Citation analysis for Stochastic Processes and their Applications / Elsevier

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.22

5 Years IF

0.23

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0.01	0.08	0.15	0.01	66	66	126	10	10	130	1	330	4		0		0	0.04
1991	0.01	0.08	0.05	0	66	132	187	6	16	132	1	342	1		0		0	0.04
1992	0	0.09	0.03	0	84	216	231	6	22	132		346	1		0		0	0.04
1993	0.01	0.1	0.03	0.01	103	319	263	9	31	150	1	346	2		0		0	0.05
1994	0	0.11	0.01	0	128	447	290	5	37	187		385	1		0		0	0.06
1995	0.1	0.2	0.2	0.11	119	566	353	111	148	231	24	447	48	70	63.1	2	0.02	0.08
1996	0.11	0.22	0.18	0.1	90	656	255	116	264	247	26	500	50	52	44.8		0	0.1
1997	0.13	0.23	0.2	0.11	104	760	238	151	415	209	28	524	59	69	45.7	5	0.05	0.1
1998	0.08	0.27	0.16	0.1	84	844	289	131	547	194	15	544	53	60	45.8	4	0.05	0.12
1999	0.1	0.29	0.18	0.1	104	948	361	171	718	188	18	525	50	71	41.5	1	0.01	0.14
2000	0.1	0.34	0.17	0.1	108	1056	357	182	900	188	18	501	52	73	40.1	6	0.06	0.15
2001	0.14	0.36	0.19	0.11	94	1150	255	224	1124	212	29	490	56	79	35.3	5	0.05	0.16
2002	0.1	0.4	0.13	0.1	73	1223	330	163	1287	202	21	494	48	49	30.1	1	0.01	0.21
2003	0.09	0.41	0.15	0.09	79	1302	425	191	1480	167	15	463	41	46	24.1	6	0.08	0.2
2004	0.2	0.46	0.18	0.16	92	1394	352	252	1732	152	31	458	73	73	29	7	0.08	0.21
2005	0.15	0.47	0.15	0.14	90	1484	293	221	1953	171	26	446	61	60	27.1	2	0.02	0.22
2006	0.17	0.47	0.16	0.18	95	1579	361	255	2208	182	31	428	79	81	31.8	8	0.08	0.21
2007	0.18	0.42	0.19	0.19	95	1674	318	310	2518	185	33	429	81	87	28.1	1	0.01	0.19
2008	0.22	0.45	0.24	0.23	103	1777	345	426	2947	190	42	451	104	89	20.9	12	0.12	0.21
2009	0.23	0.44	0.23	0.24	178	1955	573	458	3405	198	46	475	114	169	36.9	10	0.06	0.21
2010	0.23	0.44	0.23	0.25	110	2065	287	465	3870	281	65	561	138	126	27.1	9	0.08	0.18
2011	0.18	0.46	0.18	0.2	127	2192	336	396	4267	288	52	581	114	132	33.3	5	0.04	0.21
2012	0.14	0.47	0.17	0.16	119	2311	172	404	4671	237	32	613	98	127	31.4	4	0.03	0.19
2013	0.21	0.53	0.24	0.22	146	2457	346	579	5252	246	52	637	139	155	26.8	6	0.04	0.22
2014	0.22	0.55	0.24	0.25	127	2584	222	608	5860	265	57	680	173	177	29.1	15	0.12	0.21
2015	0.32	0.55	0.29	0.29	168	2752	168	788	6649	273	86	629	184	225	28.6	7	0.04	0.21
2016	0.23	0.56	0.24	0.23	147	2899	137	691	7343	295	69	687	158	153	22.1	9	0.06	0.2
2017	0.23	0.58	0.27	0.26	145	3044	100	825	8168	315	73	707	182	222	26.9	14	0.1	0.21
2018	0.21	0.7	0.24	0.2	147	3191	40	776	8944	292	62	733	149	246	31.7	6	0.04	0.28
2019	0.22	0.88	0.25	0.23	187	3378	7	858	9802	292	64	734	171	272	31.7	3	0.02	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	385
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	120
3	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	82
4	2008	Asymptotic properties of realized power variations and related functionals of semimartingales. (2008). Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:4:p:517-559. Full description at Econpapers \|\| Download paper	73
5	1999	A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	73
6	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	67
7	2002	Regular variation of GARCH processes. (2002). Basrak, Bojan ; Mikosch, Thomas ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115. Full description at Econpapers \|\| Download paper	58
8	1983	A stochastic calculus model of continuous trading: Complete markets. (1983). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:15:y:1983:i:3:p:313-316. Full description at Econpapers \|\| Download paper	57
9	1985	Some mixing properties of time series models. (1985). Tran, Lanh T. ; Pham, Tuan D.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:19:y:1985:i:2:p:297-303. Full description at Econpapers \|\| Download paper	55
10	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	55
11	2000	Weak convergence of multivariate fractional processes. (2000). Marinucci, D. ; Robinson, P. M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:86:y:2000:i:1:p:103-120. Full description at Econpapers \|\| Download paper	53
12	2006	Limit theorems for multipower variation in the presence of jumps. (2006). Shephard, Neil ; Winkel, Matthias ; Barndorff-Nielsen, Ole E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:796-806. Full description at Econpapers \|\| Download paper	52
13	2004	Russian and American put options under exponential phase-type LÃ©vy models. (2004). Avram, Florin ; Asmussen, Soren ; Pistorius, Martijn R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:109:y:2004:i:1:p:79-111. Full description at Econpapers \|\| Download paper	52
14	1996	Multivariate regression estimation local polynomial fitting for time series. (1996). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:65:y:1996:i:1:p:81-101. Full description at Econpapers \|\| Download paper	50
15	2003	Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tsitsiashvili, Gurami ; Tang, Qihe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325. Full description at Econpapers \|\| Download paper	48
16	1991	Option hedging for semimartingales. (1991). Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:37:y:1991:i:2:p:339-363. Full description at Econpapers \|\| Download paper	46
17	1998	Selecting the optimal sample fraction in univariate extreme value estimation. (1998). Kaufmann, Edgar ; Drees, Holger. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:149-172. Full description at Econpapers \|\| Download paper	46
