World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
44
Citations
26719
World Ranking
1519
National Ranking
656

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.

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 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 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.

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.

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.

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

If you think any of the details on this page are incorrect, let us know.

Report an issue

We appreciate your kind effort to assist us to improve this page, it would be helpful providing us with as much detail as possible in the text box below:

Related Online Degrees & Career Pathways

For students studying Mathematics in the USA, exploring related online degrees can open diverse career opportunities. Many professionals consider combining their quantitative skills with business acumen through accelerated MBA programs online. These programs provide a swift path to leadership roles and often accommodate busy schedules.

Additionally, pursuing a marketing masters degree online can complement mathematical expertise, especially in data-driven marketing and analytics roles. Understanding market trends and consumer behavior through this lens enhances career versatility.

Those looking for efficiency might seek the cheapest 1 year online MBA programs, which offer quality education in a condensed timeframe. This is ideal for math graduates aiming to boost management skills without long-term commitments.

Another important consideration is transfer credits for online MBA programs, which can significantly reduce the cost and duration of degree completion. Students with prior coursework or professional experience benefit from this flexibility, accelerating their progress toward advanced qualifications.

Evaluating these related online degrees ensures math graduates can strategically position themselves in competitive job markets and pursue rewarding career pathways.

Explore more about accelerated mba programs online, marketing masters, cheapest 1 year online mba programs, and transfer credits for online mba programs.

Best Scientists Citing Philip Protter

Trending Scientists

Recently Published Articles