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Engelbert, Hans Jürgen

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Author ID: engelbert.hans-jurgen Recent zbMATH articles by "Engelbert, Hans Jürgen"
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

Publications by Year

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 0731.60053
Engelbert, H. J.; Schmidt, W.
45
1991
Singular stochastic differential equations. Zbl 1071.60003
Cherny, Alexander S.; Engelbert, Hans-Jürgen
36
2005
On solutions of one-dimensional stochastic differential equations without drift. Zbl 0535.60049
Engelbert, H. J.; Schmidt, W.
31
1985
On one-dimensional stochastic differential equations with generalized drift. Zbl 0583.60052
Engelbert, H. J.; Schmidt, W.
28
1985
On one-dimensional stochastic differential equations with generalized drift. Zbl 0545.60060
Engelbert, H. J.; Schmidt, W.
15
1984
Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120
Engelbert, Hans-Jürgen; Peskir, Goran
13
2014
On the theorem of T. Yamada and S. Watanabe. Zbl 0739.60046
Engelbert, H.
13
1991
Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. I. Zbl 0699.60044
Engelbert, H. J.; Schmidt, W.
13
1989
On exponential local martingales associated with strong Markov continuous local martingales. Zbl 1192.60068
Blei, Stefan; Engelbert, Hans-Jürgen
12
2009
On weak solutions of backward stochastic differential equations. Zbl 1095.60019
Buckdahn, 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 0468.60077
Engelbert, H. J.; Schmidt, W.
11
1981
Stochastic integrals of continuous local martingales. II. Zbl 0466.60047
Engelbert, H. J.; Hess, Juliane
11
1981
On functionals of a Wiener process with drift and exponential local martingales. Zbl 0744.60098
Engelbert, H. J.; Senf, T.
9
1991
On exponential local martingales connected with diffusion processes. Zbl 0565.60063
Engelbert, H. J.; Schmidt, W.
9
1984
One-dimensional stochastic differential equations with generalized and singular drift. Zbl 1295.60071
Blei, Stefan; Engelbert, Hans-Jürgen
8
2013
Stochastic integrals of continuous local martingales. I. Zbl 0453.60054
Engelbert, H. J.; Hess, Juliane
8
1980
Integral representation with respect to stopped continuous local martingales. Zbl 0443.60042
Engelbert, H. J.; Hess, Juliane
8
1980
Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. II. Zbl 0731.60052
Engelbert, H. J.; Schmidt, W.
7
1989
The chaotic representation property of compensated-covariation stable families of martingales. Zbl 1360.60091
Di Tella, Paolo; Engelbert, Hans-Jürgen
4
2016
Strong Markov local Dirichlet processes and stochastic differential equations. Zbl 0953.60043
Engelbert, H.-J.; Wolf, J.
4
1998
On the behaviour of certain Bessel functionals. An application to a class of stochastic differential equations. Zbl 0627.60070
Engelbert, H. J.; Schmidt, W.
4
1987
Optimal stopping and almost sure convergence of random sequences. Zbl 0403.60044
Engelbert, A.; Engelbert, H. J.
4
1979
On the sets of convergence of generalized submartingales. Zbl 0409.60054
Engelbert, H. J.; Shiryaev, A. N.
3
1979
Brownian bridges on random intervals. Zbl 1358.91105
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen
2
2017
One-dimensional stochastic differential equations with generalized drift. Zbl 1318.60064
Blei, S.; Engelbert, H.-J.
2
2014
On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032
Buckdahn, R.; Engelbert, H.-J.
2
2008
On multidimensional SDEs without drift and with a time-dependent diffusion matrix. Zbl 0974.60062
Engelbert, H. J.; Kurenok, V. P.
2
2000
Markov processes in general state spaces. I. Zbl 0379.60071
Engelbert, H. J.
2
1977
On optimal stopping rules for Markov processes with continuous time. Zbl 0324.60039
Engelbert, H. J.
2
1974
On the theory of optimal stopping rules for Markov processes. Zbl 0292.60137
Engelbert, H. J.
2
1973
The predictable representation property of compensated-covariation stable families of martingales. Zbl 1337.60080
Tella, P. Di; Engelbert, H.-J.
1
2016
On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes. Zbl 1104.60027
Engelbert, Hans-Jürgen; Kurenok, Vladimir P.; Zalinescu, Adrian
1
2006
A backward stochastic differential equation without strong solution. Zbl 1090.60051
Buckdahn, R.; Engelbert, H.-J.
1
2006
On a generalization of the theorem of P. Lévy. Zbl 0697.60049
Engelbert, H. J.; Schmidt, W.
1
1990
Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035
Buckdahn, R.; Engelbert, H. J.
1
1984
On the construction of semigroups from substochastic resolvents. Zbl 0509.60076
Engelbert, H. J.
1
1982
On absolute continuity and singularity of probability measures. Zbl 0448.60029
Engelbert, H. J.; Shiryaev, A. N.
1
1980
Markov processes in general state spaces. VI. Zbl 0402.60070
Engelbert, H. J.
1
1978
Markov processes in general state spaces. V. Zbl 0402.60069
Engelbert, H. J.
1
1978
Markov processes in general state spaces. IV. Zbl 0402.60068
Engelbert, H. J.
1
1978
Zur Reduktion stochastischer Automaten. Zbl 0169.31602
Engelbert, H-J.
1
1968
Brownian bridges on random intervals. Zbl 1358.91105
