Edit Profile (opens in new tab) Teichmann, Josef Co-Author Distance Author ID: teichmann.josef Published as: Teichmann, Josef; Teichmann, J.; Teichman, Josef more...less Homepage: https://people.math.ethz.ch/~jteichma/ External Links: MGP · Wikidata · GND · IdRef · theses.fr Documents Indexed: 90 Publications since 1997, including 20 Additional arXiv Preprints 2 Contributions as Editor Co-Authors: 77 Co-Authors with 81 Joint Publications 1,546 Co-Co-Authors all top 5 Co-Authors 11 single-authored 17 Cuchiero, Christa 10 Filipović, Damir 8 Schachermayer, Walter 6 Keller-Ressel, Martin 5 Klein, Irene 5 Krach, Florian 5 Liu, Chong 5 Prömel, David J. 3 Dörsek, Philipp 3 Gonon, Lukas 3 Haller, Stefan 3 Herrera, Calypso 3 Larsson, Martin 3 Tappe, Stefan 2 Baudoin, Fabrice 2 Bayer, Christian 2 Friz, Peter 2 Gulisashvili, Archil 2 Heiss, Jakob 2 Jacquier, Antoine 2 Mayerhofer, Eberhard 2 Ruyssen, Pierre 2 Schmidt, Thorsten 2 Velušček, Dejan 2 Wüthrich, Mario Valentin 2 Wutte, Hanna 1 Akahori, Jirô 1 Andersson, William 1 Buckdahn, Rainer 1 Bühler, Hans 1 Curin, Nicolas 1 Döring, Leif 1 Drmota, Michael 1 Forster, Barbara 1 Gabrielli, Nicoletta 1 Gatheral, Jim 1 Grigoryeva, Lyudmila 1 Hairer, Martin 1 Harms, Philipp 1 Hishida, Yuji 1 Horvath, Blanka 1 Hubalek, Friedrich 1 Itkin, David 1 Kettler, Michael 1 Khosrawi, Wahid 1 Kleisinger-Yu, Xi 1 Koch, Benedikt 1 Komaric, Vlatka 1 Krabichler, Thomas 1 Kratsios, Anastasis 1 Kuzma, Bojan 1 Lütkebohmert, Eva 1 Markowich, Peter Alexander 1 Michor, Peter Wolfram 1 Möllmann, Tonio 1 Müller, Marvin S. 1 Nübel, Marc 1 Omladič, Matjaž 1 Ortega, Juan-Pablo 1 Oshima, Kojiro 1 Papapantoleon, Antonis 1 Quincampoix, Marc 1 Rainer, Catherine 1 Richter, Anja 1 Rybicki, Tomasz 1 Schmock, Uwe 1 Schmocker, Philipp 1 Sigmund, Karl 1 Singh, Harprit 1 Siopacha, Maria 1 Šivic, Klemen 1 Stefanovits, David 1 Svaluto-Ferro, Sara 1 Tsuchiya, Takahiro 1 Vizman, Cornelia 1 Wolfram, Marie-Therese 1 Wood, Ben all top 5 Serials 5 Mathematical Finance 3 Journal of Functional Analysis 3 Internationale Mathematische Nachrichten 3 The Annals of Applied Probability 3 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 3 SIAM Journal on Financial Mathematics 2 Theory of Probability and its Applications 2 Monatshefte für Mathematik 2 Proceedings of the American Mathematical Society 2 Stochastic Processes and their Applications 2 Journal of Lie Theory 2 Electronic Journal of Probability 2 Finance and Stochastics 2 Quantitative Finance 2 Decisions in Economics and Finance 2 Stochastic and Partial Differential Equations. Analysis and Computations 1 Journal of Mathematical Analysis and Applications 1 Journal of Geometry and Physics 1 Tokyo Journal of Mathematics 1 Transactions of the American Mathematical Society 1 Annals of Global Analysis and Geometry 1 Probability Theory and Related Fields 1 Journal of Theoretical Probability 1 Japan Journal of Industrial and Applied Mathematics 1 Linear Algebra and its Applications 1 SIAM Journal on Mathematical Analysis 1 Potential Analysis 1 Zeszyty Naukowe Uniwersytetu Jagiellońskiego. Universitatis Iagellonicae Acta Mathematica 1 Bulletin des Sciences Mathématiques 1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics 1 Revista Matemática Complutense 1 International Journal of Theoretical and Applied Finance 1 Journal of Evolution Equations 1 Stochastics and Dynamics 1 ASTIN Bulletin 1 Multiscale Modeling & Simulation 1 Oberwolfach Reports 1 Stochastics 1 Journal of Geometric Mechanics 1 Springer Proceedings in Mathematics & Statistics 1 SIAM Journal on Mathematics of Data Science