Uwe Küchler

1.8k total citations
44 papers, 1.0k citations indexed

About

Uwe Küchler is a scholar working on Finance, Mathematical Physics and Management Science and Operations Research. According to data from OpenAlex, Uwe Küchler has authored 44 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 16 papers in Mathematical Physics and 8 papers in Management Science and Operations Research. Recurrent topics in Uwe Küchler's work include Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (12 papers) and Probability and Risk Models (6 papers). Uwe Küchler is often cited by papers focused on Stochastic processes and financial applications (30 papers), Financial Risk and Volatility Modeling (12 papers) and Probability and Risk Models (6 papers). Uwe Küchler collaborates with scholars based in Germany, Russia and Denmark. Uwe Küchler's co-authors include Stefan Tappe, Michael Sørensen, Stefan R. Jaschke, Eckhard Platen, Yury A. Kutoyants, Ingeborg Küchler, Pavel V. Gapeev, K.‐D. Wernecke and Helmut Winter and has published in prestigious journals such as Automatica, SIAM Journal on Control and Optimization and International Statistical Review.

In The Last Decade

Uwe Küchler

40 papers receiving 907 citations

Peers

Uwe Küchler

FINAN

MSOR

Rajeeva L. Karandikar India

Daniel Ocone United States

Makoto Maejima Japan

Nicolas Privault Singapore

Wolfgang J. Runggaldier Italy

S. R. Srinivasa Varadhan United States

Huyên Pham France

Laurent Decreusefond France

Bernard Bercu France

Emmanuel Gobet France

Rajeeva L. Karandikar India

Uwe Küchler

393 ×0.6

FINAN

127 ×0.6

188 ×0.9

MSOR

120 ×0.7

199 ×1.4

Citations per year, relative to Uwe Küchler Uwe Küchler (= 1×) peers Rajeeva L. Karandikar

Countries citing papers authored by Uwe Küchler

Since Specialization

Citations

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

Fields of papers citing papers by Uwe Küchler

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Uwe Küchler. 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 Uwe Küchler. The network helps show where Uwe Küchler may publish in the future.

Co-authorship network of co-authors of Uwe Küchler

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

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Küchler, Uwe & Stefan Tappe. (2014). Exponential stock models driven by tempered stable processes. arXiv (Cornell University). 11 indexed citations

Küchler, Uwe & Stefan Tappe. (2013). Tempered stable distributions and processes. Stochastic Processes and their Applications. 123(12). 4256–4293. 67 indexed citations

Küchler, Uwe, et al.. (2011). Minimal Entropy Martingale Measure for Lévy Processes. edoc Publication server (Humboldt University of Berlin).

Küchler, Uwe, et al.. (2011). On estimation of delay location. Statistical Inference for Stochastic Processes. 14(3). 273–305. 6 indexed citations

Küchler, Uwe & Michael Sørensen. (2010). A simple estimator for discrete-time samples from affine stochastic delay differential equations. Statistical Inference for Stochastic Processes. 13(2). 125–132. 11 indexed citations

Küchler, Uwe, et al.. (2010). On guaranteed parameter estimation of a multiparameter linear regression process. Automatica. 46(4). 637–646. 10 indexed citations

Küchler, Uwe, et al.. (2008). On sequential parameter estimation of a linear regression process. IFAC Proceedings Volumes. 41(2). 10230–10235. 1 indexed citations

Küchler, Uwe & Eckhard Platen. (2007). Time Delay and Noise Explaining Cyclical Fluctuations in Prices of Commodities. RePEc: Research Papers in Economics. 5 indexed citations

Küchler, Uwe & Stefan Tappe. (2007). Bilateral gamma distributions and processes in financial mathematics. Stochastic Processes and their Applications. 118(2). 261–283. 109 indexed citations

10.

Gapeev, Pavel V. & Uwe Küchler. (2006). On Markovian short rates in term structure models driven by jump-diffusion processes. London School of Economics and Political Science Research Online (London School of Economics and Political Science). 24(2). 255–271. 1 indexed citations

11.

Küchler, Uwe, et al.. (2003). On sequential identification of a diffusion type process with memory. IFAC Proceedings Volumes. 36(16). 1179–1183. 2 indexed citations

12.

Jaschke, Stefan R. & Uwe Küchler. (2001). Coherent risk measures and good-deal bounds. Finance and Stochastics. 5(2). 181–200. 140 indexed citations

13.

Küchler, Uwe, et al.. (2001). Addendum to 'Asymptotic Inference for a Linear Stochastic Differential Equation with Time Delay'. Bernoulli. 7(4). 629–629. 1 indexed citations

14.

Küchler, Uwe, et al.. (2000). On stationary solutions of delay differential equations driven by a Lévy process. Stochastic Processes and their Applications. 88(2). 195–211. 38 indexed citations

15.

Küchler, Ingeborg, et al.. (2000). The Process of Metastases, Formation by Melanoma Patients during the Aftercare - Modelling with Markov Chains and Cox's Regression. Biometrical Journal. 42(2). 161–170. 1 indexed citations

16.

Küchler, Uwe & Michael Sørensen. (1998). On exponential families of Markov processes. Journal of Statistical Planning and Inference. 66(1). 3–19. 4 indexed citations

17.

Küchler, Uwe & Michael Sørensen. (1994). Exponential families of stochastic processes and Lévy processes. Journal of Statistical Planning and Inference. 39(2). 211–237. 13 indexed citations

18.

Küchler, Uwe. (1986). On sojourn times, excursions and spectral measures connected with quasidiffusions. Kyoto journal of mathematics. 26(3). 12 indexed citations

19.

Küchler, Uwe. (1980). On Parabolic Functions of One-Dimensional Quasidiffusions. Publications of the Research Institute for Mathematical Sciences. 16(1). 269–287. 5 indexed citations

20.

Küchler, Uwe. (1980). Some Asymptotic Properties of the Transition Densities of One-Dimensional Quasidiffusions. Publications of the Research Institute for Mathematical Sciences. 16(1). 245–268. 18 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.

Explore authors with similar magnitude of impact