18	1989	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes. (1989). de Vries, Casper ; Resnick, Sidney I. ; de Haan, Laurens ; Rootzen, Holger . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:32:y:1989:i:2:p:213-224. Full description at Econpapers \|\| Download paper	44
19	1993	Risk theory in a stochastic economic environment. (1993). Paulsen, Jostein . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:46:y:1993:i:2:p:327-361. Full description at Econpapers \|\| Download paper	43
20	1994	Subexponentiality of the product of independent random variables. (1994). Cline, D. B. H., ; Samorodnitsky, G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:1:p:75-98. Full description at Econpapers \|\| Download paper	42
21	1998	Optimal trading strategy for an investor: the case of partial information. (1998). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:76:y:1998:i:1:p:77-97. Full description at Econpapers \|\| Download paper	42
22	1990	Nonparametric regression with long-range dependence. (1990). HART, Jeffrey D. ; Hall, Peter. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:36:y:1990:i:2:p:339-351. Full description at Econpapers \|\| Download paper	42
23	1998	Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	41
24	2003	Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	40
25	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	40
26	1992	Maximum-likelihood estimation for hidden Markov models. (1992). Leroux, Brian G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:127-143. Full description at Econpapers \|\| Download paper	40
27	2005	Nonparametric regression estimation for dependent functional data: asymptotic normality. (2005). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:115:y:2005:i:1:p:155-177. Full description at Econpapers \|\| Download paper	38
28	1996	On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168. Full description at Econpapers \|\| Download paper	38
29	1992	M-estimation for autoregressions with infinite variance. (1992). Liu, Jian ; Davis, Richard A. ; Knight, Keith. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:145-180. Full description at Econpapers \|\| Download paper	38
30	1991	Time-dependent coefficients in a Cox-type regression model. (1991). Sen, P. K. ; Murphy, S. A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:39:y:1991:i:1:p:153-180. Full description at Econpapers \|\| Download paper	36
31	2007	A forward scheme for backward SDEs. (2007). Denk, Robert ; Bender, Christian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:12:p:1793-1812. Full description at Econpapers \|\| Download paper	36
32	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	34
33	2007	Stability of utility-maximization in incomplete markets. (2007). Zitkovic, Gordan ; Larsen, Kasper. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:11:p:1642-1662. Full description at Econpapers \|\| Download paper	33
34	2000	Optimal portfolios for logarithmic utility. (2000). Kallsen, Jan ; Goll, Thomas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:89:y:2000:i:1:p:31-48. Full description at Econpapers \|\| Download paper	32
35	2002	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (2002). Delarue, Franois . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:2:p:209-286. Full description at Econpapers \|\| Download paper	32
36	1975	Importance of system components and fault tree events. (1975). Proschan, Frank ; Barlow, Richard E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:2:p:153-173. Full description at Econpapers \|\| Download paper	31
37	1995	Utility maximization with partial information. (1995). Lakner, Peter . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:56:y:1995:i:2:p:247-273. Full description at Econpapers \|\| Download paper	31
38	1999	Stability of stochastic differential equations with Markovian switching. (1999). Mao, Xuerong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:79:y:1999:i:1:p:45-67. Full description at Econpapers \|\| Download paper	30
39	2006	Backward stochastic differential equations with jumps and related non-linear expectations. (2006). Royer, Manuela . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:10:p:1358-1376. Full description at Econpapers \|\| Download paper	30
40	1995	On pathwise stochastic integration. (1995). Karandikar, Rajeeva L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:57:y:1995:i:1:p:11-18. Full description at Econpapers \|\| Download paper	29
41	1995	Fractional ARIMA with stable innovations. (1995). Taqqu, Murad S. ; Kokoszka, Piotr S.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:60:y:1995:i:1:p:19-47. Full description at Econpapers \|\| Download paper	29
42	2011	Locally stationary long memory estimation. (2011). Roueff, Franois ; von Sachs, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844. Full description at Econpapers \|\| Download paper	29
43	2001	Finite and infinite time ruin probabilities in a stochastic economic environment. (2001). Nyrhinen, Harri . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:92:y:2001:i:2:p:265-285. Full description at Econpapers \|\| Download paper	29
44	1999	On the ruin probabilities in a general economic environment. (1999). Nyrhinen, Harri . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:83:y:1999:i:2:p:319-330. Full description at Econpapers \|\| Download paper	28
45	2002	Power tailed ruin probabilities in the presence of risky investments. (2002). Norberg, Ragnar ; Kalashnikov, Vladimir. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:98:y:2002:i:2:p:211-228. Full description at Econpapers \|\| Download paper	27
