Stochastic Processes and their ApplicationsAn Official Journal of the Bernoulli Society for Mathematical Statistics and Probability Short Title: Stochastic Processes Appl. Publisher: Elsevier (North-Holland), Amsterdam ISSN: 0304-4149 Online: http://www.sciencedirect.com/science/journal/03044149 Comments: Indexed cover-to-cover Documents Indexed: 4,620 Publications (since 1973) References Indexed: 4,504 Publications with 94,707 References. all top 5 Latest Issues 140 (2021) 139 (2021) 138 (2021) 137 (2021) 136 (2021) 135 (2021) 134 (2021) 133 (2021) 132 (2021) 130, No. 12 (2020) 130, No. 11 (2020) 130, No. 10 (2020) 130, No. 9 (2020) 130, No. 8 (2020) 130, No. 7 (2020) 130, No. 6 (2020) 130, No. 5 (2020) 130, No. 4 (2020) 130, No. 3 (2020) 130, No. 2 (2020) 130, No. 1 (2020) 129, No. 12 (2019) 129, No. 11 (2019) 129, No. 10 (2019) 129, No. 9 (2019) 129, No. 8 (2019) 129, No. 7 (2019) 129, No. 6 (2019) 129, No. 5 (2019) 129, No. 4 (2019) 129, No. 3 (2019) 129, No. 2 (2019) 129, No. 1 (2019) 128, No. 12 (2018) 128, No. 11 (2018) 128, No. 10 (2018) 128, No. 9 (2018) 128, No. 8 (2018) 128, No. 7 (2018) 128, No. 5 (2018) 128, No. 4 (2018) 128, No. 3 (2018) 128, No. 2 (2018) 128, No. 1 (2018) 127, No. 12 (2017) 127, No. 11 (2017) 127, No. 10 (2017) 127, No. 9 (2017) 127, No. 8 (2017) 127, No. 7 (2017) 127, No. 6 (2017) 127, No. 5 (2017) 127, No. 4 (2017) 127, No. 3 (2017) 127, No. 2 (2017) 127, No. 1 (2017) 126, No. 12 (2016) 126, No. 11 (2016) 126, No. 10 (2016) 126, No. 9 (2016) 126, No. 8 (2016) 126, No. 7 (2016) 126, No. 6 (2016) 126, No. 5 (2016) 126, No. 4 (2016) 126, No. 3 (2016) 126, No. 2 (2016) 126, No. 1 (2016) 125, No. 12 (2015) 125, No. 11 (2015) 125, No. 10 (2015) 125, No. 9 (2015) 125, No. 8 (2015) 125, No. 7 (2015) 125, No. 6 (2015) 125, No. 5 (2015) 125, No. 4 (2015) 125, No. 3 (2015) 125, No. 2 (2015) 125, No. 1 (2015) 124, No. 12 (2014) 124, No. 11 (2014) 124, No. 10 (2014) 124, No. 9 (2014) 124, No. 8 (2014) 124, No. 7 (2014) 124, No. 6 (2014) 124, No. 5 (2014) 124, No. 4 (2014) 124, No. 3 (2014) 124, No. 2 (2014) 124, No. 1 (2014) 123, No. 12 (2013) 123, No. 11 (2013) 123, No. 10 (2013) 123, No. 9 (2013) 123, No. 8 (2013) 123, No. 7 (2013) 123, No. 6 (2013) 123, No. 5 (2013) ...and 303 more Volumes all top 5 Authors 36 Nualart, David 23 Samorodnitsky, Gennady Pinkhosovich 23 Taqqu, Murad S. 22 Mikosch, Thomas 21 Resnick, Sidney Ira 20 Zhang, Tusheng S. 19 Durrett, Richard Timothy 19 Horváth, Lajos 19 Kim, Panki 16 Csörgő, Miklós 16 Kyprianou, Andreas E. 16 Maller, Ross Arthur 16 Yor, Marc 15 Davis, Richard A. 15 Imkeller, Peter 15 Révész, Pál 15 Shi, Zhan 14 Csáki, Endre 14 Ferrari, Pablo Augusto 14 Hu, Ying 14 Hüsler, Jürg 14 Surgailis, Donatas 14 Tindel, Samy 14 Wang, Feng-Yu 13 Alsmeyer, Gerold 13 Asmussen, Søren 13 Khoshnevisan, Davar 13 Liu, Quansheng 13 Shao, Qi-Man 13 Słomiński, Leszek 13 Song, Renming 13 Vares, Maria Eulalia 12 Albeverio, Sergio A. 12 Jeanblanc, Monique 12 Klüppelberg, Claudia 12 Peligrad, Magda 12 Vallois, Pierre 12 Volný, Dalibor 12 Yoshida, Nakahiro 12 Zhang, Xicheng 11 Budhiraja, Amarjit S. 11 Chen, Zhen-Qing 11 Dawson, Donald Andrew 11 Hall, Peter Gavin 11 Hambly, Ben M. 11 Heyde, Christopher Charles 11 Iksanov, Aleksander M. 11 Meerschaert, Mark Marvin 11 Merlevède, Florence 11 Orsingher, Enzo 11 Pakes, Anthony G. 11 Peng, Shige 10 Adler, Robert