Edit Profile Engelbert, Hans Jürgen Compute Distance To: Compute Author ID: engelbert.hans-jurgen Published as: Engelbert, H-J.; Engelbert, H.; Engelbert, H. J.; Engelbert, H.-J.; Engelbert, Hans J.; Engelbert, Hans Jürgen; Engelbert, Hans-Jürgen External Links: MGP Documents Indexed: 78 Publications since 1967, including 9 Books all top 5 Co-Authors 22 single-authored 17 Schmidt, Wolfgang M. 7 Buckdahn, Rainer 4 Di Tella, Paolo 3 Blei, Stefan 3 Engelbert, Alfred 3 Hess, Juliane 3 Kurenok, Vladimir P. 3 Wolf, Jochen 2 Bedini, Matteo Ludovico 2 Shiryaev, Al’bert Nikolaevich 1 Cherny, Alexander S. 1 Dozzi, Marcus 1 Föllmer, Hans 1 Karatzas, Ioannis 1 Nualart, David 1 Peskir, Goran 1 Rascanu, Aurel 1 Röckner, Michael 1 Schladitz, Katja 1 Schroeter, Hartmut 1 Schröter, Heinz 1 Senf, Torsten 1 Sexl, Theodor 1 Urusov, Mikhail A. 1 Walther, Maximilian 1 Yor, Marc 1 Zabczyk, Jerzy 1 Zalinescu, Adrian all top 5 Serials 22 Mathematische Nachrichten 11 Theory of Probability and its Applications 3 Stochastic Processes and their Applications 2 Stochastics 2 The Annals of Probability 2 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 2 Stochastics and Stochastics Reports 2 Stochastics 1 Teoriya Veroyatnosteĭ i eë Primeneniya 1 Czechoslovak Mathematical Journal 1 Probability and Mathematical Statistics 1 Mathematica Bohemica 1 Doklady Bolgarskoĭ Akademii Nauk 1 Elektronische Informationsverarbeitung und Kybernetik 1 Wissenschaftliche Zeitschrift der Friedrich-Schiller-Universität Jena. Mathematisch-Naturwissenschaftliche Reihe 1 Georgian Mathematical Journal 1 Acta Physica Austriaca 1 Mathematische Operationsforschung und Statistik 1 Lecture Notes in Control and Information Sciences 1 Lecture Notes in Mathematics 1 Modern Stochastics. Theory and Applications 1 Probability, Uncertainty and Quantitative Risk all top 5 Fields 76 Probability theory and stochastic processes (60-XX) 5 General and overarching topics; collections (00-XX) 3 Ordinary differential equations (34-XX) 3 Systems theory; control (93-XX) 2 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Partial differential equations (35-XX) 1 Operator theory (47-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 1 Statistical mechanics, structure of matter (82-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH 41 Publications have been cited 332 times in 210 Documents Cited by ▼ Year ▼ Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. III. Zbl 0731.60053Engelbert, H. J.; Schmidt, W. 45 1991 Singular stochastic differential equations. Zbl 1071.60003Cherny, Alexander S.; Engelbert, Hans-Jürgen 36 2005 On solutions of one-dimensional stochastic differential equations without drift. Zbl 0535.60049Engelbert, H. J.; Schmidt, W. 31 1985 On one-dimensional stochastic differential equations with generalized drift. Zbl 0583.60052Engelbert, H. J.; Schmidt, W. 28 1985 On one-dimensional stochastic differential equations with generalized drift. Zbl 0545.60060Engelbert, H. J.; Schmidt, W. 15 1984 Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120Engelbert, Hans-Jürgen; Peskir, Goran 13 2014 On the theorem of T. Yamada and S. Watanabe. Zbl 0739.60046Engelbert, H. 13 1991 Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. I. Zbl 0699.60044Engelbert, H. J.; Schmidt, W. 13 1989 On exponential local martingales associated with strong Markov continuous local martingales. Zbl 1192.60068Blei, Stefan; Engelbert, Hans-Jürgen 12 2009 On weak solutions of backward stochastic differential equations. Zbl 1095.60019Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A. 11 