Daniel Revuz

9.0k citations
42 papers · 5.6k · 2 hit papers · h-index 12

Impact in

  • Finance top 0.1%
    • Stochastic processes and financial applications
    • Financial Risk and Volatility Modeling
    • Stochastic processes and statistical mechanics
    • Mathematical Dynamics and Fractals

Papers in

Daniel Revuz

35 papers receiving 5.1k citations

Daniel Revuz's Hit Papers

Continuous Martingales and Brownian Motion 1999 · 3.7k citations
3.7k0+11+23Years since publication10002.0k3.0k

Peers

Daniel Revuz
Comparison fields: 5 of 105
  • Finance 3.5k
  • Mathematical Physics 2.4k
  • Statistics and Probability 951
  • Applied Mathematics 769
  • Modeling and Simulation 231
Replace Ken‐iti Sato with:
Ken‐iti Sato Japan
Shinzo Watanabe Japan
Marc Yor France
David Nualart Spain
Ν. H. Bingham United Kingdom
Nobuyuki Ikeda Japan
Gopinath Kallianpur United States
L. C. G. Rogers United Kingdom
René Carmona United States
Kiyosi Itô Japan
Daniel Revuz relative to Ken‐iti Sato Japan Ken‐iti Sato's profile →
Citations per field
00.5×5.8×
Ken‐iti Sato · 1×
Citations per year

Countries citing papers authored by Daniel Revuz

Since Specialization
Citations

This map shows the geographic impact of Daniel Revuz'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 Revuz with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Daniel Revuz more than expected).

Fields of papers citing papers by Daniel Revuz

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Daniel Revuz. 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 Revuz. The network helps show where Daniel Revuz may publish in the future.

Co-authors

The 18 scholars most cited alongside Daniel Revuz, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Daniel Revuz Line = papers co-authored together Daniel Revuz links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 42 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Continuous Martingales and Brownian Motion
Hit paper breakdown →
19993685
2
Continuous Martingales and Brownian Motion
Hit paper breakdown →
19911445
3 1970104
4 199995
5 196782
6 196925
7
Récurrence fine des processus de Markov
196623
8 197017
9
Quelques applications probabilistes de la quasi-compacité
197416
10 197016
11 199114
12
Propriétés asymptotiques des probabilités de transition des processus de Markov récurrents
196911
13 200611
14 199910
15 19716
16 19996
17 19746
18 19754
19 19764
20
Mesure et intégration
19973

About Daniel Revuz

Daniel Revuz is a scholar working on Mathematical Physics, Geometry and Topology, Finance, Computational Theory and Mathematics and Applied Mathematics, having authored 42 papers that have together received 5.6k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (7 papers), Advanced Topology and Set Theory (6 papers), Markov Chains and Monte Carlo Methods (3 papers), Stochastic processes and statistical mechanics (3 papers), Homotopy and Cohomology in Algebraic Topology (3 papers), Petri Nets in System Modeling (2 papers), Mathematical Approximation and Integration (2 papers) and Probability and Risk Models (2 papers). The work is most often cited by research in Finance (3.5k citations), Mathematical Physics (2.4k citations), Statistics and Probability (951 citations), Applied Mathematics (769 citations) and Modeling and Simulation (231 citations). Daniel Revuz has collaborated with scholars based in France. Frequent co-authors include Marc Yor, Marc Yor, Jacques Azéma, Marie Duflo, P. A. Meyer, R. Cairoli, Richard F. Gundy, Claude Dellacherie, Michel Émery and B. Maisonneuve. Their work appears in journals such as Lecture notes in mathematics, Probability Theory and Related Fields, Israel Journal of Mathematics, Transactions of the American Mathematical Society and The Annals of Probability.

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.

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