## Zhou, Xiaowen

Compute Distance To:
 Author ID: zhou.xiaowen Published as: Zhou, Xiaowen; Zhou, Xiao Wen; Zhou, Xiao-Wen; Zhou, X. Homepage: https://www.concordia.ca/faculty/xiaowen-zhou.html External Links: MGP · ResearchGate · dblp
 Documents Indexed: 74 Publications since 1992 2 Contributions as Editor Co-Authors: 47 Co-Authors with 56 Joint Publications 1,314 Co-Co-Authors
all top 5

### Co-Authors

 14 single-authored 6 Li, Yingqiu 6 Li, Zenghu 5 Renaud, Jean-François 5 Yang, Xu 5 Zhou, Jianwei 4 Li, Bo 4 Li, Peisen 4 Xiong, Jie 3 Albrecher, Hansjörg 3 Liu, Huili 3 Wang, Wenyuan 2 Avram, Florin 2 Chen, Ye 2 Cheng, Min-Teh 2 Deng, Donggao 2 Evans, Steven Neil 2 Foucart, Clément 2 He, Hui 2 Landriault, David 2 Li, Bin 2 Vu, Nhat Linh 2 Zhu, Na 1 Chen, Man 1 Dawson, Donald Andrew 1 Dong, Hua 1 Donnelly, Peter 1 Evans, T. Matthew 1 Feng, Shui 1 Fleischmann, Klaus 1 Hickey, Donal A. 1 Ivanovs, Jevgeņijs 1 Jiang, Yiming 1 Kermany, Amir R. R. 1 Kortschak, Dominik 1 Kurtz, Thomas Gordon 1 Kyprianou, Andreas E. 1 Loeffen, Ronnie L. 1 Ma, Shaojuan 1 Ren, Zhaoxia 1 Schmuland, Byron 1 Tang, Qihe 1 Vaillancourt, Jean 1 Wang, Hao 1 Wang, Suxin 1 Wei, Tingting 1 Wu, Xian-Yuan 1 Xu, Ce 1 Yang, Xiangqun 1 Yin, Chuancun 1 Zhao, Shiwei
all top 5

### Serials

 9 Journal of Applied Probability 5 Statistics & Probability Letters 5 Stochastic Processes and their Applications 5 North American Actuarial Journal 4 Electronic Journal of Probability 4 Electronic Communications in Probability 4 Frontiers of Mathematics in China 3 Journal of Theoretical Probability 2 Advances in Applied Probability 2 Canadian Journal of Mathematics 2 Journal of Differential Equations 2 Insurance Mathematics & Economics 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Bernoulli 2 Lecture Notes in Mathematics 1 Analysis Mathematica 1 Journal of Mathematical Analysis and Applications 1 Molecular Simulation 1 The Annals of Probability 1 Canadian Mathematical Bulletin 1 Computing 1 Theoretical Population Biology 1 Journal of Engineering Mathematics (Xi’an) 1 Chinese Journal of Applied Probability and Statistics 1 Probability Theory and Related Fields 1 The Annals of Applied Probability 1 Journal of Statistical Computation and Simulation 1 Chinese Science Bulletin 1 Potential Analysis 1 Theory of Probability and Mathematical Statistics 1 Applied Mathematical Finance 1 Acta Mathematica Sinica. English Series 1 Methodology and Computing in Applied Probability 1 CMES. Computer Modeling in Engineering & Sciences 1 International Journal of Pure and Applied Mathematics 1 Communications on Stochastic Analysis 1 Scientia Sinica. Mathematica
all top 5

### Fields

 68 Probability theory and stochastic processes (60-XX) 17 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 2 Abstract harmonic analysis (43-XX) 2 Statistics (62-XX) 2 Numerical analysis (65-XX) 2 Mechanics of deformable solids (74-XX) 1 General and overarching topics; collections (00-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Potential theory (31-XX) 1 Operator theory (47-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX)