all top 5 Fields 52 Probability theory and stochastic processes (60-XX) 37 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 10 Functional analysis (46-XX) 9 Global analysis, analysis on manifolds (58-XX) 8 Numerical analysis (65-XX) 7 Topological groups, Lie groups (22-XX) 7 Partial differential equations (35-XX) 6 Computer science (68-XX) 5 Systems theory; control (93-XX) 4 Operator theory (47-XX) 4 Statistics (62-XX) 3 Ordinary differential equations (34-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Approximations and expansions (41-XX) 2 General and overarching topics; collections (00-XX) 2 History and biography (01-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 2 Differential geometry (53-XX) 2 Manifolds and cell complexes (57-XX) 1 Nonassociative rings and algebras (17-XX) 1 Real functions (26-XX) 1 Measure and integration (28-XX) 1 Functions of a complex variable (30-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Harmonic analysis on Euclidean spaces (42-XX) 1 Integral transforms, operational calculus (44-XX) 1 General topology (54-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 61 Publications have been cited 833 times in 641 Documents Cited by ▼ Year ▼ Affine processes on positive semidefinite matrices. Zbl 1219.60068 Cuchiero, Christa; Filipović, Damir; Mayerhofer, Eberhard; Teichmann, Josef 70 2011 The proof of Tchakaloff’s Theorem. Zbl 1093.41016 Bayer, Christian; Teichmann, Josef 64 2006 Polynomial processes and their applications to mathematical finance. Zbl 1270.60079 Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef 54 2012 Deep hedging. Zbl 1420.91450 Buehler, H.; Gonon, L.; Teichmann, J.; Wood, B. 50 2019 Affine processes are regular. Zbl 1235.60093 Keller-Ressel, Martin; Schachermayer, Walter; Teichmann, Josef 33 2011 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 31 2010 Existence of invariant manifolds for stochastic equations in infinite dimension. Zbl 1013.60035 Filipović, Damir; Teichmann, Josef 30 2003 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 28 2010 Characterization of optimal transport plans for the Monge-Kantorovich problem. Zbl 1165.49015 Schachermayer, Walter; Teichmann, Josef 27 2009 How close are the option pricing formulas of Bachelier and Black-Merton-Scholes? Zbl 1138.91479 Schachermayer, Walter; Teichmann, Josef 27 2008 Large deviations and asymptotic methods in finance. Zbl 1322.60003 26 2015 On the geometry of the term structure of interest rates. Zbl 1048.60045 Filipović, Damir; Teichmann, Josef 24 2004 A new perspective on the fundamental theorem of asset pricing for large financial markets. Zbl 1352.91035 Cuchiero, Christa; Klein, Irene; Teichmann, Josef 21 2016 Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case. Zbl 1462.60083 Cuchiero, Christa; Teichmann, Josef 18 2020 Hypoellipticity in infinite dimensions and an application in interest rate theory. Zbl 1081.60039 Baudoin, Fabrice; Teichmann, Josef 17 2005 Regularity of affine processes on general state spaces. Zbl 1291.60153 Keller-Ressel, Martin; Schachermayer, Walter; Teichmann, Josef 17 2013 The affine LIBOR models. Zbl 1275.91140 Keller-Ressel, Martin; Papapantoleon, Antonis; Teichmann, Josef 17 2013 Another approach to some rough and stochastic partial differential equations. Zbl 1234.35330 Teichmann, Josef 15 2011 Affine processes on symmetric cones. Zbl 1342.60125 Cuchiero, Christa; Keller-Ressel, Martin; Mayerhofer, Eberhard; Teichmann, Josef 14 2016 A general proof of the Dybvig-Ingersoll-Ross theorem: long forward rates can never fall. Zbl 1103.91350 