×

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

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

Publications by Year

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.
857
1975
Numerical solution of stochastic differential equations. Zbl 0752.60043
Kloeden, Peter E.; Platen, Eckhard
815
1992
Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001
Asmussen, Søren
696
2003
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
626
1993
Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005
Protter, Philip E.
615
2004
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
613
1999
Methods of mathematical finance. Zbl 0941.91032
Karatzas, Ioannis; Shreve, Steven E.
572
1998
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
503
2004
Stochastic integration and differential equations. A new approach. Zbl 0694.60047
Protter, Philip
385
1990
A probabilistic theory of pattern recognition. Zbl 0853.68150
Devroye, Luc; Györfi, László; Lugosi, Gábor
372
1996
Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004
Liptser, R. S.; Shiryayev, A. N.
358
1977
Optimization - theory and applications. Problems with ordinary differential equations. Zbl 0506.49001
Cesari, Lamberto
343
1983
Hidden Markov models. Estimation and control. Zbl 0819.60045
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B.
292
1995
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
267
2003
Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001
Wonham, W. Murray
248
1979
Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002
Krylov, N. V.
214
1980
Stochastic calculus and applications. Zbl 0503.60062
Elliott, Robert J.
207
1982
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
205
1999
Applied functional analysis. Zbl 0333.93051
Balakrishnan, A. V.
202
1976
Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002
Shiryaev, A. N.
180
1978
Stochastic filtering theory. Zbl 0458.60001
Kallianpur, Gopinath
179
1980
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
164
2001
Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057
Borovkov, A. A.
153
1976
Martingale methods in financial modelling. Zbl 0906.60001
Musiela, Marek; Rutkowski, Marek
149
1997
Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001
Wonham, W. Murray
142
1985
Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001
Liptser, R. S.; Shiryayev, A. N.
134
1978
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
131
1997
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
124
1992
Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003
Chen, Hong; Yao, David D.
124
2001
Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037
Ibragimov, I. A.; Rozanov, Y. A.
111
1978
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
105
1998
Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076
Marchuk, G. I.; Shaidurov, V. V.
105
1983
Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002
Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
98
1999
Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073
Benveniste, Albert; Métivier, Michel; Priouret, Pierre
92
1990
Applied functional analysis. 2nd ed. Zbl 0459.46014
Balakrishnan, A. V.
91
1981
Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069
Duflo, Marie
89
1997
Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094
Prabhu, N. U.
86
1980
Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002
Hida, T.
80
1980
Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003
Marchuk, G. I.
79
1982
Stochastic portfolio theory. Zbl 1049.91067
Fernholz, E. Robert
78
2002
Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001
Baccelli, François; Brémaud, Pierre
73
2003
Conjugate direction methods in optimization. Zbl 0439.49001
Hestenes, Magnus R.
70
1980
Stochastic models in reliability. Zbl 0926.60006
Aven, Terje; Jensen, Uwe
67
1999
Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002
Marchuk, G. I.
67
1975
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas’minskij, R. Z.
65
1981
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
63
1995
Introduction to stochastic networks. Zbl 0983.60006
Serfozo, Richard
62
1999
Stochastic calculus and financial applications. Zbl 0962.60001
Steele, J. Michael
59
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.
59
2001
Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125
Winkler, Gerhard
52
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.
51
2001
Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081
Baccelli, François; Brémaud, Pierre
50
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
48
2003
Discrete gambling and stochastic games. Zbl 0864.90148
Maitra, Ashok P.; Sudderth, William D.
48
1996
Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052
Kloeden, Peter E.; Platen, Eckhard
47
2010
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
44
2001
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
39
2003
Stochastic networks and queues. Translation from the French. Zbl 1038.60091
Robert, Philippe
39
2003
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
36
2005
Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004
Krylov, N. V.
31
2009
Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008
Shiryaev, Albert N.
27
2008
Information-spectrum methods in information theory. Zbl 1010.94001
Han, Te Sun
18
2003
Cycle representations of Markov processes. Zbl 0824.60002
Kalpazidou, Sophia L.
14
1995
Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004
Kalpazidou, Sophia L.
14
2006
Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085
Vorob’ev, N. N.
11
1977
Stabilization of control systems. Zbl 0611.93069
Hijab, O.
4
1987
Numerical solution of stochastic differential equations. 4th corrected printing. Zbl 1216.60052
Kloeden, Peter E.; Platen, Eckhard
47
2010
Controlled diffusion processes. Translated by A. B. Aries. Reprint of the 1980 ed. Zbl 1171.93004
Krylov, N. V.
31
2009
Optimal stopping rules. Reprint of the 1978 3rd ed. Zbl 1138.60008
Shiryaev, Albert N.
27
2008
Cycle representations of Markov processes. 2nd ed. Zbl 1113.60004
Kalpazidou, Sophia L.
14
2006
Discrete-time Markov chains. Two-time-scale methods and applications. Zbl 1072.60002
Yin, G. George; Zhang, Qing
36
2005
Stochastic integration and differential equations. 2nd ed. Zbl 1041.60005
Protter, Philip E.
615
2004
Monte Carlo methods in financial engineering. Zbl 1038.91045
Glasserman, Paul
503
2004
Applied probability and queues. 2nd revised and extended ed. Zbl 1029.60001
Asmussen, Søren
696
2003
Stochastic approximation and recursive algorithms and applications. 2nd ed. Zbl 1026.62084
Kushner, Harold J.; Yin, G. George
267
2003
Elements of queueing theory. Palm martingale calculus and stochastic recurrences. 2nd ed. Zbl 1021.60001
Baccelli, François; Brémaud, Pierre
73
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
48
2003
Two-scale stochastic systems. Asymptotic analysis and control. Zbl 1033.60001
Kabanov, Yu.; Pergamenshchikov, S.
39
2003
Stochastic networks and queues. Translation from the French. Zbl 1038.60091
Robert, Philippe
39
2003
Information-spectrum methods in information theory. Zbl 1010.94001
Han, Te Sun
18
2003
Stochastic portfolio theory. Zbl 1049.91067
Fernholz, E. Robert
78
2002
Numerical methods for stochastic control problems in continuous time. 2nd ed. Zbl 0968.93005
Kushner, Harold J.; Dupuis, Paul
164
2001
Fundamentals of queueing networks. Performance, asymptotics, and optimization. Zbl 0992.60003
Chen, Hong; Yao, David D.
124
2001
Stochastic calculus and financial applications. Zbl 0962.60001
Steele, J. Michael
59
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.
59
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.
51
2001
Heavy traffic analysis of controlled queueing and communicating networks. Zbl 0988.90004
Kushner, Harold J.
44
2001
Stochastic controls. Hamiltonian systems and HJB equations. Zbl 0943.93002
Yong, Jiongmin; Zhou, Xun Yu
613
1999
Further topics on discrete-time Markov control processes. Zbl 0928.93002
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
205
1999
Random walks in the quarter-plane. Algebraic methods, boundary value problems and applications. Zbl 0932.60002
Fayolle, Guy; Iasnogorodski, Roudolf; Malyshev, Vadim
98
1999
Stochastic models in reliability. Zbl 0926.60006
Aven, Terje; Jensen, Uwe
67
1999
Introduction to stochastic networks. Zbl 0983.60006
Serfozo, Richard
62
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.
572
1998
Continuous-time Markov chains and applications. A singular perturbation approach. Zbl 0896.60039