46	1984	Optimum portfolio diversification in a general continuous-time model. (1984). Aase, Knut. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:18:y:1984:i:1:p:81-98. Full description at Econpapers \|\| Download paper	26
47	1986	On smoothed probability density estimation for stationary processes. (1986). Castellana, J. V. ; Leadbetter, M. R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:21:y:1986:i:2:p:179-193. Full description at Econpapers \|\| Download paper	26
48	1986	Strong uniform convergence rates in robust nonparametric time series analysis and prediction: Kernel regression estimation from dependent observations. (1986). HÃÂ¤rdle, Wolfgang ; Collomb, Gerard ; Hardle, Wolfgang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:23:y:1986:i:1:p:77-89. Full description at Econpapers \|\| Download paper	26
49	1994	Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. (1994). Roberts, G. O. ; Smith, A. F. M., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:2:p:207-216. Full description at Econpapers \|\| Download paper	26
50	1993	Smoothed periodogram asymptotics and estimation for processes and fields with possible long-range dependence. (1993). Heyde, C. C. ; Gay, R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:45:y:1993:i:1:p:169-182. Full description at Econpapers \|\| Download paper	26

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	28
2	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	25
3	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	23
4	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	20
5	2002	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (2002). Delarue, Franois . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:2:p:209-286. Full description at Econpapers \|\| Download paper	17
6	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	15
7	2011	Locally stationary long memory estimation. (2011). Roueff, Franois ; von Sachs, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844. Full description at Econpapers \|\| Download paper	14
8	1998	Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	14
9	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	13
10	2003	Long-time behaviour of a stochastic prey-predator model. (2003). Rudnicki, Ryszard . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:93-107. Full description at Econpapers \|\| Download paper	12
11	2003	Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	11
12	2014	Occupation times of intervals until first passage times for spectrally negative LÃ©vy processes. (2014). Renaud, Jean-Franois ; Zhou, Xiaowen ; Loeffen, Ronnie L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1408-1435. Full description at Econpapers \|\| Download paper	11
13	1996	Multivariate regression estimation local polynomial fitting for time series. (1996). Masry, Elias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:65:y:1996:i:1:p:81-101. Full description at Econpapers \|\| Download paper	11
14	2007	A forward scheme for backward SDEs. (2007). Denk, Robert ; Bender, Christian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:12:p:1793-1812. Full description at Econpapers \|\| Download paper	10
15	2015	Martingale optimal transport in the Skorokhod space. (2015). Dolinsky, Yan ; Soner, Mete H. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:125:y:2015:i:10:p:3893-3931. Full description at Econpapers \|\| Download paper	10
16	2009	Mean-field backward stochastic differential equations and related partial differential equations. (2009). Li, Juan ; Peng, Shige ; Buckdahn, Rainer . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:10:p:3133-3154. Full description at Econpapers \|\| Download paper	10
17	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	10
18	2013	Constructing sublinear expectations on path space. (2013). Nutz, Marcel ; van Handel, Ramon . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:8:p:3100-3121. Full description at Econpapers \|\| Download paper	9
19	2011	On the semimartingale property of discounted asset-price processes. (2011). Platen, Eckhard ; Kardaras, Constantinos. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:11:p:2678-2691. Full description at Econpapers \|\| Download paper	8
20	2008	Solvability of backward stochastic differential equations with quadratic growth. (2008). Tevzadze, Revaz . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:3:p:503-515. Full description at Econpapers \|\| Download paper	8
21	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Bacry, E. ; Delattre, S. ; Muzy, J. F.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	8
22	2013	A simple constructive approach to quadratic BSDEs with or without delay. (2013). Briand, Philippe ; Elie, Romuald. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:8:p:2921-2939. Full description at Econpapers \|\| Download paper	8
23	2011	Martingale representation theorem for the G-expectation. (2011). Zhang, Jianfeng ; Touzi, Nizar ; Soner, Mete H.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:2:p:265-287. Full description at Econpapers \|\| Download paper	8
24	2011	Occupation times of spectrally negative LÃ©vy processes with applications. (2011). Landriault, David ; Zhou, Xiaowen ; Renaud, Jean-Franois. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:11:p:2629-2641. Full description at Econpapers \|\| Download paper	8
