Edit Profile Föllmer, Hans Compute Distance To: Compute Author ID: follmer.hans Published as: Föllmer, H.; Föllmer, Hans; Fölmer, Hans Homepage: http://www.math.hu-berlin.de/~foellmer/index-e.html External Links: MGP · Wikidata · dblp · GND Documents Indexed: 91 Publications since 1969, including 7 Books Biographic References: 1 Publication all top 5 Co-Authors 39 single-authored 8 Schied, Alexander 4 Knispel, Thomas 4 Penner, Irina 2 Horst, Ulrich 2 Leukert, Peter 2 Nelson, Joseph Edward 2 Protter, Philip Elliott 2 Schweizer, Martin 2 Wu, Ching-Tang 2 Yor, Marc 1 Acciaio, Beatrice 1 Airault, Hélène 1 Albeverio, Sergio A. 1 Bank, Peter 1 Biagini, Francesca 1 Buckdahn, Rainer 1 Clark, John M. C. 1 Deuschel, Jean-Dominique 1 Diaconis, Persi Warren 1 Eberlein, Ernst W. 1 El Karoui, Nicole 1 Elliott, Robert James 1 Elworthy, David 1 Engelbert, Hans Jürgen 1 Gantert, Nina 1 Gross, Leonard 1 Gundel, Anne 1 Imkeller, Peter 1 Kabanov, Yuriĭ Mikhaĭlovich 1 Keane, Michael S. 1 Kirman, Alan P. 1 Klüppelberg, Claudia 1 Kramkov, Dmitriĭ Olegovich 1 Krengel, Ulrich 1 Küchler, Uwe 1 Majumdar, Mukul K. 1 Nedelcu, Sorin 1 Orey, Steven 1 Ort, Marianne 1 Papanicolaou, George C. 1 Schachermayer, Walter 1 Shiryaev, Al’bert Nikolaevich 1 Snell, J. Laurie 1 Sondermann, Dieter 1 Strassen, Volker 1 Varadhan, S. R. Srinivasa 1 Wakolbinger, Anton 1 Weber, Stefan 1 Zabczyk, Jerzy all top 5 Serials 6 Finance and Stochastics 5 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 4 The Annals of Probability 3 Journal of Mathematical Economics 3 Probability Theory and Related Fields 3 Stochastic Processes and their Applications 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 2 Jahresbericht der Deutschen Mathematiker-Vereinigung (DMV) 2 Mitteilungen der Deutschen Mathematiker-Vereinigung (DMV) 2 Bernoulli 2 De Gruyter Studies in Mathematics 1 Illinois Journal of Mathematics 1 Inventiones Mathematicae 1 Journal of Applied Probability 1 Journal of Functional Analysis 1 Mathematische Annalen 1 Probability and Mathematical Statistics 1 Statistics & Decisions 1 Nova Acta Leopoldina. Neue Folge 1 Philosophical Transactions of the Royal Society of London. Series A 1 Mathematical Finance 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 International Journal of Theoretical and Applied Finance 1 Stochastics and Dynamics 1 Comptes Rendus Hebdomadaires des Séances de l’Académie des Sciences, Série A 1 Lecture Notes in Mathematics 1 Mathematics and Financial Economics 1 Statistics & Risk Modeling 1 De Gruyter Textbook 1 De Gruyter Graduate all top 5 Fields 70 Probability theory and stochastic processes (60-XX) 39 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 5 Potential theory (31-XX) 5 Statistics (62-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 General and overarching topics; collections (00-XX) 4 History and biography (01-XX) 4 Systems theory; control (93-XX) 3 Information and communication theory, circuits (94-XX) 1 Real functions (26-XX) 1 Functions of a complex variable (30-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Operations research, mathematical programming (90-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 76 Publications have been cited 2,499 times in 1,849 Documents Cited by ▼ Year ▼ Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028Föllmer, Hans; Schied, Alexander 447 2004 Convex measures of risk and trading constraints. Zbl 1041.91039Föllmer, Hans; Schied, Alexander 397 2002 Hedging of contingent claims under incomplete information. Zbl 0738.90007Föllmer, Hans; Schweizer, Martin 178 1990 Stochastic finance. An introduction in discrete time. Zbl 