### Citations contained in zbMATH Open

50 Publications have been cited 629 times in 301 Documents Cited by Year
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
2014
Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
2011
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
2016
An insurance risk model with Parisian implementation delays. Zbl 1319.60098
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
2014
A Lévy insurance risk process with tax. Zbl 1144.60032
Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen
2008
General tax structures and the Lévy insurance risk model. Zbl 1210.60098
Kyprianou, Andreas E.; Zhou, Xiaowen
2009
Distribution of the present value of dividend payments in a Lévy risk model. Zbl 1132.60041
Renaud, Jean-François; Zhou, Xiaowen
2007
On a classical risk model with a constant dividend barrier. Zbl 1215.60051
Zhou, Xiaowen
2005
Stochastic generalized Burgers equations driven by fractional noises. Zbl 1250.60027
Jiang, Yiming; Wei, Tingting; Zhou, Xiaowen
2012
The joint Laplace transforms for diffusion occupation times. Zbl 1370.60136
Li, Bin; Zhou, Xiaowen
2013
On pre-exit joint occupation times for spectrally negative Lévy processes. Zbl 1315.60049
Li, Yingqiu; Zhou, Xiaowen
2014
Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. Zbl 1132.60042
Zhou, Xiaowen
2007
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
2017
Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100
Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen
2012
A general continuous-state nonlinear branching process. Zbl 1466.60179
Li, Pei-Sen; Yang, Xu; Zhou, Xiaowen
2019
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
2013
Two-sided discounted potential measures for spectrally negative Lévy processes. Zbl 1320.60113
Li, Yingqiu; Zhou, Xiaowen; Zhu, Na
2015
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
2017
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
2018
Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees. Zbl 1023.60082
Donnelly, Peter; Evans, Steven N.; Fleischmann, Klaus; Kurtz, Thomas G.; Zhou, Xiaowen
2000
When does surplus reach a certain level before ruin? Zbl 1117.91387
Zhou, Xiaowen
2004
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
2019
Diffusion occupation time before exiting. Zbl 1308.60093
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na
2014
Joint stationary moments of a two-island diffusion model of population subdivision. Zbl 1210.92017
Kermany, Amir R. R.; Zhou, Xiaowen; Hickey, Donal A.
2008
Superprocesses with coalescing Brownian spatial motion as large-scale limits. Zbl 1067.60085
Dawson, D. A.; Li, Z.; Zhou, X.
2004
Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by $$\alpha$$-stable noise. Zbl 1357.60067
Yang, Xu; Zhou, Xiaowen
2017
On the robustness of the damped $$V$$-cycle of the wavelet frequency decomposition multigrid method. Zbl 0809.65118
Rieder, A.; Zhou, X.
1994
An occupation time related potential measure for diffusion processes. Zbl 1370.60133
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen
2017
A joint Laplace transform for pre-exit diffusion of occupation times. Zbl 1370.60134
Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen
2017
The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Zbl 1291.60104
Li, Zenghu; Liu, Huili; Xiong, Jie; Zhou, Xiaowen
2013
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
2017
Superprocess over a stochastic flow with superprocess catalyst. Zbl 1063.60123
Xiong, Jie; Zhou, Xiaowen
2004
A coupled finite difference material point method and its application in explosion simulation. Zbl 1356.80062
Cui, X. X.; Zhang, X.; Zhou, X.; Liu, Y.; Zhang, F.
2014
The compact support property for the $$\Lambda$$-Fleming-Viot process with underlying Brownian motion. Zbl 1260.60098
Liu, Huili; Zhou, Xiaowen
2012
Time-changed spectrally positive Lévy processes started from infinity. Zbl 07370709
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2021
On the duality between coalescing Brownian motions. Zbl 1063.60118
Xiong, Jie; Zhou, Xiaowen
2005
A superprocess involving both branching and coalescing. Zbl 1126.60086
Zhou, Xiaowen
2007
Stepping-stone model with circular Brownian migration. Zbl 1145.92026
Zhou, Xiaowen
2008
A drawdown reflected spectrally negative Lévy process. Zbl 1469.60151
Wang, Wenyuan; Zhou, Xiaowen
2021
On the entrance at infinity of Feller processes with no negative jumps. Zbl 1450.60034
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2020
On a spectrally negative Lévy risk process with periodic dividends and capital injections. Zbl 1425.91221
Dong, Hua; Zhou, Xiaowen
2019
A zero-one law of almost sure local extinction for $$(1+\beta)$$-super-Brownian motion. Zbl 1151.60332
Zhou, Xiaowen
2008
Clustering behavior of a continuous-sites stepping-stone model with {B}rownian migration. Zbl 1064.60074
Zhou, Xiaowen
2003
On weighted occupation times for refracted spectrally negative Lévy processes. Zbl 1404.60066
Li, Bo; Zhou, Xiaowen
2018
Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination. Zbl 1229.92065
Feng, Shui; Schmuland, Byron; Vaillancourt, Jean; Zhou, Xiaowen
2011
A distribution-function-valued SPDE and its applications. Zbl 1358.60074
Wang, Li; Yang, Xu; Zhou, Xiaowen
2017
Local times for spectrally negative Lévy processes. Zbl 1434.60211
Li, Bo; Zhou, Xiaowen
2020
Some fluctuation identities for Lévy processes with jumps of the same sign. Zbl 1064.60102
Zhou, Xiaowen
2004
Sample function properties of two-parameter Markov processes. Zbl 0788.60063
Zhou, Xiao-Wen; Zhou, Jian-Wei
1993
Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079
Wang, Wenyuan; Zhou, Xiaowen
2020
Time-changed spectrally positive Lévy processes started from infinity. Zbl 07370709
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2021
