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 24
- Stochastic processes and financial applications 24
- Financial Risk and Volatility Modeling 3
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- Stochastic processes and statistical mechanics 4
- Co-authors
- Ioannis Karatzas (7 shared papers)Étienne Pardoux (4 shared papers)Thomas G. Kurtz (2 shared papers)Amarjit Budhiraja (2 shared papers)Jinlu Li (1 shared paper)Mihail Zervos (1 shared paper)John S. Baras (1 shared paper)Ananda Weerasinghe (2 shared papers)
- Journals
- SIAM Journal on Control and Optimization (3 papers)Mathematics of Control Signals and Systems (2 papers)Stochastic Processes and their Applications (2 papers)Systems & Control Letters (2 papers)The Annals of Probability (1 paper)
- Partner nations
- United StatesFinlandFrance
In The Last Decade
Daniel Ocone
31 papers receiving 797 citations
Peers
Comparison fields: 5 of 55
- Finance 610
- Mathematical Physics 190
- Management Science and Operations Research 137
- Statistics and Probability 87
- Modeling and Simulation 43
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 13 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 32 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 1991 | 170 | |
| 2 | 1988 | 96 | |
| 3 | 1984 | 87 | |
| 4 | 1996 | 83 | |
| 5 | A generalized Itô-Ventzell formula. Application to a class of anticipating stochastic differential equations | 1989 | 70 |
| 6 | 1991 | 48 | |
| 7 | 1989 | 41 | |
| 8 | 1997 | 39 | |
| 9 | 2000 | 36 | |
| 10 | 1999 | 32 | |
| 11 | 1983 | 29 | |
| 12 | 1988 | 25 | |
| 13 | 1982 | 19 | |
| 14 | 1999 | 18 | |
| 15 | 2002 | 18 | |
| 16 | 1999 | 13 | |
| 17 | 1979 | 11 | |
| 18 | 2000 | 7 | |
| 19 | 1980 | 6 | |
| 20 | 2004 | 6 |
About Daniel Ocone
Daniel Ocone is a scholar working on Finance, Mathematical Physics, Statistics and Probability, Control and Systems Engineering and Management Science and Operations Research, having authored 32 papers that have together received 891 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (24 papers), Mathematical Biology Tumor Growth (4 papers), Insurance, Mortality, Demography, Risk Management (4 papers), Stochastic processes and statistical mechanics (4 papers), Markov Chains and Monte Carlo Methods (3 papers), Stability and Controllability of Differential Equations (3 papers), Machine Learning and Algorithms (3 papers) and Financial Risk and Volatility Modeling (3 papers). The work is most often cited by research in Finance (610 citations), Mathematical Physics (190 citations), Management Science and Operations Research (137 citations), Statistics and Probability (87 citations) and Modeling and Simulation (43 citations). Daniel Ocone has collaborated with scholars based in United States, Finland and France. Frequent co-authors include Ioannis Karatzas, Étienne Pardoux, Thomas G. Kurtz, Amarjit Budhiraja, Jinlu Li, Mihail Zervos, John S. Baras, Ananda Weerasinghe, Sanjoy K. Mitter and J. M. C. Clark. Their work appears in journals such as SIAM Journal on Control and Optimization, Mathematics of Control Signals and Systems, Stochastic Processes and their Applications, Systems & Control Letters 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.