1125.91053Föllmer, Hans; Schied, Alexander 123 2002 Quantile hedging. Zbl 0977.91019Föllmer, Hans; Leukert, Peter 119 1999 Hedging of non-redundant contingent claims. Zbl 0663.90006Föllmer, Hans; Sondermann, Dieter 104 1986 Efficient hedging: cost versus shortfall risk. Zbl 0956.60074Föllmer, Hans; Leukert, Peter 98 2000 Optional decompositions under constraints. Zbl 0882.60063Föllmer, H.; Kramkov, D. 69 1997 Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119Föllmer, Hans; Penner, Irina 59 2006 Stochastic finance. An introduction in discrete time. 3rd revised and extended ed. Zbl 1213.91006Fölmer, Hans; Schied, Alexander 56 2011 Random economies with many interacting agents. Zbl 0281.90021Föllmer, Hans 53 1974 Calcul d’Ito sans probabilités. Zbl 0461.60074Föllmer, Hans 48 1981 Large deviations for the empirical field of a Gibbs measure. Zbl 0648.60028Föllmer, Hans; Orey, Steven 46 1988 Robust preferences and convex measures of risk. Zbl 1022.91045Föllmer, Hans; Schied, Alexander 42 2002 Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048Föllmer, Hans; Protter, Philip; Shiryayev, Albert N. 41 1995 The exit measure of a supermartingale. Zbl 0231.60033Föllmer, Hans 37 1971 Optional decomposition and Lagrange multipliers. Zbl 0894.90016Föllmer, H.; Kabanov, Yu. M. 33 1998 Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044Föllmer, Hans; Horst, Ulrich; Kirman, Alan 32 2005 Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128Föllmer, Hans; Knispel, Thomas 28 2011 On entropy and information gain in random fields. Zbl 0258.60029Föllmer, Hans 27 1973 A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027Föllmer, Hans; Schweizer, Martin 26 1993 Random fields and diffusion processes. Zbl 0661.60063Föllmer, Hans 26 1988 Robust preferences and robust portfolio choice. Zbl 1180.91274Schied, Alexander; Föllmer, Hans; Weber, Stefan 25 2009 A covariance estimate for Gibbs measures. Zbl 0482.60052Föllmer, Hans 25 1982 Phase transition and Martin boundary. Zbl 0367.60112Föllmer, Hans 25 1975 Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Zbl 1262.91091Acciaio, Beatrice; Föllmer, Hans; Penner, Irina 19 2012 Robust projections in the class of martingale measures. Zbl 1099.94016Föllmer, Hans; Gundel, Anne 18 2006 Time reversal of infinite-dimensional diffusions. Zbl 0602.60067Föllmer, H.; Wakolbinger, A. 18 1986 Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin 16 2014 On the representation of semimartingales. Zbl 0265.60044Föllmer, Hans 16 1973 Asymptotic arbitrage and large deviations. Zbl 1153.91015Föllmer, H.; Schachermayer, W. 15 2008 Time reversal on Wiener space. Zbl 0582.60078Föllmer, Hans 14 1986 Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082Föllmer, Hans; Imkeller, Peter 13 1993 American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022Bank, Peter; Föllmer, Hans 12 2003 Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. Zbl 0996.60079Föllmer, Hans; Wu, Ching-Tang; Yor, Marc 12 1999 Probabilistic aspects of finance. Zbl 1279.91053Föllmer, Hans; Schied, Alexander 10 2013 On weak Brownian motions of arbitrary order. Zbl 0968.60069Föllmer, Hans; Wu, Ching-Tang; Yor, Marc 10 2000 Dirichlet processes. Zbl 0462.60046Föllmer, Hans 10 1981 On the global Markov property. Zbl 0457.60077Föllmer, Hans 10 1980 Probabilistic aspects of financial risk. Zbl 1047.91041Föllmer, Hans 8 2001 On Itô’s formula for multidimensional Brownian motion. Zbl 0955.60077Föllmer, Hans; Protter, Philip 8 2000 Entropy minimization and Schrödinger processes in infinite dimensions. Zbl 0876.60063Föllmer, Hans; Gantert, Nina 8 1997 On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty. Zbl 