25	2008	BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces. (2008). Confortola, Fulvia ; Briand, Philippe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:5:p:818-838. Full description at Econpapers \|\| Download paper	7
26	2010	A discussion on mean excess plots. (2010). Resnick, Sidney ; Ghosh, Souvik . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:8:p:1492-1517. Full description at Econpapers \|\| Download paper	7
27	2010	Stochastic equations of non-negative processes with jumps. (2010). Li, Zenghu ; Fu, Zongfei . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:3:p:306-330. Full description at Econpapers \|\| Download paper	7
28	2017	Monotone martingale transport plans and Skorokhod embedding. (2017). Beiglbock, Mathias ; Touzi, Nizar ; Henry-Labordere, Pierre. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:9:p:3005-3013. Full description at Econpapers \|\| Download paper	7
29	2009	Time consistent dynamic risk processes. (2009). Bion-Nadal, Jocelyne . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:2:p:633-654. Full description at Econpapers \|\| Download paper	7
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31	1999	On the ruin probabilities in a general economic environment. (1999). Nyrhinen, Harri . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:83:y:1999:i:2:p:319-330. Full description at Econpapers \|\| Download paper	7
32	2016	Risk-consistent conditional systemic risk measures. (2016). Hoffmann, Hannes ; Svindland, Gregor ; Meyer-Brandis, Thilo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:7:p:2014-2037. Full description at Econpapers \|\| Download paper	7
33	2010	A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem. (2010). Morlais, Marie-Amelie . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:10:p:1966-1995. Full description at Econpapers \|\| Download paper	7
34	2016	Empirical and multiplier bootstraps for suprema of empirical processes of increasing complexity, and related Gaussian couplings. (2016). Chernozhukov, Victor ; Kato, Kengo ; Chetverikov, Denis. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:12:p:3632-3651. Full description at Econpapers \|\| Download paper	7
35	2007	Error expansion for the discretization of backward stochastic differential equations. (2007). Labart, Celine ; Gobet, Emmanuel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:7:p:803-829. Full description at Econpapers \|\| Download paper	6
36	2016	An explicit martingale version of the one-dimensional Brenierâs Theorem with full marginals constraint. (2016). Henry-Labordere, Pierre ; Touzi, Nizar ; Tan, Xiaolu . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:9:p:2800-2834. Full description at Econpapers \|\| Download paper	6
37	2003	Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tsitsiashvili, Gurami ; Tang, Qihe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325. Full description at Econpapers \|\| Download paper	6
38	2018	Quadraticâexponential growth BSDEs with jumps and their Malliavinâs differentiability. (2018). Fujii, Masaaki ; Takahashi, Akihiko. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:6:p:2083-2130. Full description at Econpapers \|\| Download paper	6
39	2001	Finite and infinite time ruin probabilities in a stochastic economic environment. (2001). Nyrhinen, Harri . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:92:y:2001:i:2:p:265-285. Full description at Econpapers \|\| Download paper	6
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41	2013	A central limit theorem for stationary random fields. (2013). Voln, Dalibor ; Wu, Wei Biao ; El Machkouri, Mohamed ; ElMachkouri, Mohamed . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:1:p:1-14. Full description at Econpapers \|\| Download paper	6
42	2013	Derivative formulas and gradient estimates for SDEs driven by Î±-stable processes. (2013). Zhang, Xicheng . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:4:p:1213-1228. Full description at Econpapers \|\| Download paper	6
43	2016	Asymptotic theory for large volatility matrix estimation based on high-frequency financial data. (2016). Zou, Jian ; Kim, Donggyu ; Wang, Yazhen. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:11:p:3527-3577. Full description at Econpapers \|\| Download paper	6
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47	2009	Bipower-type estimation in a noisy diffusion setting. (2009). Podolskij, Mark ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:9:p:2803-2831. Full description at Econpapers \|\| Download paper	6
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Citing documents used to compute impact factor: 64

Year	Title
2019	Detecting periodicity from the trajectory of a random walk in random environment. (2019). Vaillancourt, Jean ; Remillard, Bruno N. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:2. Full description at Econpapers \|\| Download paper
2019	Ergodic aspects of some OrnsteinâUhlenbeck type processes related to LÃ©vy processes. (2019). Bertoin, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:4:p:1443-1454. Full description at Econpapers \|\| Download paper
2019	On the EulerâMaruyama scheme for SDEs with bounded variation and HÃ¶lder continuous coefficients. (2019). Taguchi, Dai ; Ngo, Hoang-Long. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:161:y:2019:i:c:p:102-112. Full description at Econpapers \|\| Download paper
