# zbMATH — the first resource for mathematics

## Applications of Mathematics

 Short Title: Appl. Math. (N. Y.) Publisher: Springer, New York Online: http://rd.springer.com/bookseries/602 Successor: Stochastic Modelling and Applied Probability Comments: Book series; No longer indexed
 Documents Indexed: 68 Publications (1975–2010)
all top 5

#### Latest Volumes

 55 (2005) 53 (2004) 52 (2003) 51 (2003) 50 (2003) 49 (2003) 48 (2002) 47 (2001) 46 (2001) 45 (2001) 44 (1999) 43 (1999) 42 (1999) 41 (1999) 40 (1999) 39 (1998) 38 (1998) 37 (1998) 36 (1997) 35 (1997/2003) 34 (1997) 33 (1997) 32 (1996) 31 (1996) 30 (1995) 29 (1995) 28 (1995/2006) 27 (1995/2003) 26 (1994/2003) 25 (1993) 24 (1992/2001) 23 (1992/2010) 22 (1990) 21 (1990/2004) 20 (1987) 19 (1983) 18 (1982) 17 (1983) 16 (1981) 15 (1980) 14 (1980/2009) 13 (1980) 12 (1980) 11 (1980) 10 (1979/1985) 9 (1978) 8 (1978/2008) 7 (1977) 6 (1978/2001) 5 (1977/2001) 4 (1976) 3 (1976/1981) 2 (1975/1982) 1 (1975)
all top 5

#### Authors / Editors

 6 Shiryaev, Al’bert Nikolaevich 5 Kushner, Harold J. 4 Liptser, Robert 4 Yin, Gang George 3 Marchuk, Guriĭ Ivanovich 2 Baccelli, François Louis 2 Balakrishnan, Alampallam Venkatachalaiyer 2 Brémaud, Pierre 2 Dupuis, Paul G. 2 Elliott, Robert James 2 Fleming, Wendell Helms 2 Hernández-Lerma, Onésimo 2 Ibragimov, Il’dar Abdullovich 2 Kalpazidou, Sophia L. 2 Kloeden, Peter Eris 2 Krylov, Nicolaĭ Vladimirovich 2 Lasserre, Jean-Bernard 2 Platen, Eckhard 2 Protter, Philip Elliott 2 Winkler, Gerhard 2 Wonham, W. Murray 2 Zhang, Qing 1 Aggoun, Lakhdar 1 Asmussen, Søren 1 Aven, Terje 1 Benveniste, Albert 1 Borovkov, Aleksandr Alekseevich 1 Cesari, Lamberto 1 Chen, Hong 1 Dembo, Amir 1 Devroye, Luc P. J. A. 1 Duflo, Marie 1 Embrechts, Paul 1 Fayolle, Guy 1 Fernholz, Erhard Robert 1 Glasserman, Paul 1 Györfi, László 1 Han, Te Sun 1 Hestenes, Magnus Rudolph 1 Hida, Takeyuki 1 Hijab, Omar B. 1 Iasnogorodski, Roudolf 1 Jensen, Uwe 1 Kabanov, Yuriĭ Mikhaĭlovich 1 Kallianpur, Gopinath 1 Karatzas, Ioannis 1 Khas’minskiĭ, Rafail Zalmanovich 1 Klüppelberg, Claudia 1 Lugosi, Gábor 1 Maitra, Ashok Prasad 1 Malyshev, Vadim Aleksandrovich 1 Metivier, Michel 1 Mikosch, Thomas 1 Moore, John Barratt 1 Musiela, Marek 1 Pergamenshchikov, Sergeĭ Markovich 1 Prabhu, Narahari U 1 Priouret, Pierre 1 Rishel, Raymond W. 1 Robert, Philippe 1 Rozanov, Yuriĭ Anatol’evich 1 Rutkowski, Marek 1 Serfozo, Richard F. 1 Shaĭdurov, Vladimir Victorovich 1 Shreve, Steven E. 1 Soner, Halil Mete 1 Steele, J. Michael 1 Sudderth, William D. 1 Vorob’ev, Nikolai Nikolaevic 1 Yao, David D. W. 1 Yong, Jiongmin 1 Zeitouni, Ofer 1 Zhou, Xunyu
all top 5