A drawdown reflected spectrally negative Lévy process. Zbl 1469.60151
Wang, Wenyuan; Zhou, Xiaowen
2021
On the entrance at infinity of Feller processes with no negative jumps. Zbl 1450.60034
Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen
2020
Local times for spectrally negative Lévy processes. Zbl 1434.60211
Li, Bo; Zhou, Xiaowen
2020
Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079
Wang, Wenyuan; Zhou, Xiaowen
2020
A general continuous-state nonlinear branching process. Zbl 1466.60179
Li, Pei-Sen; Yang, Xu; Zhou, Xiaowen
2019
Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048
Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen
2019
On a spectrally negative Lévy risk process with periodic dividends and capital injections. Zbl 1425.91221
Dong, Hua; Zhou, Xiaowen
2019
General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314
Wang, Wenyuan; Zhou, Xiaowen
2018
On weighted occupation times for refracted spectrally negative Lévy processes. Zbl 1404.60066
Li, Bo; Zhou, Xiaowen
2018
On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245
Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen
2017
On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068
Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen
2017
Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by $$\alpha$$-stable noise. Zbl 1357.60067
Yang, Xu; Zhou, Xiaowen
2017
An occupation time related potential measure for diffusion processes. Zbl 1370.60133
Chen, Ye; Li, Yingqiu; Zhou, Xiaowen
2017
A joint Laplace transform for pre-exit diffusion of occupation times. Zbl 1370.60134
Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen
2017
On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071
Avram, Florin; Zhou, Xiaowen
2017
A distribution-function-valued SPDE and its applications. Zbl 1358.60074
Wang, Li; Yang, Xu; Zhou, Xiaowen
2017
Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen
2016
Two-sided discounted potential measures for spectrally negative Lévy processes. Zbl 1320.60113
Li, Yingqiu; Zhou, Xiaowen; Zhu, Na
2015
Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062
Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen
2014
An insurance risk model with Parisian implementation delays. Zbl 1319.60098
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
2014
On pre-exit joint occupation times for spectrally negative Lévy processes. Zbl 1315.60049
Li, Yingqiu; Zhou, Xiaowen
2014
Diffusion occupation time before exiting. Zbl 1308.60093
Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na
2014
A coupled finite difference material point method and its application in explosion simulation. Zbl 1356.80062
Cui, X. X.; Zhang, X.; Zhou, X.; Liu, Y.; Zhang, F.
2014
The joint Laplace transforms for diffusion occupation times. Zbl 1370.60136
Li, Bin; Zhou, Xiaowen
2013
A time-homogeneous diffusion model with tax. Zbl 1271.62246
Li, Bin; Tang, Qihe; Zhou, Xiaowen
2013
The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Zbl 1291.60104
Li, Zenghu; Liu, Huili; Xiong, Jie; Zhou, Xiaowen
2013
Stochastic generalized Burgers equations driven by fractional noises. Zbl 1250.60027
Jiang, Yiming; Wei, Tingting; Zhou, Xiaowen
2012
Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100
Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen
2012
The compact support property for the $$\Lambda$$-Fleming-Viot process with underlying Brownian motion. Zbl 1260.60098
Liu, Huili; Zhou, Xiaowen
2012
Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen
2011
Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination. Zbl 1229.92065
Feng, Shui; Schmuland, Byron; Vaillancourt, Jean; Zhou, Xiaowen
2011
General tax structures and the Lévy insurance risk model. Zbl 1210.60098
Kyprianou, Andreas E.; Zhou, Xiaowen
2009
A Lévy insurance risk process with tax. Zbl 1144.60032
Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen
2008
Joint stationary moments of a two-island diffusion model of population subdivision. Zbl 1210.92017
Kermany, Amir R. R.; Zhou, Xiaowen; Hickey, Donal A.
2008
Stepping-stone model with circular Brownian migration. Zbl 1145.92026
Zhou, Xiaowen
2008
A zero-one law of almost sure local extinction for $$(1+\beta)$$-super-Brownian motion. Zbl 1151.60332
Zhou, Xiaowen
2008
Distribution of the present value of dividend payments in a Lévy risk model. Zbl 1132.60041
Renaud, Jean-François; Zhou, Xiaowen
2007
Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. Zbl 1132.60042
Zhou, Xiaowen
2007
A superprocess involving both branching and coalescing. Zbl 1126.60086
Zhou, Xiaowen
2007
On a classical risk model with a constant dividend barrier. Zbl 1215.60051
Zhou, Xiaowen
2005
On the duality between coalescing Brownian motions. Zbl 1063.60118
Xiong, Jie; Zhou, Xiaowen
2005
When does surplus reach a certain level before ruin? Zbl 1117.91387
Zhou, Xiaowen
2004
Superprocesses with coalescing Brownian spatial motion as large-scale limits. Zbl 1067.60085
Dawson, D. A.; Li, Z.; Zhou, X.
2004
Superprocess over a stochastic flow with superprocess catalyst. Zbl 1063.60123
Xiong, Jie; Zhou, Xiaowen
2004
Some fluctuation identities for Lévy processes with jumps of the same sign. Zbl 1064.60102
Zhou, Xiaowen
2004
Clustering behavior of a continuous-sites stepping-stone model with {B}rownian migration. Zbl 1064.60074
Zhou, Xiaowen
2003
Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees. Zbl 1023.60082
Donnelly, Peter; Evans, Steven N.; Fleischmann, Klaus; Kurtz, Thomas G.; Zhou, Xiaowen
2000
On the robustness of the damped $$V$$-cycle of the wavelet frequency decomposition multigrid method. Zbl 0809.65118
Rieder, A.; Zhou, X.
1994
Sample function properties of two-parameter Markov processes. Zbl 0788.60063
Zhou, Xiao-Wen; Zhou, Jian-Wei
1993
all top 5

