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: 4,746 Publications (since 1973) References Indexed: 4,630 Publications with 98,871 References. all top 5 Latest Issues 149 (2022) 148 (2022) 147 (2022) 146 (2022) 145 (2022) 144 (2022) 143 (2022) 142 (2021) 141 (2021) 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) ...and 312 more Volumes all top 5 Authors 36 Nualart, David 24 Samorodnitsky, Gennady Pinkhosovich 23 Mikosch, Thomas 23 Taqqu, Murad S. 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 15 Słomiński, Leszek 15 Tindel, Samy 14 Csáki, Endre 14 Ferrari, Pablo Augusto 14 Hu, Ying 14 Hüsler, Jürg 14 Liu, Quansheng 14 Surgailis, Donatas 14 Wang, Feng-Yu 13 Alsmeyer, Gerold 13 Asmussen, Søren 13 Khoshnevisan, Davar 13 Shao, Qi-Man 13 Song, Renming 13 Vares, Maria Eulalia 12 Albeverio, Sergio A. 12 Budhiraja, Amarjit S. 12 Chen, Zhen-Qing 12 Jeanblanc, Monique 12 Klüppelberg, Claudia 12 Orsingher, Enzo 12 Peligrad, Magda 12 Vallois, Pierre 12 Volný, Dalibor 12 Yoshida, Nakahiro 12 Zhang, Xicheng 11 Bayraktar, Erhan 11 Dawson, Donald Andrew 11 Hall, Peter Gavin 11 Hambly, Ben M. 11 Heyde, Christopher Charles 11 Iksanov, Aleksander M. 11 Krylov, Nicolaĭ Vladimirovich 11 Meerschaert, Mark Marvin 11 Merlevède, Florence 11 Pakes, Anthony G. 11 Peng, Shige 11 Roberts, Gareth O. 11 Xiao, Yimin 10 Adler, Robert Joseph 10 Berkes, István 10 Bouchard, Bruno 10 de Haan, Laurens 10 Hsing, Tailen 10 Jacod, Jean 10 Kabluchko, Zakhar A. 10 Podolskij, Mark 10 Rosen, Jay S. 10 Russo, Francesco 10 Wang, Jian 9 Albin, J. M. P. 9 Bass, Richard F. 9 Bojdecki, Tomasz 9 Braverman, Michael Sh. 9 Brown, Timothy C. 9 Bryc, Włodzimierz 9 Dai Pra, Paolo 9 Dedecker, Jérôme 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 Wang, Yizao 9 Wu, Wei Biao 9 Zeitouni, Ofer 8 Bertoin, Jean 8 Cambanis, Stamatis 8 Daley, Daryl John 8 Dembo, Amir 8 Deuschel, Jean-Dominique 8 Dupuis, Paul G. 8 Feng, Shui 8 Fleischmann, Klaus 8 Fournier, Nicolas G. ...and 4,140 more Authors all top 5 Fields 4,439 Probability theory and stochastic processes (60-XX) 747 Statistics (62-XX) 333 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 287 Partial differential equations (35-XX) 256 Statistical mechanics, structure of matter (82-XX) 210 Systems theory; control (93-XX) 160 Numerical analysis (65-XX) 135 Biology and other natural sciences (92-XX) 131 Operations research, mathematical programming (90-XX) 95 Dynamical systems and ergodic theory (37-XX) 82 Calculus of variations and optimal control; optimization (49-XX) 73 Combinatorics (05-XX) 70 Operator theory (47-XX) 68 Measure and integration (28-XX) 56 Ordinary differential equations (34-XX) 43 Global analysis, analysis on manifolds (58-XX) 39 Fluid mechanics (76-XX) 36 Computer science (68-XX) 35 Potential theory (31-XX) 30 Linear and multilinear algebra; matrix theory (15-XX) 25 Functional analysis (46-XX) 22 Real functions (26-XX) 22 Harmonic analysis on Euclidean spaces (42-XX) 20 Integral equations (45-XX) 20 Information and communication theory, circuits (94-XX) 14 Special functions (33-XX) 13 History and biography (01-XX) 13 Number theory (11-XX) 12 Approximations and expansions (41-XX) 12 Convex and discrete geometry (52-XX) 12 Quantum theory (81-XX) 11 Integral transforms, operational calculus (44-XX) 10 Differential geometry (53-XX) 7 Functions of a complex variable (30-XX) 6 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 Group theory and generalizations (20-XX) 