#### Fields

 48 Probability theory and stochastic processes (60-XX) 27 Systems theory; control (93-XX) 20 Statistics (62-XX) 14 Numerical analysis (65-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 11 Operations research, mathematical programming (90-XX) 9 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Partial differential equations (35-XX) 3 Measure and integration (28-XX) 3 Difference and functional equations (39-XX) 3 Operator theory (47-XX) 3 Computer science (68-XX) 3 Information and communication theory, circuits (94-XX) 2 Ordinary differential equations (34-XX) 2 Functional analysis (46-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Convex and discrete geometry (52-XX)

#### Citations contained in zbMATH Open

68 Publications have been cited 14,448 times in 12,818 Documents Cited by Year
Modelling extremal events for insurance and finance. Zbl 0873.62116
Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas
1997
Large deviations techniques and applications. 2nd ed. Zbl 0896.60013
Dembo, Amir; Zeitouni, Ofer
1998
Deterministic and stochastic optimal control. Zbl 0323.49001
Fleming, Wendell H.; Rishel, Raymond W.
1975
Numerical solution of stochastic differential equations. Zbl 0752.60043
Kloeden, Peter E.; Platen, Eckhard
1992
Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001
Asmussen, Søren
2003
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
1993
Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005
Protter, Philip E.
2004
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
1999
Methods of mathematical finance. Zbl 0941.91032
Karatzas, Ioannis; Shreve, Steven E.
1998
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
2004
Stochastic integration and differential equations. A new approach. Zbl 0694.60047
Protter, Philip
1990
A probabilistic theory of pattern recognition. Zbl 0853.68150
Devroye, Luc; Györfi, László; Lugosi, Gábor
1996
Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004
Liptser, R. S.; Shiryayev, A. N.
1977
Optimization - theory and applications. Problems with ordinary differential equations. Zbl 0506.49001
Cesari, Lamberto
1983
Hidden Markov models. Estimation and control. Zbl 0819.60045
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B.
1995
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
2003
Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001
Wonham, W. Murray
1979
Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002
Krylov, N. V.
1980
Stochastic calculus and applications. Zbl 0503.60062
Elliott, Robert J.
1982
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
1999
Applied functional analysis. Zbl 0333.93051
Balakrishnan, A. V.
1976
Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002
Shiryaev, A. N.
1978
Stochastic filtering theory. Zbl 0458.60001
Kallianpur, Gopinath
1980
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
2001
Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057
Borovkov, A. A.
1976
Martingale methods in financial modelling. Zbl 0906.60001
Musiela, Marek; Rutkowski, Marek
1997
Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001
Wonham, W. Murray
1985
Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001
Liptser, R. S.; Shiryayev, A. N.
1978
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
1997
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
1992
Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003
Chen, Hong; Yao, David D.
2001
Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037
Ibragimov, I. A.; Rozanov, Y. A.
1978
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
1998
Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076
Marchuk, G. I.; Shaidurov, V. V.
1983
Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002
Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
1999
Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073
Benveniste, Albert; Métivier, Michel; Priouret, Pierre
1990
Applied functional analysis. 2nd ed. Zbl 0459.46014
Balakrishnan, A. V.
1981
Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069
Duflo, Marie
1997
Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094
Prabhu, N. U.
1980
Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002
Hida, T.
1980
Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003
Marchuk, G. I.
1982
Stochastic portfolio theory. Zbl 1049.91067
Fernholz, E. Robert
2002
Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001
Baccelli, François; Brémaud, Pierre
2003
Conjugate direction methods in optimization. Zbl 0439.49001
Hestenes, Magnus R.
1980
Stochastic models in reliability. Zbl 0926.60006
Aven, Terje; Jensen, Uwe
1999
Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002
Marchuk, G. I.
1975
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas’minskij, R. Z.
1981
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
1995
Introduction to stochastic networks. Zbl 0983.60006
Serfozo, Richard
1999
Stochastic calculus and financial applications. Zbl 0962.60001
Steele, J. Michael
2001
Statistics of random processes. 1: General theory. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62072
Liptser, Robert S.; Shiryaev, Albert N.
2001
Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125
Winkler, Gerhard
1995
Statistics of random processes. 2: Applications. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62073
Liptser, Robert S.; Shiryaev, Albert N.
2001
Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081
Baccelli, François; Brémaud, Pierre
1994
Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. Zbl 1008.68147
Winkler, Gerhard
2003
Discrete gambling and stochastic games. Zbl 0864.90148
Maitra, Ashok P.; Sudderth, William D.
1996
Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052
Kloeden, Peter E.; Platen, Eckhard
2010
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
2001
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
2003
Stochastic networks and queues. Translation from the French. Zbl 1038.60091
Robert, Philippe
2003
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
2005
Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004
Krylov, N. V.
2009
Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008
Shiryaev, Albert N.
2008
Information-spectrum methods in information theory. Zbl 1010.94001
