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Philip Protter

D-Index & Metrics

Discipline name D-Index World Ranking Current World Ranking National Ranking Current National Ranking Publications Citations
Mathematics 44 1519 1312 656 527 183 26719

Philip Protter publications per year

The chart shows the history of publications by Philip Protter between 1977 and 2024, highlighting the no. of papers published in each year and offering an overview of the publication velocity of this scholar. Philip Protter published across 48 years, from 1977 to 2024, averaging 4.3 papers a year. Output peaked at 20 publications in 2012. 5 of the 207 publications appeared in the last two years.

No. of publications
5 10 15 20
Bar chart. Horizontal axis: year, 1977 to 2024. Vertical axis: number of publications, 0 to 20. Peak 20 publications in 2012. 1977: 4 publications 1978: 2 publications 1979: 2 publications 1980: 3 publications 1981: 0 publications 1982: 2 publications 1983: 2 publications 1984: 0 publications 1985: 2 publications 1986: 3 publications 1987: 2 publications 1988: 1 publication 1989: 2 publications 1990: 7 publications 1991: 5 publications 1992: 2 publications 1993: 2 publications 1994: 2 publications 1995: 3 publications 1996: 7 publications 1997: 1 publication 1998: 2 publications 1999: 1 publication 2000: 18 publications 2001: 6 publications 2002: 2 publications 2003: 2 publications 2004: 11 publications 2005: 4 publications 2006: 1 publication 2007: 5 publications 2008: 5 publications 2009: 2 publications 2010: 9 publications 2011: 14 publications 2012: 20 publications 2013: 6 publications 2014: 2 publications 2015: 8 publications 2016: 5 publications 2017: 3 publications 2018: 2 publications 2019: 7 publications 2020: 5 publications 2021: 7 publications 2022: 1 publication 2023: 3 publications 2024: 2 publications
1977 2024

207 publications in total across all disciplines

View publications per year as a table
Philip Protter: publications per year, 1977 to 2024
Year Publications
1977 4
1978 2
1979 2
1980 3
1981 0
1982 2
1983 2
1984 0
1985 2
1986 3
1987 2
1988 1
1989 2
1990 7
1991 5
1992 2
1993 2
1994 2
1995 3
1996 7
1997 1
1998 2
1999 1
2000 18
2001 6
2002 2
2003 2
2004 11
2005 4
2006 1
2007 5
2008 5
2009 2
2010 9
2011 14
2012 20
2013 6
2014 2
2015 8
2016 5
2017 3
2018 2
2019 7
2020 5
2021 7
2022 1
2023 3
2024 2
Total 207
Download as CSV

Philip Protter publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Philip Protter sits on this spectrum.

No. of scientists
25 50 75 100
Bar chart with 100 bars. Horizontal axis: publications, 42–46 to 537+. Vertical axis: number of scientists, 0 to 112. Most scientists, 112, have 142–146 publications. The last bar groups every scientist with 537 publications or more. The highlighted bar, 182–186 publications, is where this scientist sits. 42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 83 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientist 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientist 522–526 publications: 3 scientists 527–531 publications: 1 scientist 532–536 publications: 4 scientists 537+ publications: 100 scientists
42–46 publications 537+