2004 On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations. Zbl 0468.60077Engelbert, H. J.; Schmidt, W. 11 1981 Stochastic integrals of continuous local martingales. II. Zbl 0466.60047Engelbert, H. J.; Hess, Juliane 11 1981 On functionals of a Wiener process with drift and exponential local martingales. Zbl 0744.60098Engelbert, H. J.; Senf, T. 9 1991 On exponential local martingales connected with diffusion processes. Zbl 0565.60063Engelbert, H. J.; Schmidt, W. 9 1984 One-dimensional stochastic differential equations with generalized and singular drift. Zbl 1295.60071Blei, Stefan; Engelbert, Hans-Jürgen 8 2013 Stochastic integrals of continuous local martingales. I. Zbl 0453.60054Engelbert, H. J.; Hess, Juliane 8 1980 Integral representation with respect to stopped continuous local martingales. Zbl 0443.60042Engelbert, H. J.; Hess, Juliane 8 1980 Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. II. Zbl 0731.60052Engelbert, H. J.; Schmidt, W. 7 1989 The chaotic representation property of compensated-covariation stable families of martingales. Zbl 1360.60091Di Tella, Paolo; Engelbert, Hans-Jürgen 4 2016 Strong Markov local Dirichlet processes and stochastic differential equations. Zbl 0953.60043Engelbert, H.-J.; Wolf, J. 4 1998 On the behaviour of certain Bessel functionals. An application to a class of stochastic differential equations. Zbl 0627.60070Engelbert, H. J.; Schmidt, W. 4 1987 Optimal stopping and almost sure convergence of random sequences. Zbl 0403.60044Engelbert, A.; Engelbert, H. J. 4 1979 On the sets of convergence of generalized submartingales. Zbl 0409.60054Engelbert, H. J.; Shiryaev, A. N. 3 1979 Brownian bridges on random intervals. Zbl 1358.91105Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen 2 2017 One-dimensional stochastic differential equations with generalized drift. Zbl 1318.60064Blei, S.; Engelbert, H.-J. 2 2014 On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032Buckdahn, R.; Engelbert, H.-J. 2 2008 On multidimensional SDEs without drift and with a time-dependent diffusion matrix. Zbl 0974.60062Engelbert, H. J.; Kurenok, V. P. 2 2000 Markov processes in general state spaces. I. Zbl 0379.60071Engelbert, H. J. 2 1977 On optimal stopping rules for Markov processes with continuous time. Zbl 0324.60039Engelbert, H. J. 2 1974 On the theory of optimal stopping rules for Markov processes. Zbl 0292.60137Engelbert, H. J. 2 1973 The predictable representation property of compensated-covariation stable families of martingales. Zbl 1337.60080Tella, P. Di; Engelbert, H.-J. 1 2016 On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes. Zbl 1104.60027Engelbert, Hans-Jürgen; Kurenok, Vladimir P.; Zalinescu, Adrian 1 2006 A backward stochastic differential equation without strong solution. Zbl 1090.60051Buckdahn, R.; Engelbert, H.-J. 1 2006 On a generalization of the theorem of P. Lévy. Zbl 0697.60049Engelbert, H. J.; Schmidt, W. 1 1990 Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035Buckdahn, R.; Engelbert, H. J. 1 1984 On the construction of semigroups from substochastic resolvents. Zbl 0509.60076Engelbert, H. J. 1 1982 On absolute continuity and singularity of probability measures. Zbl 0448.60029Engelbert, H. J.; Shiryaev, A. N. 1 1980 Markov processes in general state spaces. VI. Zbl 0402.60070Engelbert, H. J. 1 1978 Markov processes in general state spaces. V. Zbl 0402.60069Engelbert, H. J. 1 1978 Markov processes in general state spaces. IV. Zbl 0402.60068Engelbert, H. J. 1 1978 Zur Reduktion stochastischer Automaten. Zbl 0169.31602Engelbert, H-J. 1 1968 Brownian bridges on random intervals. Zbl 1358.91105Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen 2 2017 The chaotic representation property of compensated-covariation stable families of martingales. Zbl 1360.60091Di Tella, Paolo; Engelbert, Hans-Jürgen 4 2016 The predictable representation property of compensated-covariation stable families of martingales. Zbl 1337.60080Tella, P. Di; Engelbert, H.