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Author ID: follmer.hans Recent zbMATH articles by "Föllmer, Hans"
Published as: Föllmer, Hans; Föllmer, H.; Fölmer, Hans
Homepage: http://www.math.hu-berlin.de/~foellmer/index-e.html
External Links: MGP · Wikidata · dblp · GND · IdRef · theses.fr
Documents Indexed: 91 Publications since 1969, including 5 Books
2 Contributions as Editor · 1 Further Contribution
Biographic References: 1 Publication
Co-Authors: 49 Co-Authors with 53 Joint Publications
2,170 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

78 Publications have been cited 2,655 times in 1,999 Documents Cited by Year
Convex measures of risk and trading constraints. Zbl 1041.91039
Föllmer, Hans; Schied, Alexander
463
2002
Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028
Föllmer, Hans; Schied, Alexander
386
2004
Hedging of contingent claims under incomplete information. Zbl 0738.90007
Föllmer, Hans; Schweizer, Martin
182
1990
Quantile hedging. Zbl 0977.91019
Föllmer, Hans; Leukert, Peter
131
1999
Stochastic finance. An introduction in discrete time. Zbl 1125.91053
Föllmer, Hans; Schied, Alexander
121
2002
Efficient hedging: cost versus shortfall risk. Zbl 0956.60074
Föllmer, Hans; Leukert, Peter
110
2000
Hedging of non-redundant contingent claims. Zbl 0663.90006
Föllmer, Hans; Sondermann, Dieter
98
1986
Optional decompositions under constraints. Zbl 0882.60063
Föllmer, H.; Kramkov, D.
76
1997
Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119
Föllmer, Hans; Penner, Irina
69
2006
Stochastic finance. An introduction in discrete time. 3rd revised and extended ed. Zbl 1213.91006
Fölmer, Hans; Schied, Alexander
67
2011
Random economies with many interacting agents. Zbl 0281.90021
Föllmer, Hans
59
1974
Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001
Föllmer, Hans; Schied, Alexander
51
2016
Calcul d’Ito sans probabilités. Zbl 0461.60074
Föllmer, Hans
48
1981
Large deviations for the empirical field of a Gibbs measure. Zbl 0648.60028
Föllmer, Hans; Orey, Steven
47
1988
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
45
1995
Robust preferences and convex measures of risk. Zbl 1022.91045
Föllmer, Hans; Schied, Alexander
44
2002
The exit measure of a supermartingale. Zbl 0231.60033
Föllmer, Hans
40
1971
Optional decomposition and Lagrange multipliers. Zbl 0894.90016
Föllmer, H.; Kabanov, Yu. M.
37
1998
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044
Föllmer, Hans; Horst, Ulrich; Kirman, Alan
33
2005
Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128
Föllmer, Hans; Knispel, Thomas
32
2011
A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027
Föllmer, Hans; Schweizer, Martin
30
1993
On entropy and information gain in random fields. Zbl 0258.60029
Föllmer, Hans
29
1973
Random fields and diffusion processes. Zbl 0661.60063
Föllmer, Hans
28
1988
Robust preferences and robust portfolio choice. Zbl 1180.91274
Schied, Alexander; Föllmer, Hans; Weber, Stefan
27
2009
A covariance estimate for Gibbs measures. Zbl 0482.60052
Föllmer, Hans
26
1982
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Zbl 1262.91091
Acciaio, Beatrice; Föllmer, Hans; Penner, Irina
21
2012
Phase transition and Martin boundary. Zbl 0367.60112
Föllmer, Hans
20
1975
Robust projections in the class of martingale measures. Zbl 1099.94016
Föllmer, Hans; Gundel, Anne
19
2006
Time reversal of infinite-dimensional diffusions. Zbl 0602.60067
Föllmer, H.; Wakolbinger, A.
18
1986
Asymptotic arbitrage and large deviations. Zbl 1153.91015
Föllmer, H.; Schachermayer, W.
