Edit Profile (opens in new tab) Föllmer, Hans Compute Distance To: Compute Author ID: follmer.hans Published as: Föllmer, Hans; Föllmer, H.; Fölmer, Hans more...less Homepage: http://www.math.hu-berlin.de/~foellmer/index-e.html External Links: MGP · Wikidata · dblp · GND · IdRef · theses.fr Documents Indexed: 89 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 2,136 Co-Co-Authors all top 5 Co-Authors 39 single-authored 8 Schied, Alexander 4 Knispel, Thomas 4 Penner, Irina 3 Yor, Marc 2 Horst, Ulrich 2 Leukert, Peter 2 Nelson, Joseph Edward 2 Protter, Philip Elliott 2 Schweizer, Martin 2 Wu, Ching-Tang 1 Acciaio, Beatrice 1 Airault, Hélène 1 Albeverio, Sergio A. 1 Bank, Peter 1 Biagini, Francesca 1 Bismut, Jean-Michel 1 Bru, Bernard 1 Buckdahn, Rainer 1 Clark, John M. C. 1 Deuschel, Jean-Dominique 1 Diaconis, Persi Warren 1 Doeblin, Wolfgang 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 Iosifescu, Marius 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 Lindvall, Torgny 1 Majumdar, Mukul K. 1 Nedelcu, Sorin 1 Nummelin, Esa 1 Orey, Steven 1 Ort, Marianne 1 Papanicolaou, George C. 1 Schachermayer, Walter 1 Seneta, Eugene 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 History and biography (01-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 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 78 Publications have been cited 2,561 times in 1,927 Documents Cited by ▼ Year ▼ Convex measures of risk and trading constraints. Zbl 1041.91039Föllmer, Hans; Schied, Alexander 446 2002 Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028Föllmer, Hans; Schied, Alexander 375 2004 Hedging of contingent claims under incomplete information. Zbl 0738.90007Föllmer, Hans; Schweizer, Martin 178 1990 Quantile hedging. Zbl 0977.91019Föllmer, Hans; Leukert, Peter 127 1999 Stochastic finance. An introduction in discrete time. Zbl 1125.91053Föllmer, Hans; Schied, Alexander 119 2002 Efficient hedging: cost versus shortfall risk. Zbl 0956.60074Föllmer, Hans; Leukert, Peter 106 2000 Hedging of non-redundant contingent claims. Zbl 0663.90006Föllmer, Hans; Sondermann, Dieter 97 1986 Optional decompositions under constraints. Zbl 0882.60063Föllmer, H.; Kramkov, D. 74 1997 Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119Föllmer, Hans; Penner, Irina 66 2006 Stochastic finance. An introduction in discrete time. 3rd revised and extended ed. Zbl 1213.91006Fölmer, Hans; Schied, Alexander 65 2011 Random economies with many interacting agents. Zbl 0281.90021Föllmer, Hans 57 1974 Calcul d’Ito sans probabilités. Zbl 0461.60074Föllmer, Hans 46 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 43 2002 Quadratic covariation and an extension of Itô’s formula. Zbl 0851.60048Föllmer, Hans; Protter, Philip; Shiryayev, Albert N. 43 1995 The exit measure of a supermartingale. Zbl 0231.60033Föllmer, Hans 38 1971 Optional decomposition and Lagrange multipliers. Zbl 0894.90016Föllmer, H.; Kabanov, Yu. M. 35 1998 Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001Föllmer, Hans; Schied, Alexander 35 2016 Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044Föllmer, Hans; Horst, Ulrich; Kirman, Alan 33 2005 Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128Föllmer, Hans; Knispel, Thomas 31 2011 A microeconomic approach to diffusion models for stock prices. Zbl 0884.90027Föllmer, Hans; Schweizer, Martin 29 1993 On entropy and information gain in random fields. Zbl 0258.60029Föllmer, Hans 28 1973 Random fields and diffusion processes. Zbl 0661.60063Föllmer, Hans 27 1988 Robust preferences and robust portfolio choice. Zbl 1180.91274Schied, Alexander; Föllmer, Hans; Weber, Stefan 27 2009 A covariance estimate for Gibbs measures. Zbl 0482.60052Föllmer, Hans 25 1982 Robust projections in