Joseph 10 Bayraktar, Erhan 10 Berkes, István 10 de Haan, Laurens 10 Hsing, Tailen 10 Jacod, Jean 10 Krylov, Nicolaĭ Vladimirovich 10 Podolskij, Mark 10 Rosen, Jay S. 10 Russo, Francesco 10 Wang, Jian 10 Xiao, Yimin 9 Albin, J. M. P. 9 Bass, Richard F. 9 Bojdecki, Tomasz 9 Braverman, Michael Sh. 9 Brown, Timothy C. 9 Dai Pra, Paolo 9 Dedecker, Jérôme 9 Kabluchko, Zakhar A. 9 Khas’minskiĭ, Rafail Zalmanovich 9 Kim, KyeongHun 9 Landim, Claudio 9 Last, Günter 9 Ma, Jin 9 Mao, Xuerong 9 Pardoux, Etienne 9 Pham, Huyên 9 Piterbarg, Vladimir Il’ich 9 Röckner, Michael 9 Sidoravicius, Vladas 9 Thorisson, Hermann 9 Touzi, Nizar 9 Wu, Wei Biao 9 Zeitouni, Ofer 8 Bertoin, Jean 8 Bouchard, Bruno 8 Bryc, Włodzimierz 8 Cambanis, Stamatis 8 Daley, Daryl John 8 Dembo, Amir 8 Deuschel, Jean-Dominique 8 Feng, Shui 8 Fleischmann, Klaus 8 Fournier, Nicolas G. 8 Glynn, Peter W. 8 Gobet, Emmanuel 8 Gorostiza, Luis G. ...and 4,012 more Authors all top 5 Fields 4,319 Probability theory and stochastic processes (60-XX) 731 Statistics (62-XX) 314 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 268 Partial differential equations (35-XX) 242 Statistical mechanics, structure of matter (82-XX) 202 Systems theory; control (93-XX) 156 Numerical analysis (65-XX) 127 Operations research, mathematical programming (90-XX) 125 Biology and other natural sciences (92-XX) 90 Dynamical systems and ergodic theory (37-XX) 78 Calculus of variations and optimal control; optimization (49-XX) 67 Combinatorics (05-XX) 67 Measure and integration (28-XX) 67 Operator theory (47-XX) 50 Ordinary differential equations (34-XX) 39 Global analysis, analysis on manifolds (58-XX) 38 Fluid mechanics (76-XX) 35 Potential theory (31-XX) 34 Computer science (68-XX) 29 Linear and multilinear algebra; matrix theory (15-XX) 25 Functional analysis (46-XX) 21 Harmonic analysis on Euclidean spaces (42-XX) 20 Real functions (26-XX) 20 Information and communication theory, circuits (94-XX) 18 Integral equations (45-XX) 13 History and biography (01-XX) 13 Special functions (33-XX) 12 Approximations and expansions (41-XX) 12 Quantum theory (81-XX) 11 Number theory (11-XX) 11 Integral transforms, operational calculus (44-XX) 11 Convex and discrete geometry (52-XX) 10 Differential geometry (53-XX) 6 Functions of a complex variable (30-XX) 5 Mechanics of particles and systems (70-XX) 4 Mathematical logic and foundations (03-XX) 4 Topological groups, Lie groups (22-XX) 4 Difference and functional equations (39-XX) 4 Sequences, series, summability (40-XX) 3 General and overarching topics; collections (00-XX) 3 Algebraic topology (55-XX) 3 Mechanics of deformable solids (74-XX) 2 Field theory and polynomials (12-XX) 2 Group theory and generalizations (20-XX) 2 Several complex variables and analytic spaces (32-XX) 2 General topology (54-XX) 2 Manifolds and cell complexes (57-XX) 2 Classical thermodynamics, heat transfer (80-XX) 2 Geophysics (86-XX) 1 Order, lattices, ordered algebraic structures (06-XX) 1 Associative rings and algebras (16-XX) 1 Abstract harmonic analysis (43-XX) 1 Optics, electromagnetic theory (78-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3,917 Publications have been cited 41,657 times in 26,276 Documents Cited by ▼ Year ▼ Martingales and stochastic integrals in the theory of continuous trading. Zbl 