17
2008
Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin
17
2014
On the representation of semimartingales. Zbl 0265.60044
Föllmer, Hans
16
1973
Time reversal on Wiener space. Zbl 0582.60078
Föllmer, Hans
15
1986
American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022
Bank, Peter; Föllmer, Hans
14
2003
Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082
Föllmer, Hans; Imkeller, Peter
14
1993
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. Zbl 0996.60079
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
13
1999
On weak Brownian motions of arbitrary order. Zbl 0968.60069
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
11
2000
Entropy minimization and Schrödinger processes in infinite dimensions. Zbl 0876.60063
Föllmer, Hans; Gantert, Nina
10
1997
Probabilistic aspects of finance. Zbl 1279.91053
Föllmer, Hans; Schied, Alexander
10
2013
On Itô’s formula for multidimensional Brownian motion. Zbl 0955.60077
Föllmer, Hans; Protter, Philip
9
2000
Relative densities of semimartingales. Zbl 0281.60053
Airault, Hélène; Föllmer, Hans
9
1974
Dirichlet processes. Zbl 0462.60046
Föllmer, Hans
9
1981
Feine Topologie am Martinrand eines Standardprozesses. Zbl 0172.21601
Föllmer, H.
9
1969
Probabilistic aspects of financial risk. Zbl 1047.91041
Föllmer, Hans
8
2001
On the global Markov property. Zbl 0457.60077
Föllmer, Hans
8
1980
On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty. Zbl 0402.90026
Föllmer, Hans; Majumdar, Mukul
8
1978
Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011
Föllmer, Hans
7
2014
Convergence of locally and globally interacting Markov chains. Zbl 1058.60087
Föllmer, Hans; Horst, Ulrich
6
2001
A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058
El Karoui, Nicole; Föllmer, Hans
6
2005
Stock price fluctuation as a diffusion in a random environment. Zbl 0822.90022
Föllmer, Hans
6
1994
On large deviations and relative entropy of Markov random fields. Zbl 0641.60040
Föllmer, H.
6
1987
Potentials of a Markov process are expected suprema. Zbl 1184.60030
Föllmer, Hans; Knispel, Thomas
5
2007
An ”inner” variational principle for Markov fields on a graph. Zbl 0366.60120
Föllmer, Hans; Snell, J. L.
5
1977
Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094
Föllmer, Hans
5
1979
An entropy approach to the time reversal of diffusion processes. Zbl 0562.60083
Föllmer, Hans
5
1985
Quasimartingales à deux indices. Zbl 0397.60044
Föllmer, Hans
5
1979
École d’été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987). Zbl 0649.00016
Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S.
4
1988
Stock price fluctuation as a diffusion in a random environment. Zbl 0854.90012
Föllmer, Hans
4
1995
Monetary valuation of cash flows under Knightian uncertainty. Zbl 1208.91170
Föllmer, Hans; Penner, Irina
4
2011
Spatial risk measures: local specification and boundary risk. Zbl 1386.91080
Föllmer, Hans; Klüppelberg, Claudia
4
2014
A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038
Buckdahn, Rainer; Föllmer, Hans
3
1993
On the potential theory of stochastic fields. Zbl 0364.60114
Föllmer, Hans
3
1975
Optimal stopping of constrained Brownian motion. Zbl 0241.60034
Föllmer, Hans
3
1972
A representation of excessive functions as expected suprema. Zbl 1127.60075
Föllmer, Hans; Knispel, Thomas
3
2006
Large deviations and surface entropy for Markov fields. Zbl 0671.60020
Föllmer, Hans; Ort, Marianne
3
1988
Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Zbl 0563.60070
Föllmer, Hans
2
1984
Convex capital requirements for large portfolio. Zbl 1308.91139
Föllmer, Hans; Knispel, Thomas
1
2012
Martin boundaries on Wiener space. Zbl 0726.60078
Föllmer, Hans
1
1990
Orthogonal martingale representation. Zbl 0728.60049
Elliott, Robert J.; Föllmer, Hans
1
1991
Financial uncertainty, risk measures and robust preferences. Zbl 1152.91511
Föllmer, H.
1
2008
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
1
1998
Everything is right and still wrong? (Alles richtig und trotzdem falsch? Anmerkungen zur Finanzkrise und zur Finanzmathematik.) Zbl 1181.91358
Föllmer, Hans
1
2009
Randomness in economics: on the role of probability theory in the theory of financial markets. (Der Zufall in den Wirtschaftswissenschaften: zur Rolle der Wahrscheinlichkeitstheorie in der Theorie der Finanzmärkte.) Zbl 1205.60014
Föllmer, Hans
1
1999
Stochastic holomorphy. Zbl 0262.60032
Föllmer, Hans
1
1974
Almost sure convergence of multiparameter martingales for Markov random fields. Zbl 0538.60043
Föllmer, Hans
1
1984
Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Zbl 0188.41902
Föllmer, Hans
1
1971
Time reversal and smoothing of infinite-dimensional diffusion processes. Zbl 0612.60050
Deuschel, J. D.; Föllmer, Hans
1
1986
A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049
Clark, J. M. C.; Föllmer, H.
