PUQR Flyer: showing all essential information of the journal.
Probability, Uncertainty and Quantitative Risk (PUQR) aims to report significant developments in modern probability theory, its relation to stochastic analysis and statistics, stochastic processes, their dynamics and control, as well as applications in domains such as finance, economics, biology, computer science, and the corresponding data analysis.
The primary objective of PUQR is to publish work of the highest standards on: Ambiguity and Knightian Uncertainty, Backward stochastic differential equations, nonlinear expectation, and path-dependent PDEs, Dynamic risk measures, Mathematical modelling under uncertainty, Quantitative risks, Recursive Utility, Uncertainty quantification, Computational aspects and numerical methods related to the above topics, Related topics, among them also relevant to statistics. The related topics encompass a broad range of research, from mathematical approaches in which the above topics play a key role or constitute an important tool, to backward SDE methods in stochastic control problems, differential games in the context of uncertainty that may, e.g., be related to asymmetric information, and to a vast field of applications such as mean-field approaches in finance or modelling systematic risk.
All papers will undergo a thorough peer reviewing process unless the subject of the paper does not fit the journal; in this case, the author will be informed promptly. Every effort will be made to secure a decision in three months and to publish accepted papers within six months.
· AIMS is a member of COPE. All AIMS journals adhere to the publication ethics and malpractice policies outlined by COPE.
· Publishes 4 issues a year in March, June, September and December.
· PUQR is a free access publication.
· Indexed in ESCI, DOAJ, Mathematical Reviews, zbMATH Open, Google Scholar, OCLC, Summon by ProQuest
· © Shandong University and AIMS, LLC. Published by the American Institute of Mathematical Sciences on behalf of Shandong University.
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