Edit Profile (opens in new tab) Zhou, Xiaowen Compute Distance To: Compute 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) Publications by Year all cited Publications top 5 cited Publications 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 1287.60062Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen 62 2014 Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 55 2011 Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen 50 2016 An insurance risk model with Parisian implementation delays. Zbl 1319.60098Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 50 2014 A Lévy insurance risk process with tax. Zbl 1144.60032Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen 41 2008 General tax structures and the Lévy insurance risk model. Zbl 1210.60098Kyprianou, Andreas E.; Zhou, Xiaowen 38 2009 Distribution of the present value of dividend payments in a Lévy risk model. Zbl 1132.60041Renaud, Jean-François; Zhou, Xiaowen 36 2007 On a classical risk model with a constant dividend barrier. Zbl 1215.60051Zhou, Xiaowen 35 2005 Stochastic generalized Burgers equations driven by fractional noises. Zbl 1250.60027Jiang, Yiming; Wei, Tingting; Zhou, Xiaowen 26 2012 The joint Laplace transforms for diffusion occupation times. Zbl 1370.60136Li, Bin; Zhou, Xiaowen 21 2013 On pre-exit joint occupation times for spectrally negative Lévy processes. Zbl 1315.60049Li, Yingqiu; Zhou, Xiaowen 20 2014 Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. Zbl 1132.60042Zhou, Xiaowen 16 2007 On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen 14 2017 Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen 12 2012 A general continuous-state nonlinear branching process. Zbl 1466.60179Li, Pei-Sen; Yang, Xu; Zhou, Xiaowen 12 2019 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 11 2013 Two-sided discounted potential measures for spectrally negative Lévy processes. Zbl 1320.60113Li, Yingqiu; Zhou, Xiaowen; Zhu, Na 11 2015 On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen 10 2017 General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314Wang, Wenyuan; Zhou, Xiaowen 10 2018 Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees. Zbl 1023.60082Donnelly, Peter; Evans, Steven N.; Fleischmann, Klaus; Kurtz, Thomas G.; Zhou, Xiaowen 9 2000 When does surplus reach a certain level before ruin? Zbl 1117.91387Zhou, Xiaowen 9 2004 Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen 9 2019 Diffusion occupation time before exiting. Zbl 1308.60093Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na 8 2014 Joint stationary moments of a two-island diffusion model of population subdivision. Zbl 1210.92017Kermany, Amir R. R.; Zhou, Xiaowen; Hickey, Donal A. 4 2008 Superprocesses with coalescing Brownian spatial motion as large-scale limits. Zbl 1067.60085Dawson, D. A.; Li, Z.; Zhou, X. 4 2004 Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise. Zbl 1357.60067Yang, Xu; Zhou, Xiaowen 4 2017 On the robustness of the damped \(V\)-cycle of the wavelet frequency decomposition multigrid method. Zbl 0809.65118Rieder, A.; Zhou, X. 4 1994 An occupation time related potential measure for diffusion processes. Zbl 1370.60133Chen, Ye; Li, Yingqiu; Zhou, Xiaowen 3 2017 A joint Laplace transform for pre-exit diffusion of occupation times. Zbl 1370.60134Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen 3 2017 The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Zbl 1291.60104Li, Zenghu; Liu, Huili; Xiong, Jie; Zhou, Xiaowen 3 2013 On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071Avram, Florin; Zhou, Xiaowen 3 2017 Superprocess over a stochastic flow with superprocess catalyst. Zbl 1063.60123Xiong, Jie; Zhou, Xiaowen 3 2004 A coupled finite difference material point method and its application in explosion simulation. Zbl 1356.80062Cui, X. X.; Zhang, X.; Zhou, X.; Liu, Y.; Zhang, F. 3 2014 The compact support property for the \(\Lambda\)-Fleming-Viot process with underlying Brownian motion. Zbl 1260.60098Liu, Huili; Zhou, Xiaowen 3 2012 Time-changed spectrally positive Lévy processes started from infinity. Zbl 07370709Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen 3 2021 On the duality between coalescing Brownian motions. Zbl 1063.60118Xiong, Jie; Zhou, Xiaowen 2 2005 A superprocess involving both branching and coalescing. Zbl 1126.60086Zhou, Xiaowen 2 2007 Stepping-stone model with circular Brownian migration. Zbl 1145.92026Zhou, Xiaowen 2 2008 A drawdown reflected spectrally negative Lévy process. Zbl 1469.60151Wang, Wenyuan; Zhou, Xiaowen 2 2021 On the entrance at infinity of Feller processes with no negative jumps. Zbl 1450.60034Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen 2 2020 On a spectrally negative Lévy risk process with periodic dividends and capital injections. Zbl 1425.91221Dong, Hua; Zhou, Xiaowen 2 2019 A zero-one law of almost sure local extinction for \((1+\beta)\)-super-Brownian motion. Zbl 1151.60332Zhou, Xiaowen 2 2008 Clustering behavior of a continuous-sites stepping-stone model with {B}rownian migration. Zbl 1064.60074Zhou, Xiaowen 2 2003 On weighted occupation times for refracted spectrally negative Lévy processes. Zbl 1404.60066Li, Bo; Zhou, Xiaowen 2 2018 Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination. Zbl 1229.92065Feng, Shui; Schmuland, Byron; Vaillancourt, Jean; Zhou, Xiaowen 1 2011 A distribution-function-valued SPDE and its applications. Zbl 1358.60074Wang, Li; Yang, Xu; Zhou, Xiaowen 1 2017 Local times for spectrally negative Lévy processes. Zbl 1434.60211Li, Bo; Zhou, Xiaowen 1 2020 Some fluctuation identities for Lévy processes with jumps of the same sign. Zbl 1064.60102Zhou, Xiaowen 1 2004 Sample function properties of two-parameter Markov processes. Zbl 0788.60063Zhou, Xiao-Wen; Zhou, Jian-Wei 1 1993 Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079Wang, Wenyuan; Zhou, Xiaowen 1 2020 Time-changed spectrally positive Lévy processes started from infinity. Zbl 07370709Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen 3 2021 A drawdown reflected spectrally negative Lévy process. Zbl 1469.60151Wang, Wenyuan; Zhou, Xiaowen 2 2021 On the entrance at infinity of Feller processes with no negative jumps. Zbl 1450.60034Foucart, Clément; Li, Pei-Sen; Zhou, Xiaowen 2 2020 Local times for spectrally negative Lévy processes. Zbl 1434.60211Li, Bo; Zhou, Xiaowen 1 2020 Draw-down Parisian ruin for spectrally negative Lévy processes. Zbl 1473.60079Wang, Wenyuan; Zhou, Xiaowen 1 2020 A general continuous-state nonlinear branching process. Zbl 1466.60179Li, Pei-Sen; Yang, Xu; Zhou, Xiaowen 12 2019 Exit problems for general draw-down times of spectrally negative Lévy processes. Zbl 1415.60048Li, Bo; Vu, Nhat Linh; Zhou, Xiaowen 9 2019 On a spectrally negative Lévy risk process with periodic dividends and capital injections. Zbl 1425.91221Dong, Hua; Zhou, Xiaowen 2 2019 General drawdown-based de Finetti optimization for spectrally negative Lévy risk processes. Zbl 1396.91314Wang, Wenyuan; Zhou, Xiaowen 10 2018 On weighted occupation times for refracted spectrally negative Lévy processes. Zbl 1404.60066Li, Bo; Zhou, Xiaowen 2 2018 On taxed spectrally negative Lévy processes with draw-down stopping. Zbl 1395.91245Avram, Florin; Vu, Nhat Linh; Zhou, Xiaowen 14 2017 On the last exit times for spectrally negative Lévy processes. Zbl 1400.60068Li, Yingqiu; Yin, Chuancun; Zhou, Xiaowen 10 2017 Pathwise uniqueness for an SPDE with Hölder continuous coefficient driven by \(\alpha\)-stable noise. Zbl 1357.60067Yang, Xu; Zhou, Xiaowen 4 2017 An occupation time related potential measure for diffusion processes. Zbl 1370.60133Chen, Ye; Li, Yingqiu; Zhou, Xiaowen 3 2017 A joint Laplace transform for pre-exit diffusion of occupation times. Zbl 1370.60134Chen, Ye; Yang, Xiang Qun; Li, Ying Qiu; Zhou, Xiao Wen 3 2017 On fluctuation theory for spectrally negative Lévy processes with Parisian reflection below, and applications. Zbl 1382.60071Avram, Florin; Zhou, Xiaowen 3 2017 A distribution-function-valued SPDE and its applications. Zbl 1358.60074Wang, Li; Yang, Xu; Zhou, Xiaowen 1 2017 Exit identities for Lévy processes observed at Poisson arrival times. Zbl 1338.60125Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen 50 2016 Two-sided discounted potential measures for spectrally