1
1987
Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001
Föllmer, Hans; Schied, Alexander
51
2016
Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089
Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin
17
2014
Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011
Föllmer, Hans
7
2014
Spatial risk measures: local specification and boundary risk. Zbl 1386.91080
Föllmer, Hans; Klüppelberg, Claudia
4
2014
Probabilistic aspects of finance. Zbl 1279.91053
Föllmer, Hans; Schied, Alexander
10
2013
Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Zbl 1262.91091
Acciaio, Beatrice; Föllmer, Hans; Penner, Irina
21
2012
Convex capital requirements for large portfolio. Zbl 1308.91139
Föllmer, Hans; Knispel, Thomas
1
2012
Stochastic finance. An introduction in discrete time. 3rd revised and extended ed. Zbl 1213.91006
Fölmer, Hans; Schied, Alexander
67
2011
Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128
Föllmer, Hans; Knispel, Thomas
32
2011
Monetary valuation of cash flows under Knightian uncertainty. Zbl 1208.91170
Föllmer, Hans; Penner, Irina
4
2011
Robust preferences and robust portfolio choice. Zbl 1180.91274
Schied, Alexander; Föllmer, Hans; Weber, Stefan
27
2009
Everything is right and still wrong? (Alles richtig und trotzdem falsch? Anmerkungen zur Finanzkrise und zur Finanzmathematik.) Zbl 1181.91358
Föllmer, Hans
1
2009
Asymptotic arbitrage and large deviations. Zbl 1153.91015
Föllmer, H.; Schachermayer, W.
17
2008
Financial uncertainty, risk measures and robust preferences. Zbl 1152.91511
Föllmer, H.
1
2008
Potentials of a Markov process are expected suprema. Zbl 1184.60030
Föllmer, Hans; Knispel, Thomas
5
2007
Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119
Föllmer, Hans; Penner, Irina
69
2006
Robust projections in the class of martingale measures. Zbl 1099.94016
Föllmer, Hans; Gundel, Anne
19
2006
A representation of excessive functions as expected suprema. Zbl 1127.60075
Föllmer, Hans; Knispel, Thomas
3
2006
Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044
Föllmer, Hans; Horst, Ulrich; Kirman, Alan
33
2005
A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058
El Karoui, Nicole; Föllmer, Hans
6
2005
Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028
Föllmer, Hans; Schied, Alexander
386
2004
American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022
Bank, Peter; Föllmer, Hans
14
2003
Convex measures of risk and trading constraints. Zbl 1041.91039
Föllmer, Hans; Schied, Alexander
463
2002
Stochastic finance. An introduction in discrete time. Zbl 1125.91053
Föllmer, Hans; Schied, Alexander
121
2002
Robust preferences and convex measures of risk. Zbl 1022.91045
Föllmer, Hans; Schied, Alexander
44
2002
Probabilistic aspects of financial risk. Zbl 1047.91041
Föllmer, Hans
8
2001
Convergence of locally and globally interacting Markov chains. Zbl 1058.60087
Föllmer, Hans; Horst, Ulrich
6
2001
Efficient hedging: cost versus shortfall risk. Zbl 0956.60074
Föllmer, Hans; Leukert, Peter
110
2000
On weak Brownian motions of arbitrary order. Zbl 0968.60069
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
11
2000
On Itô’s formula for multidimensional Brownian motion. Zbl 0955.60077
Föllmer, Hans; Protter, Philip
9
2000
Quantile hedging. Zbl 0977.91019
Föllmer, Hans; Leukert, Peter
131
1999
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. Zbl 0996.60079
Föllmer, Hans; Wu, Ching-Tang; Yor, Marc
13
1999
Randomness in economics: on the role of probability theory in the theory of financial markets. (Der Zufall in den Wirtschaftswissenschaften: zur Rolle der Wahrscheinlichkeitstheorie in der Theorie der Finanzmärkte.) Zbl 1205.60014
Föllmer, Hans
1
1999
Optional decomposition and Lagrange multipliers. Zbl 0894.90016
Föllmer, H.; Kabanov, Yu. M.
37
1998
Richard von Mises. Zbl 0901.01020
Föllmer, Hans; Küchler, Uwe
1
1998
Optional decompositions under constraints. Zbl 0882.60063
Föllmer, H.; Kramkov, D.
