Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

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Peng, Shige. “Multi-Dimensional G-Brownian Motion and Related Stochastic Calculus under G-Expectation”. Stochastic Processes and Their Applications, vol. 118, no. 12, 2008, pp. 2223-5, https://doi.org/10.1016/j.spa.2007.10.015.
Peng, S. (2008). Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. Stochastic Processes and Their Applications, 118(12), 2223-2253. https://doi.org/10.1016/j.spa.2007.10.015
Peng, Shige. “Multi-Dimensional G-Brownian Motion and Related Stochastic Calculus under G-Expectation”. Stochastic Processes and Their Applications 118, no. 12 (2008): 2223-53. https://doi.org/10.1016/j.spa.2007.10.015.
Peng S. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. Stochastic Processes and their Applications. 2008;118(12):2223-5.
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Mathematical statistics
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Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators Journal of Theoretical Probability
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Citations Analysis
Category Category Repetition
Science: Mathematics253
Science: Mathematics: Probabilities. Mathematical statistics117
Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods92
Technology: Engineering (General). Civil engineering (General)35
Technology: Mechanical engineering and machinery34
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics25
Social Sciences: Economic theory. Demography: Economics as a science17
Social Sciences: Commerce: Business17
Social Sciences: Finance12
Social Sciences: Statistics11
Science: Science (General)10
Technology: Manufactures: Production management. Operations management8
Science: Mathematics: Instruments and machines: Electronic computers. Computer science6
Science: Physics4
Technology: Electrical engineering. Electronics. Nuclear engineering: Electric apparatus and materials. Electric circuits. Electric networks3
Technology: Technology (General): Industrial engineering. Management engineering1
Technology: Electrical engineering. Electronics. Nuclear engineering1
Science: Science (General): Cybernetics: Information theory1
Technology: Electrical engineering. Electronics. Nuclear engineering: Telecommunication1
Social Sciences: Commerce: Business: Personnel management. Employment management1
Science: Mathematics: Instruments and machines: Electronic computers. Computer science: Computer software1
Technology: Electrical engineering. Electronics. Nuclear engineering: Electronics: Computer engineering. Computer hardware1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
Science: Mathematics: Analysis1
Technology: Engineering (General). Civil engineering (General): Mechanics of engineering. Applied mechanics1
The category Science: Mathematics 253 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Survey on normal distributions, central limit theorem, Brownian motion and the related stochastic calculus under sublinear expectations and was published in 2009. The most recent citation comes from a 2024 study titled Multi-dimensional Reflected Backward Stochastic Differential Equations Driven by G-Brownian Motion with Diagonal Generators. This article reached its peak citation in 2023, with 38 citations. It has been cited in 109 different journals, 11% of which are open access. Among related journals, the Communications in Statistics - Theory and Methods cited this research the most, with 25 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year