Han, Te Sun
2003
Cycle representations of Markov processes. Zbl 0824.60002
Kalpazidou, Sophia L.
1995
Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004
Kalpazidou, Sophia L.
2006
Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085
Vorob’ev, N. N.
1977
Stabilization of control systems. Zbl 0611.93069
Hijab, O.
1987
Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052
Kloeden, Peter E.; Platen, Eckhard
2010
Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004
Krylov, N. V.
2009
Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008
Shiryaev, Albert N.
2008
Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004
Kalpazidou, Sophia L.
2006
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
2005
Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005
Protter, Philip E.
2004
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
2004
Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001
Asmussen, Søren
2003
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
2003
Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001
Baccelli, François; Brémaud, Pierre
2003
Image analysis, random fields and Markov chain Monte Carlo methods. A mathematical introdution. With CD-ROM. 2nd revised ed. Zbl 1008.68147
Winkler, Gerhard
2003
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
2003
Stochastic networks and queues. Translation from the French. Zbl 1038.60091
Robert, Philippe
2003
Information-spectrum methods in information theory. Zbl 1010.94001
Han, Te Sun
2003
Stochastic portfolio theory. Zbl 1049.91067
Fernholz, E. Robert
2002
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
2001
Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003
Chen, Hong; Yao, David D.
2001
Stochastic calculus and financial applications. Zbl 0962.60001
Steele, J. Michael
2001
Statistics of random processes. 1: General theory. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62072
Liptser, Robert S.; Shiryaev, Albert N.
2001
Statistics of random processes. 2: Applications. Transl. from the Russian by A. B. Aries. Transl. Ed. : Stephen S. Wilson. 2nd rev. and exp. ed. Zbl 1008.62073
Liptser, Robert S.; Shiryaev, Albert N.
2001
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
2001
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
1999
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
1999
Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002
Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
1999
Stochastic models in reliability. Zbl 0926.60006
Aven, Terje; Jensen, Uwe
1999
Introduction to stochastic networks. Zbl 0983.60006
Serfozo, Richard
1999
Large deviations techniques and applications. 2nd ed. Zbl 0896.60013
Dembo, Amir; Zeitouni, Ofer
1998
Methods of mathematical finance. Zbl 0941.91032
Karatzas, Ioannis; Shreve, Steven E.
1998
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
1998
Modelling extremal events for insurance and finance. Zbl 0873.62116
Embrechts, Paul; Klüppelberg, Claudia; Mikosch, Thomas
1997
Martingale methods in financial modelling. Zbl 0906.60001
Musiela, Marek; Rutkowski, Marek
1997
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
1997
Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069
Duflo, Marie
1997
A probabilistic theory of pattern recognition. Zbl 0853.68150
Devroye, Luc; Györfi, László; Lugosi, Gábor
1996
Discrete gambling and stochastic games. Zbl 0864.90148
Maitra, Ashok P.; Sudderth, William D.
1996
Hidden Markov models. Estimation and control. Zbl 0819.60045
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B.
1995
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
1995
Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125
Winkler, Gerhard
1995
Cycle representations of Markov processes. Zbl 0824.60002
Kalpazidou, Sophia L.
1995
Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081
Baccelli, François; Brémaud, Pierre
1994
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
1993
Numerical solution of stochastic differential equations. Zbl 0752.60043
Kloeden, Peter E.; Platen, Eckhard
1992
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
1992
Stochastic integration and differential equations. A new approach. Zbl 0694.60047
Protter, Philip
1990
Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073
Benveniste, Albert; Métivier, Michel; Priouret, Pierre
1990
Stabilization of control systems. Zbl 0611.93069
Hijab, O.
1987
Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001
Wonham, W. Murray
1985
Optimization - theory and applications. Problems with ordinary differential equations. Zbl 0506.49001
Cesari, Lamberto
1983
Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076
Marchuk, G. I.; Shaidurov, V. V.
1983
Stochastic calculus and applications. Zbl 0503.60062
Elliott, Robert J.
1982
Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003
Marchuk, G. I.
1982
Applied functional analysis. 2nd ed. Zbl 0459.46014
Balakrishnan, A. V.
1981
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas&rsquo;minskij, R. Z.
1981
Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002
Krylov, N. V.
1980
Stochastic filtering theory. Zbl 0458.60001
Kallianpur, Gopinath
1980
Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094
Prabhu, N. U.
1980
Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002
Hida, T.
1980
Conjugate direction methods in optimization. Zbl 0439.49001
Hestenes, Magnus R.
1980
Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001
Wonham, W. Murray
1979
Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002
Shiryaev, A. N.
1978
Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001
Liptser, R. S.; Shiryayev, A. N.
1978
Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037
Ibragimov, I. A.; Rozanov, Y. A.
1978
Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004
Liptser, R. S.; Shiryayev, A. N.
1977
Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085
Vorob&rsquo;ev, N. N.
1977
Applied functional analysis. Zbl 0333.93051
Balakrishnan, A. V.
1976
Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057
Borovkov, A. A.
1976
Deterministic and stochastic optimal control. Zbl 0323.49001
Fleming, Wendell H.; Rishel, Raymond W.
1975
Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002
Marchuk, G. I.
1975
all top 5

