Ditlev Monrad
Impact in
- Finance top 0.2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Mathematical Physics top 1%
- Stochastic processes and statistical mechanics
Papers in
- Finance 8
- Stochastic processes and financial applications 7
- Financial Risk and Volatility Modeling 3
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- advanced mathematical theories 2
- Stochastic processes and statistical mechanics 2
- Co-authors
- Jean Jacod (1 shared paper)Albert Nikolaevich Shiryaev (1 shared paper)Holger Rootzén (1 shared paper)Walter Philipp (3 shared papers)Naresh C. Jain (3 shared papers)Loren D. Pitt (1 shared paper)Robert J. Adler (1 shared paper)R. J. Wilson (1 shared paper)
- Journals
- Probability Theory and Related Fields (5 papers)The Annals of Probability (3 papers)Stochastic Processes and their Applications (1 paper)Neuropsychopharmacology (1 paper)Journal of the American Statistical Association (1 paper)
- Partner nations
- United StatesAustraliaFrance
In The Last Decade
Ditlev Monrad
15 papers receiving 2.6k citations
Ditlev Monrad's Hit Papers
Peers
Comparison fields: 5 of 96
- Finance 2.0k
- Mathematical Physics 907
- Statistics and Probability 529
- Management Science and Operations Research 495
- Applied Mathematics 274
Countries citing papers authored by Ditlev Monrad
This map shows the geographic impact of Ditlev Monrad'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 Ditlev Monrad with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ditlev Monrad more than expected).
Fields of papers citing papers by Ditlev Monrad
This network shows the impact of papers produced by Ditlev Monrad. 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 Ditlev Monrad. The network helps show where Ditlev Monrad may publish in the future.
Co-authors
The 25 scholars most cited alongside Ditlev Monrad, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | Limit Theorems for Stochastic Processes. Hit paper breakdown → | 1988 | 2638 |
| 2 | 1995 | 91 | |
| 3 | 1987 | 34 | |
| 4 | 1983 | 31 | |
| 5 | 1991 | 29 | |
| 6 | 2021 | 24 | |
| 7 | 1983 | 21 | |
| 8 | 1982 | 14 | |
| 9 | 1979 | 12 | |
| 10 | 1991 | 10 | |
| 11 | 1977 | 6 | |
| 12 | 1976 | 5 | |
| 13 | 1978 | 2 | |
| 14 | 1981 | 1 | |
| 15 | 1992 | 1 |
About Ditlev Monrad
Ditlev Monrad is a scholar working on Finance, Mathematical Physics, Management Science and Operations Research, Applied Mathematics and Numerical Analysis, having authored 15 papers that have together received 2.9k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (7 papers), Probability and Risk Models (4 papers), Financial Risk and Volatility Modeling (3 papers), advanced mathematical theories (2 papers), Stochastic processes and statistical mechanics (2 papers), Mathematical Approximation and Integration (2 papers), Advanced Mathematical Modeling in Engineering (1 paper) and Reservoir Engineering and Simulation Methods (1 paper). The work is most often cited by research in Finance (2.0k citations), Mathematical Physics (907 citations), Statistics and Probability (529 citations), Management Science and Operations Research (495 citations) and Applied Mathematics (274 citations). Ditlev Monrad has collaborated with scholars based in United States, Australia and France. Frequent co-authors include Jean Jacod, Albert Nikolaevich Shiryaev, Holger Rootzén, Walter Philipp, Naresh C. Jain, Loren D. Pitt, Robert J. Adler, R. J. Wilson, Martin L. Silverstein and Ravishankar K. Iyer. Their work appears in journals such as Probability Theory and Related Fields, The Annals of Probability, Stochastic Processes and their Applications, Neuropsychopharmacology and Journal of the American Statistical Association.
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.