3 Algebraic topology (55-XX) 3 Mechanics of deformable solids (74-XX) 3 Classical thermodynamics, heat transfer (80-XX) 2 Field theory and polynomials (12-XX) 2 Several complex variables and analytic spaces (32-XX) 2 General topology (54-XX) 2 Manifolds and cell complexes (57-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 Geometry (51-XX) 1 Optics, electromagnetic theory (78-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 4,054 Publications have been cited 45,204 times in 28,338 Documents Cited by ▼ Year ▼ Martingales and stochastic integrals in the theory of continuous trading. Zbl 0482.60097Harrison, J. Michael; Pliska, Stanley R. 557 1981 The coalescent. Zbl 0491.60076Kingman, J. F. C. 412 1982 Environmental Brownian noise suppresses explosions in population dynamics. Zbl 1058.60046Mao, Xuerong; Marion, Glenn; Renshaw, Eric 371 2002 Stability of stochastic differential equations with Markovian switching. Zbl 0962.60043Mao, Xuerong 308 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 207 2003 Multi-dimensional \(G\)-Brownian motion and related stochastic calculus under \(G\)-expectation. Zbl 1158.60023Peng, Shige 205 2008 Heat kernel estimates for stable-like processes on \(d\)-sets. Zbl 1075.60556Chen, Zhen-Qing; Kumagai, Takashi 202 2003 Subexponentiality of the product of independent random variables. Zbl 0799.60015Cline, D. B. H.; Samorodnitsky, G. 187 1994 Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. Zbl 1071.60059Bouchard, Bruno; Touzi, Nizar 182 2004 \(L^p\) solutions of backward stochastic differential equations. Zbl 1075.65503Briand, Ph.; Delyon, B.; Hu, Y.; Pardoux, E.; Stoica, L. 177 2003 Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise. Zbl 1075.60072Mattingly, J. C.; Stuart, A. M.; Higham, D. J. 175 2002 Microstructure noise in the continuous case: the pre-averaging approach. Zbl 1166.62078Jacod, Jean; Li, Yingying; Mykland, Per A.; Podolskij, Mark; Vetter, Mathias 173 2009 Tempering stable processes. Zbl 1118.60037Rosiński, Jan 164 2007 Russian and American put options under exponential phase-type Lévy models. Zbl 1075.60037Asmussen, Søren; Avram, Florin; Pistorius, Martijn R. 157 2004 A new weak dependence condition and applications to moment inequalities. Zbl 0996.60020Doukhan, P.; Louhichi, S. 156 1999 Regular variation of GARCH processes. Zbl 1060.60033Basrak, Bojan; Davis, Richard A.; Mikosch, Thomas 152 2002 Some mixing properties of time series models. Zbl 0564.62068Pham, Tuan D.; Tran, Lanh T. 136 1985 Dynamic coherent risk measures. Zbl 1114.91055Riedel, Frank 131 2004 Strong approximation theorems for density dependent Markov chains. Zbl 0373.60085Kurtz, Thomas G. 128 1978 Asymptotic properties of realized power variations and related functionals of semimartingales. Zbl 1142.60022Jacod, Jean 128 2008 Functional limit theorems for multitype branching processes and generalized Pólya urns. Zbl 1075.60109Janson, Svante 122 2004 Chaotic and predictable representations for Lévy processes. Zbl 1047.60088Nualart, David; Schoutens, Wim 116 2000 A stochastic calculus model of continuous trading: Complete markets. Zbl 0511.60094Harrison, J. Michael; Pliska, Stanley R. 114 1983 Mean-field backward stochastic differential equations and related partial differential equations. Zbl 1183.60022Buckdahn, Rainer; Li, Juan; Peng, Shige 114 2009 Nonparametric regression estimation for dependent functional data: asymptotic normality. Zbl 1101.62031Masry, Elias 