Hubalek, Friedrich; Klein, Irene; Teichmann, Josef 14 2002 Markovian lifts of positive semidefinite affine Volterra-type processes. Zbl 1432.91110 Cuchiero, Christa; Teichmann, Josef 13 2019 Fourier transform methods for pathwise covariance estimation in the presence of jumps. Zbl 1347.60009 Cuchiero, Christa; Teichmann, Josef 11 2015 Deep neural networks, generic universal interpolation, and controlled ODEs. Zbl 1485.93062 Cuchiero, Christa; Larsson, Martin; Teichmann, Josef 11 2020 Path properties and regularity of affine processes on general state spaces. Zbl 1287.60091 Cuchiero, Christa; Teichmann, Josef 11 2013 A new extrapolation method for weak approximation schemes with applications. Zbl 1349.65035 Oshima, Kojiro; Teichmann, Josef; Velušček, Dejan 10 2012 Weak and strong Taylor methods for numerical solutions of stochastic differential equations. Zbl 1214.91136 Siopacha, Maria; Teichmann, Josef 10 2011 No arbitrage theory for bond markets. Zbl 1367.91183 Klein, Irene; Schmidt, Thorsten; Teichmann, Josef 9 2016 Ornstein-Uhlenbeck processes on Lie groups. Zbl 1151.58018 Baudoin, Fabrice; Hairer, Martin; Teichmann, Josef 9 2008 Efficient simulation and calibration of general HJM models by splitting schemes. Zbl 1283.91193 Dörsek, Philipp; Teichmann, Josef 8 2013 Absolutely continuous laws of jump-diffusions in finite and infinite dimensions with applications to mathematical finance. Zbl 1173.60332 Forster, Barbara; Lütkebohmert, Eva; Teichmann, Josef 8 2009 Calculating the Greeks by cubature formulae. Zbl 1149.91317 Teichmann, Josef 8 2006 Cubature on Wiener space in infinite dimension. Zbl 1186.60058 Bayer, Christian; Teichmann, Josef 8 2008 Smooth perfectness through decomposition of diffeomorphisms into fiber preserving ones. Zbl 1026.58007 Haller, Stefan; Teichmann, Josef 7 2003 A Frobenius theorem on convenient manifolds. Zbl 1004.58002 Teichmann, Josef 7 2001 Consistent recalibration of yield curve models. Zbl 1411.91622 Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 7 2018 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 7 2014 A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. Zbl 1341.60018 Cuchiero, Christa; Teichmann, Josef 6 2015 Totally geodesic subgroups of diffeomorphisms. Zbl 1004.58004 Haller, Stefan; Teichmann, Josef; Vizman, Cornelia 6 2002 Description of infinite-dimensional abelian regular Lie groups. Zbl 1012.22036 Michor, Peter; Teichmann, Josef 6 1999 A heat kernel approach to interest rate models. Zbl 1304.35313 Akahori, Jirô; Hishida, Yuji; Teichmann, Josef; Tsuchiya, Takahiro 6 2014 Cubature methods for stochastic (partial) differential equations in weighted spaces. Zbl 1315.60075 Dörsek, Philipp; Teichmann, Josef; Velušček, Dejan 6 2013 Characterization of nonlinear Besov spaces. Zbl 1441.30082 Liu, Chong; Prömel, David J.; Teichmann, Josef 6 2020 A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. Zbl 1448.91306 Cuchiero, C.; Klein, I.; Teichmann, J. 6 2020 Regularity of finite-dimensional realizations for evolution equations. Zbl 1011.37004 Filipović, Damir; Teichmann, Josef 5 2003 Parabolic free boundary price formation models under market size fluctuations. Zbl 1355.35184 Markowich, Peter; Teichmann, Josef; Wolfram, Marie-Therese 5 2016 Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Zbl 1186.93067 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef 5 2010 Stochastic analysis with modelled distributions. Zbl 1470.35448 Liu, Chong; Prömel, David J.; Teichmann, Josef 5 2021 Discrete time term structure theory and consistent recalibration models. Zbl 1407.91256 