H. J. Engelbert

1.2k total citations
47 papers, 527 citations indexed

About

H. J. Engelbert is a scholar working on Finance, Management Science and Operations Research and Mathematical Physics. According to data from OpenAlex, H. J. Engelbert has authored 47 papers receiving a total of 527 indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in Finance, 13 papers in Management Science and Operations Research and 12 papers in Mathematical Physics. Recurrent topics in H. J. Engelbert's work include Stochastic processes and financial applications (29 papers), Stability and Controllability of Differential Equations (8 papers) and Nonlinear Differential Equations Analysis (7 papers). H. J. Engelbert is often cited by papers focused on Stochastic processes and financial applications (29 papers), Stability and Controllability of Differential Equations (8 papers) and Nonlinear Differential Equations Analysis (7 papers). H. J. Engelbert collaborates with scholars based in France, Germany and United States. H. J. Engelbert's co-authors include Wolfgang M. Schmidt, Rainer Buckdahn, Goran Peškir, Aurel Răşcanu, Albert N. Shiryaev, Jochen B. W. Wolf, Katja Schladitz, Martin Walther and Mikhail Urusov and has published in prestigious journals such as The Annals of Probability, Probability Theory and Related Fields and Stochastic Processes and their Applications.

In The Last Decade

H. J. Engelbert

44 papers receiving 441 citations

Peers

H. J. Engelbert

FINAN

CTM

MSOR

Vlad Bally France

Makiko Nisio Japan

V. Bally France

Laure Coutin France

Marco Dozzi France

Jean Mémin France

Andreas Neuenkirch Germany

Leszek Słomiński Poland

Arturo Kohatsu‐Higa Japan

Dominique Lépingle France

Vlad Bally France

H. J. Engelbert

452 ×1.1

FINAN

212 ×1.0

104 ×1.1

115 ×1.3

CTM

47 ×0.7

MSOR

Citations per year, relative to H. J. Engelbert H. J. Engelbert (= 1×) peers Vlad Bally

Countries citing papers authored by H. J. Engelbert

Since Specialization

Citations

This map shows the geographic impact of H. J. Engelbert'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 H. J. Engelbert with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites H. J. Engelbert more than expected).

Fields of papers citing papers by H. J. Engelbert

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by H. J. Engelbert. 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 H. J. Engelbert. The network helps show where H. J. Engelbert may publish in the future.

Co-authorship network of co-authors of H. J. Engelbert

This figure shows the co-authorship network connecting the top 25 collaborators of H. J. Engelbert. A scholar is included among the top collaborators of H. J. Engelbert 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 H. J. Engelbert. H. J. Engelbert is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Engelbert, H. J., et al.. (2014). One-Dimensional Stochastic Differential Equations with Generalized Drift. Theory of Probability and Its Applications. 58(3). 345–357. 7 indexed citations

Engelbert, H. J., et al.. (2013). One-dimensional stochastic differential equations with generalized and singular drift. Stochastic Processes and their Applications. 123(12). 4337–4372. 13 indexed citations

Engelbert, H. J., et al.. (2009). On exponential local martingales associated with strong Markov continuous local martingales. Stochastic Processes and their Applications. 119(9). 2859–2880. 13 indexed citations

Engelbert, H. J., Mikhail Urusov, & Martin Walther. (2008). A canonical setting and separating times for continuous local martingales. Stochastic Processes and their Applications. 119(4). 1039–1054. 1 indexed citations

Buckdahn, Rainer, et al.. (2005). On Weak Solutions of Backward Stochastic Differential Equations. Theory of Probability and Its Applications. 49(1). 16–50. 29 indexed citations

Engelbert, H. J., et al.. (1999). Strong Markov Local Dirichlet Processes and Stochastic Differential Equations. Theory of Probability and Its Applications. 43(2). 189–202. 9 indexed citations

Engelbert, H. J., et al.. (1998). Strong Markov local Dirichlet processes and stochastic differential equations. Теория вероятностей и ее применения. 43(2). 331–348. 7 indexed citations

Engelbert, H. J. & Wolfgang M. Schmidt. (1991). Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part III). Mathematische Nachrichten. 151(1). 149–197. 63 indexed citations

Engelbert, H. J.. (1991). On the theorem of T. Yamada and S. Watanabe. Stochastics and stochastics reports. 36(3-4). 205–216. 20 indexed citations

10.

Engelbert, H. J. & Wolfgang M. Schmidt. (1989). Strong Markov Continuous Local Martingales and Solutions of One‐Dimensional Stochastic Differential Equations (Part II). Mathematische Nachrichten. 144(1). 241–281. 10 indexed citations

11.

Buckdahn, Rainer & H. J. Engelbert. (1984). Randomized Stopping Times: DOOB'S Optiomal Sampling Theorem and Optimal Stopping. Mathematische Nachrichten. 115(1). 237–247. 3 indexed citations

12.

Engelbert, H. J., et al.. (1981). Stochastic Integrals of Continuous Local Martingales, II. Mathematische Nachrichten. 100(1). 249–269. 19 indexed citations

13.

Engelbert, H. J., et al.. (1979). Optimal stopping and almost sure convergence of random sequences. Probability Theory and Related Fields. 48(3). 309–325. 5 indexed citations

14.

Engelbert, H. J. & Albert N. Shiryaev. (1979). On the sets of convergence of generalized submartingales. Stochastics. 2(1-4). 155–166. 6 indexed citations

15.

Engelbert, H. J.. (1978). MARKOV Processes in General State Spaces (Part II). Mathematische Nachrichten. 82(1). 191–203. 5 indexed citations

16.

Engelbert, H. J.. (1978). MARKOV Processes in General State Spaces. (Part V). Mathematische Nachrichten. 85(1). 111–130. 6 indexed citations

17.

Engelbert, H. J.. (1978). MARKOV Processes in General State Spaces (Part IV). Mathematische Nachrichten. 84(1). 277–300. 5 indexed citations

18.

Engelbert, H. J.. (1978). MARKOV Processes in General State Spaces. Mathematische Nachrichten. 86(1). 67–83. 4 indexed citations

19.

Engelbert, H. J.. (1975). On Optimal Stopping Rules for Markov Processes with Continuous Time. Theory of Probability and Its Applications. 19(2). 278–296. 4 indexed citations

20.

Engelbert, H. J.. (1974). On the Theory of Optimal Stopping Rules for Markov Processes. Theory of Probability and Its Applications. 18(2). 304–311. 6 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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