0482.60097Harrison, J. Michael; Pliska, Stanley R. 540 1981 The coalescent. Zbl 0491.60076Kingman, J. F. C. 389 1982 Environmental Brownian noise suppresses explosions in population dynamics. Zbl 1058.60046Mao, Xuerong; Marion, Glenn; Renshaw, Eric 315 2002 Stability of stochastic differential equations with Markovian switching. Zbl 0962.60043Mao, Xuerong 282 1999 Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. Zbl 1075.91563Tang, Qihe; Tsitsiashvili, Gurami 192 2003 Heat kernel estimates for stable-like processes on \(d\)-sets. Zbl 1075.60556Chen, Zhen-Qing; Kumagai, Takashi 191 2003 Subexponentiality of the product of independent random variables. Zbl 0799.60015Cline, D. B. H.; Samorodnitsky, G. 178 1994 Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation. Zbl 1158.60023Peng, Shige 177 2008 \(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L. 169 2003 Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059Bouchard, Bruno; Touzi, Nizar 167 2004 Microstructure noise in the continuous case: the pre-averaging approach. Zbl 1166.62078Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias 165 2009 Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Zbl 1075.60072Mattingly, J. C.; Stuart, A. M.; Higham, D. J. 160 2002 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 150 1999 Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 149 2004 Tempering stable processes. Zbl 1118.60037Rosiński, Jan 148 2007 Regular variation of GARCH processes. Zbl 1060.60033Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas 141 2002 Some mixing properties of time series models. Zbl 0564.62068Pham, Tuan D.; Tran, Lanh T. 134 1985 Dynamic coherent risk measures. Zbl 1114.91055Riedel, Frank 121 2004 Strong approximation theorems for density dependent Markov chains. Zbl 0373.60085Kurtz, Thomas G. 120 1978 Asymptotic properties of realized power variations and related functionals of semimartingales. Zbl 1142.60022Jacod, Jean 120 2008 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 111 2000 A stochastic calculus model of continuous trading: Complete markets. Zbl 0511.60094Harrison, J. Michael; Pliska, Stanley R. 110 1983 Functional limit theorems for multitype branching processes and generalized Pólya urns. Zbl 1075.60109Janson, Svante 104 2004 Maximum-likelihood estimation for hidden Markov models. Zbl 0738.62081Leroux, Brian G. 103 1992 On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524Dayanik, Savas; Karatzas, Ioannis 102 2003 Nonparametric regression estimation for dependent functional data: asymptotic normality. Zbl 1101.62031Masry, Elias 101 2005 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022Buckdahn, Rainer; Li, Juan; Peng, Shige 101 2009 Asymptotic behaviour of Wiener-Hopf factors of a random walk. Zbl 0353.60073Veraverbeke, N. 94 1977 On convolution tails. Zbl 0487.60016Embrechts, Paul; Goldie, Charles M. 94 1982 Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients. Zbl 0835.60049Mao, Xuerong 93 1995 A universal result in almost sure central limit theory. Zbl 1053.60022Berkes, István; Csáki, Endre 90 2001 M-estimation for autoregression with infinite variance. Zbl 0801.62081Davis, Richard A.; Knight, Keith; Liu, Jian 89 1992 Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Zbl 1117.60064Sritharan, S. S.; Sundar, P. 87 2006 Selecting the optimal sample fraction in