0402.90026Föllmer, Hans; Majumdar, Mukul 8 1978 Feine Topologie am Martinrand eines Standardprozesses. Zbl 0172.21601Föllmer, H. 8 1969 Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001Fölmer, Hans; Schied, Alexander 7 2016 Stock price fluctuation as a diffusion in a random environment. Zbl 0822.90022Föllmer, Hans 6 1994 On large deviations and relative entropy of Markov random fields. Zbl 0641.60040Föllmer, H. 6 1987 Relative densities of semimartingales. Zbl 0281.60053Airault, Hélène; Föllmer, Hans 6 1974 Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011Föllmer, Hans 5 2014 A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058El Karoui, Nicole; Föllmer, Hans 5 2005 Convergence of locally and globally interacting Markov chains. Zbl 1058.60087Föllmer, Hans; Horst, Ulrich 5 2001 An entropy approach to the time reversal of diffusion processes. Zbl 0562.60083Föllmer, Hans 5 1985 Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094Föllmer, Hans 5 1979 Quasimartingales à deux indices. Zbl 0397.60044Föllmer, Hans 5 1979 Monetary valuation of cash flows under Knightian uncertainty. Zbl 1208.91170Föllmer, Hans; Penner, Irina 4 2011 Potentials of a Markov process are expected suprema. Zbl 1184.60030Föllmer, Hans; Knispel, Thomas 4 2007 Stock price fluctuation as a diffusion in a random environment. Zbl 0854.90012Föllmer, Hans 4 1995 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 0649.00016Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S. 4 1988 An ”inner” variational principle for Markov fields on a graph. Zbl 0366.60120Föllmer, Hans; Snell, J. L. 4 1977 Spatial risk measures: local specification and boundary risk. Zbl 1386.91080Föllmer, Hans; Klüppelberg, Claudia 3 2014 A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038Buckdahn, Rainer; Föllmer, Hans 3 1993 A representation of excessive functions as expected suprema. Zbl 1127.60075Föllmer, Hans; Knispel, Thomas 2 2006 Richard von Mises. Zbl 0901.01020Föllmer, Hans; Küchler, Uwe 2 1998 Large deviations and surface entropy for Markov fields. Zbl 0671.60020Föllmer, Hans; Ort, Marianne 2 1988 Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Zbl 0563.60070Föllmer, Hans 2 1984 On the potential theory of stochastic fields. Zbl 0364.60114Föllmer, Hans 2 1975 Optimal stopping of constrained Brownian motion. Zbl 0241.60034Föllmer, Hans 2 1972 Convex capital requirements for large portfolio. Zbl 1308.91139Föllmer, Hans; Knispel, Thomas 1 2012 Everything is right and still wrong? Zbl 1181.91358Föllmer, Hans 1 2009 Randomness in economics: on the role of probability theory in the theory of financial markets. Zbl 1205.60014Föllmer, Hans 1 1999 Orthogonal martingale representation. Zbl 0728.60049Elliott, Robert J.; Föllmer, Hans 1 1991 Martin boundaries on Wiener space. Zbl 0726.60078Föllmer, Hans 1 1990 Time reversal and smoothing of infinite-dimensional diffusion processes. Zbl 0612.60050Deuschel, J. D.; Föllmer, Hans 1 1986 Almost sure convergence of multiparameter martingales for Markov random fields. Zbl 0538.60043Föllmer, Hans 1 1984 Stochastic holomorphy. Zbl 0262.60032Föllmer, Hans 1 1974 Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Zbl 0188.41902Föllmer, Hans 1 1971 Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001Fölmer, Hans; Schied, Alexander 7 2016 Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin 16 2014 Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011Föllmer, Hans 5 2014 Spatial risk measures: local specification and boundary risk. Zbl 1386.91080Föllmer, Hans; Klüppelberg, Claudia 3 2014 Probabilistic aspects of finance. Zbl 