Bedini, Matteo L.; Buckdahn, Rainer; Engelbert, Hans-Jürgen
2
2017
The chaotic representation property of compensated-covariation stable families of martingales. Zbl 1360.60091
Di Tella, Paolo; Engelbert, Hans-Jürgen
4
2016
The predictable representation property of compensated-covariation stable families of martingales. Zbl 1337.60080
Tella, P. Di; Engelbert, H.-J.
1
2016
Stochastic differential equations for sticky Brownian motion. Zbl 1337.60120
Engelbert, Hans-Jürgen; Peskir, Goran
13
2014
One-dimensional stochastic differential equations with generalized drift. Zbl 1318.60064
Blei, S.; Engelbert, H.-J.
2
2014
One-dimensional stochastic differential equations with generalized and singular drift. Zbl 1295.60071
Blei, Stefan; Engelbert, Hans-Jürgen
8
2013
On exponential local martingales associated with strong Markov continuous local martingales. Zbl 1192.60068
Blei, Stefan; Engelbert, Hans-Jürgen
12
2009
On the continuity of weak solutions of backward stochastic differential equations. Zbl 1153.60032
Buckdahn, R.; Engelbert, H.-J.
2
2008
On existence and uniqueness of reflected solutions of stochastic equations driven by symmetric stable processes. Zbl 1104.60027
Engelbert, Hans-Jürgen; Kurenok, Vladimir P.; Zalinescu, Adrian
1
2006
A backward stochastic differential equation without strong solution. Zbl 1090.60051
Buckdahn, R.; Engelbert, H.-J.
1
2006
Singular stochastic differential equations. Zbl 1071.60003
Cherny, Alexander S.; Engelbert, Hans-Jürgen
36
2005
On weak solutions of backward stochastic differential equations. Zbl 1095.60019
Buckdahn, R.; Engelbert, H.-J.; Răşcanu, A.
11
2004
On multidimensional SDEs without drift and with a time-dependent diffusion matrix. Zbl 0974.60062
Engelbert, H. J.; Kurenok, V. P.
2
2000
Strong Markov local Dirichlet processes and stochastic differential equations. Zbl 0953.60043
Engelbert, H.-J.; Wolf, J.
4
1998
Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. III. Zbl 0731.60053
Engelbert, H. J.; Schmidt, W.
45
1991
On the theorem of T. Yamada and S. Watanabe. Zbl 0739.60046
Engelbert, H.
13
1991
On functionals of a Wiener process with drift and exponential local martingales. Zbl 0744.60098
Engelbert, H. J.; Senf, T.
9
1991
On a generalization of the theorem of P. Lévy. Zbl 0697.60049
Engelbert, H. J.; Schmidt, W.
1
1990
Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. I. Zbl 0699.60044
Engelbert, H. J.; Schmidt, W.
13
1989
Strong Markov continuous local martingales and solutions of one- dimensional stochastic differential equations. II. Zbl 0731.60052
Engelbert, H. J.; Schmidt, W.
7
1989
On the behaviour of certain Bessel functionals. An application to a class of stochastic differential equations. Zbl 0627.60070
Engelbert, H. J.; Schmidt, W.
4
1987
On solutions of one-dimensional stochastic differential equations without drift. Zbl 0535.60049
Engelbert, H. J.; Schmidt, W.
31
1985
On one-dimensional stochastic differential equations with generalized drift. Zbl 0583.60052
Engelbert, H. J.; Schmidt, W.
28
1985
On one-dimensional stochastic differential equations with generalized drift. Zbl 0545.60060
Engelbert, H. J.; Schmidt, W.
15
1984
On exponential local martingales connected with diffusion processes. Zbl 0565.60063
Engelbert, H. J.; Schmidt, W.
9
1984
Randomized stopping times: Doob’s optional sampling theorem and optimal stopping. Zbl 0576.60035
Buckdahn, R.; Engelbert, H. J.
1
1984
On the construction of semigroups from substochastic resolvents. Zbl 0509.60076
Engelbert, H. J.
1
1982
On the behaviour of certain functionals of the Wiener process and applications to stochastic differential equations. Zbl 0468.60077
Engelbert, H. J.; Schmidt, W.
11
1981
Stochastic integrals of continuous local martingales. II. Zbl 0466.60047
Engelbert, H. J.; Hess, Juliane
11
1981
Stochastic integrals of continuous local martingales. I. Zbl 0453.60054
Engelbert, H. J.; Hess, Juliane
8
1980
Integral representation with respect to stopped continuous local martingales. Zbl 0443.60042
Engelbert, H. J.; Hess, Juliane
8
1980
On absolute continuity and singularity of probability measures. Zbl 0448.60029
Engelbert, H. J.; Shiryaev, A. N.
1
1980
Optimal stopping and almost sure convergence of random sequences. Zbl 0403.60044
Engelbert, A.; Engelbert, H. J.
4
1979
On the sets of convergence of generalized submartingales. Zbl 0409.60054
Engelbert, H. J.; Shiryaev, A. N.
3
1979
Markov processes in general state spaces. VI. Zbl 0402.60070
Engelbert, H. J.
1
1978
Markov processes in general state spaces. V. Zbl 0402.60069
Engelbert, H. J.
1
1978
Markov processes in general state spaces. IV. Zbl 0402.60068
Engelbert, H. J.
1
1978
Markov processes in general state spaces. I. Zbl 0379.60071
Engelbert, H. J.
2
1977
On optimal stopping rules for Markov processes with continuous time. Zbl 0324.60039
Engelbert, H. J.
2
1974
On the theory of optimal stopping rules for Markov processes. Zbl 0292.60137
Engelbert, H. J.
2
1973
Zur Reduktion stochastischer Automaten. Zbl 0169.31602
Engelbert, H-J.
1
1968
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

Citations by Year