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Mathematics

D-Index
39
Citations
11374
World Ranking
2128
National Ranking
134

Research.com Recognitions

  • 1996 - German National Academy of Sciences Leopoldina - Deutsche Akademie der Naturforscher Leopoldina – Nationale Akademie der Wissenschaften Mathematics
  • 1991 - Member of Academia Europaea

Overview

Hans Föllmer is affiliated with Humboldt-Universität zu Berlin in Germany. Their academic work is situated primarily within the field of Mathematics, with a significant focus on Applied Mathematics and Statistics and Probability.

The main topics addressed in their research consist of:

  • Point processes and geometric inequalities
  • Markov Chains and Monte Carlo Methods
  • Geometric Analysis and Curvature Flows

Their contributions to these areas reflect a blend of theoretical and applied mathematical techniques. Studies in point processes and geometric inequalities involve the probabilistic structures of spatial processes and the mathematical inequalities that govern their behavior. Investigations into Markov Chains and Monte Carlo Methods relate to stochastic processes and computational algorithms critical in statistical simulations. Research on geometric analysis and curvature flows concerns the study of shapes and their evolution according to curvature-driven processes.

Hans Föllmer's scholarly engagement extends through several published works predominantly appearing within Mathematics. Though specific publication venues and recent papers are not listed, the focus on substantial mathematical subfields suggests contributions to specialized journals and academic outlets within the mathematical sciences.

Recognition of their scientific contributions includes membership in prominent academies:

  • Member of Academia Europaea (1991)
  • German National Academy of Sciences Leopoldina - Deutsche Akademie der Naturforscher Leopoldina - Nationale Akademie der Wissenschaften (1996), cited for Mathematics

This acknowledgment by respected scientific societies indicates sustained involvement in advancing mathematical research at a national and international level.

Best Publications

  • Stochastic Finance: An Introduction in Discrete Time

    Hans Föllmer;Alexander Schied

  • Convex measures of risk and trading constraints

    Hans Föllmer;Alexander Schied

  • Random economies with many interacting agents

    Hans Föllmer

  • Efficient hedging: Cost versus shortfall risk

    Hans Föllmer;Peter Leukert

  • Calcul d'ito sans probabilites

    Hans Föllmer

  • Random fields and diffusion processes

    Hans Föllmer

  • Optional decompositions under constraints

    Hans Föllmer;D. Kramkov

  • Convex risk measures and the dynamics of their penalty functions

    Hans Föllmer;Irina Penner

  • Robust Preferences and Convex Measures of Risk

    Hans Föllmer;Alexander Schied

  • Optional decomposition and Lagrange multipliers

    Hans Föllmer;Yuri M. Kabanov

  • Hedging by Sequential Regression: An Introduction to the Mathematics of Option Trading

    H. Föllmer;M. Schweizer

  • Quadratic covariation and an extension of Itô's formula

    Hans Föllmer;Philip Protter;Albert N. Shiryayev

  • A Microeconomic Approach to Diffusion Models For Stock Prices

    Hans Föllmer;Martin Schweizer

  • Equilibria in financial markets with heterogeneous agents: a probabilistic perspective

    Hans Föllmer;Ulrich Horst;Alan Kirman

  • Large Deviations for the Empirical Field of a Gibbs Measure

    Hans Follmer;Steven Orey

  • Time reversal on Wiener space

    H. Föllmer

  • The Exit Measure of a Supermartingale

    Hans Föllmer

  • ENTROPIC RISK MEASURES: COHERENCE VS. CONVEXITY, MODEL AMBIGUITY AND ROBUST LARGE DEVIATIONS

    Hans Föllmer;Thomas Knispel

  • On entropy and information gain in random fields

    Hans Föllmer

  • Robust Preferences and Robust Portfolio Choice

    Alexander Schied;Hans Föllmer;Stefan Weber

  • A covariance estimate for Gibbs measures

    H Föllmer

Frequent Co-Authors

Alexander Schied
Alexander Schied University of Waterloo
Philip Protter
Philip Protter Columbia University
Marc Yor
Marc Yor Sorbonne University
Claudia Klüppelberg
Claudia Klüppelberg Technical University of Munich
Peter Imkeller
Peter Imkeller Humboldt-Universität zu Berlin
Thomas Lux
Thomas Lux Kiel University
Robert J. Elliott
Robert J. Elliott University of Calgary
Alan Kirman
Alan Kirman School for Advanced Studies in the Social Sciences
David Colander
David Colander Middlebury College

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