1279.91053Föllmer, Hans; Schied, Alexander 10 2013 Risk assessment for uncertain cash flows: model ambiguity, discounting ambiguity, and the role of bubbles. Zbl 1262.91091Acciaio, Beatrice; Föllmer, Hans; Penner, Irina 19 2012 Convex capital requirements for large portfolio. Zbl 1308.91139Föllmer, Hans; Knispel, Thomas 1 2012 Stochastic finance. An introduction in discrete time. 3rd revised and extended ed. Zbl 1213.91006Fölmer, Hans; Schied, Alexander 56 2011 Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128Föllmer, Hans; Knispel, Thomas 28 2011 Monetary valuation of cash flows under Knightian uncertainty. Zbl 1208.91170Föllmer, Hans; Penner, Irina 4 2011 Robust preferences and robust portfolio choice. Zbl 1180.91274Schied, Alexander; Föllmer, Hans; Weber, Stefan 25 2009 Everything is right and still wrong? Zbl 1181.91358Föllmer, Hans 1 2009 Asymptotic arbitrage and large deviations. Zbl 1153.91015Föllmer, H.; Schachermayer, W. 15 2008 Potentials of a Markov process are expected suprema. Zbl 1184.60030Föllmer, Hans; Knispel, Thomas 4 2007 Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119Föllmer, Hans; Penner, Irina 59 2006 Robust projections in the class of martingale measures. Zbl 1099.94016Föllmer, Hans; Gundel, Anne 18 2006 A representation of excessive functions as expected suprema. Zbl 1127.60075Föllmer, Hans; Knispel, Thomas 2 2006 Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044Föllmer, Hans; Horst, Ulrich; Kirman, Alan 32 2005 A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058El Karoui, Nicole; Föllmer, Hans 5 2005 Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028Föllmer, Hans; Schied, Alexander 447 2004 American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022Bank, Peter; Föllmer, Hans 12 2003 Convex measures of risk and trading constraints. Zbl 1041.91039Föllmer, Hans; Schied, Alexander 397 2002 Stochastic finance. An introduction in discrete time. Zbl 1125.91053Föllmer, Hans; Schied, Alexander 123 2002 Robust preferences and convex measures of risk. Zbl 1022.91045Föllmer, Hans; Schied, Alexander 42 2002 Probabilistic aspects of financial risk. Zbl 1047.91041Föllmer, Hans 8 2001 Convergence of locally and globally interacting Markov chains. Zbl 1058.60087Föllmer, Hans; Horst, Ulrich 5 2001 Efficient hedging: cost versus shortfall risk. Zbl 0956.60074Föllmer, Hans; Leukert, Peter 98 2000 On weak Brownian motions of arbitrary order. Zbl 0968.60069Föllmer, Hans; Wu, Ching-Tang; Yor, Marc 10 2000 On Itô’s formula for multidimensional Brownian motion. Zbl 0955.60077Föllmer, Hans; Protter, Philip 8 2000 Quantile hedging. Zbl 0977.91019Föllmer, Hans; Leukert, Peter 119 1999 Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading. Zbl 0996.60079Föllmer, Hans; Wu, Ching-Tang; Yor, Marc 12 1999 Randomness in economics: on the role of probability theory in the theory of financial markets. Zbl 1205.60014Föllmer, Hans 1 1999 Optional decomposition and Lagrange multipliers. Zbl 0894.90016Föllmer, H.; Kabanov, Yu. M. 33 1998 Richard von Mises. Zbl 0901.01020Föllmer, Hans; Küchler, Uwe 2 1998 Optional decompositions under constraints. Zbl 0882.60063Föllmer, H.; Kramkov, D. 69 1997 Entropy minimization and Schrödinger processes in infinite dimensions. Zbl 0876.60063Föllmer, Hans; Gantert, Nina 8 1997 Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048Föllmer, Hans; Protter, Philip; Shiryayev, Albert N. 41 1995 Stock price fluctuation as a diffusion in a random environment. Zbl 0854.90012Föllmer, Hans 4 1995 Stock price fluctuation as a diffusion in a random environment. Zbl 0822.90022Föllmer, Hans 6 1994 