Frank Proske - Concepedia

Author

Frank Proske

Also Known As

F. Proske, FRANK PROSKE, Frank Norbert Proske, Frank N. Proske, Frank Norbert Proske, Frank Proske, Giulia Di Nunno, Kersting, Hans, Proske, F., Proske, Frank

141

Publications

1.7K

Citations

H-Index

Concepts

All Affiliations

University of Oslo Norwegian School of Economics Ludwig-Maximilians-Universität München Indiana University Bloomington LMU Klinikum

About

Frank Proske is an author at University of Oslo specializing in engineering, probability theory, and stochastic analysis.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	12	16	538
2	Economics	2	2	148
3	Business	1	1	88
4	Management	1	1	88
5	Natural Sciences	1	1	24

Frank Proske

Publications

Citations

H-Index

Page 1

	Year	Citations
White noise analysis for Lévy processes Giulia Di Nunno, Bernt Øksendal, Frank Proske Journal of Functional Analysis EngineeringWhite Noise AnalysisStochastic AnalysisProbability TheoryLevy Process	2003	105
Optimal portfolio for an insider in a market driven by Lévy processes§ Giulia Di Nunno, Thilo Meyer‐Brandis, Bernt Øksendal, Quantitative Finance Optimal PortfolioPortfolio ChoiceFinancial MathematicsComputational FinanceAsset Pricing	2006	88
Sobolev differentiable stochastic flows for SDEs with singular coefficients: Applications to the transport equation Salah-Eldin A. Mohammed, Torstein Nilssen, Frank Proske The Annals of Probability	2015	80
MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES Giulia Di Nunno, Thilo Meyer‐Brandis, Bernt Øksendal, Infinite Dimensional Analysis Quantum Probability and Related Topics EngineeringIntegrable ProbabilityStochastic ProcessesForward IntegralItô Formula	2005	79
A variational approach to the construction and Malliavin differentiability of strong solutions of SDE’s Olivier Menoukeu Pamen, Thilo Meyer‐Brandis, Torstein Nilssen, Mathematische Annalen EngineeringVariational AnalysisMalliavin DifferentiabilityVariational ApproachStrong Solutions	2013	71
Construction of strong solutions of SDE's via Malliavin calculus Thilo Meyer‐Brandis, Frank Proske Journal of Functional Analysis Stochastic Differential EquationMalliavin CalculusFractional Stochastics	2009	62
A Maximum Principle for Infinite Horizon Delay Equations Nacira Agram, Sven Haadem, Bernt Øksendal, SIAM Journal on Mathematical Analysis Time Delay SystemEconomicsOptimal ControlSingularly Perturbed ProblemStochastic System	2013	60
Stochastic Partial Differential Equations driven by Lévy Space-Time White Noise Arne Løkka, Bernt Øksendal, Frank Proske Duo Research Archive (University of Oslo)	2002	60
White Noise of Poisson Random Measures Bernt Øksendal, Frank Proske Potential Analysis EngineeringNoiseStochastic AnalysisProbability TheoryStochastic Resonance	2004	43
Backward stochastic partial differential equations with jumps and application to optimal control of random jump fields Bernt Øksendal, Frank Proske, Tusheng Zhang Stochastics Stochastic Hybrid SystemUniqueness ResultEngineeringAdjoint EquationsLévy Processes	2005	43

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