univariate extreme value estimation. Zbl 0926.62013Drees, Holger; Kaufmann, Edgar 86 1998 Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Zbl 0889.60062Mao, X. 85 1996 Long-time behaviour of a stochastic prey–predator model. Zbl 1075.60539Rudnicki, Ryszard 84 2003 Backward stochastic differential equations with jumps and related nonlinear expectations. Zbl 1110.60062Royer, Manuela 84 2006 Triangular array limits for continuous time random walks. Zbl 1153.60023Meerschaert, Mark M.; Scheffler, Hans-Peter 81 2008 Option hedging for semimartingales. Zbl 0735.90028Schweizer, Martin 81 1991 A random walk on \(p\)-adics – the generator and its spectrum. Zbl 0810.60065Albeverio, Sergio; Karwowski, Witold 80 1994 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042Delarue, François 80 2002 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 79 2008 On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032Dahlhaus, R. 78 1996 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 78 2011 Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type. Zbl 0533.60021Sato, Ken-iti; Yamazato, Makoto 75 1984 On generalized multiplicative cascades. Zbl 1028.60087Liu, Quansheng 74 2000 Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127Collomb, Gérard; Härdle, Wolfgang 74 1986 Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040Nyrhinen, Harri 72 2001 Brownian analogues of Burke’s theorem. Zbl 1058.60078O’Connell, Neil; Yor, Marc 72 2001 Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1176.60043Gao, Fuqing 72 2009 Regularly varying multivariate time series. Zbl 1161.60319Basrak, Bojan; Segers, Johan 72 2009 Strong approximations for epidemic models. Zbl 0823.92024Ball, Frank; Donnelly, Peter 71 1995 On smoothed probability density estimation for stationary processes. Zbl 0588.62156Castellana, J. V.; Leadbetter, M. R. 71 1986 Optimal trading strategy for an investor: the case of partial information. Zbl 0934.91021Lakner, Peter 70 1998 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 70 2007 Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058Gyöngy, István 69 1998 Nonparametric regression estimation under mixing conditions. Zbl 0699.62038Roussas, George G. 69 1990 Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Zbl 0315.60035Tweedie, Richard L. 69 1975 Nonparametric regression with long-range dependence. Zbl 0713.62048Hall, Peter; Hart, Jeffrey D. 69 1990 Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541Yuan, Chenggui; Mao, Xuerong 68 2003 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042Veretennikov, A. Yu. 67 1997 Extremes of a certain class of Gaussian processes. Zbl 0997.60057Hüsler, J.; Piterbarg, V. 67 1999 On solutions of backward stochastic differential equations with jumps and applications. Zbl 0890.60049Situ, Rong 67 1997 BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Zbl 1075.60534El-Karoui, N.; Hamadène, S. 67 2003 Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Zbl 1047.60059Wu, Liming 67 2001 Risk theory in a stochastic economic environment. Zbl 0777.62098Paulsen, Jostein 66 1993 Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070Jarner, Søren Fiig; Hansen, Ernst 66 2000 Multivariate regression estimation: Local polynomial fitting for time series. Zbl 0889.60039Masry, E. 66 1996 Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075Norberg, Ragnar 