113 2005 Maximum-likelihood estimation for hidden Markov models. Zbl 0738.62081Leroux, Brian G. 109 1992 On the optimal stopping problem for one-dimensional diffusions. Zbl 1075.60524Dayanik, Savas; Karatzas, Ioannis 106 2003 Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise. Zbl 1117.60064Sritharan, S. S.; Sundar, P. 99 2006 Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients. Zbl 0835.60049Mao, Xuerong 99 1995 On convolution tails. Zbl 0487.60016Embrechts, Paul; Goldie, Charles M. 97 1982 Asymptotic behaviour of Wiener-Hopf factors of a random walk. Zbl 0353.60073Veraverbeke, N. 96 1977 Razumikhin-type theorems on exponential stability of stochastic functional differential equations. Zbl 0889.60062Mao, X. 95 1996 M-estimation for autoregression with infinite variance. Zbl 0801.62081Davis, Richard A.; Knight, Keith; Liu, Jian 95 1992 A universal result in almost sure central limit theory. Zbl 1053.60022Berkes, István; Csáki, Endre 94 2001 Selecting the optimal sample fraction in univariate extreme value estimation. Zbl 0926.62013Drees, Holger; Kaufmann, Edgar 90 1998 Triangular array limits for continuous time random walks. Zbl 1153.60023Meerschaert, Mark M.; Scheffler, Hans-Peter 90 2008 Long-time behaviour of a stochastic prey–predator model. Zbl 1075.60539Rudnicki, Ryszard 89 2003 On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. Zbl 1058.60042Delarue, François 89 2002 Backward stochastic differential equations with jumps and related nonlinear expectations. Zbl 1110.60062Royer, Manuela 86 2006 A random walk on \(p\)-adics – the generator and its spectrum. Zbl 0810.60065Albeverio, Sergio; Karwowski, Witold 86 1994 Martingale representation theorem for the \(G\)-expectation. Zbl 1228.60070Soner, H. Mete; Touzi, Nizar; Zhang, Jianfeng 85 2011 Option hedging for semimartingales. Zbl 0735.90028Schweizer, Martin 84 1991 Central limit theorems for multiple stochastic integrals and Malliavin calculus. Zbl 1142.60015Nualart, D.; Ortiz-Latorre, S. 84 2008 Brownian analogues of Burke’s theorem. Zbl 1058.60078O’Connell, Neil; Yor, Marc 83 2001 On the Kullback-Leibler information divergence of locally stationary processes. Zbl 0849.60032Dahlhaus, R. 82 1996 Regularly varying multivariate time series. Zbl 1161.60319Basrak, Bojan; Segers, Johan 81 2009 Pathwise properties and homeomorphic flows for stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1176.60043Gao, Fuqing 80 2009 On generalized multiplicative cascades. Zbl 1028.60087Liu, Quansheng 79 2000 Stability of regime-switching diffusions. Zbl 1119.60065Khasminskii, R. Z.; Zhu, C.; Yin, G. 79 2007 Operator-selfdecomposable distributions as limit distributions of processes of Ornstein-Uhlenbeck type. Zbl 0533.60021Sato, Ken-iti; Yamazato, Makoto 77 1984 Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. Zbl 0612.62127Collomb, Gérard; Härdle, Wolfgang 76 1986 Optimal trading strategy for an investor: the case of partial information. Zbl 0934.91021Lakner, Peter 74 1998 Geometric ergodicity of Metropolis algorithms. Zbl 0997.60070Jarner, Søren Fiig; Hansen, Ernst 73 2000 Asymptotic stability in distribution of stochastic differential equations with Markovian switching. Zbl 1075.60541Yuan, Chenggui; Mao, Xuerong 73 2003 Large and moderate deviations and exponential convergence for stochastic damping Hamiltonian systems. Zbl 1047.60059Wu, Liming 73 2001 Finite and infinite time ruin probabilities in a stochastic economic environment. Zbl 