H. Engelbert

Finance · 2004–2014

A researcher in the Science corpus: 4 papers; trusts 1 researcher and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 5 citations into it; #7,984 of 10,518 by trust here, #8,309 by citations

Whom H. Engelbert trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. A. Davie
2. Alexander S. Cherny

Who trusts H. Engelbert overall

1. Thomas G. Kurtz
2. Hoang-Long Ngo
3. Daichi Taguchi

Papers from H. Engelbert's perspective

Ordered by how strongly the researchers H. Engelbert trusts endorse each paper. Same corpus, a different order for every researcher.

1. Uniqueness of solutions of stochastic differential equations
2. One-Dimensional Stochastic Differential Equations with Singular and Degenerate Coefficients
3. On the Uniqueness in Law and the Pathwise Uniqueness for Stochastic Differential Equations
4. Singular Integrals and Differentiability Properties of Functions.
5. System Control and Rough Paths
6. AN AXIOMATIC APPROACH TO CAPITAL ALLOCATION
7. Conditional and dynamic convex risk measures (Finance and Stochastics)
8. Risk Capital allocation by coherent risk measures based on one-sided moments
9. COHERENT ACCEPTABILITY MEASURES IN MULTIPERIOD MODELS
10. Expected shortfall and beyond

Their papers

• On Weak Solutions of Backward Stochastic Differential Equations (2005) — 51 citations
• ONE-DIMENSIONAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH GENERALIZED DRIFT ∗ (2014) — 51 citations
• Stochastic differential equations for sticky Brownian motion (2014) — 99 citations
• Singular Stochastic Differential Equations (2004) — 147 citations