Probability, Uncertainty and Quantitative Risk Short Title: Probab. Uncertain. Quant. Risk Publisher: American Institute of Mathematical Sciences (AIMS), Springfield, MO ISSN: 2095-9672; 2367-0126/e Online: https://www.aimsciences.org/PUQRhttps://link.springer.com/journal/41546/volumes-and-issues Comments: Journal; Indexed cover-to-cover; Published electronic only as of: Vol. 1 (2016). This journal is available open access. Documents Indexed: 107 Publications (since 2016) References Indexed: 107 Publications with 3,096 References. all top 5 Latest Issues 8, No. 4 (2023) 8, No. 3 (2023) 8, No. 2 (2023) 8, No. 1 (2023) 7, No. 4 (2022) 7, No. 3 (2022) 7, No. 2 (2022) 7, No. 1 (2022) 6, No. 4 (2021) 6, No. 3 (2021) 6, No. 2 (2021) 6, No. 1 (2021) 5 (2020) 4 (2019) 3 (2018) 2 (2017) 1 (2016) all top 5 Authors 6 Madan, Dilip B. 6 Peng, Shige 5 Hu, Mingshang 4 Biagini, Francesca 4 Tang, Shanjian 3 Buckdahn, Rainer 3 Hu, Ying 2 Bielecki, Tomasz R. 2 Bouhadou, Siham 2 Cialenco, Igor 2 Drapeau, Samuel 2 Elliott, Robert James 2 Fan, Shengjun 2 Geiss, Christel 2 Hilbert, Astrid 2 Jiao, Ying 2 Li, Xinpeng 2 Liang, Gechun 2 Lopes, Artur Oscar 2 Lopes, Sílvia R. C. 2 Oberpriller, Katharina 2 Ouknine, Youssef 2 Rutkowski, Marek 2 Schied, Alexander 2 Schoutens, Wim 2 Song, Yongsheng 2 Steinicke, Alexander 2 Wang, King-Hang 2 Xu, Zuoquan 2 Yong, Jiongmin 2 Zhang, Jianfeng 1 Albanese, Claudio 1 Angoshtari, Bahman 1 Aubin, Jean-Pierre 1 Becherer, Dirk 1 Bedini, Matteo Ludovico 1 Beißner, Patrick 1 Bo, Lijun 1 Boccardo, Lucio 1 Bollweg, Georg 1 Caenazzo, Simone 1 Cesa, Mauro 1 Chala, Adel 1 Chang, Dejian 1 Chen, Rui 1 Chen, Zengjing 1 Crepey, Stephane 1 Dassa, Meriyam 1 Dela Vega, Engel John C. 1 Diehl, Joscha 1 Dumitrescu, Roxana 1 Eberlein, Ernst W. 1 Ekren, Ibrahim 1 Ekström, Erik 1 Engelbert, Hans-Jürgen 1 Fadina, Tolulope 1 Fan, Wai-Tong 1 Faugeras, Olivier Paul 1 Feng, Zixin 1 Forien, Raphaël 1 Frankowska, Hélène 1 Grigutis, Andrius 1 Guo, Xiaofan 1 Han, Jiequn 1 Hillairet, Caroline 1 Huang, Jianhui 1 Huang, Menglei 1 Hutzenthaler, Martin 1 Jiang, Lianzi 1 Jiang, Long 1 Jiang, Yifan 1 Jin, Hanqing 1 Karatzas, Ioannis 1 Karling, Maicon J. 1 Keller, Christian 1 Kentia, Klebert 1 Kharroubi, Idris 1 Kruse, Thomas 1 Kutoyants, Yury A. 1 Lai, Yuru 1 Laurière, Mathieu 1 Li, Jinfeng 1 Li, Juan 1 Li, Pengtao 1 Li, Shan 1 Li, Tingting 1 Li, Xiaojuan 1 Li, Xinying 1 Li, Xun 1 Lin, Zhengyan 1 Liu, Huili 1 Liu, Shuhui 1 Long, Jihao 1 Lototsky, Sergey V. 1 Lü, Qi 1 Luo, Peng 1 Ly, Sel 1 Ma, Jin 1 Mancin, Jacopo 1 Marushkevych, Dmytro ...and 88 more Authors all top 5 Fields 85 Probability theory and stochastic processes (60-XX) 45 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 19 Systems theory; control (93-XX) 16 Statistics (62-XX) 13 Calculus of variations and optimal control; optimization (49-XX) 11 Partial differential equations (35-XX) 4 Numerical analysis (65-XX) 2 History and biography (01-XX) 1 General and overarching topics; collections (00-XX) 1 Mathematical logic and foundations (03-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Operator theory (47-XX) 1 Computer science (68-XX) 1 Fluid mechanics (76-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 62 Publications have been cited 379 times in 329 Documents Cited by ▼ Year ▼ Convergence of the deep BSDE method for coupled FBSDEs. Zbl 1454.60105 Han, Jiequn; Long, Jihao 39 2020 The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks. Zbl 1432.91133 Weber, Stefan; Weske, Kerstin 29 2017 Law of large numbers and central limit theorem under nonlinear expectations. Zbl 1434.60075 Peng, Shige 24 2019 Stochastic