Daniel L. Ocone
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Mathematical Physics top 5%
- Stochastic processes and statistical mechanics
Papers in
- Finance 29
- Stochastic processes and financial applications 29
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- Stochastic processes and statistical mechanics 4
- Co-authors
- Ioannis Karatzas (7 shared papers)Étienne Pardoux (5 shared papers)Thomas G. Kurtz (3 shared papers)Amarjit Budhiraja (2 shared papers)Jinlu Li (1 shared paper)Mihail Zervos (1 shared paper)John S. Baras (1 shared paper)Steven I. Marcus (1 shared paper)
- Journals
- SIAM Journal on Control and Optimization (3 papers)Lecture notes in mathematics (3 papers)Systems & Control Letters (2 papers)Stochastic Processes and their Applications (2 papers)Mathematics of Control Signals and Systems (2 papers)
- Partner nations
- United StatesFranceUnited Kingdom
In The Last Decade
Daniel L. Ocone
42 papers receiving 973 citations
Peers
Comparison fields: 5 of 64
- Finance 711
- Mathematical Physics 254
- Statistics and Probability 106
- Management Science and Operations Research 159
- Modeling and Simulation 49
Countries citing papers authored by Daniel L. Ocone
This map shows the geographic impact of Daniel L. Ocone's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Daniel L. Ocone with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel L. Ocone more than expected).
Fields of papers citing papers by Daniel L. Ocone
This network shows the impact of papers produced by Daniel L. Ocone. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Daniel L. Ocone. The network helps show where Daniel L. Ocone may publish in the future.
Co-authors
The 15 scholars most cited alongside Daniel L. Ocone, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 43 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1991 | 151 | |
| 2 | 1984 | 111 | |
| 3 | 1988 | 108 | |
| 4 | 1996 | 88 | |
| 5 | A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations | 1989 | 80 |
| 6 | 1989 | 51 | |
| 7 | 1991 | 51 | |
| 8 | Topics in Nonlinear Filtering Theory. | 1980 | 46 |
| 9 | 1997 | 44 | |
| 10 | 1988 | 36 | |
| 11 | 1999 | 36 | |
| 12 | 2000 | 34 | |
| 13 | 1983 | 32 | |
| 14 | 1981 | 29 | |
| 15 | 1982 | 25 | |
| 16 | 1999 | 20 | |
| 17 | 2002 | 20 | |
| 18 | 1993 | 16 | |
| 19 | 1999 | 15 | |
| 20 | 1979 | 14 |
About Daniel L. Ocone
Daniel L. Ocone is a scholar working on Finance, Mathematical Physics, Statistics and Probability, Modeling and Simulation and Demography, having authored 43 papers that have together received 1.1k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (29 papers), Insurance, Mortality, Demography, Risk Management (5 papers), Stochastic processes and statistical mechanics (4 papers), Stability and Controllability of Differential Equations (4 papers), Mathematical Biology Tumor Growth (4 papers), Complex Systems and Time Series Analysis (3 papers), Economic theories and models (3 papers) and Advanced Mathematical Modeling in Engineering (3 papers). The work is most often cited by research in Finance (711 citations), Mathematical Physics (254 citations), Statistics and Probability (106 citations), Management Science and Operations Research (159 citations) and Modeling and Simulation (49 citations). Daniel L. Ocone has collaborated with scholars based in United States, France and United Kingdom. Frequent co-authors include Ioannis Karatzas, Étienne Pardoux, Thomas G. Kurtz, Amarjit Budhiraja, Jinlu Li, Mihail Zervos, John S. Baras, Steven I. Marcus, J. M. C. Clark and Ananda P. N. Weerasinghe. Their work appears in journals such as SIAM Journal on Control and Optimization, Lecture notes in mathematics, Systems & Control Letters, Stochastic Processes and their Applications and Mathematics of Control Signals and Systems.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.