#### Cited by 12,999 Authors

 87 Elliott, Robert James 84 Yin, Gang George 69 Mandjes, Michel Robertus Hendrikus 58 Siu, Tak Kuen 54 Guo, Xianping 47 Zhang, Qing 43 Tang, Qihe 42 Hashorva, Enkelejd 42 Macci, Claudio 40 Mikosch, Thomas 40 Wu, Zhen 40 Yang, Hailiang 37 Bayraktar, Erhan 37 Boxma, Onno Johan 37 Karatzas, Ioannis 37 Yong, Jiongmin 36 Asmussen, Søren 36 Zwart, Bert P. 35 Platen, Eckhard 34 Klüppelberg, Claudia 33 Yin, George Gang 29 Kloeden, Peter Eris 29 Samorodnitsky, Gennady Pinkhosovich 28 Blanchet, Jose H. 28 Borkar, Vivek Shripad 28 Wang, Yongjin 28 Wang, Yuebao 26 Cha, Ji Hwan 26 Lasiecka, Irena 26 van Leeuwaarden, Johan S. H. 25 Papageorgiou, Nikolaos S. 25 Pham, Huyên 25 Wang, Leyi 25 Zeitouni, Ofer 24 Yuen, Kam Chuen 23 Gao, Fuqing 23 Kohler, Michael 23 Kutoyants, Yury A. 23 Ma, Jin 23 Young, Virginia R. 22 Budhiraja, Amarjit S. 22 Glynn, Peter W. 22 Hernández-Lerma, Onésimo 22 Mao, Xuerong 22 Miyazawa, Masakiyo 22 Palmowski, Zbigniew 21 Lions, Pierre-Louis 21 Wang, Kaiyong 21 Xiong, Jie 20 Gozzi, Fausto 20 Kyprianou, Andreas E. 20 Li, Xun 20 Sethi, Suresh P. 20 Whitt, Ward 19 Dębicki, Krzysztof 19 Huang, Jianhui 19 Jaśkiewicz, Anna 19 Kella, Offer 19 Miao, Yu 19 Zhu, Lingjiong 18 Biau, Gérard 18 Bo, Lijun 18 Dufour, François 18 Foss, Sergey G. 18 Girard, Stéphane 18 Guillemin, Fabrice M. 18 Ji, Shaolin 18 Mojirsheibani, Majid 18 Piunovskiĭ, Alekseĭ Borisovich 18 Yavin, Yaakov 17 Bäuerle, Nicole 17 Dokuchaev, Nikolai G. 17 Frankowska, Hélène 17 Gao, Qingwu 17 Gapeev, Pavel V. 17 Jentzen, Arnulf 17 Kurzhanskiĭ, Aleksandr Borisovich 17 Meyn, Sean P. 17 Øksendal, Bernt Karsten 17 Raschel, Kilian 17 Triggiani, Roberto 17 Yuan, Chenggui 16 Albrecher, Hansjörg 16 Ekström, Erik 16 Finkelstein, Maxim 16 Ivanovs, Jevgeņijs 16 Jin, Zhuo 16 Kushner, Harold J. 16 Mazumdar, Ravi R. 16 Nowak, Andrzej S. 16 Resnick, Sidney Ira 16 Runggaldier, Wolfgang J. 16 Soner, Halil Mete 16 Torrisi, Giovanni Luca 16 Touzi, Nizar 16 Zheng, Harry H. 15 Chen, Yiqing 15 Devroye, Luc P. J. A. 15 Dupuis, Paul G. 15 Embrechts, Paul ...and 12,899 more Authors
all top 5