2019	Mean field limits for nonlinear spatially extended Hawkes processes with exponential memory kernels. (2019). Chevallier, J ; Ost, G ; Locherbach, E ; Duarte, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:1:p:1-27. Full description at Econpapers \|\| Download paper
2019	Kyle equilibrium under random price pressure. (2019). Fajardo, Jose ; Nunno, Giulia ; Corcuera, Jose Manuel . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:42:y:2019:i:1:d:10.1007_s10203-019-00231-4. Full description at Econpapers \|\| Download paper
2019	Refined basic couplings and Wasserstein-type distances for SDEs with LÃ©vy noises. (2019). Wang, Jian ; Luo, Dejun . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3129-3173. Full description at Econpapers \|\| Download paper
2019	On probability of high extremes of Gaussian fields with a smooth random trend. (2019). Stamatovi, Sinia ; Popivoda, Goran . In: Statistics & Probability Letters. RePEc:eee:stapro:v:147:y:2019:i:c:p:29-35. Full description at Econpapers \|\| Download paper
2019	Tail asymptotic behavior of the supremum of a class of chi-square processes. (2019). Robert, Stephan ; Liu, Peng ; Ji, Lanpeng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:6. Full description at Econpapers \|\| Download paper
2019	Portfolio liquidation under factor uncertainty. (2019). Zhou, Chao ; Xia, Xiaonyu ; Horst, Ulrich. In: Papers. RePEc:arx:papers:1909.00748. Full description at Econpapers \|\| Download paper
2019	Malliavin and Dirichlet structures for independent random variables. (2019). Halconruy, Helene ; Decreusefond, Laurent. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:8:p:2611-2653. Full description at Econpapers \|\| Download paper
2019	Risk-Sensitive Average Equilibria for Discrete-Time Stochastic Games. (2019). Chen, Xian ; Wei, Qingda. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:9:y:2019:i:2:d:10.1007_s13235-018-0267-5. Full description at Econpapers \|\| Download paper
2019	Forward-backward stochastic differential equations driven by G-Brownian motion. (2019). Yuan, Mingxia ; Wang, Bingjun. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:349:y:2019:i:c:p:39-47. Full description at Econpapers \|\| Download paper
2019	Polynomial Jump-Diffusion Models. (2019). Larsson, Martin ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1711.08043. Full description at Econpapers \|\| Download paper
2019	A general framework for time-changed Markov processes and applications. (2019). Cui, Zhenyu ; Nguyen, Duy ; Kirkby, Lars J. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:785-800. Full description at Econpapers \|\| Download paper
2019	Stochastic invariance of closed sets with non-Lipschitz coefficients. (2019). Illand, Camille ; Bouchard, Bruno ; Jaber, Eduardo Abi. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:5:p:1726-1748. Full description at Econpapers \|\| Download paper
2019	Duality for pathwise superhedging in continuous time. (2019). Tangpi, Ludovic ; Promel, David J ; Kupper, Michael ; Bartl, Daniel. In: Papers. RePEc:arx:papers:1705.02933. Full description at Econpapers \|\| Download paper
2019	Computational Methods for Martingale Optimal Transport problems. (2019). Obloj, Jan ; Guo, Gaoyue. In: Papers. RePEc:arx:papers:1710.07911. Full description at Econpapers \|\| Download paper
2019	Pathwise superhedging for time-dependent barrier options on cÃ dlÃ g pathsâFinite or infinite tradeable European, One-Touch, lookback or forward starting options. (2019). Forde, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:3:p:799-821. Full description at Econpapers \|\| Download paper
2019	No arbitrage and leadâlag relationships. (2019). Koike, Yuta ; Hayashi, Takaki. In: Statistics & Probability Letters. RePEc:eee:stapro:v:154:y:2019:i:c:1. Full description at Econpapers \|\| Download paper
2019	Averaging principle for the heat equation driven by a general stochastic measure. (2019). Radchenko, Vadym . In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:224-230. Full description at Econpapers \|\| Download paper
2019	Poisson discretizations of Wiener functionals and Malliavin operators with Wasserstein estimates. (2019). Zhang, Z ; Yam, S. C. P., ; Privault, N. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3376-3405. Full description at Econpapers \|\| Download paper
2019	Nonparametric estimation of the trend for stochastic differential equations driven by small Î±-stable noises. (2019). Shu, Huisheng ; Yi, Haoran ; Zhang, Xuekang . In: Statistics & Probability Letters. RePEc:eee:stapro:v:151:y:2019:i:c:p:8-16. Full description at Econpapers \|\| Download paper
2019	Estimating functions for jumpâdiffusions. (2019). SÃÂ¸rensen, Michael ; Sorensen, Michael ; Jakobsen, Nina Munkholt . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3282-3318. Full description at Econpapers \|\| Download paper
2019	Exact convergence rate in the local central limit theorem for a lattice branching random walk on Zd. (2019). Gao, Zhi-Qiang. In: Statistics & Probability Letters. RePEc:eee:stapro:v:151:y:2019:i:c:p:58-66. Full description at Econpapers \|\| Download paper
2019	Conditioned real self-similar Markov processes. (2019). Satitkanitkul, Weerapat ; Rivero, Victor M ; Kyprianou, Andreas E. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:3:p:954-977. Full description at Econpapers \|\| Download paper