65 1999 Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095Kalashnikov, Vladimir; Norberg, Ragnar 65 2002 Extremal behaviour of solutions to a stochastic difference equation with applications to ARCH processes. Zbl 0679.60029de Haan, Laurens; Resnick, Sidney I.; Rootzén, Holger; de Vries, Casper G. 65 1989 Stopping times and related Itô’s calculus with \(G\)-Brownian motion. Zbl 1225.60088Li, Xinpeng; Peng, Shige 65 2011 On the ruin probabilities in a general economic environment. Zbl 0997.60041Nyrhinen, Harri 63 1999 Weak convergence of multivariate fractional processes. Zbl 1028.60030Marinucci, D.; Robinson, P. M. 63 2000 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041Mao, Xuerong; Shen, Yi; Yuan, Chenggui 63 2008 Operator scaling stable random fields. Zbl 1111.60033Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter 63 2007 Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034Douc, Randal; Fort, Gersende; Guillin, Arnaud 63 2009 Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055Albeverio, Sergio; Wu, Jiang-Lun; Zhang, Tu-Sheng 62 1998 Estimation in nonlinear time series models. Zbl 0598.62109Tjøstheim, Dag 62 1986 The mixing property of bilinear and generalised random coefficient autoregressive models. Zbl 0614.60062Pham Dinh Tuan 62 1986 Limit theorems for multipower variation in the presence of jumps. Zbl 1096.60022Barndorff-Nielsen, Ole E.; Shephard, Neil; Winkel, Matthias 62 2006 Fractional ARIMA with stable innovations. Zbl 0846.62066Kokoszka, Piotr S.; Taqqu, Murad S. 61 1995 Weak approximation of killed diffusion using Euler schemes. Zbl 1045.60082Gobet, Emmanuel 61 2000 Additional logarithmic utility of an insider. Zbl 0934.91020Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin 61 1998 Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Zbl 1096.60026Peng, Shige; Zhu, Xuehong 61 2006 Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation. Zbl 0885.62045Liebscher, E. 60 1996 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 60 2002 Ruin problems with compounding assets. Zbl 0361.60053Harrison, J. Michael 60 1977 Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps. Zbl 1118.60070Masuda, Hiroki 60 2007 On pathwise stochastic integration. Zbl 0816.60047Karandikar, Rajeeva L. 59 1995 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 59 2009 General branching processes as Markov fields. Zbl 0678.92009Jagers, Peter 59 1989 Stochastic equations of non-negative processes with jumps. Zbl 1184.60022Fu, Zongfei; Li, Zenghu 59 2010 Limit laws for record values. Zbl 0253.60028Resnick, Sidney I. 58 1973 Utility maximization with partial information. Zbl 0834.90022Lakner, Peter 57 1995 The law of iterated logarithm for negatively associated random variables. Zbl 0997.60023Shao, Qi-Man; Su, Chun 56 1999 Occupation times of intervals until first passage times for spectrally negative Lévy processes. Zbl 1287.60062Loeffen, Ronnie L.; Renaud, Jean-François; Zhou, Xiaowen 56 2014 Some limit theorems for Hawkes processes and application to financial statistics. Zbl 1292.60032Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F. 56 2013 Uniform large deviations for parabolic SPDEs and applications. Zbl 0942.60056Chenal, Fabien; Millet, Annie 55 1997 A microscopic interpretation for adaptive dynamics trait substitution sequence