Saul Jacka
Impact in
- Finance top 0.2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Capital Investment and Risk Analysis
- Financial Markets and Investment Strategies
- Modeling and Simulation top 1%
Papers in
- Finance 31
- Stochastic processes and financial applications 31
-
- Stochastic processes and statistical mechanics 13
- Co-authors
- Bernt Øksendal (1 shared paper)Robert James Elliott (1 shared paper)Gareth O. Roberts (7 shared papers)David J. Hand (1 shared paper)Martin T. Barlow (2 shared papers)Aleksandar Mijatović (5 shared papers)Marc Yor (1 shared paper)James R. Lynn (1 shared paper)
- Journals
- Journal of Applied Probability (14 papers)Stochastic Processes and their Applications (7 papers)Advances in Applied Probability (7 papers)Electronic Journal of Probability (3 papers)Stochastics (3 papers)
- Partner nations
- United KingdomAustraliaFrance
In The Last Decade
Saul Jacka
54 papers receiving 3.7k citations
Saul Jacka's Hit Papers
Peers
Comparison fields: 5 of 143
- Finance 1.7k
- Modeling and Simulation 295
- Mathematical Physics 451
- Statistics and Probability 369
- Management Science and Operations Research 496
Countries citing papers authored by Saul Jacka
This map shows the geographic impact of Saul Jacka'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 Saul Jacka with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Saul Jacka more than expected).
Fields of papers citing papers by Saul Jacka
This network shows the impact of papers produced by Saul Jacka. 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 Saul Jacka. The network helps show where Saul Jacka may publish in the future.
Co-authors
The 19 scholars most cited alongside Saul Jacka, 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 60 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | Stochastic Differential Equations: An Introduction with Applications. Hit paper breakdown → | 1987 | 2770 |
| 2 | Stochastic Calculus and Applications. Hit paper breakdown → | 1986 | 490 |
| 3 | 1991 | 344 | |
| 4 | 1992 | 55 | |
| 5 | Statistics in Finance | 1998 | 43 |
| 6 | 1995 | 42 | |
| 7 | 1986 | 31 | |
| 8 | 1991 | 27 | |
| 9 | 1993 | 20 | |
| 10 | 1988 | 19 | |
| 11 | 1997 | 17 | |
| 12 | 1999 | 17 | |
| 13 | 1992 | 16 | |
| 14 | 1983 | 14 | |
| 15 | 1994 | 12 | |
| 16 | 2016 | 11 | |
| 17 | 1993 | 11 | |
| 18 | 1992 | 10 | |
| 19 | 2008 | 9 | |
| 20 | 1995 | 8 |
About Saul Jacka
Saul Jacka is a scholar working on Finance, Mathematical Physics, Statistics and Probability, Management Science and Operations Research and Management Information Systems, having authored 60 papers that have together received 4.1k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (31 papers), Markov Chains and Monte Carlo Methods (16 papers), Stochastic processes and statistical mechanics (13 papers), Economic theories and models (8 papers), Probability and Risk Models (8 papers), Advanced Queuing Theory Analysis (7 papers), Gene Regulatory Network Analysis (6 papers) and Insurance, Mortality, Demography, Risk Management (6 papers). The work is most often cited by research in Finance (1.7k citations), Modeling and Simulation (295 citations), Mathematical Physics (451 citations), Statistics and Probability (369 citations) and Management Science and Operations Research (496 citations). Saul Jacka has collaborated with scholars based in United Kingdom, Australia and France. Frequent co-authors include Bernt Øksendal, Robert James Elliott, Gareth O. Roberts, David J. Hand, Martin T. Barlow, Aleksandar Mijatović, Marc Yor, James R. Lynn, Jon Warren and Marc Yor. Their work appears in journals such as Journal of Applied Probability, Stochastic Processes and their Applications, Advances in Applied Probability, Electronic Journal of Probability and Stochastics.
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.