A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027Föllmer, Hans; Schweizer, Martin 26 1993 Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082Föllmer, Hans; Imkeller, Peter 13 1993 A conditional approach to the anticipating Girsanov transformation. Zbl 0791.60038Buckdahn, Rainer; Föllmer, Hans 3 1993 Orthogonal martingale representation. Zbl 0728.60049Elliott, Robert J.; Föllmer, Hans 1 1991 Hedging of contingent claims under incomplete information. Zbl 0738.90007Föllmer, Hans; Schweizer, Martin 178 1990 Martin boundaries on Wiener space. Zbl 0726.60078Föllmer, Hans 1 1990 Large deviations for the empirical field of a Gibbs measure. Zbl 0648.60028Föllmer, Hans; Orey, Steven 46 1988 Random fields and diffusion processes. Zbl 0661.60063Föllmer, Hans 26 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 0649.00016Diaconis, P.; Nelson, E.; Elworthy, D.; Papanicolaou, G.; Föllmer, H.; Varadhan, S. R. S. 4 1988 Large deviations and surface entropy for Markov fields. Zbl 0671.60020Föllmer, Hans; Ort, Marianne 2 1988 On large deviations and relative entropy of Markov random fields. Zbl 0641.60040Föllmer, H. 6 1987 Hedging of non-redundant contingent claims. Zbl 0663.90006Föllmer, Hans; Sondermann, Dieter 104 1986 Time reversal of infinite-dimensional diffusions. Zbl 0602.60067Föllmer, H.; Wakolbinger, A. 18 1986 Time reversal on Wiener space. Zbl 0582.60078Föllmer, Hans 14 1986 Time reversal and smoothing of infinite-dimensional diffusion processes. Zbl 0612.60050Deuschel, J. D.; Föllmer, Hans 1 1986 An entropy approach to the time reversal of diffusion processes. Zbl 0562.60083Föllmer, Hans 5 1985 Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Zbl 0563.60070Föllmer, Hans 2 1984 Almost sure convergence of multiparameter martingales for Markov random fields. Zbl 0538.60043Föllmer, Hans 1 1984 A covariance estimate for Gibbs measures. Zbl 0482.60052Föllmer, Hans 25 1982 Calcul d’Ito sans probabilités. Zbl 0461.60074Föllmer, Hans 48 1981 Dirichlet processes. Zbl 0462.60046Föllmer, Hans 10 1981 On the global Markov property. Zbl 0457.60077Föllmer, Hans 10 1980 Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094Föllmer, Hans 5 1979 Quasimartingales à deux indices. Zbl 0397.60044Föllmer, Hans 5 1979 On the asymptotic behavior of stochastic economic processes. Two examples from intertemporal allocation under uncertainty. Zbl 0402.90026Föllmer, Hans; Majumdar, Mukul 8 1978 An ”inner” variational principle for Markov fields on a graph. Zbl 0366.60120Föllmer, Hans; Snell, J. L. 4 1977 Phase transition and Martin boundary. Zbl 0367.60112Föllmer, Hans 25 1975 On the potential theory of stochastic fields. Zbl 0364.60114Föllmer, Hans 2 1975 Random economies with many interacting agents. Zbl 0281.90021Föllmer, Hans 53 1974 Relative densities of semimartingales. Zbl 0281.60053Airault, Hélène; Föllmer, Hans 6 1974 Stochastic holomorphy. Zbl 0262.60032Föllmer, Hans 1 1974 On entropy and information gain in random fields. Zbl 0258.60029Föllmer, Hans 27 1973 On the representation of semimartingales. Zbl 0265.60044Föllmer, Hans 16 1973 Optimal stopping of constrained Brownian motion. Zbl 0241.60034Föllmer, Hans 2 1972 The exit measure of a supermartingale. Zbl 0231.60033Föllmer, Hans 37 1971 Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Zbl 0188.41902Föllmer, Hans 1 1971 Feine Topologie am Martinrand eines Standardprozesses. Zbl 0172.21601Föllmer, H. 8 1969 all cited Publications top 5 cited Publications all top 5 Cited by 2,000 Authors 34 Siu, Tak Kuen 26 Kupper, Michael 20 Schied, Alexander 18 Elliott, Robert James 16 Rosazza Gianin, Emanuela 16 Russo, Francesco 16 Svindland, Gregor 16 Wang, Ruodu 15 