global maximum principle for optimization with recursive utilities. Zbl 1432.93380 Hu, Mingshang 22 2017 Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications. Zbl 1433.49030 Pham, Huyên 20 2016 A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective. Zbl 1432.91034 Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin 17 2017 \(G\)-Lévy processes under sublinear expectations. Zbl 1480.60158 Hu, Mingshang; Peng, Shige 16 2021 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050 Li, Xun; Sun, Jingrui; Yong, Jiongmin 16 2016 Credit, funding, margin, and capital valuation adjustments for bilateral portfolios. Zbl 1432.91130 Albanese, Claudio; Caenazzo, Simone; Crépey, Stéphane 14 2017 Affine processes under parameter uncertainty. Zbl 1443.91309 Fadina, Tolulope; Neufeld, Ariel; Schmidt, Thorsten 14 2019 Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256 Ekren, Ibrahim; Zhang, Jianfeng 10 2016 Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044 Huang, Jianhui; Wang, Shujun; Wu, Zhen 9 2016 Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle. Zbl 1444.60046 Overbeck, Ludger; Röder, Jasmin A. L. 9 2018 Pathwise no-arbitrage in a class of delta hedging strategies. Zbl 1443.91299 Schied, Alexander; Voloshchenko, Iryna 8 2016 Characterization of optimal feedback for stochastic linear quadratic control problems. Zbl 1432.93384 Lü, Qi; Wang, Tianxiao; Zhang, Xu 8 2017 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381 Hu, Ying; Tang, Shanjian 8 2019 On the laws of the iterated logarithm under sub-linear expectations. Zbl 1491.60047 Zhang, Li-Xin 7 2021 Arbitrage-free pricing of derivatives in nonlinear market models. Zbl 1432.91119 Bielecki, Tomasz R.; Cialenco, Igor; Rutkowski, Marek 7 2018 Convergence rate of Peng’s law of large numbers under sublinear expectations. Zbl 1497.60025 Hu, Mingshang; Li, Xiaojuan; Li, Xinpeng 6 2021 Extended conditional \(G\)-expectations and related stopping times. Zbl 1491.60083 Hu, Mingshang; Peng, Shige 6 2021 A branching particle system approximation for a class of FBSDEs. Zbl 1440.60062 Chang, Dejian; Liu, Huili; Xiong, Jie 6 2016 Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. Zbl 1444.60044 Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof 6 2018 Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting. Zbl 1444.60051 Geiss, Christel; Steinicke, Alexander 6 2018 Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients. Zbl 1491.60084 Jiang, Yifan; Li, Jinfeng 5 2021 Stein’s method for the law of large numbers under sublinear expectations. Zbl 1497.60028 Song, Yongsheng 4 2021 An FBSDE approach to market impact games with stochastic parameters. Zbl 1492.91141 Drapeau, Samuel; Luo, Peng; Schied, Alexander; Xiong, Dewen 4 2021 Implied fractional hazard rates and default risk distributions. Zbl 1435.62374 Tapiero, Charles S.; Vallois, Pierre 4 2017 Good deal hedging and valuation under combined uncertainty about drift and volatility. Zbl 1443.91284 Becherer, Dirk; Kentia, Klebert 4 2017 Optimal unbiased estimation for maximal distribution. Zbl 1493.62057 Jin, Hanqing; Peng, Shige 3 2021 Mean field games of controls: propagation of monotonicities. Zbl 1502.35174 Mou, Chenchen; Zhang, Jianfeng 3 2022 Backward stochastic differential equations with Young drift. Zbl 1444.60050 Diehl, Joscha; Zhang, Jianfeng 3 2017 Financial asset price bubbles under model uncertainty. Zbl 1443.91305 Biagini, Francesca; Mancin, Jacopo 3 2017 Pricing formulae for derivatives in insurance using Malliavin calculus. Zbl 1435.62373 Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony 3 2018 