2019	Large deviations of Markov chains with multiple time-scales. (2019). Popovic, Lea . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:9:p:3319-3359. Full description at Econpapers \|\| Download paper
2019	Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. (2019). Bandini, Elena ; Pham, Huyen ; Fuhrman, Marco ; Cosso, Andrea. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:2:p:674-711. Full description at Econpapers \|\| Download paper
2019	Climb on the Bandwagon: Consensus and Periodicity in a Lifetime Utility Model with Strategic Interactions. (2019). Tolotti, Marco ; Sartori, Elena ; Pra, Paolo Dai. In: Dynamic Games and Applications. RePEc:spr:dyngam:v:9:y:2019:i:4:d:10.1007_s13235-019-00299-y. Full description at Econpapers \|\| Download paper
2019	Spectral tail processes and max-stable approximations of multivariate regularly varying time series. (2019). Janssen, Anja. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:6:p:1993-2009. Full description at Econpapers \|\| Download paper
2019	Chordal KomatuâLoewner equation for a family of continuously growing hulls. (2019). Murayama, Takuya. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:8:p:2968-2990. Full description at Econpapers \|\| Download paper
2019	Generalized refracted LÃ©vy process and its application to exit problem. (2019). Yano, Kouji ; Noba, Kei . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:5:p:1697-1725. Full description at Econpapers \|\| Download paper
2019	On a spectrally negative LÃ©vy risk process with periodic dividends and capital injections. (2019). Zhou, Xiaowen ; Dong, Hua. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:16. Full description at Econpapers \|\| Download paper
2019	Rough differential equations with power type nonlinearities. (2019). Tindel, Samy ; Chakraborty, Prakash. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:5:p:1533-1555. Full description at Econpapers \|\| Download paper
2019	Asymptotically stable random walks of index 1<Î±<2 killed on a finite set. (2019). Uchiyama, Kohei . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:12:p:5151-5199. Full description at Econpapers \|\| Download paper
2019	Poissonian occupation times of spectrally negative L\evy processes with applications. (2019). Lkabous, Mohamed Amine. In: Papers. RePEc:arx:papers:1907.09990. Full description at Econpapers \|\| Download paper
2019	On occupation times in the red of L\evy risk models. (2019). Lkabous, Mohamed Amine ; Li, Bin ; Landriault, David. In: Papers. RePEc:arx:papers:1903.03721. Full description at Econpapers \|\| Download paper
2019	Persistence of sums of correlated increments and clustering in cellular automata. (2019). Sivakoff, David ; Lyu, Hanbaek. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:4:p:1132-1152. Full description at Econpapers \|\| Download paper
2019	Synchronization and functional central limit theorems for interacting reinforced random walks. (2019). Crimaldi, Irene ; Minelli, Ida G ; Louis, Pierre-Yves ; Pra, Paolo Dai . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:1:p:70-101. Full description at Econpapers \|\| Download paper
2019	Filtration shrinkage, the structure of deflators, and failure of market completeness. (2019). Ruf, Johannes ; Kardaras, Constantinos. In: Papers. RePEc:arx:papers:1912.04652. Full description at Econpapers \|\| Download paper
2019	Large rank-based models with common noise. (2019). Sarantsev, Andrey ; Kolli, Praveen . In: Statistics & Probability Letters. RePEc:eee:stapro:v:151:y:2019:i:c:p:29-35. Full description at Econpapers \|\| Download paper
2019	Classical large deviation theorems on complete Riemannian manifolds. (2019). Versendaal, Rik ; Redig, Frank ; Kraaij, Richard C. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:11:p:4294-4334. Full description at Econpapers \|\| Download paper
2019	Robust Pricing and Hedging around the Globe. (2019). Stebegg, Florian ; Herrmann, Sebastian. In: Papers. RePEc:arx:papers:1707.08545. Full description at Econpapers \|\| Download paper
2019	Robust bounds for the American put. (2019). Hobson, David ; Norgilas, Dominykas. In: Finance and Stochastics. RePEc:spr:finsto:v:23:y:2019:i:2:d:10.1007_s00780-019-00385-4. Full description at Econpapers \|\| Download paper
2019	Approximation of Optimal Transport problems with marginal moments constraints. (2019). Lombardi, Damiano ; Ehrlacher, Virginie ; Coyaud, Rafael ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:1905.05663. Full description at Econpapers \|\| Download paper
2019	Martingale optimal transport in the discrete case via simple linear programming techniques. (2019). Schmithals, Daniel ; Bauerle, Nicole. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:90:y:2019:i:3:d:10.1007_s00186-019-00684-8. Full description at Econpapers \|\| Download paper
2019	Reflected backward stochastic partial differential equations with jumps in a convex domain. (2019). Yang, Xue. In: Statistics & Probability Letters. RePEc:eee:stapro:v:152:y:2019:i:c:p:126-136. Full description at Econpapers \|\| Download paper
2019	Global martingale solutions for a stochastic population cross-diffusion system. (2019). Zamponi, Nicola ; Jungel, Ansgar ; Dhariwal, Gaurav. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:10:p:3792-3820. Full description at Econpapers \|\| Download paper