This scientist: 183 publications — 55th percentile

55% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

View publications distribution as a table
Number of Mathematics scientists by publication count, Research.com 2026 ranking edition. Based on 3,584 ranked scientists.
Publications Scientists This scientist
42–46 3
47–51 5
52–56 7
57–61 20
62–66 14
67–71 25
72–76 19
77–81 35
82–86 50
87–91 60
92–96 86
97–101 84
102–106 83
107–111 90
112–116 99
117–121 90
122–126 91
127–131 109
132–136 110
137–141 98
142–146 112
147–151 102
152–156 88
157–161 106
162–166 83
167–171 102
172–176 77
177–181 81
182–186 78 183
187–191 71
192–196 92
197–201 64
202–206 69
207–211 64
212–216 62
217–221 58
222–226 53
227–231 50
232–236 46
237–241 46
242–246 46
247–251 43
252–256 29
257–261 45
262–266 30
267–271 33
272–276 34
277–281 30
282–286 31
287–291 21
292–296 34
297–301 26
302–306 10
307–311 17
312–316 23
317–321 13
322–326 16
327–331 26
332–336 13
337–341 13
342–346 16
347–351 17
352–356 12
357–361 18
362–366 18
367–371 9
372–376 11
377–381 8
382–386 8
387–391 9
392–396 9
397–401 8
402–406 11
407–411 6
412–416 6
417–421 9
422–426 8
427–431 5
432–436 8
437–441 8
442–446 4
447–451 4
452–456 4
457–461 2
462–466 2
467–471 4
472–476 3
477–481 3
482–486 6
487–491 3
492–496 5
497–501 5
502–506 1
507–511 6
512–516 4
517–521 1
522–526 3
527–531 1
532–536 4
537+ 100
Download as CSV

Philip Protter D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Philip Protter sits on this spectrum.

No. of scientists
50 100 150
Bar chart with 57 bars. Horizontal axis: D-Index, 30 to 86+. Vertical axis: number of scientists, 0 to 174. Most scientists, 174, have 30 D-Index. The last bar groups every scientist with 86 D-Index or more. The highlighted bar, 44 D-Index, is where this scientist sits. 30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 138 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 44 D-Index — 58th percentile

58% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

View D-Index distribution as a table
Number of Mathematics scientists by D-index, Research.com 2026 ranking edition. Based on 3,584 ranked scientists.
D-Index Scientists This scientist
30 174
31 151
32 174
33 117
34 136
35 127
36 145
37 153
38 150
39 150
40 138
41 136
42 93
43 108
44 115 44
45 112
46 103
47 75
48 59
49 67
50 60
51 57
52 59
53 62
54 60
55 50
56 42
57 54
58 50
59 42
60 41
61 35
62 40
63 21
64 31
65 27
66 29
67 19
68 25
69 17
70 18
71 12
72 14
73 13
74 18
75 9
76 11
77 10
78 9
79 16
80 12
81 10
82 5
83 5
84 13
85 6
86+ 99
Download as CSV

Research.com Recognitions

  • 2013 - Fellow of the American Association for the Advancement of Science (AAAS)

Overview

Philip Protter is affiliated with Columbia University in the United States. Their primary research focus is in the field of Economics, Econometrics, and Finance, with a substantial body of work dedicated to Finance and related subfields. Their expertise spans multiple interdisciplinary areas including Applied Mathematics, Management Information Systems, and aspects of Molecular Biology.

The scientist's research topics include:

  • Stochastic processes and financial applications
  • Credit Risk and Financial Regulations
  • Banking stability, regulation, efficiency
  • Complex Systems and Time Series Analysis
  • Economic theories and models
  • Microfinance and Financial Inclusion
  • Point processes and geometric inequalities

Philip Protter has published in various academic venues, with frequent contributions to:

  • arXiv (Cornell University)
  • SSRN Electronic Journal
  • Numerical Algebra Control and Optimization
  • Frontiers of Mathematical Finance
  • Annals of Finance

Their recent papers include:

  • "Asset price bubbles: Invariance theorems," 2021, Frontiers of Mathematical Finance
  • "Probability of no default for a microloan under uncertainty," 2024, Annals of Finance
  • "Computing the probability of a financial market failure: a new measure of systemic risk," 2022, Annals of Operations Research
  • "Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk," 2021, SSRN Electronic Journal
  • "Dependent Stopping Times," 2021, SSRN Electronic Journal

Frequent collaborators listed include:

  • Alejandra Quintos
  • Robert A. Jarrow
  • Jaime San Martín
  • Qianfan Wu
  • Shihao Yang

In 2013, Philip Protter was recognized as a Fellow of the American Association for the Advancement of Science (AAAS).

