Frank Proske

1.7k total citations
57 papers, 840 citations indexed

About

Frank Proske is a scholar working on Finance, Management Science and Operations Research and Applied Mathematics. According to data from OpenAlex, Frank Proske has authored 57 papers receiving a total of 840 indexed citations (citations by other indexed papers that have themselves been cited), including 50 papers in Finance, 13 papers in Management Science and Operations Research and 11 papers in Applied Mathematics. Recurrent topics in Frank Proske's 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). Frank Proske is often cited by papers focused on Stochastic processes and financial applications (50 papers), Financial Risk and Volatility Modeling (11 papers) and Stability and Controllability of Differential Equations (9 papers). Frank Proske collaborates with scholars based in Norway, Germany and United Kingdom. Frank Proske's 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 and has published in prestigious journals such as SHILAP Revista de lepidopterología, Automatica and Journal of Mathematical Analysis and Applications.

In The Last Decade

Frank Proske

50 papers receiving 767 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Frank Proske Norway 14 713 169 166 161 145 57 840
Youssef Ouknine Morocco 15 756 1.1× 164 1.0× 87 0.5× 119 0.7× 166 1.1× 107 804
Josef Teichmann Switzerland 17 709 1.0× 118 0.7× 178 1.1× 200 1.2× 156 1.1× 67 966
Philippe Briand France 13 714 1.0× 185 1.1× 155 0.9× 106 0.7× 77 0.5× 17 764
J. P. Lepeltier France 17 961 1.3× 215 1.3× 161 1.0× 244 1.5× 145 1.0× 29 1.1k
Jean Mémin France 14 690 1.0× 140 0.8× 196 1.2× 133 0.8× 174 1.2× 22 800
Jin Ma United States 15 669 0.9× 67 0.4× 161 1.0× 161 1.0× 64 0.4× 33 726
Mingshang Hu China 13 815 1.1× 161 1.0× 379 2.3× 192 1.2× 135 0.9× 45 978
Marco Fuhrman Italy 18 581 0.8× 145 0.9× 70 0.4× 85 0.5× 140 1.0× 49 711
Andreas Neuenkirch Germany 17 589 0.8× 67 0.4× 51 0.3× 82 0.5× 113 0.8× 34 716
Daniel Ocone United States 15 607 0.9× 66 0.4× 137 0.8× 187 1.2× 189 1.3× 32 885

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
1.
Øksendal, Bernt, et al.. (2025). Optimal Control of SPDEs Driven by Time-Space Brownian Motion. SIAM Journal on Control and Optimization. 63(1). 546–570.
2.
Meyer‐Brandis, Thilo, et al.. (2024). Stability, Uniqueness and Existence of Solutions to McKean–Vlasov Stochastic Differential Equations in Arbitrary Moments. Journal of Theoretical Probability. 37(4). 2941–2989.
3.
Proske, Frank, et al.. (2024). $$C^{\infty }$$-Regularization by Noise of Singular ODE’s. Journal of Dynamics and Differential Equations. 36(2). 915–974. 1 indexed citations
4.
Bauer, Martin, et al.. (2023). Restoration of Well-Posedness of Infinite-Dimensional Singular ODE’s via Noise. Potential Analysis. 60(2). 759–805.
5.
Mao, Xuerong, et al.. (2023). On the Analysis of Ait-Sahalia-Type Model for Rough Volatility Modelling. Journal of Theoretical Probability. 37(1). 744–767. 2 indexed citations
6.
Proske, Frank, et al.. (2023). Mean first exit times of Ornstein–Uhlenbeck processes in high-dimensional spaces. Journal of Physics A Mathematical and Theoretical. 56(21). 215003–215003. 5 indexed citations
7.
Pilipenko, Andrey, et al.. (2021). Strong Solutions of Stochastic Differential Equations with Generalized Drift and Multidimensional Fractional Brownian Initial Noise. Journal of Theoretical Probability. 35(2). 714–771. 8 indexed citations
8.
Proske, Frank, et al.. (2014). On the construction and Malliavin differentiability of solutions of Lévy noise driven SDE's with singular coefficients. Journal of Functional Analysis. 266(8). 5321–5359. 12 indexed citations
9.
Proske, Frank, et al.. (2014). On Local Times: Application to Pricing Using Bid-Ask. Journal of Mathematical Finance. 4(2). 84–94.
10.
Meyer‐Brandis, Thilo, et al.. (2013). A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s. Mathematische Annalen. 357(2). 761–799. 40 indexed citations
11.
Mohammed, Salah-Eldin A., et al.. (2012). Sobolev Differentiable Stochastic Flows of SDE`s with Measurable Drift and Applications. arXiv (Cornell University). 6 indexed citations
12.
Mandrekar, V., Thilo Meyer‐Brandis, & Frank Proske. (2011). A Bayes Formula for Nonlinear Filtering with Gaussian and Cox Noise. SHILAP Revista de lepidopterología. 2011(1). 3 indexed citations
13.
Meyer‐Brandis, Thilo & Frank Proske. (2009). Construction of strong solutions of SDE's via Malliavin calculus. Journal of Functional Analysis. 258(11). 3922–3953. 25 indexed citations
14.
Øksendal, Bernt, et al.. (2006). THE CAUCHY PROBLEM FOR THE WAVE EQUATION WITH LÉVY NOISE INITIAL DATA. Infinite Dimensional Analysis Quantum Probability and Related Topics. 9(2). 249–270. 2 indexed citations
15.
Øksendal, Bernt, Frank Proske, & Tusheng Zhang. (2005). Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields. Stochastics. 77(5). 381–399. 21 indexed citations
16.
Nunno, Giulia Di, Bernt Øksendal, & Frank Proske. (2003). White noise analysis for Lévy processes. Journal of Functional Analysis. 206(1). 109–148. 63 indexed citations
17.
Li, Shoumei, Yukio Ogura, Frank Proske, & Madan L. Puri. (2003). Central limit theorems for generalized set-valued random variables. Journal of Mathematical Analysis and Applications. 285(1). 250–263. 18 indexed citations
18.
Proske, Frank, et al.. (2003). Explicit strong solutions of stochastic differential equations on Hilbert spaces. Duo Research Archive (University of Oslo). 1 indexed citations
19.
Proske, Frank & Madan L. Puri. (2003). A strong law of large numbers for generalized random sets from the viewpoint of empirical processes. Proceedings of the American Mathematical Society. 131(9). 2937–2944. 4 indexed citations
20.
Øksendal, Bernt, et al.. (2002). Stochastic Partial Differential Equations driven by Lévy Space-Time White Noise. Duo Research Archive (University of Oslo). 39 indexed citations

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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