the class of martingale measures. Zbl 1099.94016Föllmer, Hans; Gundel, Anne 19 2006 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 Phase transition and Martin boundary. Zbl 0367.60112Föllmer, Hans 19 1975 Time reversal of infinite-dimensional diffusions. Zbl 0602.60067Föllmer, H.; Wakolbinger, A. 18 1986 Asymptotic arbitrage and large deviations. Zbl 1153.91015Föllmer, H.; Schachermayer, W. 16 2008 On the representation of semimartingales. Zbl 0265.60044Föllmer, Hans 16 1973 Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin 15 2014 Time reversal on Wiener space. Zbl 0582.60078Föllmer, Hans 15 1986 Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082Föllmer, Hans; Imkeller, Peter 14 1993 American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022Bank, Peter; Föllmer, Hans 14 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 13 1999 On weak Brownian motions of arbitrary order. Zbl 0968.60069Föllmer, Hans; Wu, Ching-Tang; Yor, Marc 11 2000 Probabilistic aspects of finance. Zbl 1279.91053Föllmer, Hans; Schied, Alexander 10 2013 Dirichlet processes. Zbl 0462.60046Föllmer, Hans 9 1981 Relative densities of semimartingales. Zbl 0281.60053Airault, Hélène; Föllmer, Hans 9 1974 On Itô’s formula for multidimensional Brownian motion. Zbl 0955.60077Föllmer, Hans; Protter, Philip 8 2000 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 On the global Markov property. Zbl 0457.60077Föllmer, Hans 8 1980 Probabilistic aspects of financial risk. Zbl 1047.91041Föllmer, Hans 8 2001 Entropy minimization and Schrödinger processes in infinite dimensions. Zbl 0876.60063Föllmer, Hans; Gantert, Nina 8 1997 Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011Föllmer, Hans 7 2014 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 A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058El Karoui, Nicole; Föllmer, Hans 6 2005 Quasimartingales à deux indices. Zbl 0397.60044Föllmer, Hans 5 1979 Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094Föllmer, Hans 5 1979 An entropy approach to the time reversal of diffusion processes. Zbl 0562.60083Föllmer, Hans 5 1985 Convergence of locally and globally interacting Markov chains. Zbl 1058.60087Föllmer, Hans; Horst, Ulrich 5 2001 Potentials of a Markov process are expected suprema. Zbl 1184.60030Föllmer, Hans; Knispel, Thomas 5 2007 An ”inner” variational principle for Markov fields on a graph. Zbl 0366.60120Föllmer, Hans; Snell, J. L. 5 1977 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 Stock price fluctuation as a diffusion in a random environment. Zbl 0854.90012Föllmer, Hans 4 1995 Spatial risk measures: local specification and boundary risk. Zbl 1386.91080Föllmer, Hans; Klüppelberg, Claudia 4 2014 Monetary valuation of cash flows under Knightian uncertainty. Zbl 1208.91170Föllmer, Hans; Penner, Irina 4 2011 Large deviations and surface entropy for Markov fields. Zbl 0671.60020Föllmer, Hans; Ort, Marianne 3 1988 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 3 2006 Optimal stopping of constrained Brownian motion. Zbl 0241.60034Föllmer, Hans 3 1972 On the potential theory of stochastic fields. Zbl 0364.60114Föllmer, Hans 3 1975 Von der Brownschen Bewegung zum Brownschen Blatt: Einige neuere Richtungen in der Theorie der stochastischen Prozesse. Zbl 0563.60070Föllmer, Hans 2 1984 Time reversal and smoothing of infinite-dimensional diffusion processes. Zbl 0612.60050Deuschel, J. D.; Föllmer, Hans 1 1986 A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049Clark, J. M. C.; Föllmer, H. 1 1987 Ein Littlewood-Kriterium für gleichmäßig integrable Martingale und insbesondere für Dirichlet-Lösungen. Zbl 0188.41902Föllmer, Hans 1 1971 Richard von Mises. Zbl 0901.01020Föllmer, Hans; Küchler, Uwe 1 1998 Almost sure convergence