Richter, Anja; Teichmann, Josef 4 2017 A hyper-geometric approach to the BMV-conjecture. Zbl 1080.33004 Drmota, Michael; Schachermayer, Walter; Teichmann, Josef 4 2005 On Sobolev rough paths. Zbl 1496.60119 Liu, Chong; Prömel, David J.; Teichmann, Josef 4 2021 Functional analytic (ir-)regularity properties of SABR-type processes. Zbl 1396.91579 Döring, Leif; Horvath, Blanka; Teichmann, Josef 3 2017 Hille-Yosida theory in convenient analysis. Zbl 1041.47025 Teichmann, Josef 3 2002 Consistent yield curve prediction. Zbl 1390.91310 Teichmann, Josef; Wüthrich, Mario V. 2 2016 Exotic one-parameter semigroups of endomorphisms of a symmetric cone. Zbl 1312.15039 Kuzma, Bojan; Omladič, Matjaž; Šivic, Klemen; Teichmann, Josef 2 2015 A Sobolev rough path extension theorem via regularity structures. Zbl 07730441 Liu, Chong; Prömel, David J.; Teichmann, Josef 2 2023 Regularity of infinite-dimensional Lie groups by metric space methods. Zbl 1007.22023 Teichmann, Josef 1 2001 Hopf’s decomposition and recurrent semigroups. Zbl 1006.47012 Teichmann, Josef 1 1997 The Gärtner-Ellis theorem, homogenization, and affine processes. Zbl 1418.91616 Gulisashvili, Archil; Teichmann, Josef 1 2015 Smooth perfectness for the group of diffeomorphisms. Zbl 1282.58009 Haller, Stefan; Rybicki, Tomasz; Teichmann, Josef 1 2013 Linearized filtering of affine processes using stochastic Riccati equations. Zbl 1441.60032 Gonon, Lukas; Teichmann, Josef 1 2020 A deep learning model for gas storage optimization. Zbl 1480.91153 Curin, Nicolas; Kettler, Michael; Kleisinger-Yu, Xi; Komaric, Vlatka; Krabichler, Thomas; Teichmann, Josef; Wutte, Hanna 1 2021 A Sobolev rough path extension theorem via regularity structures. Zbl 07730441 Liu, Chong; Prömel, David J.; Teichmann, Josef 2 2023 Stochastic analysis with modelled distributions. Zbl 1470.35448 Liu, Chong; Prömel, David J.; Teichmann, Josef 5 2021 On Sobolev rough paths. Zbl 1496.60119 Liu, Chong; Prömel, David J.; Teichmann, Josef 4 2021 A deep learning model for gas storage optimization. Zbl 1480.91153 Curin, Nicolas; Kettler, Michael; Kleisinger-Yu, Xi; Komaric, Vlatka; Krabichler, Thomas; Teichmann, Josef; Wutte, Hanna 1 2021 Generalized Feller processes and Markovian lifts of stochastic Volterra processes: the affine case. Zbl 1462.60083 Cuchiero, Christa; Teichmann, Josef 18 2020 Deep neural networks, generic universal interpolation, and controlled ODEs. Zbl 1485.93062 Cuchiero, Christa; Larsson, Martin; Teichmann, Josef 11 2020 Characterization of nonlinear Besov spaces. Zbl 1441.30082 Liu, Chong; Prömel, David J.; Teichmann, Josef 6 2020 A fundamental theorem of asset pricing for continuous time large financial markets in a two filtration setting. Zbl 1448.91306 Cuchiero, C.; Klein, I.; Teichmann, J. 6 2020 Linearized filtering of affine processes using stochastic Riccati equations. Zbl 1441.60032 Gonon, Lukas; Teichmann, Josef 1 2020 Deep hedging. Zbl 1420.91450 Buehler, H.; Gonon, L.; Teichmann, J.; Wood, B. 50 2019 Markovian lifts of positive semidefinite affine Volterra-type processes. Zbl 1432.91110 Cuchiero, Christa; Teichmann, Josef 13 2019 Consistent recalibration of yield curve models. Zbl 1411.91622 Harms, Philipp; Stefanovits, David; Teichmann, Josef; Wüthrich, Mario V. 7 2018 Discrete time term structure theory and consistent recalibration models. Zbl 1407.91256 Richter, Anja; Teichmann, Josef 4 2017 Functional analytic (ir-)regularity properties of SABR-type processes. Zbl 1396.91579 Döring, Leif; Horvath, Blanka; Teichmann, Josef 3 2017 A new perspective on the fundamental theorem of asset