2019	On the EulerâMaruyama scheme for spectrally one-sided LÃ©vy driven SDEs with HÃ¶lder continuous coefficients. (2019). Taguchi, Dai ; Li, Libo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:146:y:2019:i:c:p:15-26. Full description at Econpapers \|\| Download paper
2019	Distribution dependent SDEs with singular coefficients. (2019). Wang, Feng-Yu ; Huang, Xing. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:11:p:4747-4770. Full description at Econpapers \|\| Download paper
2019	Critical first-passage percolation starting on the boundary. (2019). Yao, Chang-Long ; JIANG, Jianping . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:6:p:2049-2065. Full description at Econpapers \|\| Download paper
2019	Asymptotic behavior for an additive functional of two independent self-similar Gaussian processes. (2019). Xu, Fangjun ; Nualart, David. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:10:p:3981-4008. Full description at Econpapers \|\| Download paper
2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456. Full description at Econpapers \|\| Download paper
2019	Solving backward stochastic differential equations with quadratic-growth drivers by connecting the short-term expansions. (2019). Takahashi, Akihiko ; Fujii, Masaaki. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:5:p:1492-1532. Full description at Econpapers \|\| Download paper
2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: Papers. RePEc:arx:papers:1911.11501. Full description at Econpapers \|\| Download paper
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf467. Full description at Econpapers \|\| Download paper
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1133. Full description at Econpapers \|\| Download paper
2019	Term structure modeling for multiple curves with stochastic discontinuities. (2019). Schmidt, Thorsten ; Gumbel, Sandrine ; Grbac, Zorana ; Fontana, Claudio. In: Papers. RePEc:arx:papers:1810.09882. Full description at Econpapers \|\| Download paper
2019	Approximation of some multivariate risk measures for Gaussian risks. (2019). Hashorva, Enkelejd . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:169:y:2019:i:c:p:330-340. Full description at Econpapers \|\| Download paper
2019	Asymptotics of multivariate conditional risk measures for Gaussian risks. (2019). Ling, Chengxiu. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:86:y:2019:i:c:p:205-215. Full description at Econpapers \|\| Download paper
2019	Large deviations of bivariate Gaussian extrema. (2019). Honnappa, Harsha ; Hofstad, Remco . In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:93:y:2019:i:3:d:10.1007_s11134-019-09632-z. Full description at Econpapers \|\| Download paper
2019	Limit theorems for an inverse Markovian Hawkes process. (2019). Seol, Youngsoo. In: Statistics & Probability Letters. RePEc:eee:stapro:v:155:y:2019:i:c:7. Full description at Econpapers \|\| Download paper
2019	On SDEs with Lipschitz coefficients, driven by continuous, model-free price paths. (2019). Mhlanga, Farai J ; Lochowski, Rafal M. In: Papers. RePEc:arx:papers:1807.05692. Full description at Econpapers \|\| Download paper
2019	On pathwise RiemannâStieltjes integrals. (2019). Yaskov, Pavel. In: Statistics & Probability Letters. RePEc:eee:stapro:v:150:y:2019:i:c:p:101-107. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1907.04046. Full description at Econpapers \|\| Download paper
2019	The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics. (2019). Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:1911.12969. Full description at Econpapers \|\| Download paper
2019	What fuels the adoption of alternative fuels? Examining preferences of German car drivers for fuel innovations. (2019). Arning, Katrin ; Linzenich, Anika ; Ziefle, Martina ; Mitsos, Alexander ; Bongartz, Dominik. In: Applied Energy. RePEc:eee:appene:v:249:y:2019:i:c:p:222-236. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	The value of informational arbitrage. (2018). Fontana, Claudio ; Cosso, Andrea ; Chau, Huy N. In: Papers. RePEc:arx:papers:1804.00442. Full description at Econpapers \|\| Download paper
2018	On optimal periodic dividend strategies for LÃ©vy risk processes. (2018). Noba, Kei ; Yano, Kouji ; Yamazaki, Kazutoshi ; Perez, Jose-Luis. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:29-44. Full description at Econpapers \|\| Download paper
2018	Wavelet eigenvalue regression for n-variate operator fractional Brownian motion. (2018). Abry, Patrice ; Didier, Gustavo. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:168:y:2018:i:c:p:75-104. Full description at Econpapers \|\| Download paper
2018	American options under periodic exercise opportunities. (2018). Perez, Jose-Luis ; Yamazaki, Kazutoshi. In: Statistics & Probability Letters. RePEc:eee:stapro:v:135:y:2018:i:c:p:92-101. Full description at Econpapers \|\| Download paper
2018	Singular integrals of stable subordinator. (2018). Xu, Lihu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:139:y:2018:i:c:p:115-118. Full description at Econpapers \|\| Download paper
2018	On the Bail-Out Optimal Dividend Problem. (2018). Perez, Jose-Luis ; Yu, Xiang ; Yamazaki, Kazutoshi. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:179:y:2018:i:2:d:10.1007_s10957-018-1340-3. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Statistical inference for the doubly stochastic self-exciting process. (2017). Potiron, Yoann ; Clinet, Simon. In: Papers. RePEc:arx:papers:1607.05831. Full description at Econpapers \|\| Download paper
