Frank Proske

1.7k citations
57 papers · 840 indexed · h-index 14
Topics
Stochastic processes and financial applications (50 papers)Financial Risk and Volatility Modeling (11 papers)Stability and Controllability of Differential Equations (9 papers)
Journals
SHILAP Revista de lepidopterologíaAutomaticaJournal of Mathematical Analysis and Applications

In The Last Decade

Frank Proske

50 papers receiving 767 citations

Peers

Frank Proske
Comparison fields: 5 of 45
  • Finance 713
  • Applied Mathematics 169
  • Management Science and Operations Research 166
  • Economics and Econometrics 161
  • Mathematical Physics 145
Replace Josef Teichmann with:
Josef Teichmann Switzerland
Jean Mémin France
Philippe Briand France
Giulia Di Nunno Norway
Youssef Ouknine Morocco
Mingshang Hu China
Marco Fuhrman Italy
Uwe Küchler Germany
Bernt Øksendal Norway
Andreas Neuenkirch Germany
Frank Proske relative to Josef Teichmann Switzerland Josef Teichmann's profile →
Citations per field
00.5×1.5×
Josef Teichmann · 1×
Citations per year

Countries citing papers authored by Frank Proske

Since Specialization
Citations

This map shows the geographic impact of Frank Proske's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Frank Proske with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Frank Proske more than expected).

Fields of papers citing papers by Frank Proske

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Frank Proske. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Frank Proske. The network helps show where Frank Proske may publish in the future.

Co-authorship network of co-authors of Frank Proske

This figure shows the co-authorship network connecting the top 25 collaborators of Frank Proske. A scholar is included among the top collaborators of Frank Proske based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Frank Proske. Frank Proske is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
#WorkIndexed citations
1 0
2 0
3 1
4 0
5 2
6 5
7 8
8 12
9 0
10 40
11
Sobolev Differentiable Stochastic Flows of SDE`s with Measurable Drift and Applications
6
12 3
13 25
14 2
15 21
16 63
17 18
18
Explicit strong solutions of stochastic differential equations on Hilbert spaces
1
19 4
20
Stochastic Partial Differential Equations driven by Lévy Space-Time White Noise
39

About Frank Proske

Frank Proske is a scholar working on Finance, Applied Mathematics and Management Science and Operations Research, having authored 57 papers that have together received 840 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (50 papers), Financial Risk and Volatility Modeling (11 papers) and Stability and Controllability of Differential Equations (9 papers). The work is most often cited by research in Finance (713 citations), Applied Mathematics (169 citations) and Mathematical Physics (145 citations). Frank Proske has collaborated with scholars based in Norway, Germany and United Kingdom. Frequent co-authors include Bernt Øksendal, Giulia Di Nunno, Thilo Meyer‐Brandis, Salah-Eldin A. Mohammed, Madan L. Puri, Tusheng Zhang, Bernt Øksendal, Yukio Ogura, Shoumei Li and Andrey Pilipenko. Their work appears in journals such as SHILAP Revista de lepidopterología, Automatica and Journal of Mathematical Analysis and Applications.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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