#### Cited in 756 Journals

 435 Stochastic Processes and their Applications 363 The Annals of Applied Probability 288 Insurance Mathematics & Economics 284 Journal of Applied Probability 279 Statistics & Probability Letters 244 Journal of Optimization Theory and Applications 244 Queueing Systems 210 Stochastic Analysis and Applications 202 Applied Mathematics and Optimization 194 Journal of Mathematical Analysis and Applications 193 Advances in Applied Probability 182 Automatica 178 The Annals of Probability 171 SIAM Journal on Control and Optimization 149 The Annals of Statistics 146 Systems & Control Letters 142 Journal of Computational and Applied Mathematics 131 Bernoulli 128 Journal of Statistical Physics 127 Journal of Statistical Planning and Inference 127 European Journal of Operational Research 126 Probability Theory and Related Fields 120 International Journal of Control 115 Journal of Economic Dynamics & Control 112 Finance and Stochastics 102 Applied Mathematics and Computation 100 Stochastic Models 98 International Journal of Theoretical and Applied Finance 97 Journal of Theoretical Probability 93 Mathematical Finance 90 Extremes 90 Methodology and Computing in Applied Probability 89 Stochastics 86 Annals of Operations Research 82 Mathematical Methods of Operations Research 81 Journal of Multivariate Analysis 81 Kybernetika 78 Quantitative Finance 76 Journal of Econometrics 66 Journal of Differential Equations 66 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 64 Automation and Remote Control 62 Operations Research Letters 61 Communications in Statistics. Theory and Methods 61 Scandinavian Actuarial Journal 60 Applied Mathematical Finance 58 Journal of Functional Analysis 58 Electronic Journal of Statistics 56 Stochastics 55 Computers & Mathematics with Applications 55 Journal of Economic Theory 55 Journal of Mathematical Sciences (New York) 55 Journal of Systems Science and Complexity 54 International Journal of Systems Science 53 Mathematical Problems in Engineering 53 Mathematics and Financial Economics 52 SIAM Journal on Financial Mathematics 51 BIT 51 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 50 Annals of the Institute of Statistical Mathematics 50 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 49 Acta Mathematicae Applicatae Sinica. English Series 49 Annals of Finance 48 Mathematics and Computers in Simulation 48 Transactions of the American Mathematical Society 48 Computational Statistics and Data Analysis 47 Discrete and Continuous Dynamical Systems. Series B 47 ASTIN Bulletin 45 Probability in the Engineering and Informational Sciences 44 Journal of Computational Physics 44 Acta Applicandae Mathematicae 44 Sequential Analysis 43 Journal of Mathematical Economics 42 Mathematical Control and Related Fields 40 Lithuanian Mathematical Journal 40 Asia-Pacific Financial Markets 40 Science China. Mathematics 38 Journal of the Franklin Institute 38 MCSS. Mathematics of Control, Signals, and Systems 38 Frontiers of Mathematics in China 37 Communications in Mathematical Physics 37 Journal of Industrial and Management Optimization 36 Mathematics of Computation 36 Stochastics and Dynamics 35 SIAM Journal on Numerical Analysis 35 Mathematical and Computer Modelling 35 Machine Learning 34 International Journal of Computer Mathematics 34 Acta Mathematica Sinica. English Series 32 Mathematical Biosciences 32 Bulletin of Mathematical Biology 31 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 31 Advances in Difference Equations 30 Journal of Mathematical Biology 30 Numerische Mathematik 30 Numerical Algorithms 30 Applied Mathematical Modelling 29 Journal of Mathematical Physics 29 Applied Numerical Mathematics 29 Statistics ...and 656 more Journals
all top 5