1047.60040Nyrhinen, Harri 73 2001 Nonparametric regression with long-range dependence. Zbl 0713.62048Hall, Peter; Hart, Jeffrey D. 73 1990 On smoothed probability density estimation for stationary processes. Zbl 0588.62156Castellana, J. V.; Leadbetter, M. R. 73 1986 BSDEs and risk-sensitive control, zero-sum and nonzero-sum game problems of stochastic functional differential equations. Zbl 1075.60534El-Karoui, N.; Hamadène, S. 72 2003 Strong approximations for epidemic models. Zbl 0823.92024Ball, Frank; Donnelly, Peter 72 1995 On polynomial mixing bounds for stochastic differential equations. Zbl 0911.60042Veretennikov, A. Yu. 71 1997 Necessary and sufficient condition for comparison theorem of 1-dimensional stochastic differential equations. Zbl 1096.60026Peng, Shige; Zhu, Xuehong 71 2006 Nonparametric regression estimation under mixing conditions. Zbl 0699.62038Roussas, George G. 70 1990 Stopping times and related Itô’s calculus with \(G\)-Brownian motion. Zbl 1225.60088Li, Xinpeng; Peng, Shige 70 2011 Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. Zbl 0315.60035Tweedie, Richard L. 70 1975 Subgeometric rates of convergence of \(f\)-ergodic strong Markov processes. Zbl 1163.60034Douc, Randal; Fort, Gersende; Guillin, Arnaud 70 2009 Power tailed ruin probabilities in the presence of risky investments. Zbl 1058.60095Kalashnikov, Vladimir; Norberg, Ragnar 70 2002 Existence and uniqueness results for semilinear stochastic partial differential equations. Zbl 0942.60058Gyöngy, István 70 1998 Risk theory in a stochastic economic environment. Zbl 0777.62098Paulsen, Jostein 70 1993 Some limit theorems for Hawkes processes and application to financial statistics. Zbl 1292.60032Bacry, E.; Delattre, S.; Hoffmann, M.; Muzy, J. F. 70 2013 Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching. Zbl 1143.60041Mao, Xuerong; Shen, Yi; Yuan, Chenggui 69 2008 Multivariate regression estimation: Local polynomial fitting for time series. Zbl 0889.60039Masry, E. 68 1996 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. 68 1989 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 Weak approximation of killed diffusion using Euler schemes. Zbl 1045.60082Gobet, Emmanuel 67 2000 Operator scaling stable random fields. Zbl 1111.60033Biermé, Hermine; Meerschaert, Mark M.; Scheffler, Hans-Peter 66 2007 Weak convergence of multivariate fractional processes. Zbl 1028.60030Marinucci, D.; Robinson, P. M. 66 2000 Limit theorems for multipower variation in the presence of jumps. Zbl 1096.60022Barndorff-Nielsen, Ole E.; Shephard, Neil; Winkel, Matthias 66 2006 Estimation in nonlinear time series models. Zbl 0598.62109Tjøstheim, Dag 66 1986 Ruin problems with assets and liabilities of diffusion type. Zbl 0962.60075Norberg, Ragnar 66 1999 Parabolic SPDEs driven by Poisson white noise. Zbl 0934.60055Albeverio, Sergio; Wu, Jiang-Lun; Zhang, Tu-Sheng 65 1998 On the ruin probabilities in a general economic environment. Zbl 0997.60041Nyrhinen, Harri 64 1999 Regularization of differential equations by fractional noise. Zbl 1075.60536Nualart, David; Ouknine, Youssef 64 2002 On pathwise stochastic integration. Zbl 0816.60047Karandikar, Rajeeva L. 64 1995 Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps. Zbl 1118.60070Masuda, Hiroki 64 2007 Strong convergence of sums of \(\alpha \)-mixing random variables with applications to density estimation. Zbl 0885.62045Liebscher, E. 63 1996 Additional logarithmic utility of