76
1997
Entropy minimization and Schrödinger processes in infinite dimensions. Zbl 0876.60063
Föllmer, Hans; Gantert, Nina
10
1997
Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048
Föllmer, Hans; Protter, Philip; Shiryayev, Albert N.
45
1995
Stock price fluctuation as a diffusion in a random environment. Zbl 0854.90012
Föllmer, Hans
4
1995
Stock price fluctuation as a diffusion in a random environment. Zbl 0822.90022
Föllmer, Hans
6
1994
A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027
Föllmer, Hans; Schweizer, Martin
30
1993
Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082
Föllmer, Hans; Imkeller, Peter
14
1993
A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038
Buckdahn, Rainer; Föllmer, Hans
3
1993
Orthogonal martingale representation. Zbl 0728.60049
Elliott, Robert J.; Föllmer, Hans
1
1991
Hedging of contingent claims under incomplete information. Zbl 0738.90007
Föllmer, Hans; Schweizer, Martin
182
1990
Martin boundaries on Wiener space. Zbl 0726.60078
Föllmer, Hans
1
1990
Large deviations for the empirical field of a Gibbs measure. Zbl 0648.60028
Föllmer, Hans; Orey, Steven
47
1988
Random fields and diffusion processes. Zbl 0661.60063
Föllmer, Hans
28
1988
École d’été de probabilités de Saint-Flour XV-XVII, 1985-87 (2-19 Juil. 1985, 17 Août - 3 Sept. 1986, 1-18 Juil. 1987). Zbl 0649.00016
Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S.
4
1988
Large deviations and surface entropy for Markov fields. Zbl 0671.60020
Föllmer, Hans; Ort, Marianne
3
1988
On large deviations and relative entropy of Markov random fields. Zbl 0641.60040
Föllmer, H.
6
1987
A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049
Clark, J. M. C.; Föllmer, H.
1
1987
Hedging of non-redundant contingent claims. Zbl 0663.90006
Föllmer, Hans; Sondermann, Dieter
98
1986
Time reversal of infinite-dimensional diffusions. Zbl 0602.60067
Föllmer, H.; Wakolbinger, A.
18
1986
Time reversal on Wiener space. Zbl 0582.60078
Föllmer, Hans
15
1986
Time reversal and smoothing of infinite-dimensional diffusion processes. Zbl 0612.60050
Deuschel, J. D.; Föllmer, Hans
1
1986
An entropy approach to the time reversal of diffusion processes. Zbl 0562.60083
Föllmer, Hans
5
1985
Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Zbl 0563.60070
Föllmer, Hans
2
1984
Almost sure convergence of multiparameter martingales for Markov random fields. Zbl 0538.60043
Föllmer, Hans
1
1984
A covariance estimate for Gibbs measures. Zbl 0482.60052
Föllmer, Hans
26
1982
Calcul d’Ito sans probabilités. Zbl 0461.60074
Föllmer, Hans
48
1981
Dirichlet processes. Zbl 0462.60046
Föllmer, Hans
9
1981
On the global Markov property. Zbl 0457.60077
Föllmer, Hans
8
1980
Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094
Föllmer, Hans
5
1979
Quasimartingales à deux indices. Zbl 0397.60044
Föllmer, Hans
5
1979
On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty. Zbl 0402.90026
Föllmer, Hans; Majumdar, Mukul
8
1978
An ”inner” variational principle for Markov fields on a graph. Zbl 0366.60120
Föllmer, Hans; Snell, J. L.
5
1977
Phase transition and Martin boundary. Zbl 0367.60112
Föllmer, Hans
20
1975
On the potential theory of stochastic fields. Zbl 0364.60114
Föllmer, Hans
3
1975
Random economies with many interacting agents. Zbl 0281.90021
Föllmer, Hans
59
1974
Relative densities of semimartingales. Zbl 0281.60053
Airault, Hélène; Föllmer, Hans
9
1974
Stochastic holomorphy. Zbl 0262.60032
Föllmer, Hans
1
1974
On entropy and information gain in random fields. Zbl 0258.60029
Föllmer, Hans
29
1973
On the representation of semimartingales. Zbl 0265.60044
Föllmer, Hans
16
1973
Optimal stopping of constrained Brownian motion. Zbl 0241.60034
Föllmer, Hans
3
1972
The exit measure of a supermartingale. Zbl 0231.60033
Föllmer, Hans
40
1971
Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Zbl 0188.41902
Föllmer, Hans
1
1971
Feine Topologie am Martinrand eines Standardprozesses. Zbl 0172.21601
Föllmer, H.
