. Zbl 1319.60132
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng
2015
Optimal stopping under adverse nonlinear expectation and related games. Zbl 1322.60047
Nutz, Marcel; Zhang, Jianfeng
2015
A monotone scheme for high-dimensional fully nonlinear PDEs. Zbl 1321.65158
Guo, Wenjie; Zhang, Jianfeng; Zhuo, Jia
2015
Pathwise Taylor expansions for random fields on multiple dimensional paths. Zbl 1328.60125
Buckdahn, Rainer; Ma, Jin; Zhang, Jianfeng
2015
The analytical solutions for the wave propagation in a stretched string with a moving mass. Zbl 07064131
Gao, Q.; Zhang, J.; Zhang, H. W.; Zhong, W. X.
2015
On viscosity solutions of path dependent PDEs. Zbl 1320.35154
Ekren, Ibrahim; Keller, Christian; Touzi, Nizar; Zhang, Jianfeng
2014
Two person zero-sum game in weak formulation and path dependent Bellman-Isaacs equation. Zbl 1308.91029
Pham, Triet; Zhang, Jianfeng
2014
Stochastic stability and stabilization of positive systems with Markovian jump parameters. Zbl 1291.93323
Zhang, J.; Han, Z.; Zhu, F.
2014
Optimal stopping under nonlinear expectation. Zbl 1325.60061
Ekren, Ibrahim; Touzi, Nizar; Zhang, Jianfeng
2014
A complete representation theorem for $$G$$-martingales. Zbl 1337.60130
Peng, Shige; Song, Yongsheng; Zhang, Jianfeng
2014
An overview of viscosity solutions of path-dependent PDEs. Zbl 1384.35042
Ren, Zhenjie; Touzi, Nizar; Zhang, Jianfeng
2014
Dual formulation of second order target problems. Zbl 1293.60063
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2013
Contract theory in continuous-time models. Zbl 1319.91007
Cvitanić, Jakša; Zhang, Jianfeng
2013
Some norm estimates for semimartingales. Zbl 1288.60054
Pham, Triet; Zhang, Jianfeng
2013
Optimal portfolio selection under concave price impact. Zbl 1269.93136
Ma, Jin; Song, Qingshuo; Xu, Jing; Zhang, Jianfeng
2013
Wellposedness of second order backward SDEs. Zbl 1252.60056
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2012
The law of large numbers for self-exciting correlated defaults. Zbl 1246.91143
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2012
On non-Markovian forward-backward SDEs and backward stochastic PDEs. Zbl 1260.60123
Ma, Jin; Yin, Hong; Zhang, Jianfeng
2012
Martingale representation theorem for the $$G$$-expectation. Zbl 1228.60070
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2011
Quasi-sure stochastic analysis through aggregation. Zbl 1245.60062
Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng
2011
On weak solutions of forward-backward SDEs. Zbl 1235.60067
Ma, Jin; Zhang, Jianfeng
2011
Transitions in Pedestrian fundamental diagrams of straight corridors and t-junctions. Zbl 07230587
Zhang, J.; Klingsch, W.; Schadschneider, A.; Seyfried, A.
2011
Switching problem and related system of reflected backward SDEs. Zbl 1191.60056
2010
Backward SDEs with constrained jumps and quasi-variational inequalities. Zbl 1205.60114
Kharroubi, Idris; Ma, Jin; Pham, Huyên; Zhang, Jianfeng
2010
The continuous time nonzero-sum Dynkin game problem and application in game options. Zbl 1202.91020
2010
Change analysis of a dynamic copula for measuring dependence in multivariate financial data. Zbl 1203.91311
Guégan, D.; Zhang, J.
2010
Levitin-Polyak well-posedness in generalized equilibrium problems with functional constraints. Zbl 1188.90276
Wang, Gang; Huang, Xue Xiang; Zhang, Jie
2010
Optimal compensation with hidden action and lump-sum payment in a continuous-time model. Zbl 1166.49024
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
2009
Global existence for a system of weakly coupled nonlinear Schrödinger equations. Zbl 1185.35267
Shu, J.; Zhang, J.
2009
Time discretization and Markovian iteration for coupled FBSDEs. Zbl 1142.65005
Bender, Christian; Zhang, Jianfeng
2008
Weak solutions for forward-backward SDEs-a martingale problem approach. Zbl 1154.60045
Ma, Jin; Zhang, Jianfeng; Zheng, Ziyu
2008
Pricing bivariate option under GARCH processes with time-varying copula. Zbl 1141.91478
Zhang, J.; Guégan, D.
2008
Principal-agent problems with exit options. Zbl 1170.91374
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
2008
Optimal compensation with adverse selection and dynamic actions. Zbl 1173.91383
Cvitanić, Jakša; Zhang, Jianfeng
2007
The wellposedness of FBSDEs. Zbl 1132.60315
Zhang, Jianfeng
2006
Optimal contracts in continuous-time models. Zbl 1140.91433
Cvitanić, Jakša; Wan, Xuhu; Zhang, Jianfeng
2006
Rate of convergence of finite difference approximations for degenerate ordinary differential equations. Zbl 1109.65070
Zhang, Jianfeng
2006
Representations and regularities for solutions to BSDEs with reflections. Zbl 1076.60049
Ma, Jin; Zhang, Jianfeng
2005
The steepest descent method for forward-backward SDEs. Zbl 1109.60056
Cvitanić, Jakša; Zhang, Jianfeng
2005
Representation of solutions to BSDEs associated with a degenerate FSDE. Zbl 1083.60051
Zhang, Jianfeng
2005
A numerical scheme for BSDEs. Zbl 1056.60067
Zhang, Jianfeng
2004
Efficient computation of hedging portfolios for options with discontinuous payoffs. Zbl 1060.91058
Cvitanić, Jakša; Ma, Jin; Zhang, Jianfeng
2003
Representation theorems for backward stochastic differential equations. Zbl 1017.60067
Ma, Jin; Zhang, Jianfeng
2002
Path regularity for solutions of backward stochastic differential equations. Zbl 1014.60060
Ma, Jin; Zhang, J.
2002
Explicit form and path regularity of martingale representations. Zbl 0979.60027
Ma, Jin; Protter, Philip; Zhang, Jianfeng
2001
Process performance monitoring using multivariate statistical process control. Zbl 0869.90026
Martin, E. B.; Morris, A. J.; Zhang, J.
1996
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#### 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
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#### 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
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#### 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)