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149 Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 2 2020 Reduced-form setting under model uncertainty with non-linear affine intensities. Zbl 1490.91226 Biagini, Francesca; Oberpriller, Katharina 2 2021 General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition. Zbl 1491.60085 Li, Tingting; Xu, Ziheng; Fan, Shengjun 2 2021 Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012 Sun, Dingqian; Liang, Gechun; Tang, Shanjian 2 2022 Quadratic mean-field reflected BSDEs. Zbl 1502.60094 Hu, Ying; Moreau, Remi; Wang, Falei 2 2022 Portfolio optimization of credit swap under funding costs. Zbl 1443.91257 Bo, Lijun 2 2017 Risk excess measures induced by hemi-metrics. Zbl 1432.60010 Faugeras, Olivier P.; Rüschendorf, Ludger 2 2018 Predictable forward performance processes in complete markets. Zbl 07768489 Angoshtari, Bahman 1 2023 Conditional coherent risk measures and regime-switching conic pricing. Zbl 1490.60220 Dela Vega, Engel John C.; Elliott, Robert J. 1 2021 Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales. Zbl 1487.60116 Nie, Tianyang; Rutkowski, Marek 1 2021 On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations. Zbl 1497.60036 Guo, Xiaofan; Li, Shan; Li, Xinpeng 1 2022 Lower and upper pricing of financial assets. Zbl 1492.91396 Elliott, Robert; Madan, Dilip B.; Siu, Tak Kuen 1 2022 The value does not exist! A motivation for extremal analysis. Zbl 07617806 Aubin, Jean-Pierre; Frankowska, Hélène 1 2022 Explicit solutions for a class of nonlinear BSDEs and their nodal sets. Zbl 1502.60089 Chen, Zengjing; Liu, Shuhui; Qian, Zhongmin; Xu, Xingcheng 1 2022 Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286 Hu, Ying; Tang, Shanjian; Xu, Zuo Quan 1 2022 A note on the cluster set of the law of the iterated logarithm under sub-linear expectations. Zbl 1496.60027 Zhang, Li-Xin 1 2022 Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise. Zbl 1498.60245 Yang, Fen-Fen 1 2022 On the speed of convergence of Picard iterations of backward stochastic differential equations. Zbl 1493.60091 Hutzenthaler, Martin; Kruse, Thomas; Nguyen, Tuan Anh 1 2022 Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Zbl 1462.60078 Marushkevych, Dmytro; Popier, Alexandre 1 2020 The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time. Zbl 1482.91209 Beißner, Patrick; Rosazza Gianin, Emanuela 1 2021 Stochastic ordering by \(g\)-expectations. Zbl 1486.60035 Ly, Sel; Privault, Nicolas 1 2021 Portfolio theory for squared returns correlated across time. Zbl 1432.91101 Eberlein, Ernst; Madan, Dilip B. 1 2016 On approximation of BSDE and multi-step MLE-processes. Zbl 1435.62314 Kutoyants, Yu A. 1 2016 Convergence to a self-normalized G-Brownian motion. Zbl 1432.60041 Lin, Zhengyan; Zhang, Li-Xin 1 2017 Measure distorted arrival rate risks and their rewards. Zbl 1431.91443 Madan, Dilip B. 1 2017 On the compensator of the default process in an information-based model. Zbl 1444.60034 Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen 1 2017 Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA. Zbl 1432.91129 Papapantoleon, Antonis; Wardenga, Robert 1 2018 Zero covariation returns. Zbl 1432.91106 Madan, Dilip B.; Schoutens, Wim 1 2018 Piecewise constant martingales and lazy clocks. Zbl 1444.60035 Profeta, Christophe; Vrins, Frédéric 1 2019 Predictable forward performance processes in complete markets. Zbl 07768489 Angoshtari, Bahman 1 2023 Mean field games of controls: propagation of monotonicities. Zbl 1502.35174 Mou, Chenchen; Zhang, Jianfeng 3 2022 Quantitative stability and numerical analysis of Markovian