Benjamin Jourdain

1.0k total citations
56 papers, 496 citations indexed

About

Benjamin Jourdain is a scholar working on Finance, Applied Mathematics and Statistics and Probability. According to data from OpenAlex, Benjamin Jourdain has authored 56 papers receiving a total of 496 indexed citations (citations by other indexed papers that have themselves been cited), including 35 papers in Finance, 11 papers in Applied Mathematics and 11 papers in Statistics and Probability. Recurrent topics in Benjamin Jourdain's work include Stochastic processes and financial applications (35 papers), Financial Risk and Volatility Modeling (10 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Benjamin Jourdain is often cited by papers focused on Stochastic processes and financial applications (35 papers), Financial Risk and Volatility Modeling (10 papers) and Insurance, Mortality, Demography, Risk Management (9 papers). Benjamin Jourdain collaborates with scholars based in France, Switzerland and Japan. Benjamin Jourdain's co-authors include Tony Lelièvre, Claude Le Bris, Aurélien Alfonsi, Arturo Kohatsu‐Higa, Gersende Fort, Éric Cancès, Joaquín Fontbona, Sylvie Méléard, Błażej Miasojedow and Éric Moulines and has published in prestigious journals such as SHILAP Revista de lepidopterología, SIAM Journal on Numerical Analysis and Annals of Operations Research.

In The Last Decade

Benjamin Jourdain

53 papers receiving 452 citations

Peers

Benjamin Jourdain

FINAN

FFTP

Nicolas Bouleau France

Philippe Carmona France

Dariusz Ga̧tarek Poland

Martin Grothaus Germany

N. Krylov United States

R. V. Chacon Canada

Luciano Tubaro Italy

Olivier Raimond France

Stanislaus Maier‐Paape Germany

Daniel Ševčovič Slovakia

Nicolas Bouleau France

Benjamin Jourdain

241 ×1.4

FINAN

196 ×1.4

17 ×0.2

10 ×0.1

FFTP

278 ×3.9

Citations per year, relative to Benjamin Jourdain Benjamin Jourdain (= 1×) peers Nicolas Bouleau

Countries citing papers authored by Benjamin Jourdain

Since Specialization

Citations

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

Fields of papers citing papers by Benjamin Jourdain

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Benjamin Jourdain

This figure shows the co-authorship network connecting the top 25 collaborators of Benjamin Jourdain. A scholar is included among the top collaborators of Benjamin Jourdain based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Benjamin Jourdain. Benjamin Jourdain is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Jourdain, Benjamin, et al.. (2025). Weak well-posedness and weak discretization error for stable-driven SDEs with Lebesgue drift. IMA Journal of Numerical Analysis.

Jourdain, Benjamin, et al.. (2024). An extension of martingale transport and stability in robust finance. Electronic Journal of Probability. 29(none). 1 indexed citations

Jourdain, Benjamin, et al.. (2024). Maximal Martingale Wasserstein inequality. Electronic Communications in Probability. 29(none).

Jourdain, Benjamin, et al.. (2023). Lipschitz continuity of the Wasserstein projections in the convex order on the line. Electronic Communications in Probability. 28(none). 2 indexed citations

Beiglböck, Mathias, et al.. (2022). Approximation of martingale couplings on the line in the adapted weak topology. Probability Theory and Related Fields. 183(1-2). 359–413. 6 indexed citations

Jourdain, Benjamin, et al.. (2019). Existence of a calibrated regime switching local volatility model. Mathematical Finance. 30(2). 501–546. 5 indexed citations

Alfonsi, Aurélien & Benjamin Jourdain. (2018). Squared quadratic Wasserstein distance : optimal couplings and Lions\n differentiability. arXiv (Cornell University). 8 indexed citations

Jourdain, Benjamin, et al.. (2017). Asymptotics for the normalized error of the Ninomiya–Victoir scheme. Stochastic Processes and their Applications. 128(6). 1889–1928. 1 indexed citations

Assaraf, Roland, Benjamin Jourdain, Tony Lelièvre, & R. Roux. (2015). Computation of sensitivities for the invariant measure of a parameter\n dependent diffusion. arXiv (Cornell University). 6 indexed citations

10.

Fort, Gersende, Benjamin Jourdain, Tony Lelièvre, & Gabriel Stoltz. (2015). Self-healing umbrella sampling: convergence and efficiency. Statistics and Computing. 27(1). 147–168. 9 indexed citations

11.

Fontbona, Joaquín & Benjamin Jourdain. (2014). On the long time behavior of stochastic vortices systems. HAL (Le Centre pour la Communication Scientifique Directe). 1 indexed citations

12.

Jourdain, Benjamin, et al.. (2012). Regularity of the American Put option in the Black–Scholes model with general discrete dividends. Stochastic Processes and their Applications. 122(9). 3101–3125. 2 indexed citations

13.

Fontbona, Joaquín & Benjamin Jourdain. (2011). A trajectorial interpretation of the dissipations of entropy and Fisher information for stochastic differential equations. arXiv (Cornell University). 10 indexed citations

14.

Jourdain, Benjamin & Michel Vellekoop. (2011). Regularity of the Exercise Boundary for American Put Options on Assets with Discrete Dividends. SIAM Journal on Financial Mathematics. 2(1). 538–561. 4 indexed citations

15.

Jourdain, Benjamin, Sylvie Méléard, & Wojbor A. Woyczyński. (2007). Nonlinear SDEs driven by L\'evy processes and related PDEs. ArXiv.org. 10 indexed citations

16.

Jourdain, Benjamin. (2007). Stochastic flow approach to Dupire’s formula. Finance and Stochastics. 11(4). 521–535. 5 indexed citations

17.

Jourdain, Benjamin, Claude Le Bris, & Tony Lelièvre. (2005). An elementary argument regarding the long-time behaviour of the solution to a stochastic differential equation. Annals of the University of Craiova Mathematics and Computer Science Series. 32. 39–47. 1 indexed citations

18.

Jourdain, Benjamin & Sylvie Méléard. (2004). PROBABILISTIC INTERPRETATION AND PARTICLE METHOD FOR VORTEX EQUATIONS WITH NEUMANN’S BOUNDARY CONDITION. Proceedings of the Edinburgh Mathematical Society. 47(3). 597–624. 6 indexed citations

19.

Jourdain, Benjamin, Tony Lelièvre, & Claude Le Bris. (2003). Existence of solution for a micro–macro model of polymeric fluid: the FENE model. Journal of Functional Analysis. 209(1). 162–193. 94 indexed citations

20.

Jourdain, Benjamin & Claude Martini. (2002). Approximation of American Put Prices by European Prices via an Embedding Method. The Annals of Applied Probability. 12(1). 3 indexed citations

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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