of multiparameter martingales for Markov random fields. Zbl 0538.60043Föllmer, Hans 1 1984 Martin boundaries on Wiener space. Zbl 0726.60078Föllmer, Hans 1 1990 Orthogonal martingale representation. Zbl 0728.60049Elliott, Robert J.; Föllmer, Hans 1 1991 Convex capital requirements for large portfolio. Zbl 1308.91139Föllmer, Hans; Knispel, Thomas 1 2012 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 1205.60014Föllmer, Hans 1 1999 Everything is right and still wrong? (Alles richtig und trotzdem falsch? Anmerkungen zur Finanzkrise und zur Finanzmathematik.) Zbl 1181.91358Föllmer, Hans 1 2009 Financial uncertainty, risk measures and robust preferences. Zbl 1152.91511Föllmer, H. 1 2008 Stochastic holomorphy. Zbl 0262.60032Föllmer, Hans 1 1974 Stochastic finance. An introduction in discrete time. 4th revised edition. Zbl 1343.91001Föllmer, Hans; Schied, Alexander 35 2016 Shifting martingale measures and the birth of a bubble as a submartingale. Zbl 1336.91089Biagini, Francesca; Föllmer, Hans; Nedelcu, Sorin 15 2014 Spatial risk measures and their local specification: the locally law-invariant case. Zbl 1345.91011Föllmer, Hans 7 2014 Spatial risk measures: local specification and boundary risk. Zbl 1386.91080Föllmer, Hans; Klüppelberg, Claudia 4 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 65 2011 Entropic risk measures: coherence vs. convexity, model ambiguity and robust large deviations. Zbl 1237.91128Föllmer, Hans; Knispel, Thomas 31 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 27 2009 Everything is right and still wrong? (Alles richtig und trotzdem falsch? Anmerkungen zur Finanzkrise und zur Finanzmathematik.) Zbl 1181.91358Föllmer, Hans 1 2009 Asymptotic arbitrage and large deviations. Zbl 1153.91015Föllmer, H.; Schachermayer, W. 16 2008 Financial uncertainty, risk measures and robust preferences. Zbl 1152.91511Föllmer, H. 1 2008 Potentials of a Markov process are expected suprema. Zbl 1184.60030Föllmer, Hans; Knispel, Thomas 5 2007 Convex risk measures and the dynamics of their penalty functions. Zbl 1186.91119Föllmer, Hans; Penner, Irina 66 2006 Robust projections in the class of martingale measures. Zbl 1099.94016Föllmer, Hans; Gundel, Anne 19 2006 A representation of excessive functions as expected suprema. Zbl 1127.60075Föllmer, Hans; Knispel, Thomas 3 2006 Equilibria in financial markets with heterogeneous agents: a probabilistic perspective. Zbl 1118.91044Föllmer, Hans; Horst, Ulrich; Kirman, Alan 33 2005 A non-linear Riesz respresentation in probabilistic potential theory. Zbl 1078.60058El Karoui, Nicole; Föllmer, Hans 6 2005 Stochastic finance. An introduction in discrete time. 2nd revised and extended ed. Zbl 1126.91028Föllmer, Hans; Schied, Alexander 375 2004 American options, multi-armed bandits, and optimal consumption plans: a unifying view. Zbl 1065.91022Bank, Peter; Föllmer, Hans 14 2003 Convex measures of risk and trading constraints. Zbl 1041.91039Föllmer, Hans; Schied, Alexander 446 2002 Stochastic finance. An introduction in discrete time. Zbl 1125.91053Föllmer, Hans; Schied, Alexander 119 2002 Robust preferences and convex measures of risk. Zbl 1022.91045Föllmer, Hans; Schied, Alexander 43 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 106 2000 On weak Brownian motions of arbitrary order. Zbl 0968.60069Föllmer, Hans; Wu, Ching-Tang; Yor, Marc 11 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 127 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 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 1205.60014Föllmer, Hans 1 1999 Optional decomposition and Lagrange multipliers. Zbl 0894.90016Föllmer, H.; Kabanov, Yu. M. 35 1998 Richard von Mises. Zbl 0901.01020Föllmer, Hans; Küchler, Uwe 1 1998 Optional decompositions under constraints. Zbl 0882.60063Föllmer, H.; Kramkov, D. 74 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. 