Yin, G. George; Zhang, Qing
105
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
149
1997
Stochastic approximation algorithms and applications. Zbl 0914.60006
Kushner, Harold J.; Yin, G. George
131
1997
Random iterative models. Transl. from the French by Stephen S. Wilson. Zbl 0868.62069
Duflo, Marie
89
1997
A probabilistic theory of pattern recognition. Zbl 0853.68150
Devroye, Luc; Györfi, László; Lugosi, Gábor
372
1996
Discrete gambling and stochastic games. Zbl 0864.90148
Maitra, Ashok P.; Sudderth, William D.
48
1996
Hidden Markov models. Estimation and control. Zbl 0819.60045
Elliott, Robert J.; Aggoun, Lakhdar; Moore, John B.
292
1995
Discrete-time Markov control processes. Basic optimality criteria. Zbl 0840.93001
Hernández-Lerma, Onésimo; Lasserre, Jean Bernard
63
1995
Image analysis, random fields and dynamic Monte Carlo methods: a mathematical introduction. Zbl 0821.68125
Winkler, Gerhard
52
1995
Cycle representations of Markov processes. Zbl 0824.60002
Kalpazidou, Sophia L.
14
1995
Elements of queueing theory: Palm-martingale calculus and stochastic recurrences. Zbl 0801.60081
Baccelli, François; Brémaud, Pierre
50
1994
Controlled Markov processes and viscosity solutions. Zbl 0773.60070
Fleming, Wendell H.; Soner, H. Mete
626
1993
Numerical solution of stochastic differential equations. Zbl 0752.60043
Kloeden, Peter E.; Platen, Eckhard
815
1992
Numerical methods for stochastic control problems in continuous time. Zbl 0754.65068
Kushner, Harold J.; Dupuis, Paul G.
124
1992
Stochastic integration and differential equations. A new approach. Zbl 0694.60047
Protter, Philip
385
1990
Adaptive algorithms and stochastic approximations. Translated from the French by Stephen S. Wilson. Zbl 0752.93073
Benveniste, Albert; Métivier, Michel; Priouret, Pierre
92
1990
Stabilization of control systems. Zbl 0611.93069
Hijab, O.
4
1987
Linear multivariable control. A geometric approach. 3rd ed. Zbl 0609.93001
Wonham, W. Murray
142
1985
Optimization - theory and applications. Problems with ordinary differential equations. Zbl 0506.49001
Cesari, Lamberto
343
1983
Difference methods and their extrapolations. Transl. from the Russian. Zbl 0511.65076
Marchuk, G. I.; Shaidurov, V. V.
105
1983
Stochastic calculus and applications. Zbl 0503.60062
Elliott, Robert J.
207
1982
Methods of numerical mathematics. Transl. from the Russian by Arthur A. Brown. 2nd ed. Zbl 0485.65003
Marchuk, G. I.
79
1982
Applied functional analysis. 2nd ed. Zbl 0459.46014
Balakrishnan, A. V.
91
1981
Statistical estimation. Asymptotic theory. Transl. from the Russian by Samuel Kotz. Zbl 0467.62026
Ibragimov, I. A.; Khas’minskij, R. Z.
65
1981
Controlled diffusion processes. Transl. by A. B. Aries. Zbl 0459.93002
Krylov, N. V.
214
1980
Stochastic filtering theory. Zbl 0458.60001
Kallianpur, Gopinath
179
1980
Stochastic storage processes. Queues, insurance risk, and dams. Zbl 0453.60094
Prabhu, N. U.
86
1980
Brownian motion. Transl. by the author and T. P. Speed. Zbl 0432.60002
Hida, T.
80
1980
Conjugate direction methods in optimization. Zbl 0439.49001
Hestenes, Magnus R.
70
1980
Linear multivariable control: a geometric approach. 2nd ed. Zbl 0424.93001
Wonham, W. Murray
248
1979
Optimal stopping rules. Translated by A. B. Aries. 3rd ed. Zbl 0391.60002
Shiryaev, A. N.
180
1978
Statistics of random processes. II. Applications. Translated by A. B. Aries. Zbl 0369.60001
Liptser, R. S.; Shiryayev, A. N.
134
1978
Gaussian random processes. Translated by A. B. Aries. Zbl 0392.60037
Ibragimov, I. A.; Rozanov, Y. A.
111
1978
Statistics of random processes. I. General theory. Translated by A. B. Aries. Zbl 0364.60004
Liptser, R. S.; Shiryayev, A. N.
358
1977
Game theory, Lectures for economists and systems scientists. Translated and supplemented by S. Kotz. Zbl 0361.90085
Vorob’ev, N. N.
11
1977
Applied functional analysis. Zbl 0333.93051
Balakrishnan, A. V.
202
1976
Stochastic processes in queueing theory. Translated by Kenneth Wickwire. Zbl 0319.60057
Borovkov, A. A.
153
1976
Deterministic and stochastic optimal control. Zbl 0323.49001
Fleming, Wendell H.; Rishel, Raymond W.
857
1975
Methods of numerical mathematics. Translated by Jiri Ruzicka. Zbl 0329.65002
Marchuk, G. I.
67
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)

Citations by Year