quadratic BSDEs with reflection. Zbl 1487.65012 Sun, Dingqian; Liang, Gechun; Tang, Shanjian 2 2022 Quadratic mean-field reflected BSDEs. Zbl 1502.60094 Hu, Ying; Moreau, Remi; Wang, Falei 2 2022 On the laws of the iterated logarithm with mean-uncertainty under sublinear expectations. Zbl 1497.60036 Guo, Xiaofan; Li, Shan; Li, Xinpeng 1 2022 Lower and upper pricing of financial assets. Zbl 1492.91396 Elliott, Robert; Madan, Dilip B.; Siu, Tak Kuen 1 2022 The value does not exist! A motivation for extremal analysis. Zbl 07617806 Aubin, Jean-Pierre; Frankowska, Hélène 1 2022 Explicit solutions for a class of nonlinear BSDEs and their nodal sets. Zbl 1502.60089 Chen, Zengjing; Liu, Shuhui; Qian, Zhongmin; Xu, Xingcheng 1 2022 Optimal control of SDEs with expected path constraints and related constrained FBSDEs. Zbl 1505.93286 Hu, Ying; Tang, Shanjian; Xu, Zuo Quan 1 2022 A note on the cluster set of the law of the iterated logarithm under sub-linear expectations. Zbl 1496.60027 Zhang, Li-Xin 1 2022 Harnack inequality and gradient estimate for functional \(G\)-SDEs with degenerate noise. Zbl 1498.60245 Yang, Fen-Fen 1 2022 On the speed of convergence of Picard iterations of backward stochastic differential equations. Zbl 1493.60091 Hutzenthaler, Martin; Kruse, Thomas; Nguyen, Tuan Anh 1 2022 \(G\)-Lévy processes under sublinear expectations. Zbl 1480.60158 Hu, Mingshang; Peng, Shige 16 2021 On the laws of the iterated logarithm under sub-linear expectations. Zbl 1491.60047 Zhang, Li-Xin 7 2021 Convergence rate of Peng’s law of large numbers under sublinear expectations. Zbl 1497.60025 Hu, Mingshang; Li, Xiaojuan; Li, Xinpeng 6 2021 Extended conditional \(G\)-expectations and related stopping times. Zbl 1491.60083 Hu, Mingshang; Peng, Shige 6 2021 Convergence of the deep BSDE method for FBSDEs with non-Lipschitz coefficients. Zbl 1491.60084 Jiang, Yifan; Li, Jinfeng 5 2021 Stein’s method for the law of large numbers under sublinear expectations. Zbl 1497.60028 Song, Yongsheng 4 2021 An FBSDE approach to market impact games with stochastic parameters. Zbl 1492.91141 Drapeau, Samuel; Luo, Peng; Schied, Alexander; Xiong, Dewen 4 2021 Optimal unbiased estimation for maximal distribution. Zbl 1493.62057 Jin, Hanqing; Peng, Shige 3 2021 Reduced-form setting under model uncertainty with non-linear affine intensities. Zbl 1490.91226 Biagini, Francesca; Oberpriller, Katharina 2 2021 General time interval multidimensional BSDEs with generators satisfying a weak stochastic-monotonicity condition. Zbl 1491.60085 Li, Tingting; Xu, Ziheng; Fan, Shengjun 2 2021 Conditional coherent risk measures and regime-switching conic pricing. Zbl 1490.60220 Dela Vega, Engel John C.; Elliott, Robert J. 1 2021 Existence, uniqueness and strict comparison theorems for BSDEs driven by RCLL martingales. Zbl 1487.60116 Nie, Tianyang; Rutkowski, Marek 1 2021 The term structure of Sharpe ratios and arbitrage-free asset pricing in continuous time. Zbl 1482.91209 Beißner, Patrick; Rosazza Gianin, Emanuela 1 2021 Stochastic ordering by \(g\)-expectations. Zbl 1486.60035 Ly, Sel; Privault, Nicolas 1 2021 Convergence of the deep BSDE method for coupled FBSDEs. Zbl 1454.60105 Han, Jiequn; Long, Jihao 39 2020 Fully nonlinear stochastic and rough PDEs: classical and viscosity solutions. Zbl 1454.60149 Buckdahn, Rainer; Keller, Christian; Ma, Jin; Zhang, Jianfeng 2 2020 Limit behaviour of the minimal solution of a BSDE with singular terminal condition in the non Markovian setting. Zbl 1462.60078 Marushkevych, Dmytro; Popier, Alexandre 1 2020 Law of large numbers and central limit theorem under nonlinear