2017	The geometry of multi-marginal Skorokhod Embedding. (2017). Huesmann, Martin ; Cox, Alexander ; Beiglboeck, Mathias . In: Papers. RePEc:arx:papers:1705.09505. Full description at Econpapers \|\| Download paper
2017	Sequence Classification of the Limit Order Book using Recurrent Neural Networks. (2017). Dixon, Matthew F. In: Papers. RePEc:arx:papers:1707.05642. Full description at Econpapers \|\| Download paper
2017	No arbitrage and lead-lag relationships. (2017). Koike, Yuta ; Hayashi, Takaki. In: Papers. RePEc:arx:papers:1712.09854. Full description at Econpapers \|\| Download paper
2017	HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition. (2017). Fabbri, Giorgio ; Russo, Francesco. In: Discussion Papers (IRES - Institut de Recherches Economiques et Sociales). RePEc:ctl:louvir:2017003. Full description at Econpapers \|\| Download paper
2017	Parisian ruin for a refracted LÃ©vy process. (2017). Lkabous, Mohamed Amine ; Renaud, Jean-Franois ; Czarna, Irmina. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:74:y:2017:i:c:p:153-163. Full description at Econpapers \|\| Download paper
2017	Weak Dirichlet processes with jumps. (2017). Russo, Francesco ; Bandini, Elena. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:127:y:2017:i:12:p:4139-4189. Full description at Econpapers \|\| Download paper
2017	A law of the iterated logarithm for the number of occupied boxes in the Bernoulli sieve. (2017). Iksanov, Alexander ; Bouzeffour, Fethi ; Jedidi, Wissem . In: Statistics & Probability Letters. RePEc:eee:stapro:v:126:y:2017:i:c:p:244-252. Full description at Econpapers \|\| Download paper
2017	On the concept of subcriticality and criticality and a ratio theorem for a branching process in a random environment. (2017). Wang, Yuejiao ; Liu, Quansheng. In: Statistics & Probability Letters. RePEc:eee:stapro:v:127:y:2017:i:c:p:97-103. Full description at Econpapers \|\| Download paper
2017	HÃ¶lder continuity for stochastic fractional heat equation with colored noise. (2017). Li, Kexue . In: Statistics & Probability Letters. RePEc:eee:stapro:v:129:y:2017:i:c:p:34-41. Full description at Econpapers \|\| Download paper
2017	HJB equations in infinite dimension and optimal control of stochastic evolution equations via generalized Fukushima decomposition. (2017). Fabbri, Giorgio ; Russo, F. In: Working Papers. RePEc:gbl:wpaper:2017-07. Full description at Econpapers \|\| Download paper
2017	Stochastic Optimal Control in Infinite Dimensions - Dynamic Programming and HJB Equations. (2017). Gozzi, Fausto ; Fabbri, Giorgio ; Swiech, Andrzej. In: Post-Print. RePEc:hal:journl:hal-01505767. Full description at Econpapers \|\| Download paper
2017	Tukeyâs transformational ladder for portfolio management. (2017). Ernst, Philip A ; Miao, Yinsen ; Thompson, James R. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0292-1. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Arbitrage and utility maximization in market models with an insider. (2016). Chau, Ngoc Huy ; Tankov, Peter ; Runggaldier, Wolfgang . In: Papers. RePEc:arx:papers:1608.02068. Full description at Econpapers \|\| Download paper
2016	The characteristic function of rough Heston models. (2016). el Euch, Omar ; Rosenbaum, Mathieu. In: Papers. RePEc:arx:papers:1609.02108. Full description at Econpapers \|\| Download paper
2016	Quadratic-exponential growth BSDEs with Jumps and their MalliavinÃ¢â¬â¢s Differentiability (revised version of CARF-F-376). (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf395. Full description at Econpapers \|\| Download paper
2016	Sparse PCA-based on high-dimensional ItÃ´ processes with measurement errors. (2016). Wang, Yazhen ; Kim, Donggyu. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:172-189. Full description at Econpapers \|\| Download paper
2016	Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model. (2016). Kramkov, Dmitry ; Pulido, Sergio. In: Post-Print. RePEc:hal:journl:hal-01181147. Full description at Econpapers \|\| Download paper
2016	Risk in a Large Claims Insurance Market with Bipartite Graph Structure. (2016). Kluppelberg, Claudia ; Kley, Oliver ; Reinert, Gesine . In: Operations Research. RePEc:inm:oropre:v:64:y:2016:i:5:p:1159-1176. Full description at Econpapers \|\| Download paper
2016	Consumption optimization for recursive utility in a jump-diffusion model. (2016). Antonelli, Fabio ; Mancini, Carlo . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:39:y:2016:i:2:d:10.1007_s10203-016-0177-1. Full description at Econpapers \|\| Download paper
2016	Nonparametric estimation in a mixed-effect OrnsteinâUhlenbeck model. (2016). Dion, Charlotte . In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:79:y:2016:i:8:d:10.1007_s00184-016-0583-y. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Stochastic Processes and their Applications / Elsevier	33	1192
2	Papers / arXiv.org	54	597
3	Statistics & Probability Letters / Elsevier	26	386
4	Journal of Econometrics / Elsevier	191	170
5	Finance and Stochastics / Springer	45	139
6	Physica A: Statistical Mechanics and its Applications / Elsevier	54	123
7	Applied Mathematics and Computation / Elsevier	15	107
8	Journal of Multivariate Analysis / Elsevier	40	96
9	Insurance: Mathematics and Economics / Elsevier	44	96
10	Statistical Inference for Stochastic Processes / Springer	9	83
11	European Journal of Operational Research / Elsevier	91	58