Daniel Ocone
Impact in
- Finance top 1%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- 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)Mathematics of Control Signals and Systems (2 papers)Systems & Control Letters (2 papers)Stochastic Processes and their Applications (2 papers)
- Partner nations
- United StatesFranceFinland
In The Last Decade
Daniel Ocone
41 papers receiving 965 citations
Peers
Comparison fields: 5 of 61
- Finance 730
- Mathematical Physics 251
- Statistics and Probability 101
- Management Science and Operations Research 156
- Modeling and Simulation 48
Countries citing papers authored by Daniel Ocone
This map shows the geographic impact of Daniel 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 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 Ocone more than expected).
Fields of papers citing papers by Daniel Ocone
This network shows the impact of papers produced by Daniel 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 Ocone. The network helps show where Daniel Ocone may publish in the future.
Co-authors
The 15 scholars most cited alongside Daniel 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 42 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1991 | 180 | |
| 2 | 1984 | 111 | |
| 3 | 1988 | 108 | |
| 4 | 1996 | 86 | |
| 5 | A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations | 1989 | 81 |
| 6 | 1991 | 52 | |
| 7 | 1989 | 51 | |
| 8 | 1997 | 43 | |
| 9 | 2000 | 37 | |
| 10 | 1988 | 35 | |
| 11 | 1999 | 35 | |
| 12 | 1983 | 34 | |
| 13 | 1981 | 29 | |
| 14 | 1982 | 25 | |
| 15 | 1999 | 20 | |
| 16 | 2002 | 19 | |
| 17 | 1993 | 18 | |
| 18 | 1999 | 15 | |
| 19 | 1979 | 14 | |
| 20 | 1980 | 9 |
About Daniel Ocone
Daniel Ocone is a scholar working on Finance, Mathematical Physics, Control and Systems Engineering, Computational Theory and Mathematics and Economics and Econometrics, having authored 42 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), Mathematical Biology Tumor Growth (4 papers), Stability and Controllability of Differential Equations (4 papers), Stochastic processes and statistical mechanics (4 papers), Markov Chains and Monte Carlo Methods (3 papers), Machine Learning and Algorithms (3 papers) and Economic theories and models (3 papers). The work is most often cited by research in Finance (730 citations), Mathematical Physics (251 citations), Statistics and Probability (101 citations), Management Science and Operations Research (156 citations) and Modeling and Simulation (48 citations). Daniel Ocone has collaborated with scholars based in United States, France and Finland. Frequent co-authors include Ioannis Karatzas, Étienne Pardoux, Thomas G. Kurtz, Amarjit Budhiraja, Jinlu Li, Mihail Zervos, John S. Baras, Steven I. Marcus, Ananda Weerasinghe and Sanjoy K. Mitter. Their work appears in journals such as SIAM Journal on Control and Optimization, Lecture notes in mathematics, Mathematics of Control Signals and Systems, Systems & Control Letters and Stochastic Processes and their Applications.
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.