an insider. Zbl 0934.91020Amendinger, Jürgen; Imkeller, Peter; Schweizer, Martin 63 1998 Fractional ARIMA with stable innovations. Zbl 0846.62066Kokoszka, Piotr S.; Taqqu, Murad S. 62 1995 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 Utility maximization with partial information. Zbl 0834.90022Lakner, Peter 62 1995 Approximation of the tail probability of randomly weighted sums and applications. Zbl 1271.62030Zhang, Yi; Shen, Xinmei; Weng, Chengguo 62 2009 The mixing property of bilinear and generalised random coefficient autoregressive models. Zbl 0614.60062Pham Dinh Tuan 62 1986 General branching processes as Markov fields. Zbl 0678.92009Jagers, Peter 62 1989 Backward stochastic differential equations driven by \(G\)-Brownian motion. Zbl 1300.60074Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng 61 2014 Ruin problems with compounding assets. Zbl 0361.60053Harrison, J. Michael 61 1977 Stochastic equations of non-negative processes with jumps. Zbl 1184.60022Fu, Zongfei; Li, Zenghu 60 2010 Limit laws for record values. Zbl 0253.60028Resnick, Sidney I. 60 1973 Comparison theorem, Feynman-Kac formula and Girsanov transformation for BSDEs driven by \(G\)-Brownian motion. Zbl 1300.60075Hu, Mingshang; Ji, Shaolin; Peng, Shige; Song, Yongsheng 59 2014 A forward scheme for backward SDEs. Zbl 1131.60054Bender, Christian; Denk, Robert 59 2007 Quasi-stationary distribution for the Langevin process in cylindrical domains. I: Existence, uniqueness and long-time convergence. 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Zbl 1456.62038Amorino, Chiara; Gloter, Arnaud 3 2020 ...and 1512 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 19,474 Authors 98 Mao, Xuerong 91 Jiang, Daqing 88 Hashorva, Enkelejd 85 Nualart, David 82 Chen, Zhen-Qing 74 Horváth, Lajos 69 Tudor, Ciprian A. 69 Yan, Litan 68 Leonenko, Nikolai N. 66 Taqqu, Murad S. 66 Yuan, Chenggui 62 Song, Renming 61 Kyprianou, Andreas E. 60 Elliott, Robert James 60 Samorodnitsky, Gennady Pinkhosovich 59 Kim, Panki 59 Mandjes, Michel Robertus Hendrikus 59 Röckner, Michael 58 Zhang, Tusheng S. 57 Dębicki, Krzysztof 57 Xiao, Yimin 57 Yin, George Gang 56 Wang, Feng-Yu 55 Yang, Yang 55 Zhang, Li-Xin 54 Mikosch, Thomas 54 Wang, Jian 53 Lin, Zhengyan 53 Ouknine, Youssef 53 Ren, Yong 51 Nourdin, Ivan 49 Klüppelberg, Claudia 49 Siu, Tak Kuen 48 Zhang, Xicheng 47 Doukhan, Paul 47 Iksanov, Aleksander M. 47 Resnick, Sidney Ira 47 Surgailis, Donatas 46 Wang, Ke 45 Meerschaert, Mark Marvin 45 Tindel, Samy 44 Øksendal, Bernt Karsten 44 Roberts, Gareth O. 44 Russo, Francesco 44 Tang, Qihe 43 Bayraktar, Erhan 42 Mishura, Yuliya Stepanivna 42 Moulines, Eric 42 Peccati, Giovanni 42 Xiong, Jie 41 Imkeller, Peter 41 Liu, Meng 41 Touzi, Nizar 40 Brzeźniak, Zdzisław 40 Csörgő, Miklós 40 Flandoli, Franco 40 Palmowski, Zbigniew 40 Yang, Hailiang 39 Dedecker, Jérôme 39 Hu, Yaozhong 39 Janson, Svante 39 Landim, Claudio 39 Liu, Quansheng 39 Wu, Wei Biao 39 Zeifman, Alexander Izrailevich 38 Wang, Yuebao 38 Wu, Fuke 37 Albeverio, Sergio A. 37 Durrett, Richard Timothy 37 Fan, Shengjun 37 Jeanblanc, Monique 37 Pham, Huyên 37 Pitman, Jim William 37 Yor, Marc 36 Budhiraja, Amarjit S. 36 Davis, Richard A. 36 Glynn, Peter W. 36 Merlevède, Florence 36 Pap, Gyula 36 Peligrad, Magda 36 Wang, Yongjin 36 Zwart, Bert P. 35 Bao, Jianhai 35 Jacod, Jean 35 Maller, Ross Arthur 35 Tan, Zhongquan 34 Duan, Jinqiao 34 Friz, Peter Karl 34 Kumagai, Takashi 34 Madan, Dilip B. 34 