Frank Norbert Proske

Finance · 2003–2018

A researcher in the Science corpus: 11 papers; trusts 16 researchers and is trusted by 17 researchers here, as inferred from the citation graph.

Subfields

Whom Frank Norbert Proske trusts overall

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

  1. Giulia di Nunno
  2. Bernt Øksendal
  3. E. Fedrizzi
  4. Franco Flandoli
  5. T. Meyer‐Brandis
  6. Nathalie Eisenbaum
  7. Arne Løkka
  8. David Nualart
  9. Fred Espen Benth
  10. A. Davie

Who trusts Frank Norbert Proske overall

  1. T. Meyer‐Brandis
  2. Xicheng Zhang
  3. Giulia di Nunno
  4. Martin Bauer
  5. E. Petrou
  6. E. Fedrizzi
  7. Bernt Øksendal
  8. Longjie Xie
  9. Olivier Menoukeu-Pamen
  10. Franco Flandoli

Papers from Frank Norbert Proske's perspective

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

  1. Financial Modelling with Jump Processes
  2. Stochastic calculus with respect to continuous finite quadratic variation processes
  3. Martingale Representation of Functionals of Lévy Processes
  4. Construction of strong solutions of SDE's via Malliavin calculus
  5. Stochastic Integration and Differential Equations. Second Edition.
  6. MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES
  7. Random perturbation of PDEs and fluid dynamic models
  8. Mean field games
  9. Hölder Flow and Differentiability for SDEs with Nonregular Drift
  10. Noise Prevents Singularities in Linear Transport Equations

Their papers