pricing for large financial markets. Zbl 1352.91035 Cuchiero, Christa; Klein, Irene; Teichmann, Josef 21 2016 Affine processes on symmetric cones. Zbl 1342.60125 Cuchiero, Christa; Keller-Ressel, Martin; Mayerhofer, Eberhard; Teichmann, Josef 14 2016 No arbitrage theory for bond markets. Zbl 1367.91183 Klein, Irene; Schmidt, Thorsten; Teichmann, Josef 9 2016 Parabolic free boundary price formation models under market size fluctuations. Zbl 1355.35184 Markowich, Peter; Teichmann, Josef; Wolfram, Marie-Therese 5 2016 Consistent yield curve prediction. Zbl 1390.91310 Teichmann, Josef; Wüthrich, Mario V. 2 2016 Large deviations and asymptotic methods in finance. Zbl 1322.60003 26 2015 Fourier transform methods for pathwise covariance estimation in the presence of jumps. Zbl 1347.60009 Cuchiero, Christa; Teichmann, Josef 11 2015 A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. Zbl 1341.60018 Cuchiero, Christa; Teichmann, Josef 6 2015 Exotic one-parameter semigroups of endomorphisms of a symmetric cone. Zbl 1312.15039 Kuzma, Bojan; Omladič, Matjaž; Šivic, Klemen; Teichmann, Josef 2 2015 The Gärtner-Ellis theorem, homogenization, and affine processes. Zbl 1418.91616 Gulisashvili, Archil; Teichmann, Josef 1 2015 Invariant manifolds with boundary for jump-diffusions. Zbl 1301.60072 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 7 2014 A heat kernel approach to interest rate models. Zbl 1304.35313 Akahori, Jirô; Hishida, Yuji; Teichmann, Josef; Tsuchiya, Takahiro 6 2014 Regularity of affine processes on general state spaces. Zbl 1291.60153 Keller-Ressel, Martin; Schachermayer, Walter; Teichmann, Josef 17 2013 The affine LIBOR models. Zbl 1275.91140 Keller-Ressel, Martin; Papapantoleon, Antonis; Teichmann, Josef 17 2013 Path properties and regularity of affine processes on general state spaces. Zbl 1287.60091 Cuchiero, Christa; Teichmann, Josef 11 2013 Efficient simulation and calibration of general HJM models by splitting schemes. Zbl 1283.91193 Dörsek, Philipp; Teichmann, Josef 8 2013 Cubature methods for stochastic (partial) differential equations in weighted spaces. Zbl 1315.60075 Dörsek, Philipp; Teichmann, Josef; Velušček, Dejan 6 2013 Smooth perfectness for the group of diffeomorphisms. Zbl 1282.58009 Haller, Stefan; Rybicki, Tomasz; Teichmann, Josef 1 2013 Polynomial processes and their applications to mathematical finance. Zbl 1270.60079 Cuchiero, Christa; Keller-Ressel, Martin; Teichmann, Josef 54 2012 A new extrapolation method for weak approximation schemes with applications. Zbl 1349.65035 Oshima, Kojiro; Teichmann, Josef; Velušček, Dejan 10 2012 Affine processes on positive semidefinite matrices. Zbl 1219.60068 Cuchiero, Christa; Filipović, Damir; Mayerhofer, Eberhard; Teichmann, Josef 70 2011 Affine processes are regular. Zbl 1235.60093 Keller-Ressel, Martin; Schachermayer, Walter; Teichmann, Josef 33 2011 Another approach to some rough and stochastic partial differential equations. Zbl 1234.35330 Teichmann, Josef 15 2011 Weak and strong Taylor methods for numerical solutions of stochastic differential equations. Zbl 1214.91136 Siopacha, Maria; Teichmann, Josef 10 2011 Term structure models driven by Wiener processes and Poisson measures: existence and positivity. Zbl 1207.91068 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 31 2010 Jump-diffusions in Hilbert spaces: existence, stability and numerics. Zbl 1230.60066 Filipović, Damir; Tappe, Stefan; Teichmann, Josef 28 2010 Another proof for the equivalence between invariance of closed sets with respect to stochastic and deterministic systems. Zbl 