Denis Talay

4.5k total citations
64 papers, 2.6k citations indexed

About

Denis Talay is a scholar working on Finance, Mathematical Physics and Statistical and Nonlinear Physics. According to data from OpenAlex, Denis Talay has authored 64 papers receiving a total of 2.6k indexed citations (citations by other indexed papers that have themselves been cited), including 38 papers in Finance, 13 papers in Mathematical Physics and 12 papers in Statistical and Nonlinear Physics. Recurrent topics in Denis Talay's work include Stochastic processes and financial applications (37 papers), Stochastic processes and statistical mechanics (11 papers) and Financial Risk and Volatility Modeling (8 papers). Denis Talay is often cited by papers focused on Stochastic processes and financial applications (37 papers), Stochastic processes and statistical mechanics (11 papers) and Financial Risk and Volatility Modeling (8 papers). Denis Talay collaborates with scholars based in France, Switzerland and China. Denis Talay's co-authors include Luciano Tubaro, Mireille Bossy, V. Bally, Philip Protter, Harald Niederreiter, Vlad Bally, Étienne Pardoux, C. D. Graham, Emmanuel Gobet and Bernard Roynette and has published in prestigious journals such as Mathematics of Computation, Journal of Banking & Finance and SIAM Journal on Numerical Analysis.

In The Last Decade

Denis Talay

63 papers receiving 2.4k citations

Peers

Denis Talay
Comparison fields: 5 of 118
  • Finance 1.4k
  • Mathematical Physics 389
  • Statistics and Probability 388
  • Statistical and Nonlinear Physics 336
  • Numerical Analysis 327
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Saul Jacka United Kingdom
Jonathan C. Mattingly United States
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Wojbor A. Woyczyński United States
R. Z. Has’minskiĭ Russia
Grigori N. Milstein Germany
Yaozhong Hu United States
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Citations per field, relative to Denis Talay
Denis Talay · 1×
Citations per year, relative to Denis Talay
Denis Talay · 1×

Countries citing papers authored by Denis Talay

Since Specialization
Citations

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

Fields of papers citing papers by Denis Talay

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Denis Talay

This figure shows the co-authorship network connecting the top 25 collaborators of Denis Talay. A scholar is included among the top collaborators of Denis Talay 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 Denis Talay. Denis Talay is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 2
2 1
3 8
4 10
5 37
6 6
7
On mean discounted numbers of passage times in small balls of Ito processes observed at discrete times
1
8 3
9 13
10 8
11 4
12 26
13 1
14 2
15 2
16 207
17 3
18 3
19 1
20 90

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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