#### Cited in 62 Fields

 6,849 Probability theory and stochastic processes (60-XX) 3,351 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,612 Systems theory; control (93-XX) 2,592 Statistics (62-XX) 1,731 Numerical analysis (65-XX) 1,651 Calculus of variations and optimal control; optimization (49-XX) 1,485 Operations research, mathematical programming (90-XX) 929 Partial differential equations (35-XX) 559 Biology and other natural sciences (92-XX) 545 Ordinary differential equations (34-XX) 522 Computer science (68-XX) 363 Statistical mechanics, structure of matter (82-XX) 257 Dynamical systems and ergodic theory (37-XX) 217 Operator theory (47-XX) 158 Information and communication theory, circuits (94-XX) 150 Fluid mechanics (76-XX) 134 Combinatorics (05-XX) 130 Functional analysis (46-XX) 119 Linear and multilinear algebra; matrix theory (15-XX) 108 Integral equations (45-XX) 102 Quantum theory (81-XX) 88 Mechanics of deformable solids (74-XX) 78 Measure and integration (28-XX) 71 Approximations and expansions (41-XX) 67 Mechanics of particles and systems (70-XX) 66 Global analysis, analysis on manifolds (58-XX) 64 Geophysics (86-XX) 63 Real functions (26-XX) 53 Harmonic analysis on Euclidean spaces (42-XX) 43 Difference and functional equations (39-XX) 40 Functions of a complex variable (30-XX) 39 Classical thermodynamics, heat transfer (80-XX) 38 Integral transforms, operational calculus (44-XX) 33 Number theory (11-XX) 26 Special functions (33-XX) 24 History and biography (01-XX) 24 Potential theory (31-XX) 23 Optics, electromagnetic theory (78-XX) 22 Differential geometry (53-XX) 19 General and overarching topics; collections (00-XX) 18 Mathematical logic and foundations (03-XX) 18 Convex and discrete geometry (52-XX) 12 General topology (54-XX) 11 Topological groups, Lie groups (22-XX) 9 Nonassociative rings and algebras (17-XX) 7 Algebraic geometry (14-XX) 7 Algebraic topology (55-XX) 6 Several complex variables and analytic spaces (32-XX) 6 Sequences, series, summability (40-XX) 6 Abstract harmonic analysis (43-XX) 6 Astronomy and astrophysics (85-XX) 5 Group theory and generalizations (20-XX) 4 Manifolds and cell complexes (57-XX) 3 Field theory and polynomials (12-XX) 3 $$K$$-theory (19-XX) 3 Mathematics education (97-XX) 2 Commutative algebra (13-XX) 2 Associative rings and algebras (16-XX) 2 Relativity and gravitational theory (83-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 General algebraic systems (08-XX) 1 Geometry (51-XX)