1186.93067 Buckdahn, Rainer; Quincampoix, Marc; Rainer, Catherine; Teichmann, Josef 5 2010 Characterization of optimal transport plans for the Monge-Kantorovich problem. Zbl 1165.49015 Schachermayer, Walter; Teichmann, Josef 27 2009 Absolutely continuous laws of jump-diffusions in finite and infinite dimensions with applications to mathematical finance. Zbl 1173.60332 Forster, Barbara; Lütkebohmert, Eva; Teichmann, Josef 8 2009 How close are the option pricing formulas of Bachelier and Black-Merton-Scholes? Zbl 1138.91479 Schachermayer, Walter; Teichmann, Josef 27 2008 Ornstein-Uhlenbeck processes on Lie groups. Zbl 1151.58018 Baudoin, Fabrice; Hairer, Martin; Teichmann, Josef 9 2008 Cubature on Wiener space in infinite dimension. Zbl 1186.60058 Bayer, Christian; Teichmann, Josef 8 2008 The proof of Tchakaloff’s Theorem. Zbl 1093.41016 Bayer, Christian; Teichmann, Josef 64 2006 Calculating the Greeks by cubature formulae. Zbl 1149.91317 Teichmann, Josef 8 2006 Hypoellipticity in infinite dimensions and an application in interest rate theory. Zbl 1081.60039 Baudoin, Fabrice; Teichmann, Josef 17 2005 A hyper-geometric approach to the BMV-conjecture. Zbl 1080.33004 Drmota, Michael; Schachermayer, Walter; Teichmann, Josef 4 2005 On the geometry of the term structure of interest rates. Zbl 1048.60045 Filipović, Damir; Teichmann, Josef 24 2004 Existence of invariant manifolds for stochastic equations in infinite dimension. Zbl 1013.60035 Filipović, Damir; Teichmann, Josef 30 2003 Smooth perfectness through decomposition of diffeomorphisms into fiber preserving ones. Zbl 1026.58007 Haller, Stefan; Teichmann, Josef 7 2003 Regularity of finite-dimensional realizations for evolution equations. Zbl 1011.37004 Filipović, Damir; Teichmann, Josef 5 2003 A general proof of the Dybvig-Ingersoll-Ross theorem: long forward rates can never fall. Zbl 1103.91350 Hubalek, Friedrich; Klein, Irene; Teichmann, Josef 14 2002 Totally geodesic subgroups of diffeomorphisms. Zbl 1004.58004 Haller, Stefan; Teichmann, Josef; Vizman, Cornelia 6 2002 Hille-Yosida theory in convenient analysis. Zbl 1041.47025 Teichmann, Josef 3 2002 A Frobenius theorem on convenient manifolds. Zbl 1004.58002 Teichmann, Josef 7 2001 Regularity of infinite-dimensional Lie groups by metric space methods. Zbl 1007.22023 Teichmann, Josef 1 2001 Description of infinite-dimensional abelian regular Lie groups. Zbl 1012.22036 Michor, Peter; Teichmann, Josef 6 1999 Hopf’s decomposition and recurrent semigroups. Zbl 1006.47012 Teichmann, Josef 1 1997 all cited Publications top 5 cited Publications all top 5 Cited by 873 Authors 27 Teichmann, Josef 16 Cuchiero, Christa 16 Tappe, Stefan 13 Benth, Fred Espen 12 Filipović, Damir 10 Friz, Peter 10 Jaber, Eduardo Abi 10 Larsson, Martin 10 Mayerhofer, Eberhard 9 Hairer, Martin 9 Keller-Ressel, Martin 9 Takahashi, Akihiko 8 Grasselli, Martino 8 Krühner, Paul 8 Rüdiger, Barbara 8 Schmidt, Thorsten 7 Albeverio, Sergio A. 7 Alfonsi, Aurélien 7 Fontana, Claudio 7 Papapantoleon, Antonis 7 Pulido, Sergio 7 Yamada, Toshihiro 6 Biagini, Francesca 6 Fialkow, Lawrence A. 6 Gnoatto, Alessandro 6 Jin, Peng 6 Macrina, Andrea 5 Grbac, Zorana 5 Hughston, Lane P. 5 Jacquier, Antoine 5 Mancino, Maria Elvira 5 Nie, Jiawang 5 Prömel, David J. 5 Rásonyi, Miklós 5 Schachermayer, Walter 4 Barski, Michał 4 Bayer, Christian 4 Beiglböck, Mathias 4 Björk, Tomas 4 De Vecchi, Francesco Carlo 4 Detering, Nils 4 Friesen, Martin 4 Gonon, Lukas 4 Gubinelli, Massimiliano 4 Idrissi, Kaissar 4 Jentzen, Arnulf 4 Kimsey, David Patrick 4 Lasserre, Jean-Bernard 4 Li, Zenghu 4 