43 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 29 1993 Anticipation cancelled by a Girsanov transformation: A paradox on Wiener space. Zbl 0796.60082Föllmer, Hans; Imkeller, Peter 14 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 27 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 3 1988 On large deviations and relative entropy of Markov random fields. Zbl 0641.60040Föllmer, H. 6 1987 A minimal fluctuation property for coin tossing and locally symmetric martingales. Zbl 0629.60049Clark, J. M. C.; Föllmer, H. 1 1987 Hedging of non-redundant contingent claims. Zbl 0663.90006Föllmer, Hans; Sondermann, Dieter 97 1986 Time reversal of infinite-dimensional diffusions. Zbl 0602.60067Föllmer, H.; Wakolbinger, A. 18 1986 Time reversal on Wiener space. Zbl 0582.60078Föllmer, Hans 15 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 46 1981 Dirichlet processes. Zbl 0462.60046Föllmer, Hans 9 1981 On the global Markov property. Zbl 0457.60077Föllmer, Hans 8 1980 Quasimartingales à deux indices. Zbl 0397.60044Föllmer, Hans 5 1979 Tail structure of Markov chains on infinite product spaces. Zbl 0431.60094Föllmer, 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. 5 1977 Phase transition and Martin boundary. Zbl 0367.60112Föllmer, Hans 19 1975 On the potential theory of stochastic fields. Zbl 0364.60114Föllmer, Hans 3 1975 Random economies with many interacting agents. Zbl 0281.90021Föllmer, Hans 57 1974 Relative densities of semimartingales. Zbl 0281.60053Airault, Hélène; Föllmer, Hans 9 1974 Stochastic holomorphy. Zbl 0262.60032Föllmer, Hans 1 1974 On entropy and information gain in random fields. Zbl 0258.60029Föllmer, Hans 28 1973 On the representation of semimartingales. Zbl 0265.60044Föllmer, Hans 16 1973 Optimal stopping of constrained Brownian motion. Zbl 0241.60034Föllmer, Hans 3 1972 The exit measure of a supermartingale. Zbl 0231.60033Föllmer, Hans 38 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 2,049 Authors 38 Siu, Tak Kuen 27 Kupper, Michael 24 Wang, Ruodu 21 Elliott, Robert James 20 Schied, Alexander 17 Hu, Yijun 17 Rosazza Gianin, Emanuela 17 Russo, Francesco 16 Rásonyi, Miklós 15 Rudloff, Birgit 15 Ruszczyński, Andrzej 15 Svindland, Gregor 14 Carassus, Laurence 14 Föllmer, Hans 13 Mishura, Yuliya Stepanivna 12 Chen, Yanhong 12 Horst, Ulrich 12 Protter, Philip Elliott 12 Yang, Hailiang 11 Albeverio, Sergio A. 11 Biagini, Francesca 11 Bouchard, Bruno 11 Cheridito, Patrick 11 Delbaen, Freddy 11 Melnikov, Aleksander Viktorovich 11 Nutz, Marcel 11 Obloj, Jan K. 11 Platen, Eckhard 11 Riedel, Frank 11 Touzi, Nizar 10 Assa, Hirbod 10 Drapeau, Samuel 10 Karatzas, Ioannis 10 Kardaras, Constantinos 10 Munari, Cosimo 10 Pennanen, Teemu 10 Schachermayer, Walter 10 Schweizer, Martin 10 Shapiro, Alexander 10 Weber, Stefan 10 Yan, Litan 9 Filipović, Damir 9 Frittelli, Marco 9 Molchanov, Ilya S. 9 Øksendal, Bernt Karsten 9 Pflug, Georg Ch. 9 Röckner, Michael 9 Rüschendorf, Ludger 8 Bayraktar, Erhan 8 Feinstein, Zachary 8 Hamel, Andreas H. 8 Hu, Feng 8 Koch Medina, Pablo 8 Kondrat’yev, Yuriĭ Grygorovych 8 Laeven, Roger J. A. 8 Madan, Dilip B. 8 Peng, Shige 8 Pichler, Alois 8 Tangpi, Ludovic 7 Aguilar, Erick Treviño 7 Balbás, Alejandro 7 Bank, Peter 7 Bellini, Fabio 7 Bion-Nadal, Jocelyne 7 Chen, Zhiping 7 Chi, Yichun 7 Cretarola, Alessandra 7 Evstigneev, Igor V. 7 Kratschmer, Volker 7 Léonard, Christian 7 Lépinette, Emmanuel 7 Marinacci, Massimo 7 Pinar, Mustafa Çelebi 7 Stadje, Mitja 7 Sulem, Agnès 7 Vicig, Paolo 7 Yao, Song 6 Acciaio, Beatrice 6 Bielecki, Tomasz R. 6 Cheung, Ka Chun 6 Cialenco, Igor 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 