Latest Research in Functional Analysis
31 research papers · 2026 median publication year
Top Research Topics in Functional Analysis
- Probability — 11 papers
- Functional Analysis — 3 papers
- Stochastic processes and financial applications — 3 papers
- Numerical Analysis — 2 papers
- Optimization and Control — 2 papers
- Nonlinear Differential Equations Analysis — 1 papers
- Numerical methods for differential equations — 1 papers
- Differential Equations and Numerical Methods — 1 papers
- General Mathematics — 1 papers
- Data Structures and Algorithms — 1 papers
Highest-Cited Papers
- On an Analogy of Fermat’s Theorem for the First-Level General Fractional Derivative and Its Applications
- Inhomogeneous long-range percolation in the strong decay regime: recurrence in one dimension
- Functional limit theorems for perturbed random walks
- Optimal Time-Dependent Jump Truncation for Time-Singular Lévy Processes
- Approximate Inversion of Discrete Fourier Integral Operators via Hierarchically Semiseparable Matrices
- Coupling for one-dimensional subcritical and critical CBI processes with jumps
- On the Generalized Conditional Gradient Method for Mean Field Games with Local Coupling Terms
- Fluctuations of additive martingale limits of branching Brownian motion
- Differentiability of the Value Function in Control-Constrained Parabolic Problems
- Angles, orthogonality, and Pythagorean theorem in Banach spaces with two related applications
- A large-deviation principle for the empirical distribution of a regular branching random walk
- Discrete Approximation to Time-changed Brownian Motions
- The randomly oriented Manhattan lattice in 2D is transient
- Mapping for Approximation: A Unified View of Rescaled, Variably Scaled and Rational Kernel Methods
- Mean-field quadratic BSDEs and related mean-field portfolio games of controls
- Stability of the Monge Map in Semi-Dual Optimal Transport
- An existence result of a functional integral equation via Darbo type theorem and an iterative algorithm to solve it
- Stochastic Optimal Control for Systems with Drifts of Bounded Variation: A Maximum Principle Approach
- Stochastic Maximum Principle for Square-Integrable Optimal Control of Linearly Growing Stochastic Differential Systems Subject to a Quadratically Growing Cost Functional
- A Simpler Analysis of the Bansal-Jiang Quasi Monte-Carlo Algorithm via Haar Wavelets