◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

Thorsten Schmidt

34 papers hereh-index 181k citations81 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • first author2
  • middle author6
  • last author24

Across the 33 of 34 papers where every author was matched, so the position is known.

fields
  • q-fin.MF15
  • math.PR6
  • q-fin.RM6
  • q-fin.PR5
  • math.NA1
  • stat.ML1
same name
  • Thorsten Schmidt — 4 papers, h 1
  • Thorsten Schmidt — 2 papers, h 3
  • Thorsten Schmidt — 2 papers, h 1
  • Thorsten Schmidt — 2 papers, h 0
  • Thorsten Schmidt — 1 paper, h 2
  • Thorsten Schmidt — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102026
most citedInfinite dimensional affine processes

17 citations · 37 across the 22 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

The Martingale Problem Method Revisited

David Criens, Peter Pfaffelhuber, Thorsten Schmidt

We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is n…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.