9
1969
all top 5

Cited by 2,146 Authors

39 Siu, Tak Kuen
28 Wang, Ruodu
27 Kupper, Michael
21 Elliott, Robert James
21 Schied, Alexander
18 Hu, Yijun
17 Rásonyi, Miklós
17 Rosazza Gianin, Emanuela
17 Russo, Francesco
16 Rudloff, Birgit
16 Ruszczyński, Andrzej
16 Svindland, Gregor
15 Föllmer, Hans
14 Carassus, Laurence
13 Chen, Yanhong
13 Mishura, Yuliya Stepanivna
13 Nutz, Marcel
12 Albeverio, Sergio A.
12 Biagini, Francesca
12 Delbaen, Freddy
12 Horst, Ulrich
12 Melnikov, Aleksander Viktorovich
12 Protter, Philip Elliott
12 Yang, Hailiang
11 Bouchard, Bruno
11 Cheridito, Patrick
11 Karatzas, Ioannis
11 Munari, Cosimo
11 Obloj, Jan K.
11 Platen, Eckhard
11 Riedel, Frank
11 Touzi, Nizar
11 Yan, Litan
10 Assa, Hirbod
10 Drapeau, Samuel
10 Kardaras, Constantinos
10 Pennanen, Teemu
10 Röckner, Michael
10 Schachermayer, Walter
10 Schweizer, Martin
10 Shapiro, Alexander
10 Weber, Stefan
9 Filipović, Damir
9 Frittelli, Marco
9 Kondrat’yev, Yuriĭ Grygorovych
9 Molchanov, Ilya S.
9 Øksendal, Bernt Karsten
9 Pflug, Georg Ch.
9 Pichler, Alois
9 Rüschendorf, Ludger
9 Tangpi, Ludovic
8 Bayraktar, Erhan
8 Bellini, Fabio
8 Feinstein, Zachary
8 Hamel, Andreas H.
8 Hu, Feng
8 Koch Medina, Pablo
8 Laeven, Roger J. A.
8 Madan, Dilip B.
8 Peng, Shige
7 Aguilar, Erick Treviño
7 Balbás, Alejandro
7 Bank, Peter
7 Bion-Nadal, Jocelyne
7 Chen, Zhiping
7 Chi, Yichun
7 Cialenco, Igor
7 Cretarola, Alessandra
7 Evstigneev, Igor V.
7 Kratschmer, Volker
7 Léonard, Christian
7 Lépinette, Emmanuel
7 Maccheroni, Fabio
7 Marinacci, Massimo
7 Pinar, Mustafa Çelebi
7 Stadje, Mitja
7 Sulem, Agnès
7 Vicig, Paolo
7 Xu, Huifu
7 Yao, Song
6 Acciaio, Beatrice
6 Bielecki, Tomasz R.
6 Cheung, Ka Chun
6 Claus, Matthias
6 Cohen, Samuel N.
6 Cont, Rama
6 Dentcheva, Darinka
6 Dolinsky, Yan
6 El Karoui, Nicole
6 Grechuk, Bogdan
6 Jaeger, Peter
6 Khametov, V. M.
6 Liu, Haiyan
6 Pelessoni, Renato
6 Roelly, Sylvie
6 Ruf, Johannes
6 Shelemekh, E. A.
6 Tan, Ken Seng
6 Wei, Linxiao
6 Xia, Jianming
...and 2,046 more Authors
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Cited in 283 Serials

108 Finance and Stochastics
105 Insurance Mathematics & Economics
96 Stochastic Processes and their Applications
66 The Annals of Applied Probability
65 Mathematics and Financial Economics
64 Mathematical Finance
51 Quantitative Finance
49 European Journal of Operational Research
48 International Journal of Theoretical and Applied Finance
39 The Annals of Probability
39 SIAM Journal on Financial Mathematics
36 Journal of Mathematical Economics
31 Journal of Mathematical Analysis and Applications
30 Probability Theory and Related Fields
29 Journal of Economic Dynamics & Control
29 Annals of Operations Research
28 Stochastics
26 Mathematical Methods of Operations Research
25 Statistics & Probability Letters
24 Annals of Finance
23 Mathematical Programming. Series A. Series B
22 Mathematics of Operations Research
22 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete
20 Decisions in Economics and Finance
19 Journal of Functional Analysis
18 Stochastic Analysis and Applications
17 Communications in Mathematical Physics
17 Journal of Optimization Theory and Applications
17 Operations Research Letters
17 Applied Mathematical Finance
16 ASTIN Bulletin
15 Journal of Statistical Physics
15 Applied Mathematics and Optimization
15 Journal of Applied Probability
15 Bernoulli
15 Scandinavian Actuarial Journal
15 Probability, Uncertainty and Quantitative Risk
14 Journal of Economic Theory
13 Acta Mathematicae Applicatae Sinica. English Series
12 International Journal of Approximate Reasoning
12 Journal of Theoretical Probability
12 Communications in Statistics. Theory and Methods
12 European Actuarial Journal
11 Advances in Applied Probability
11 Journal of Computational and Applied Mathematics