expectations. Zbl 1434.60075 Peng, Shige 24 2019 Affine processes under parameter uncertainty. Zbl 1443.91309 Fadina, Tolulope; Neufeld, Ariel; Schmidt, Thorsten 14 2019 Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs. Zbl 1432.93381 Hu, Ying; Tang, Shanjian 8 2019 Piecewise constant martingales and lazy clocks. Zbl 1444.60035 Profeta, Christophe; Vrins, Frédéric 1 2019 Path-dependent backward stochastic Volterra integral equations with jumps, differentiability and duality principle. Zbl 1444.60046 Overbeck, Ludger; Röder, Jasmin A. L. 9 2018 Arbitrage-free pricing of derivatives in nonlinear market models. Zbl 1432.91119 Bielecki, Tomasz R.; Cialenco, Igor; Rutkowski, Marek 7 2018 Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. Zbl 1444.60044 Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof 6 2018 Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting. Zbl 1444.60051 Geiss, Christel; Steinicke, Alexander 6 2018 Pricing formulae for derivatives in insurance using Malliavin calculus. Zbl 1435.62373 Hillairet, Caroline; Jiao, Ying; Réveillac, Anthony 3 2018 Risk excess measures induced by hemi-metrics. Zbl 1432.60010 Faugeras, Olivier P.; Rüschendorf, Ludger 2 2018 Continuous tenor extension of affine LIBOR models with multiple curves and applications to XVA. Zbl 1432.91129 Papapantoleon, Antonis; Wardenga, Robert 1 2018 Zero covariation returns. Zbl 1432.91106 Madan, Dilip B.; Schoutens, Wim 1 2018 The joint impact of bankruptcy costs, fire sales and cross-holdings on systemic risk in financial networks. Zbl 1432.91133 Weber, Stefan; Weske, Kerstin 29 2017 Stochastic global maximum principle for optimization with recursive utilities. Zbl 1432.93380 Hu, Mingshang 22 2017 A survey of time consistency of dynamic risk measures and dynamic performance measures in discrete time: LM-measure perspective. Zbl 1432.91034 Bielecki, Tomasz R.; Cialenco, Igor; Pitera, Marcin 17 2017 Credit, funding, margin, and capital valuation adjustments for bilateral portfolios. Zbl 1432.91130 Albanese, Claudio; Caenazzo, Simone; Crépey, Stéphane 14 2017 Characterization of optimal feedback for stochastic linear quadratic control problems. Zbl 1432.93384 Lü, Qi; Wang, Tianxiao; Zhang, Xu 8 2017 Implied fractional hazard rates and default risk distributions. Zbl 1435.62374 Tapiero, Charles S.; Vallois, Pierre 4 2017 Good deal hedging and valuation under combined uncertainty about drift and volatility. Zbl 1443.91284 Becherer, Dirk; Kentia, Klebert 4 2017 Backward stochastic differential equations with Young drift. Zbl 1444.60050 Diehl, Joscha; Zhang, Jianfeng 3 2017 Financial asset price bubbles under model uncertainty. Zbl 1443.91305 Biagini, Francesca; Mancin, Jacopo 3 2017 Portfolio optimization of credit swap under funding costs. Zbl 1443.91257 Bo, Lijun 2 2017 Convergence to a self-normalized G-Brownian motion. Zbl 1432.60041 Lin, Zhengyan; Zhang, Li-Xin 1 2017 Measure distorted arrival rate risks and their rewards. Zbl 1431.91443 Madan, Dilip B. 1 2017 On the compensator of the default process in an information-based model. Zbl 1444.60034 Bedini, Matteo Ludovico; Buckdahn, Rainer; Engelbert, Hans-Jürgen 1 2017 Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications. Zbl 1433.49030 Pham, Huyên 20 2016 Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability. Zbl 1433.49050 Li, Xun; Sun, Jingrui; Yong, Jiongmin 16 2016 Pseudo-Markovian viscosity solutions of fully nonlinear degenerate PPDEs. Zbl 1431.35256 Ekren, Ibrahim; Zhang, Jianfeng 10 2016 Backward-forward linear-quadratic mean-field games with major and minor agents. Zbl 1443.91044 