### Cited by 324 Authors

 36 Zhou, Xiaowen 17 Palmowski, Zbigniew 17 Wang, Wenyuan 13 Landriault, David 12 Czarna, Irmina 12 Li, Bin 12 Pérez Garmendia, Jose Luis 12 Renaud, Jean-François 11 Cheung, Eric C. K. 11 Yamazaki, Kazutoshi 9 Avram, Florin 8 Albrecher, Hansjörg 8 Li, Yingqiu 8 Loeffen, Ronnie L. 8 Yin, Chuancun 7 Kyprianou, Andreas E. 7 Xiong, Jie 7 Yan, Litan 6 Dong, Hua 6 Frostig, Esther 6 Hu, Yijun 6 Li, Bo 6 Li, Zenghu 6 Liu, Junfeng 6 Lkabous, Mohamed Amine 6 Yang, Xu 6 Zhang, Zhimin 5 Chen, Ping 5 Ivanovs, Jevgeņijs 5 Ming, Ruixing 5 Yang, Hailiang 5 Yuen, Kam Chuen 4 Cui, Zhenyu 4 Feng, Runhuan 4 Jiang, Yiming 4 Li, Peisen 4 Li, Shu 4 Li, Shuanming 4 Wang, Yongjin 4 Wong, Jeff T. Y. 4 Wu, Xueyuan 4 Xia, Dengfeng 4 Zhang, Hongzhong 3 Avanzi, Benjamin 3 Blath, Jochen 3 Casanova, Adrián González 3 Chen, Mi 3 Chen, Ye 3 He, Hui 3 Keren-Pinhasik, Adva 3 Li, Yanhong 3 Nguyen Huy Tuan 3 Pardo, Juan Carlos 3 Song, Renming 3 Surya, Budhi Arta 3 Thach, Tran Ngoc 3 Wang, Suxin 3 Wilke-Berenguer, Maite 3 Willmot, Gordon E. 3 Wu, Lan 3 Yang, Xiaoyuan 3 Young, Virginia R. 3 Zhang, Chunsheng 3 Zhang, Yinghan 3 Zhao, Chunming 3 Zhao, Xianghua 2 Bekker, René 2 Biffis, Enrico 2 Bladt, Mogens 2 Bo, Lijun 2 Buzzoni, Eugenio 2 Dai, Hongshuai 2 Dębicki, Krzysztof 2 Drekic, Steve 2 Foucart, Clément 2 Ganie, Javid Ahmad 2 Gao, Heli 2 Gerber, Hans U. 2 Giri, Ankik Kumar 2 Griffin, Philip S. 2 Guérin, Hélène 2 Guo, Junyi 2 Hammer, Matthias 2 Huang, Yujuan 2 Jain, Renu 2 Kumar, Vivek 2 Lau, Hayden 2 Li, Danping 2 Li, Dongchen 2 Li, Zhong 2 Liang, Xiaoqing 2 Liu, Haibo 2 Liu, Huili 2 Liu, Zaiming 2 Mandjes, Michel Robertus Hendrikus 2 Morales, Manuel 2 Noba, Kei 2 Ortgiese, Marcel 2 Peng, Xingchun 2 Peng, Zhaohui ...and 224 more Authors
all top 5