negative Lévy processes. Zbl 1320.60113Li, Yingqiu; Zhou, Xiaowen; Zhu, Na 11 2015 Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen 62 2014 An insurance risk model with Parisian implementation delays. Zbl 1319.60098Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 50 2014 On pre-exit joint occupation times for spectrally negative Lévy processes. Zbl 1315.60049Li, Yingqiu; Zhou, Xiaowen 20 2014 Diffusion occupation time before exiting. Zbl 1308.60093Li, Yingqiu; Wang, Suxin; Zhou, Xiaowen; Zhu, Na 8 2014 A coupled finite difference material point method and its application in explosion simulation. Zbl 1356.80062Cui, X. X.; Zhang, X.; Zhou, X.; Liu, Y.; Zhang, F. 3 2014 The joint Laplace transforms for diffusion occupation times. Zbl 1370.60136Li, Bin; Zhou, Xiaowen 21 2013 A time-homogeneous diffusion model with tax. Zbl 1271.62246Li, Bin; Tang, Qihe; Zhou, Xiaowen 11 2013 The reversibility and an SPDE for the generalized Fleming-Viot processes with mutation. Zbl 1291.60104Li, Zenghu; Liu, Huili; Xiong, Jie; Zhou, Xiaowen 3 2013 Stochastic generalized Burgers equations driven by fractional noises. Zbl 1250.60027Jiang, Yiming; Wei, Tingting; Zhou, Xiaowen 26 2012 Pricing of Parisian options for a jump-diffusion model with two-sided jumps. Zbl 1372.91100Albrecher, Hansjörg; Kortschak, Dominik; Zhou, Xiaowen 12 2012 The compact support property for the \(\Lambda\)-Fleming-Viot process with underlying Brownian motion. Zbl 1260.60098Liu, Huili; Zhou, Xiaowen 3 2012 Occupation times of spectrally negative Lévy processes with applications. Zbl 1227.60061Landriault, David; Renaud, Jean-François; Zhou, Xiaowen 55 2011 Reversibility of interacting Fleming-Viot processes with mutation, selection, and recombination. Zbl 1229.92065Feng, Shui; Schmuland, Byron; Vaillancourt, Jean; Zhou, Xiaowen 1 2011 General tax structures and the Lévy insurance risk model. Zbl 1210.60098Kyprianou, Andreas E.; Zhou, Xiaowen 38 2009 A Lévy insurance risk process with tax. Zbl 1144.60032Albrecher, Hansjörg; Renaud, Jean-François; Zhou, Xiaowen 41 2008 Joint stationary moments of a two-island diffusion model of population subdivision. Zbl 1210.92017Kermany, Amir R. R.; Zhou, Xiaowen; Hickey, Donal A. 4 2008 Stepping-stone model with circular Brownian migration. Zbl 1145.92026Zhou, Xiaowen 2 2008 A zero-one law of almost sure local extinction for \((1+\beta)\)-super-Brownian motion. Zbl 1151.60332Zhou, Xiaowen 2 2008 Distribution of the present value of dividend payments in a Lévy risk model. Zbl 1132.60041Renaud, Jean-François; Zhou, Xiaowen 36 2007 Exit problems for spectrally negative Lévy processes reflected at either the supremum or the infimum. Zbl 1132.60042Zhou, Xiaowen 16 2007 A superprocess involving both branching and coalescing. Zbl 1126.60086Zhou, Xiaowen 2 2007 On a classical risk model with a constant dividend barrier. Zbl 1215.60051Zhou, Xiaowen 35 2005 On the duality between coalescing Brownian motions. Zbl 1063.60118Xiong, Jie; Zhou, Xiaowen 2 2005 When does surplus reach a certain level before ruin? Zbl 1117.91387Zhou, Xiaowen 9 2004 Superprocesses with coalescing Brownian spatial motion as large-scale limits. Zbl 1067.60085Dawson, D. A.; Li, Z.; Zhou, X. 4 2004 Superprocess over a stochastic flow with superprocess catalyst. Zbl 1063.60123Xiong, Jie; Zhou, Xiaowen 3 2004 Some fluctuation identities for Lévy processes with jumps of the same sign. Zbl 1064.60102Zhou, Xiaowen 1 2004 Clustering behavior of a continuous-sites stepping-stone model with {B}rownian migration. Zbl 1064.60074Zhou, Xiaowen 2 2003 Continuum-sites stepping-stone models, coalescing exchangeable partitions and random trees. Zbl 1023.60082Donnelly, Peter; Evans, Steven N.; Fleischmann, Klaus; Kurtz, Thomas G.; Zhou, Xiaowen 9 2000 On the robustness of the damped \(V\)-cycle of the wavelet frequency decomposition multigrid method. Zbl 0809.65118Rieder, A.; Zhou, X. 4 1994 Sample function properties of two-parameter Markov processes. Zbl 0788.60063Zhou, Xiao-Wen; Zhou, Jian-Wei 1 1993 all cited Publications top 5 cited Publications 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) Citations by Year