Rásonyi, Miklós 14 Föllmer, Hans 14 Mishura, Yuliya Stepanivna 14 Rudloff, Birgit 13 Carassus, Laurence 13 Delbaen, Freddy 13 Hu, Yijun 13 Ruszczyński, Andrzej 12 Nutz, Marcel 12 Shapiro, Alexander 12 Yang, Hailiang 11 Albeverio, Sergio A. 11 Cheung, Ka Chun 11 Drapeau, Samuel 11 Horst, Ulrich 11 Melnikov, Aleksander Viktorovich 11 Pennanen, Teemu 11 Protter, Philip Elliott 11 Schweizer, Martin 11 Touzi, Nizar 10 Assa, Hirbod 10 Biagini, Francesca 10 Bouchard, Bruno 10 Cheridito, Patrick 10 Karatzas, Ioannis 10 Kardaras, Constantinos 10 Kratschmer, Volker 10 Munari, Cosimo 10 Obloj, Jan K. 10 Øksendal, Bernt Karsten 10 Platen, Eckhard 10 Rüschendorf, Ludger 10 Weber, Stefan 10 Zähle, Henryk 9 Filipović, Damir 9 Hamel, Andreas H. 9 Kondrat’yev, Yuriĭ Grygorovych 9 Pflug, Georg Ch. 9 Riedel, Frank 9 Röckner, Michael 9 Schachermayer, Walter 9 Yan, Litan 8 Bellini, Fabio 8 Chi, Yichun 8 Grechuk, Bogdan 8 Hu, Feng 8 Koch Medina, Pablo 8 Molchanov, Ilya S. 8 Peng, Shige 8 Pinar, Mustafa Çelebi 8 Sulem, Agnès 7 Aguilar, Erick Treviño 7 Balbás, Alejandro 7 Bayraktar, Erhan 7 Bion-Nadal, Jocelyne 7 Chen, Yanhong 7 Cohen, Samuel N. 7 Cretarola, Alessandra 7 Frittelli, Marco 7 Laeven, Roger J. A. 7 Léonard, Christian 7 Lépinette, Emmanuel 7 Marinacci, Massimo 7 Pichler, Alois 7 Stadje, Mitja 7 Tangpi, Ludovic 7 Vicig, Paolo 7 Yao, Song 7 Zabarankin, Michael 7 Zegarlinski, Boguslaw 7 Zessin, Hans N. 6 Acciaio, Beatrice 6 Arai, Takuji 6 Bank, Peter 6 Bielecki, Tomasz R. 6 Bignozzi, Valeria 6 Chen, Zhiping 6 Cialenco, Igor 6 Cont, Rama 6 Dentcheva, Darinka 6 El Karoui, Nicole 6 Evstigneev, Igor V. 6 Feinstein, Zachary 6 Jaeger, Peter 6 Maccheroni, Fabio 6 Madan, Dilip B. 6 Meyer-Brandis, Thilo 6 Pelessoni, Renato 6 Roelly, Sylvie 6 Zhou, Xunyu 6 Žitković, Gordan 5 Bäuerle, Nicole ...and 1,900 more Authors all top 5 Cited in 265 Serials 107 Insurance Mathematics & Economics 99 Stochastic Processes and their Applications 97 Finance and Stochastics 65 Mathematical Finance 63 The Annals of Applied Probability 63 Mathematics and Financial Economics 50 European Journal of Operational Research 44 International Journal of Theoretical and Applied Finance 42 Quantitative Finance 40 The Annals of Probability 40 Journal of Mathematical Economics 33 Journal of Economic Dynamics & Control 30 SIAM Journal on Financial Mathematics 29 Journal of Mathematical Analysis and Applications 28 Statistics & Probability Letters 26 Probability Theory and Related Fields 26 Annals of Operations Research 25 Mathematical Methods of Operations Research 22 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 22 Stochastics 21 Annals of Finance 20 Journal of Functional Analysis 20 Mathematical Programming. Series A. Series B 18 Stochastic Analysis and Applications 18 Decisions in Economics and Finance 17 Mathematics of Operations Research 17 Applied Mathematical Finance 16 Scandinavian Actuarial Journal 15 Communications in Mathematical Physics 15 Journal of Statistical Physics 15 Journal of Applied Probability 15 Journal of Optimization Theory and Applications 15 Operations Research Letters 14 ASTIN Bulletin 13 Journal of Economic Theory 13 Acta Mathematicae Applicatae Sinica. English Series 13 Bernoulli 12 Journal of Computational and Applied Mathematics 12 Journal of Multivariate Analysis 11 Applied Mathematics and Optimization 11 SIAM Journal on Optimization 10 International Journal of Approximate Reasoning 10 European Actuarial Journal 9 Journal of Theoretical Probability 9 Theory of Probability and Mathematical Statistics 9 Methodology and Computing in Applied Probability 9 Statistics & Risk Modeling 9 Dependence