11 SIAM Journal on Control and Optimization
11 Methodology and Computing in Applied Probability
11 Statistics & Risk Modeling
10 Physica A
10 Operations Research
10 North American Actuarial Journal
9 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
8 Transactions of the American Mathematical Society
8 Optimization
8 SIAM Journal on Optimization
8 Theory of Probability and Mathematical Statistics
8 Economic Theory
8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
8 Review of Derivatives Research
8 Science China. Mathematics
7 Journal of Econometrics
7 INFORMS Journal on Computing
7 Positivity
7 Asia-Pacific Financial Markets
6 Chaos, Solitons and Fractals
6 Journal of Multivariate Analysis
6 Automation and Remote Control
6 Stochastics and Dynamics
6 Formalized Mathematics
5 Lithuanian Mathematical Journal
5 Applied Mathematics and Computation
5 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods
5 Systems & Control Letters
5 Applied Mathematics. Series B (English Edition)
5 Electronic Journal of Probability
5 Mathematical Problems in Engineering
5 Macroeconomic Dynamics
5 Acta Mathematica Sinica. English Series
4 Journal of Mathematical Physics
4 Theory of Probability and its Applications
4 The Annals of Statistics
4 Kybernetika
4 Proceedings of the American Mathematical Society
4 Journal of Applied Mathematics and Stochastic Analysis
4 Stochastics and Stochastics Reports
4 Computational Economics
4 Journal of Mathematical Sciences (New York)
4 OR Spectrum
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 Advances in Complex Systems
4 Computational Management Science
4 Advances in Difference Equations
4 Journal of Industrial and Management Optimization
4 Optimization Letters
4 International Journal of Stochastic Analysis
4 Dependence Modeling
3 Mathematical Notes
3 Nonlinearity
3 Reviews in Mathematical Physics
3 Automatica
...and 183 more Serials
all top 5

Cited in 44 Fields

1,399 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
971 Probability theory and stochastic processes (60-XX)
229 Operations research, mathematical programming (90-XX)
211 Statistics (62-XX)
162 Systems theory; control (93-XX)
129 Calculus of variations and optimal control; optimization (49-XX)
92 Statistical mechanics, structure of matter (82-XX)
90 Functional analysis (46-XX)
55 Partial differential equations (35-XX)
54 Measure and integration (28-XX)
40 Dynamical systems and ergodic theory (37-XX)
38 Numerical analysis (65-XX)
24 Operator theory (47-XX)
21 Real functions (26-XX)
16 Computer science (68-XX)
15 Convex and discrete geometry (52-XX)
15 Global analysis, analysis on manifolds (58-XX)
14 Potential theory (31-XX)
13 Ordinary differential equations (34-XX)
11 Difference and functional equations (39-XX)
11 Quantum theory (81-XX)
10 Information and communication theory, circuits (94-XX)
9 Mathematical logic and foundations (03-XX)
8 Integral equations (45-XX)
7 Biology and other natural sciences (92-XX)
6 Fluid mechanics (76-XX)
5 Combinatorics (05-XX)
4 General and overarching topics; collections (00-XX)
4 Differential geometry (53-XX)
3 Linear and multilinear algebra; matrix theory (15-XX)
2 History and biography (01-XX)
2 Order, lattices, ordered algebraic structures (06-XX)
2 Special functions (33-XX)
2 Approximations and expansions (41-XX)
2 Classical thermodynamics, heat transfer (80-XX)
2 Geophysics (86-XX)
1 Algebraic geometry (14-XX)
1 Group theory and generalizations (20-XX)
1 Topological groups, Lie groups (22-XX)
1 Abstract harmonic analysis (43-XX)
1 Integral transforms, operational calculus (44-XX)
1 General topology (54-XX)
1 Mechanics of particles and systems (70-XX)
1 Mathematics education (97-XX)

Citations by Year

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