-J. 1 2016 Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120Engelbert, Hans-Jürgen; Peskir, Goran 13 2014 One-dimensional stochastic differential equations with generalized drift. Zbl 1318.60064Blei, S.; Engelbert, H.-J. 2 2014 One-dimensional stochastic differential equations with generalized and singular drift. Zbl 1295.60071Blei, Stefan; Engelbert, Hans-Jürgen 8 2013 On exponential local martingales associated with strong Markov continuous local martingales. Zbl 1192.60068Blei, Stefan; Engelbert, Hans-Jürgen 12 2009 On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032Buckdahn, R.; Engelbert, H.-J. 2 2008 On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes. Zbl 1104.60027Engelbert, Hans-Jürgen; Kurenok, Vladimir P.; Zalinescu, Adrian 1 2006 A backward stochastic differential equation without strong solution. Zbl 1090.60051Buckdahn, R.; Engelbert, H.-J. 1 2006 Singular stochastic differential equations. Zbl 1071.60003Cherny, Alexander S.; Engelbert, Hans-Jürgen 36 2005 On weak solutions of backward stochastic differential equations. Zbl 1095.60019Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A. 11 2004 On multidimensional SDEs without drift and with a time-dependent diffusion matrix. Zbl 0974.60062Engelbert, H. J.; Kurenok, V. P. 2 2000 Strong Markov local Dirichlet processes and stochastic differential equations. Zbl 0953.60043Engelbert, H.-J.; Wolf, J. 4 1998 Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. III. Zbl 0731.60053Engelbert, H. J.; Schmidt, W. 45 1991 On the theorem of T. Yamada and S. Watanabe. Zbl 0739.60046Engelbert, H. 13 1991 On functionals of a Wiener process with drift and exponential local martingales. Zbl 0744.60098Engelbert, H. J.; Senf, T. 9 1991 On a generalization of the theorem of P. Lévy. Zbl 0697.60049Engelbert, H. J.; Schmidt, W. 1 1990 Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. I. Zbl 0699.60044Engelbert, H. J.; Schmidt, W. 13 1989 Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. II. Zbl 0731.60052Engelbert, H. J.; Schmidt, W. 7 1989 On the behaviour of certain Bessel functionals. An application to a class of stochastic differential equations. Zbl 0627.60070Engelbert, H. J.; Schmidt, W. 4 1987 On solutions of one-dimensional stochastic differential equations without drift. Zbl 0535.60049Engelbert, H. J.; Schmidt, W. 31 1985 On one-dimensional stochastic differential equations with generalized drift. Zbl 0583.60052Engelbert, H. J.; Schmidt, W. 28 1985 On one-dimensional stochastic differential equations with generalized drift. Zbl 0545.60060Engelbert, H. J.; Schmidt, W. 15 1984 On exponential local martingales connected with diffusion processes. Zbl 0565.60063Engelbert, H. J.; Schmidt, W. 9 1984 Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035Buckdahn, R.; Engelbert, H. J. 1 1984 On the construction of semigroups from substochastic resolvents. Zbl 0509.60076Engelbert, H. J. 1 1982 On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations. Zbl 0468.60077Engelbert, H. J.; Schmidt, W. 11 1981 Stochastic integrals of continuous local martingales. II. Zbl 0466.60047Engelbert, H. J.; Hess, Juliane 11 1981 Stochastic integrals