Best Publications

  • Stochastic Differential Equations

    Philip E. Protter

  • Stochastic integration and differential equations

    Philip E. Protter

  • Stochastic Integration and Differential Equations : A New Approach

    Philip E. Protter

  • Solving forward-backward stochastic differential equations explicitly — a four step scheme

    Jin Ma;Philip Protter;Jiongmin Yong

  • Weak Limit Theorems for Stochastic Integrals and Stochastic Differential Equations

    Thomas G. Kurtz;Philip Protter

  • Asymptotic error distributions for the Euler method for stochastic differential equations

    Jean Jacod;Philip Protter

  • Discretization of Processes

    Jean Jacod;Philip E. Protter

  • An analysis of a least squares regression method for American option pricing

    Emmanuelle Clément;Damien Lamberton;Philip Protter

  • Liquidity Risk and Arbitrage Pricing Theory

    Umut Çetin;Robert A. Jarrow;Philip Protter

  • The Euler scheme for Lévy driven stochastic differential equations

    Philip Protter;Denis Talay

  • STRUCTURAL VERSUS REDUCED FORM MODELS: A NEW INFORMATION BASED PERSPECTIVE

    Robert A. Jarrow;Philip Protter

  • ASSET PRICE BUBBLES IN INCOMPLETE MARKETS

    Robert A. Jarrow;Philip Protter;Kazuhiro Shimbo

  • Semimartingales and Markov processes

    E. Çinlar;J. Jacod;P. Protter;M. J. Sharpe

  • Modeling Credit Risk With Partial Information

    Umut Çetin;Robert Jarrow;Philip Protter;Yildiray Yildirim

  • Numerical methods for forward-backward stochastic differential equations

    Jim Douglas;Jin Ma;Philip Protter

  • Numberical Method for Backward Stochastic Differential Equations

    Jin Ma;Philip Protter;Jaime San Martín;Soledad Torres

  • Quadratic covariation and an extension of Itô's formula

    Hans Föllmer;Philip Protter;Albert N. Shiryayev

  • The Monte-Carlo method for filtering with discrete-time observations

    Pierre Del Moral;Jean Jacod;Philip Protter

  • FROM DISCRETE- TO CONTINUOUS-TIME FINANCE: WEAK CONVERGENCE OF THE FINANCIAL GAIN PROCESS'

    Darrell Duffie;Philip Protter

  • Volterra Equations Driven by Semimartingales

    Philip Protter

  • Weak convergence of stochastic integrals and differential equations

    Thomas G. Kurtz;Philip E. Protter

Frequent Co-Authors

Robert A. Jarrow
Robert A. Jarrow Cornell University
Jean Jacod
Jean Jacod Sorbonne University
Thomas G. Kurtz
Thomas G. Kurtz University of Wisconsin–Madison
Hans Föllmer
Hans Föllmer Humboldt-Universität zu Berlin
Etienne Pardoux
Etienne Pardoux Aix-Marseille University
Svante Janson
Svante Janson Uppsala University
Sylvie Méléard
Sylvie Méléard École Polytechnique
Denis Talay
Denis Talay French Institute for Research in Computer Science and Automation - INRIA
Darrell Duffie
Darrell Duffie Stanford University
Monique Jeanblanc
Monique Jeanblanc University of Évry Val d'Essonne

External Links

Personal website of Philip Protter Google Scholar page

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Ole E. Barndorff-Nielsen

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Publications: 42

Per A. Mykland

Per A. Mykland

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Publications: 42

Darrell Duffie

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Publications: 41

Mark Podolskij

Mark Podolskij

University of Luxembourg

Publications: 41

Monique Jeanblanc

Monique Jeanblanc

University of Évry Val d'Essonne

Publications: 41

Bernt Øksendal

Bernt Øksendal

University of Oslo

Publications: 37

Fred Espen Benth

Fred Espen Benth

BI Norwegian Business School

Publications: 35

Francesco Russo

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École Nationale Supérieure de Techniques Avancées

Publications: 34

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Yacine Aït-Sahalia

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Publications: 34

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Publications: 32

Torben G. Andersen

Torben G. Andersen

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