Liu, Chong 4 Mastrogiacomo, Elisa 4 Melcher, Tai 4 Müller, Marvin S. 4 Svaluto-Ferro, Sara 4 Yoo, Seonguk 4 Zalar, Aljaž 4 Zerouali, El Hassan 3 Akahori, Jirô 3 Arrouy, Pierre-Edouard 3 Bo, Lijun 3 Boumezoued, Alexandre 3 Brody, Dorje C. 3 Bryc, Włodzimierz 3 Cass, Thomas Richard 3 Cox, Sonja Gisela 3 Criens, David 3 Curto, Raúl Enrique 3 Da Fonseca, José 3 De Pascale, Luigi 3 Deelstra, Griselda 3 Di Persio, Luca 3 Galimberti, Luca 3 Glau, Kathrin 3 Gobet, Emmanuel 3 Guéant, Olivier 3 Gulisashvili, Archil 3 Härtel, Maximilian 3 Hayakawa, Satoshi 3 Horvath, Blanka 3 Jiao, Ying 3 Jourdain, Benjamin 3 Kallsen, Jan 3 Karbach, Sven 3 Kratsios, Anastasis 3 Lütkebohmert, Eva 3 Morando, Paola 3 Neeb, Karl-Hermann 3 Oberhauser, Harald 3 Ohashi, Alberto Masayoshi F. 3 Patie, Pierre 3 Pham, Huyên 3 Platen, Eckhard 3 Pušnik, Primož 3 Schwab, Christoph 3 Scotti, Simone 3 Shinozaki, Yuji 3 Skovmand, David 3 Stelzer, Robert 3 Tankov, Peter 3 Tehranchi, Michael R. ...and 773 more Authors all top 5 Cited in 198 Serials 45 Stochastic Processes and their Applications 38 Quantitative Finance 32 Finance and Stochastics 27 International Journal of Theoretical and Applied Finance 25 SIAM Journal on Financial Mathematics 23 The Annals of Applied Probability 23 Mathematical Finance 17 Journal of Mathematical Analysis and Applications 17 Journal of Functional Analysis 12 Applied Mathematical Finance 11 Transactions of the American Mathematical Society 9 Stochastics 8 Stochastic Analysis and Applications 8 Electronic Journal of Probability 7 Applied Mathematics and Optimization 7 Decisions in Economics and Finance 5 Advances in Applied Probability 5 Journal of Differential Equations 5 Insurance Mathematics & Economics 5 Probability Theory and Related Fields 5 Potential Analysis 5 Theory of Probability and Mathematical Statistics 5 Foundations of Computational Mathematics 4 Journal of Geometry and Physics 4 Theory of Probability and its Applications 4 Journal of Computational and Applied Mathematics 4 Statistics & Probability Letters 4 Annals of Global Analysis and Geometry 4 Journal of Theoretical Probability 4 European Journal of Operational Research 4 Linear Algebra and its Applications 4 Mathematical Programming. Series A. Series B 4 Asia-Pacific Financial Markets 4 Mathematics and Financial Economics 4 Annals of Finance 4 Stochastic and Partial Differential Equations. Analysis and Computations 3 Journal of Applied Probability 3 Proceedings of the American Mathematical Society 3 Journal of Economic Dynamics & Control 3 Japan Journal of Industrial and Applied Mathematics 3 Journal de Mathématiques Pures et Appliquées. Neuvième Série 3 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques 3 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 3 Infinite Dimensional Analysis, Quantum Probability and Related Topics 3 Methodology and Computing in Applied Probability 3 Discrete and Continuous Dynamical Systems. Series B 3 Stochastic Models 3 Comptes Rendus. Mathématique. Académie des Sciences, Paris 3 MathematicS In Action 2 Communications on Pure and Applied Mathematics 2 Israel Journal of Mathematics 2 Journal of Mathematical Physics 2 Mathematics of Computation 2 Automatica 2 Bulletin of the London Mathematical Society 2 Integral Equations and Operator Theory 2 Inventiones Mathematicae 2 Journal of Approximation Theory 2 Journal of Econometrics 2 Journal of Mathematical Economics 2 Journal of Optimization Theory and Applications 2 Kyungpook Mathematical Journal 2 Mathematics of Operations Research 2 Systems & Control Letters 2 Indagationes