Huang, Jianhui; Wang, Shujun; Wu, Zhen 9 2016 Pathwise no-arbitrage in a class of delta hedging strategies. Zbl 1443.91299 Schied, Alexander; Voloshchenko, Iryna 8 2016 A branching particle system approximation for a class of FBSDEs. Zbl 1440.60062 Chang, Dejian; Liu, Huili; Xiong, Jie 6 2016 Portfolio theory for squared returns correlated across time. Zbl 1432.91101 Eberlein, Ernst; Madan, Dilip B. 1 2016 On approximation of BSDE and multi-step MLE-processes. Zbl 1435.62314 Kutoyants, Yu A. 1 2016 all cited Publications top 5 cited Publications all top 5 Cited by 481 Authors 15 Feinstein, Zachary 10 Jentzen, Arnulf 9 Crepey, Stephane 8 Biagini, Francesca 8 Yong, Jiongmin 7 Hu, Mingshang 7 Li, Xun 7 Peng, Shige 6 Meng, Qingxin 6 Sun, Jingrui 6 Wang, Tianxiao 6 Wu, Zhen 6 Xiong, Jie 5 Bichuch, Maxim 5 Hutzenthaler, Martin 5 Li, Xinpeng 5 Possamaï, Dylan 5 Wang, Hanxiao 5 Zhang, Jianfeng 4 Cialenco, Igor 4 Han, Jiequn 4 Hu, Ruimeng 4 Huang, Jianhui 4 Ji, Shaolin 4 Kupper, Michael 4 Meyer-Brandis, Thilo 4 Oberpriller, Katharina 4 Pham, Huyên 4 Rudloff, Birgit 4 Rutkowski, Marek 4 Tang, Shanjian 4 Wang, Falei 4 Warin, Xavier 4 Zhou, Chao 3 Albanese, Claudio 3 Amini, Hamed 3 Banerjee, Tathagata 3 Beck, Christian 3 Bielecki, Tomasz R. 3 Chen, Zengjing 3 Detering, Nils 3 E, Weinan 3 Gnoatto, Alessandro 3 Guo, Xiaofan 3 Issoglio, Elena 3 Kruse, Thomas 3 Li, Shan 3 Madan, Dilip B. 3 Moon, Jun-Hee 3 Muhle-Karbe, Johannes 3 Nendel, Max 3 Nie, Tianyang 3 Panagiotou, Konstantinos D. 3 Prömel, David J. 3 Qiu, Jinniao 3 Redjil, Amel 3 Reisinger, Christoph 3 Ritter, Daniel 3 Schoutens, Wim 3 Shi, Jingtao 3 Si, Kehan 3 Song, Yongsheng 3 Steinicke, Alexander 3 Strub, Moris S. 3 Touzi, Nizar 3 Vallois, Pierre 3 Wang, Guangchen 3 Yamada, Toshihiro 3 Zhang, Liangquan 2 Akhtari, Bahar 2 Allan, Andrew L. 2 Armenti, Yannick 2 Barreiro-Gomez, Julián 2 Bartl, Daniel 2 Bayraktar, Erhan 2 Becherer, Dirk 2 Becker, Sebastian 2 Brigo, Damiano 2 Cartea, Álvaro 2 Castiglioni, Valentina 2 Chala, Adel 2 Chen, Binxia 2 Chen, Tao 2 Chen, Tian 2 Dassa, Meriyam 2 Drapeau, Samuel 2 Du, Kai 2 Duncan, Tyrone E. 2 Faizullah, Faiz 2 Fan, Shengjun 2 Fouque, Jean-Pierre 2 Geiss, Christel 2 Germain, Maximilien 2 Hamaguchi, Yushi 2 Hao, Tao 2 Huang, Minyi 2 Hurd, Thomas R. 2 Jaimungal, Sebastian 2 Jiang, Yifan 2 Kebiri, Omar ...and 381 more Authors all top 5 Cited in 106 Journals 25 Probability, Uncertainty and Quantitative Risk 21 SIAM Journal on Financial Mathematics 13 SIAM Journal on Control and Optimization 13 Mathematical Finance 13 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 12 Stochastic Processes and their Applications 10 Applied Mathematics and Optimization 8 Journal of Mathematical Analysis and Applications 8 The Annals of Applied Probability 7 Statistics & Probability Letters 7 Finance and Stochastics 7 Mathematical Control and Related Fields 7 Frontiers of Mathematical Finance 6 Electronic Journal of Probability 6 Mathematics and Financial Economics 5 Automatica 5 European Journal of Operational Research 5 Advances in Difference Equations 4 Journal of Differential Equations 4 Mathematics of Operations Research 4 Journal of Scientific Computing 4 Communications in Statistics. Theory and Methods 4 SIAM Journal on Scientific Computing 4 International Journal of Theoretical and Applied Finance 4 Quantitative Finance 3 Journal of Computational Physics 3 Journal of Optimization Theory and Applications 3 Operations Research 3 Optimal Control Applications & Methods 3 Systems & Control Letters 3 Chinese Annals of Mathematics. Series B 3 Bernoulli 3 Discrete Dynamics in Nature and Society 3 Methodology and