of continuous local martingales. I. Zbl 0453.60054Engelbert, H. J.; Hess, Juliane 8 1980 Integral representation with respect to stopped continuous local martingales. Zbl 0443.60042Engelbert, H. J.; Hess, Juliane 8 1980 On absolute continuity and singularity of probability measures. Zbl 0448.60029Engelbert, H. J.; Shiryaev, A. N. 1 1980 Optimal stopping and almost sure convergence of random sequences. Zbl 0403.60044Engelbert, A.; Engelbert, H. J. 4 1979 On the sets of convergence of generalized submartingales. Zbl 0409.60054Engelbert, H. J.; Shiryaev, A. N. 3 1979 Markov processes in general state spaces. VI. Zbl 0402.60070Engelbert, H. J. 1 1978 Markov processes in general state spaces. V. Zbl 0402.60069Engelbert, H. J. 1 1978 Markov processes in general state spaces. IV. Zbl 0402.60068Engelbert, H. J. 1 1978 Markov processes in general state spaces. I. Zbl 0379.60071Engelbert, H. J. 2 1977 On optimal stopping rules for Markov processes with continuous time. Zbl 0324.60039Engelbert, H. J. 2 1974 On the theory of optimal stopping rules for Markov processes. Zbl 0292.60137Engelbert, H. J. 2 1973 Zur Reduktion stochastischer Automaten. Zbl 0169.31602Engelbert, H-J. 1 1968 all cited Publications top 5 cited Publications all top 5 Cited by 289 Authors 13 Engelbert, Hans Jürgen 8 Urusov, Mikhail A. 6 Karatzas, Ioannis 6 Song, Shiyu 6 Wang, Yongjin 5 Menoukeu Pamen, Olivier 5 Mishura, Yuliya Stepanivna 5 Russo, Francesco 5 Schmidt, Wolfgang M. 4 Benabdallah, Mohsine 4 Di Tella, Paolo 4 Kruse, Thomas 4 Ouknine, Youssef 4 Ruf, Johannes 4 Taguchi, Dai 3 Ankirchner, Stefan 3 Blei, Stefan 3 Flandoli, Franco 3 Ichiba, Tomoyuki 3 Issoglio, Elena 3 Kurenok, Vladimir P. 3 Mijatović, Aleksandar 3 Ngo, Hoang-Long 3 Pilipenko, Andrey Yu. 3 Wang, Suxin 3 Xu, Guangli 3 Zanzotto, Pio Andrea 2 Bahlali, Khaled 2 Bouhadou, Siham 2 Çetin, Umut 2 Criens, David 2 Cui, Zhenyu 2 Ekström, Erik 2 Fernholz, Erhard Robert 2 Grothaus, Martin 2 Hiderah, Kamal 2 Höhnle, Rainer 2 Keller-Ressel, Martin 2 Kohatsu-Higa, Arturo 2 Krykun, Ivan Hryhorovych 2 Kumar, K. Suresh 2 Lenglart, Erik 2 Li, Zenghu 2 Meyer-Brandis, Thilo 2 Pavlyukevich, Ilya 2 Prokaj, Vilmos 2 Proske, Frank Norbert 2 Protter, Philip Elliott 2 Ralchenko, Kostiantyn V. 2 Rutkowski, Marek 2 Salins, Michael 2 Shevchenko, Georgiy M. 2 Stummer, Wolfgang 2 Tangpi, Ludovic 2 Tysk, Johan 2 Voßhall, Robert 2 Xiang, Kai-Nan 2 Yan, Minghan 2 Yûki, Gô 2 Zähle, Henryk 2 Zhang, Jianfeng 2 Zhuo, Xiaoyang 2 Zili, Mounir 1 Abakirova, A. T. 1 Aurell, Alexander 1 Bachmann, Stefan 1 Baños, David R. 1 Barczy, Mátyás 1 Barlow, Martin T. 1 Bass, Richard F. 1 Battauz, Anna 1 Baumgartner, Florian 1 Bayraktar, Erhan 1 Bedini, Matteo Ludovico 1 Bel Hadj Khlifa, Meriem 1 Bernard, Carole 1 Berrouis, Nassima 1 Bevilacqua, Alessandro 1 Biagini, Francesca 1 Bibby, Bo Martin 1 Bismut, Jean-Michel 1 Blanchet, Jose H. 1 Bou-Rabee, Nawaf M. 1 Bouchemella, Nadira 1 Brody, Dorje C. 1 Bukharaev, Rais G. 1 Burdzy, Krzysztof 1 Çağlar, Mine 1 Can, Bugra 1 Chakraborty, Prakash 1 Champagnat, Nicolas 1 Chen, Jianfu 1 Chen, Xiaoshan 1 Chen, Zhen-Qing 1 Coron, Camille 1 Coviello, Rosanna 1 Dandapani, Aditi 1 de Bouard, Anne 1 De Donno, Marzia 1 Deblassie, Dante ...and 189 more Authors all top 5 Cited in 79 Serials 26 Stochastic Processes and their Applications 14 Statistics & Probability Letters 11 The Annals of Probability 8 Stochastics 7 Journal of Mathematical Analysis and Applications 7 Probability Theory and Related Fields 7 Journal of Theoretical Probability 7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 6 Transactions