Mathematicae. New Series 2 SIAM Journal on Scientific Computing 2 Random Operators and Stochastic Equations 2 Bulletin des Sciences Mathématiques 2 Annals of Mathematics and Artificial Intelligence 2 Bernoulli 2 Discrete and Continuous Dynamical Systems 2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences 2 Annals of Mathematics. Second Series 2 Journal of Evolution Equations 2 Stochastics and Dynamics 2 ASTIN Bulletin 2 Journal of Industrial and Management Optimization 2 European Series in Applied and Industrial Mathematics (ESAIM): Mathematical Modelling and Numerical Analysis 2 Japanese Journal of Mathematics. 3rd Series 2 Probability Surveys 2 International Journal of Stochastic Analysis 2 Journal of Business and Economic Statistics 2 Probability, Uncertainty and Quantitative Risk 1 Applicable Analysis 1 Archive for Rational Mechanics and Analysis 1 Computers & Mathematics with Applications 1 Inverse Problems 1 Journal of Statistical Physics 1 Physica A 1 Reports on Mathematical Physics 1 Studia Mathematica 1 Wave Motion 1 ZAMP. Zeitschrift für angewandte Mathematik und Physik 1 Chaos, Solitons and Fractals 1 Annales de l’Institut Fourier 1 Annali di Matematica Pura ed Applicata. Serie Quarta 1 The Annals of Probability 1 Applied Mathematics and Computation 1 BIT 1 Canadian Mathematical Bulletin ...and 98 more Serials all top 5 Cited in 54 Fields 356 Probability theory and stochastic processes (60-XX) 314 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 81 Numerical analysis (65-XX) 74 Partial differential equations (35-XX) 50 Operator theory (47-XX) 47 Statistics (62-XX) 40 Computer science (68-XX) 39 Integral transforms, operational calculus (44-XX) 39 Calculus of variations and optimal control; optimization (49-XX) 34 Systems theory; control (93-XX) 27 Operations research, mathematical programming (90-XX) 24 Functional analysis (46-XX) 21 Global analysis, analysis on manifolds (58-XX) 20 Linear and multilinear algebra; matrix theory (15-XX) 19 Topological groups, Lie groups (22-XX) 16 Dynamical systems and ergodic theory (37-XX) 14 Approximations and expansions (41-XX) 12 Measure and integration (28-XX) 12 Harmonic analysis on Euclidean spaces (42-XX) 11 Differential geometry (53-XX) 11 Fluid mechanics (76-XX) 10 Functions of a complex variable (30-XX) 7 Ordinary differential equations (34-XX) 7 Integral equations (45-XX) 6 Algebraic geometry (14-XX) 6 Real functions (26-XX) 6 Special functions (33-XX) 5 Commutative algebra (13-XX) 5 Quantum theory (81-XX) 5 Statistical mechanics, structure of matter (82-XX) 4 Several complex variables and analytic spaces (32-XX) 4 Abstract harmonic analysis (43-XX) 4 Manifolds and cell complexes (57-XX) 4 Mechanics of particles and systems (70-XX) 3 Number theory (11-XX) 3 Nonassociative rings and algebras (17-XX) 3 Biology and other natural sciences (92-XX) 2 General and overarching topics; collections (00-XX) 2 Combinatorics (05-XX) 2 Associative rings and algebras (16-XX) 2 Category theory; homological algebra (18-XX) 2 Group theory and generalizations (20-XX) 2 Sequences, series, summability (40-XX) 2 Convex and discrete geometry (52-XX) 1 History and biography (01-XX) 1 General algebraic systems (08-XX) 1 Field theory and polynomials (12-XX) 1 Potential theory (31-XX) 1 Difference and functional equations (39-XX) 1 General topology (54-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Relativity and gravitational theory (83-XX) 1 Astronomy and astrophysics (85-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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