Martin Bauer
Finance · 2011–2018
A researcher in the Science corpus: 4 papers; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #8,192 of 10,518 by trust here, #10,047 by citations
- Geometry and Topology — 12 citations into it
- Applied Mathematics — 11 citations into it
- Mathematical Physics — 9 citations into it
- Statistical and Nonlinear Physics — 8 citations into it
- Economics and Econometrics — 6 citations into it
Whom Martin Bauer trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Nathalie Eisenbaum
- Adrian Constantin
- T. Meyer‐Brandis
- Frank Norbert Proske
- Peter W. Michor
- Giulia di Nunno
- Olivier Menoukeu-Pamen
- René A. Carmona
- Boris Kolev
- Jean-Michel Lasry
Who trusts Martin Bauer overall
Papers from Martin Bauer's perspective
Ordered by how strongly the researchers Martin Bauer trusts endorse each paper. Same corpus, a different order for every researcher.
- Mean field games
- Mean-field stochastic differential equations and associated PDEs
- Malliavin Calculus for Lévy Processes with Applications to Finance
- Construction of strong solutions of SDE's via Malliavin calculus
- On geodesic exponential maps of the Virasoro group
- Statistical Decision Rules and Optimal Inference
- A First Course in Sobolev Spaces
- Geodesic flow on the diffeomorphism group of the circle
- Integration with respect to local time
- A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s
Their papers
- Strong Solutions of Mean-Field Stochastic Differential Equations with irregular drift (2018) — 65 citations
- Uniqueness of the Fisher–Rao metric on the space of smooth densities (2014) — 90 citations
- Vanishing geodesic distance for the Riemannian metric with geodesic equation the KdV-equation (2011) — 62 citations
- Geodesic distance for right invariant Sobolev metrics of fractional order on the diffeomorphism group (2011) — 51 citations