American Institute of Mathematical Sciences

PUQR Flyer: showing all essential information of the journal.
Call for Papers: Special Issue “Recent Developments of Forward Performance Processes” (click to view details)

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.