### Cited in 80 Serials

 41 Insurance Mathematics & Economics 23 Journal of Applied Probability 20 Statistics & Probability Letters 17 Stochastic Processes and their Applications 15 Scandinavian Actuarial Journal 9 Journal of Computational and Applied Mathematics 9 Journal of Theoretical Probability 8 Methodology and Computing in Applied Probability 8 Frontiers of Mathematics in China 7 Advances in Applied Probability 7 Applied Mathematics and Computation 7 North American Actuarial Journal 6 Electronic Journal of Probability 5 Journal of Mathematical Analysis and Applications 5 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 5 Applied Mathematics. Series B (English Edition) 5 Stochastics and Dynamics 5 Journal of Industrial and Management Optimization 4 Stochastic Analysis and Applications 4 The Annals of Applied Probability 4 European Actuarial Journal 3 The Annals of Probability 3 Applied Mathematics and Optimization 3 Journal of Optimization Theory and Applications 3 Probability Theory and Related Fields 3 Bernoulli 3 Mathematical Problems in Engineering 3 Stochastic Models 3 ASTIN Bulletin 2 Journal of Mathematical Biology 2 Potential Analysis 2 Theory of Probability and Mathematical Statistics 2 Electronic Communications in Probability 2 Finance and Stochastics 2 Discrete Dynamics in Nature and Society 2 Advances in Difference Equations 2 Stochastics 2 SIAM Journal on Financial Mathematics 1 Computers & Mathematics with Applications 1 Communications in Mathematical Physics 1 Indian Journal of Pure & Applied Mathematics 1 Lithuanian Mathematical Journal 1 Periodica Mathematica Hungarica 1 Physica A 1 Mathematics of Operations Research 1 Results in Mathematics 1 SIAM Journal on Control and Optimization 1 Transactions of the American Mathematical Society 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Acta Mathematicae Applicatae Sinica. English Series 1 Mathematical and Computer Modelling 1 Queueing Systems 1 Applied Mathematical Modelling 1 European Journal of Operational Research 1 Journal of Mathematical Sciences (New York) 1 Random Operators and Stochastic Equations 1 NoDEA. Nonlinear Differential Equations and Applications 1 Applied Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Journal of Inequalities and Applications 1 Infinite Dimensional Analysis, Quantum Probability and Related Topics 1 Fractional Calculus & Applied Analysis 1 International Journal of Theoretical and Applied Finance 1 Acta Mathematica Sinica. English Series 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 International Journal of Wavelets, Multiresolution and Information Processing 1 Boundary Value Problems 1 Journal of the Korean Statistical Society 1 Blätter der DGVFM (Deutsche Gesellschaft für Versicherungs- und Finanzmathematik) 1 Discrete and Continuous Dynamical Systems. Series S 1 Science China. Mathematics 1 Journal of Applied Analysis and Computation 1 Stochastic Systems 1 Mathematica Applicanda 1 Modern Stochastics. Theory and Applications 1 Cogent Mathematics
all top 5

### Cited in 22 Fields

 255 Probability theory and stochastic processes (60-XX) 172 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 33 Systems theory; control (93-XX) 26 Statistics (62-XX) 14 Partial differential equations (35-XX) 9 Biology and other natural sciences (92-XX) 8 Operations research, mathematical programming (90-XX) 5 Calculus of variations and optimal control; optimization (49-XX) 5 Numerical analysis (65-XX) 4 Special functions (33-XX) 4 Integral equations (45-XX) 4 Operator theory (47-XX) 3 Integral transforms, operational calculus (44-XX) 2 Ordinary differential equations (34-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Harmonic analysis on Euclidean spaces (42-XX) 1 Combinatorics (05-XX) 1 Real functions (26-XX) 1 Potential theory (31-XX) 1 Approximations and expansions (41-XX) 1 Fluid mechanics (76-XX) 1 Mathematics education (97-XX)