Orsingher, Enzo 33 Liang, Hanying 33 Pardo, Juan Carlos 33 Podolskij, Mark 33 Ren, Yanxia 33 Wang, Kaiyong 33 Wu, Zhen 32 Hüsler, Jürg 32 Kabluchko, Zakhar A. 32 Nane, Erkan ...and 19,374 more Authors all top 5 Cited in 863 Journals 2,557 Stochastic Processes and their Applications 1,148 Statistics & Probability Letters 765 The Annals of Applied Probability 714 The Annals of Probability 538 Probability Theory and Related Fields 535 Journal of Statistical Physics 529 Journal of Theoretical Probability 510 Journal of Applied Probability 507 Bernoulli 485 Journal of Mathematical Analysis and Applications 442 Stochastic Analysis and Applications 391 Advances in Applied Probability 380 Journal of Statistical Planning and Inference 354 Communications in Statistics. 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Theory and Applications ...and 763 more Journals all top 5 Cited in 63 Fields 20,870 Probability theory and stochastic processes (60-XX) 6,944 Statistics (62-XX) 4,310 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2,480 Partial differential equations (35-XX) 2,087 Numerical analysis (65-XX) 1,938 Systems theory; control (93-XX) 1,761 Statistical mechanics, structure of matter (82-XX) 1,725 Biology and other natural sciences (92-XX) 1,288 Operations research, mathematical programming (90-XX) 974 Ordinary differential equations (34-XX) 794 Dynamical systems and ergodic theory (37-XX) 769 Calculus of variations and optimal control; optimization (49-XX) 622 Combinatorics (05-XX) 594 Operator theory (47-XX) 453 Computer science (68-XX) 357 Measure and integration (28-XX) 352 Functional analysis (46-XX) 314 Fluid mechanics (76-XX) 270 Real functions (26-XX) 228 Global analysis, analysis on manifolds (58-XX) 218 Quantum theory (81-XX) 209 Potential theory (31-XX) 203 Integral equations (45-XX) 193 Harmonic analysis on Euclidean spaces (42-XX) 162 Linear and multilinear algebra; matrix theory (15-XX) 161 Information and communication theory, circuits (94-XX) 122 Special functions (33-XX) 104 Approximations and expansions (41-XX) 97 Differential geometry (53-XX) 93 Number theory (11-XX) 91 Difference and functional equations (39-XX) 72 Functions of a complex variable (30-XX) 70 Integral transforms, operational calculus (44-XX) 68 Convex and discrete geometry (52-XX) 67 Geophysics (86-XX) 61 Mechanics of particles and systems (70-XX) 45 Mechanics of deformable solids (74-XX) 44 Classical thermodynamics, heat transfer (80-XX) 39 Group theory and generalizations (20-XX) 39 Abstract harmonic analysis (43-XX) 32 Topological groups, Lie groups (22-XX) 28 General and overarching topics; collections (00-XX) 28 History and biography (01-XX) 26 General topology (54-XX) 22 Sequences, series, summability (40-XX) 19 Mathematical logic and foundations (03-XX) 18 Nonassociative rings and algebras (17-XX) 15 Relativity and gravitational theory (83-XX) 13 Algebraic topology (55-XX) 12 Astronomy and astrophysics (85-XX) 11 Associative rings and algebras (16-XX) 10 Order, lattices, ordered algebraic structures (06-XX) 9 Several complex variables and analytic spaces (32-XX) 9 Optics, electromagnetic theory (78-XX) 8 Field theory and polynomials (12-XX) 7 Algebraic geometry (14-XX) 5 Geometry (51-XX) 4 General algebraic systems (08-XX) 4 Manifolds and cell complexes (57-XX) 3 Commutative algebra (13-XX) 3 Category theory; homological algebra (18-XX) 3 Mathematics education (97-XX) 1 \(K\)-theory (19-XX) Citations by Year