models. Zbl 1100.60055Champagnat, Nicolas 54 2006 On the identifiability of interaction functions in systems of interacting particles. Zbl 07312677Li, Zhongyang; Lu, Fei; Maggioni, Mauro; Tang, Sui; Zhang, Cheng 1 2021 Extremes of locally stationary Gaussian and chi fields on manifolds. Zbl 1466.60106Qiao, Wanli 1 2021 Asymptotic approach for backward stochastic differential equation with singular terminal condition. Zbl 1454.60077Graewe, Paulwin; Popier, Alexandre 1 2021 Non-semimartingale solutions of reflected BSDEs and applications to Dynkin games. Zbl 07339526Klimsiak, Tomasz 1 2021 The domain of definition of the Lévy white noise. Zbl 07339595Fageot, Julien; Humeau, Thomas 1 2021 Competing growth processes with random growth rates and random birth times. Zbl 07339598Mailler, Cécile; Mörters, Peter; Senkevich, Anna 1 2021 Strong well posedness of McKean-Vlasov stochastic differential equations with hölder drift. Zbl 07157629Chaudru de Raynal, P. E. 12 2020 Mean field analysis of neural networks: a central limit theorem. 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Zbl 1450.60018Peligrad, Magda 1 2020 ...and 1508 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 18,101 Authors 93 Mao, Xuerong 83 Hashorva, Enkelejd 78 Nualart, David 76 Chen, Zhen-Qing 73 Horváth, Lajos 72 Jiang, Daqing 68 Tudor, Ciprian A. 65 Leonenko, Nikolai N. 64 Taqqu, Murad S. 63 Yan, Litan 62 Wang, Feng-Yu 60 Yuan, Chenggui 59 Kyprianou, Andreas E. 59 Song, Renming 58 Elliott, Robert James 58 Kim, Panki 58 Samorodnitsky, Gennady Pinkhosovich 57 Röckner, Michael 57 Zhang, Tusheng S. 56 Xiao, Yimin 55 Zhang, Li-Xin 54 Mandjes, Michel Robertus Hendrikus 53 Dębicki, Krzysztof 53 Lin, Zhengyan 51 Mikosch, Thomas 50 Ren, Yong 50 Yin, George Gang 49 Ouknine, Youssef 48 Klüppelberg, Claudia 47 Doukhan, Paul 47 Nourdin, Ivan 47 Wang, Jian 46 Siu, Tak Kuen 46 Surgailis, Donatas 46 Wang, Ke 46 Zhang, Xicheng 45 Meerschaert, Mark Marvin 45 Resnick, Sidney Ira 44 Øksendal, Bernt Karsten 44 Tang, Qihe 43 Iksanov, Aleksander M. 42 Bayraktar, Erhan 42 Tindel, Samy 42 Xiong, Jie 41 Russo, Francesco 40 Csörgő, Miklós 40 Imkeller, Peter 40 Liu, Meng 40 Moulines, Eric 40 Yang, Hailiang 39 Landim, Claudio 39 Peccati, Giovanni 39 Roberts, Gareth O. 39 Wu, Wei Biao 38 Flandoli, Franco 38 Mishura, Yuliya Stepanivna 38 Touzi, Nizar 38 Zeifman, Alexander Izrailevich 37 Albeverio, Sergio A. 37 Brzeźniak, Zdzisław 37 Hu, Yaozhong 37 Wang, Yuebao 37 Yor, Marc 36 Dedecker, Jérôme 36 Durrett, Richard Timothy 36 Fan, Shengjun 36 Peligrad, Magda 36 Pitman, Jim William 36 Wang, Yongjin 35 Glynn, Peter W. 35 Janson, Svante 35 Jeanblanc, Monique 35 Pham, Huyên 35 Wu, Fuke 35 Zwart, Bert P. 34 Davis, Richard A. 34 Jacod, Jean 34 Merlevède, Florence 34 Palmowski, Zbigniew 34 Pap, Gyula 33 Duan, Jinqiao 33 Liu, Quansheng 33 Orsingher, Enzo 33 Tan, Zhongquan 32 Hüsler, Jürg 32 Maller, Ross Arthur 32 Podolskij, Mark 32 Ren, Yanxia 32 Yin, Gang George 31 Anh, Vo V. 31 Bao, Jianhai 31 Gao, Fuqing 31 Liang, Hanying 31 Nane, Erkan 31 Pagès, Gilles 31 Wang, Kaiyong 30 Gobet, Emmanuel 30 Kabluchko, Zakhar A. 30 Kokoszka, Piotr S. 30 Li, Zenghu ...and 18,001 more Authors all top 5 Cited in 818 Journals 2,461 Stochastic Processes and their Applications 1,089 Statistics & Probability Letters 688 The Annals of Applied Probability 673 The Annals of Probability 521 Probability Theory and Related Fields 510 Journal of Statistical Physics 498 Journal of Applied Probability 489 Journal of Theoretical Probability 471 Bernoulli 465 Journal of Mathematical Analysis and Applications 422 Stochastic Analysis and Applications 371 Journal of Statistical Planning and Inference 358 Advances in Applied Probability 337 Journal of Multivariate Analysis 317 The Annals of Statistics 314 Annales de l’Institut Henri Poincaré. 