Maccheroni, Fabio 6 Pelessoni, Renato 6 Roelly, Sylvie 6 Ruf, Johannes 6 Shelemekh, E. A. 6 Tan, Ken Seng 6 Xu, Huifu 6 Zegarlinski, Boguslaw 6 Zessin, Hans N. ...and 1,949 more Authors all top 5 Cited in 273 Serials 106 Finance and Stochastics 99 Insurance Mathematics & Economics 95 Stochastic Processes and their Applications 64 Mathematical Finance 64 Mathematics and Financial Economics 62 The Annals of Applied Probability 49 European Journal of Operational Research 49 Quantitative Finance 46 International Journal of Theoretical and Applied Finance 39 The Annals of Probability 36 SIAM Journal on Financial Mathematics 34 Journal of Mathematical Economics 30 Journal of Mathematical Analysis and Applications 29 Probability Theory and Related Fields 29 Journal of Economic Dynamics & Control 29 Annals of Operations Research 26 Mathematical Methods of Operations Research 26 Stochastics 24 Statistics & Probability Letters 24 Annals of Finance 23 Mathematical Programming. Series A. Series B 22 Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete 20 Mathematics of Operations Research 20 Decisions in Economics and Finance 18 Stochastic Analysis and Applications 17 Journal of Functional Analysis 17 Applied Mathematical Finance 16 Communications in Mathematical Physics 16 ASTIN Bulletin 15 Journal of Statistical Physics 15 Applied Mathematics and Optimization 15 Journal of Applied Probability 15 Journal of Optimization Theory and Applications 15 Operations Research Letters 15 Bernoulli 15 Scandinavian Actuarial Journal 14 Journal of Economic Theory 14 Probability, Uncertainty and Quantitative Risk 13 Acta Mathematicae Applicatae Sinica. English Series 12 International Journal of Approximate Reasoning 12 European Actuarial Journal 11 Advances in Applied Probability 11 Journal of Computational and Applied Mathematics 11 SIAM Journal on Control and Optimization 11 Communications in Statistics. Theory and Methods 11 Statistics & Risk Modeling 10 Journal of Theoretical Probability 10 North American Actuarial Journal 9 Physica A 9 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 9 Methodology and Computing in Applied Probability 8 Operations Research 8 Transactions of the American Mathematical Society 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 Positivity 7 Asia-Pacific Financial Markets 6 Chaos, Solitons and Fractals 6 Journal of Econometrics 6 Journal of Multivariate Analysis 6 Optimization 6 Automation and Remote Control 6 INFORMS Journal on Computing 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 Inventiones Mathematicae ...and 173 more Serials all top 5 Cited in 44 Fields 1,359 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 949 Probability theory and stochastic processes (60-XX) 214 Operations research, mathematical programming (90-XX) 199 Statistics (62-XX) 155 Systems theory; control (93-XX) 122 Calculus of variations and optimal control; optimization (49-XX) 89 Statistical mechanics, structure of matter (82-XX) 88 Functional analysis (46-XX) 52 Partial differential equations (35-XX) 50 Measure and integration (28-XX) 37 Dynamical systems and ergodic theory (37-XX) 37 Numerical analysis (65-XX) 23 Operator theory (47-XX) 20 Real functions (26-XX) 15 Convex and discrete geometry (52-XX) 15 Computer science (68-XX) 14 Global analysis, analysis on manifolds (58-XX) 13 Potential theory (31-XX) 13 Ordinary differential equations (34-XX) 10 Quantum theory (81-XX) 10 Information and communication theory, circuits (94-XX) 9 Mathematical logic and foundations (03-XX) 9 Difference and functional equations (39-XX) 7 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 Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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