Modeling 8 Advances in Applied Probability 8 Transactions of the American Mathematical Society 8 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 8 Review of Derivatives Research 8 Science China. Mathematics 8 Probability, Uncertainty and Quantitative Risk 7 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 7 Operations Research 7 SIAM Journal on Control and Optimization 7 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 7 Positivity 7 North American Actuarial Journal 7 Asia-Pacific Financial Markets 6 Chaos, Solitons and Fractals 6 Journal of Econometrics 6 Optimization 6 Stochastics and Dynamics 6 Formalized Mathematics 5 Lithuanian Mathematical Journal 5 Systems & Control Letters 5 Applied Mathematics. Series B (English Edition) 5 Mathematical Problems in Engineering 5 Macroeconomic Dynamics 5 Acta Mathematica Sinica. English Series 4 Physica A 4 Theory of Probability and its Applications 4 Applied Mathematics and Computation 4 Kybernetika 4 Proceedings of the American Mathematical Society 4 Journal of Applied Mathematics and Stochastic Analysis 4 Automation and Remote Control 4 Stochastics and Stochastics Reports 4 Computational Economics 4 Journal of Mathematical Sciences (New York) 4 Economic Theory 4 Discrete and Continuous Dynamical Systems 4 OR Spectrum 4 Comptes Rendus. Mathématique. Académie des Sciences, Paris 4 Advances in Complex Systems 4 Computational Management Science 4 Journal of Industrial and Management Optimization 4 Optimization Letters 4 International Journal of Stochastic Analysis 3 Journal of Mathematical Physics 3 Reviews in Mathematical Physics 3 The Annals of Statistics 3 Inventiones Mathematicae 3 Journal of Statistical Planning and Inference 3 Mathematical Social Sciences 3 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 3 Science in China. Series A 3 M\(^3\)AS. Mathematical Models & Methods in Applied Sciences ...and 165 more Serials all top 5 Cited in 43 Fields 1,308 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 916 Probability theory and stochastic processes (60-XX) 199 Operations research, mathematical programming (90-XX) 194 Statistics (62-XX) 144 Systems theory; control (93-XX) 112 Calculus of variations and optimal control; optimization (49-XX) 87 Functional analysis (46-XX) 85 Statistical mechanics, structure of matter (82-XX) 50 Measure and integration (28-XX) 46 Partial differential equations (35-XX) 38 Dynamical systems and ergodic theory (37-XX) 38 Numerical analysis (65-XX) 21 Operator theory (47-XX) 19 Real functions (26-XX) 15 Convex and discrete geometry (52-XX) 14 Global analysis, analysis on manifolds (58-XX) 13 Potential theory (31-XX) 13 Computer science (68-XX) 12 Ordinary differential equations (34-XX) 10 Mathematical logic and foundations (03-XX) 10 Quantum theory (81-XX) 10 Information and communication theory, circuits (94-XX) 8 Difference and functional equations (39-XX) 6 Combinatorics (05-XX) 6 Fluid mechanics (76-XX) 6 Biology and other natural sciences (92-XX) 5 General and overarching topics; collections (00-XX) 5 Integral equations (45-XX) 3 History and biography (01-XX) 3 Order, lattices, ordered algebraic structures (06-XX) 3 Linear and multilinear algebra; matrix theory (15-XX) 3 Differential geometry (53-XX) 2 Special functions (33-XX) 2 Approximations and expansions (41-XX) 2 Integral transforms, operational calculus (44-XX) 2 General topology (54-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 Sequences, series, summability (40-XX) 1 Abstract harmonic analysis (43-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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