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Analysis and Computations 57 The Canadian Journal of Statistics 57 Random Operators and Stochastic Equations 56 Discrete and Continuous Dynamical Systems 56 Brazilian Journal of Probability and Statistics ...and 718 more Journals all top 5 Cited in 63 Fields 19,389 Probability theory and stochastic processes (60-XX) 6,502 Statistics (62-XX) 4,033 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,211 Partial differential equations (35-XX) 1,931 Numerical analysis (65-XX) 1,787 Systems theory; control (93-XX) 1,589 Statistical mechanics, structure of matter (82-XX) 1,554 Biology and other natural sciences (92-XX) 1,218 Operations research, mathematical programming (90-XX) 891 Ordinary differential equations (34-XX) 704 Dynamical systems and ergodic theory (37-XX) 695 Calculus of variations and optimal control; optimization (49-XX) 539 Operator theory (47-XX) 537 Combinatorics (05-XX) 404 Computer science (68-XX) 334 Measure and integration (28-XX) 325 Functional analysis (46-XX) 275 Fluid mechanics (76-XX) 243 Real functions (26-XX) 214 Global analysis, analysis on manifolds (58-XX) 200 Quantum theory (81-XX) 195 Potential theory (31-XX) 183 Harmonic analysis on Euclidean spaces (42-XX) 174 Integral equations (45-XX) 150 Information and communication theory, circuits (94-XX) 149 Linear and multilinear algebra; matrix theory (15-XX) 107 Special functions (33-XX) 102 Approximations and expansions (41-XX) 86 Number theory (11-XX) 81 Differential geometry (53-XX) 80 Difference and functional equations (39-XX) 67 Functions of a complex variable (30-XX) 63 Integral transforms, operational calculus (44-XX) 57 Geophysics (86-XX) 52 Convex and discrete geometry (52-XX) 50 Mechanics of particles and systems (70-XX) 43 Mechanics of deformable solids (74-XX) 42 Classical thermodynamics, heat transfer (80-XX) 38 Abstract harmonic analysis (43-XX) 35 Group theory and generalizations (20-XX) 28 Topological groups, Lie groups (22-XX) 26 History and biography (01-XX) 22 General topology (54-XX) 21 Sequences, series, summability (40-XX) 18 General and overarching topics; collections (00-XX) 16 Mathematical logic and foundations (03-XX) 16 Nonassociative rings and algebras (17-XX) 12 Astronomy and astrophysics (85-XX) 11 Algebraic topology (55-XX) 10 Relativity and gravitational theory (83-XX) 9 Order, lattices, ordered algebraic structures (06-XX) 9 Associative rings and algebras (16-XX) 9 Several complex variables and analytic spaces (32-XX) 9 Optics, electromagnetic theory (78-XX) 8 Field theory and polynomials (12-XX) 5 Algebraic geometry (14-XX) 4 General algebraic systems (08-XX) 4 Geometry (51-XX) 4 Mathematics education (97-XX) 3 Manifolds and cell complexes (57-XX) 2 Category theory; homological algebra (18-XX) 1 Commutative algebra (13-XX) 1 \(K\)-theory (19-XX) Citations by Year