of the American Mathematical Society 5 Bernoulli 4 SIAM Journal on Financial Mathematics 3 Journal of Computational and Applied Mathematics 3 Mathematische Nachrichten 3 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 3 Stochastic Analysis and Applications 3 The Annals of Applied Probability 3 Stochastics and Stochastics Reports 3 Random Operators and Stochastic Equations 3 Electronic Journal of Probability 3 International Journal of Theoretical and Applied Finance 3 Stochastics 3 Modern Stochastics. Theory and Applications 2 Theory of Probability and its Applications 2 Czechoslovak Mathematical Journal 2 Journal of Applied Probability 2 Journal of Functional Analysis 2 Journal of Soviet Mathematics 2 Journal of Applied Mathematics and Stochastic Analysis 2 Theory of Probability and Mathematical Statistics 2 Journal of Mathematical Sciences (New York) 2 Monte Carlo Methods and Applications 2 Electronic Communications in Probability 2 Finance and Stochastics 2 Stochastic Models 2 Mathematics and Financial Economics 2 International Journal of Stochastic Analysis 1 Indian Journal of Pure & Applied Mathematics 1 Journal of Mathematical Biology 1 Lithuanian Mathematical Journal 1 Mathematical Methods in the Applied Sciences 1 Physica A 1 Mathematics of Computation 1 Journal of Differential Equations 1 Journal of Economic Theory 1 Mathematics and Computers in Simulation 1 Osaka Journal of Mathematics 1 Proceedings of the American Mathematical Society 1 Proceedings of the London Mathematical Society. Third Series 1 Mathematical Social Sciences 1 Probability and Mathematical Statistics 1 Acta Mathematica Hungarica 1 Acta Applicandae Mathematicae 1 Physica D 1 Statistical Science 1 Games and Economic Behavior 1 International Journal of Computer Mathematics 1 SIAM Journal on Applied Mathematics 1 SIAM Journal on Mathematical Analysis 1 SIAM Review 1 Proceedings of the Indian Academy of Sciences. Mathematical Sciences 1 Bulletin of the Polish Academy of Sciences, Mathematics 1 NoDEA. Nonlinear Differential Equations and Applications 1 Bulletin des Sciences Mathématiques 1 Opuscula Mathematica 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Journal of Interdisciplinary Mathematics 1 Communications of the Korean Mathematical Society 1 Methodology and Computing in Applied Probability 1 Discrete and Continuous Dynamical Systems. Series B 1 Stochastics and Dynamics 1 Proceedings of the Steklov Institute of Mathematics 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Science China. Mathematics 1 Journal of Probability and Statistics 1 Annals of Finance 1 Mathematical Control and Related Fields 1 Communications in Mathematics and Statistics 1 ISRN Probability and Statistics all top 5 Cited in 21 Fields 204 Probability theory and stochastic processes (60-XX) 30 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 22 Partial differential equations (35-XX) 11 Numerical analysis (65-XX) 10 Ordinary differential equations (34-XX) 9 Statistics (62-XX) 5 Approximations and expansions (41-XX) 5 Systems theory; control (93-XX) 4 Dynamical systems and ergodic theory (37-XX) 3 Operator theory (47-XX) 2 Integral equations (45-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Biology and other natural sciences (92-XX) 1 Topological groups, Lie groups (22-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 1 Global analysis, analysis on manifolds (58-XX) 1 Computer science (68-XX) 1 Mechanics of particles and systems (70-XX) 1 Mechanics of deformable solids (74-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year