Computing in Applied Probability 3 Numerical Algebra, Control and Optimization 2 International Journal of Control 2 Physica A 2 Applied Mathematics and Computation 2 Stochastic Analysis and Applications 2 Journal of Economic Dynamics & Control 2 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Random Operators and Stochastic Equations 2 Applied Mathematical Finance 2 Foundations of Computational Mathematics 2 Discrete and Continuous Dynamical Systems. Series B 2 Journal of Applied Mathematics 2 Acta Mathematica Scientia. Series B. (English Edition) 2 Stochastics and Dynamics 2 Stochastics 2 Science China. Mathematics 2 Statistics & Risk Modeling 2 SN Partial Differential Equations and Applications 1 Journal of the Franklin Institute 1 Mathematical Methods in the Applied Sciences 1 Nonlinearity 1 Mathematics of Computation 1 Theory of Probability and its Applications 1 Journal of Functional Analysis 1 Publications of the Research Institute for Mathematical Sciences, Kyoto University 1 SIAM Journal on Numerical Analysis 1 Transactions of the American Mathematical Society 1 Bulletin of the Korean Mathematical Society 1 Chinese Annals of Mathematics. Series A 1 Advances in Mathematics (Beijing) 1 Physica D 1 Chinese Journal of Applied Probability and Statistics 1 Journal of Theoretical Probability 1 Journal de Mathématiques Pures et Appliquées. Neuvième Série 1 SIAM Journal on Mathematical Analysis 1 Mathematical Programming. Series A. Series B 1 Journal of Nonlinear Science 1 Potential Analysis 1 Computational Optimization and Applications 1 Applied Mathematics. Series B (English Edition) 1 Bulletin des Sciences Mathématiques 1 Revista Investigación Operacional 1 Mathematical Problems in Engineering 1 European Journal of Control 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Abstract and Applied Analysis 1 Mathematical Methods of Operations Research 1 Journal of Applied Statistics 1 Acta Mathematica Sinica. English Series 1 Optimization and Engineering 1 Journal of Systems Science and Complexity 1 Decisions in Economics and Finance 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Journal of Numerical Mathematics 1 Asia-Pacific Financial Markets 1 Boletim da Sociedade Paranaense de Matemática. Terceira Série 1 International Journal of Computational Methods 1 Journal of Industrial and Management Optimization 1 Bulletin of the Institute of Mathematics. Academia Sinica. New Series 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Frontiers of Mathematics in China 1 Logical Methods in Computer Science 1 Discrete and Continuous Dynamical Systems. Series S 1 East Asian Mathematical Journal 1 Vestnik Samarskogo Gosudarstvennogo Tekhnicheskogo Universiteta. Seriya Fiziko-Matematicheskie Nauki 1 MathematicS In Action ...and 6 more Journals all top 5 Cited in 24 Fields 204 Probability theory and stochastic processes (60-XX) 150 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 89 Systems theory; control (93-XX) 77 Calculus of variations and optimal control; optimization (49-XX) 42 Partial differential equations (35-XX) 34 Numerical analysis (65-XX) 25 Computer science (68-XX) 12 Statistics (62-XX) 12 Operations research, mathematical programming (90-XX) 10 Integral equations (45-XX) 5 Real functions (26-XX) 5 Ordinary differential equations (34-XX) 5 Operator theory (47-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 Mathematical logic and foundations (03-XX) 1 Combinatorics (05-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Difference and functional equations (39-XX) 1 Functional analysis (46-XX) 1 Fluid mechanics (76-XX) Citations by Year