Ditlev Monrad

4.5k total citations · 1 hit paper
12 papers, 2.7k citations indexed

About

Ditlev Monrad is a scholar working on Finance, Mathematical Physics and Applied Mathematics. According to data from OpenAlex, Ditlev Monrad has authored 12 papers receiving a total of 2.7k indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 3 papers in Mathematical Physics and 3 papers in Applied Mathematics. Recurrent topics in Ditlev Monrad's work include Stochastic processes and financial applications (5 papers), Financial Risk and Volatility Modeling (3 papers) and Probability and Risk Models (3 papers). Ditlev Monrad is often cited by papers focused on Stochastic processes and financial applications (5 papers), Financial Risk and Volatility Modeling (3 papers) and Probability and Risk Models (3 papers). Ditlev Monrad collaborates with scholars based in United States, Australia and Singapore. Ditlev Monrad's co-authors include Albert N. Shiryaev, Jean Jacod, Holger Rootzén, Walter Philipp, Naresh C. Jain, Robert J. Adler, R. J. Wilson, Martin L. Silverstein, Tanja Brückl and Liewei Wang and has published in prestigious journals such as Journal of the American Statistical Association, Neuropsychopharmacology and The Annals of Probability.

In The Last Decade

Ditlev Monrad

12 papers receiving 2.4k citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Limit Theorems for Stochastic Processes.

1988 2.5k citations Ditlev Monrad, Jean Jacod et al. Journal of the American Statistical Association profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Ditlev Monrad United States	9	1.9k	773	612	484	464	12	2.7k
Jean Jacod United States	7	2.1k 1.1×	756 1.0×	660 1.1×	580 1.2×	471 1.0×	12	2.9k
A. N. Shiryayev Russia	12	1.3k 0.7×	444 0.6×	430 0.7×	565 1.2×	454 1.0×	15	2.7k
Ken‐iti Sato Japan	19	2.2k 1.1×	1.3k 1.6×	498 0.8×	616 1.3×	787 1.7×	71	3.4k
Marc Yor France	24	2.7k 1.4×	1.2k 1.6×	858 1.4×	448 0.9×	497 1.1×	103	3.8k
Paavo Salminen Finland	15	1.5k 0.8×	766 1.0×	475 0.8×	333 0.7×	388 0.8×	49	2.3k
A. N. Borodin Russia	9	1.2k 0.6×	733 0.9×	420 0.7×	312 0.6×	330 0.7×	42	2.0k
A. V. Skorokhod United States	20	1.2k 0.6×	940 1.2×	218 0.4×	483 1.0×	472 1.0×	64	2.9k
Jan Seidler Czechia	14	1.3k 0.7×	386 0.5×	415 0.7×	190 0.4×	219 0.5×	29	2.0k
Charles M. Goldie United Kingdom	21	1.8k 1.0×	1.5k 1.9×	512 0.8×	1.2k 2.5×	1.7k 3.7×	52	3.9k
Yaozhong Hu United States	30	3.0k 1.6×	908 1.2×	964 1.6×	315 0.7×	259 0.6×	157	3.9k

Countries citing papers authored by Ditlev Monrad

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Ditlev Monrad

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

All Works

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12 of 12 papers shown

1.

Athreya, Arjun P., Tanja Brückl, Elisabeth B. Binder, et al.. (2021). Prediction of short-term antidepressant response using probabilistic graphical models with replication across multiple drugs and treatment settings. Neuropsychopharmacology. 46(7). 1272–1282. 22 indexed citations

2.

Monrad, Ditlev & Holger Rootzén. (1995). Small values of Gaussian processes and functional laws of the iterated logarithm. Probability Theory and Related Fields. 101(2). 173–192. 81 indexed citations

3.

Monrad, Ditlev & Walter Philipp. (1991). The Problem of Embedding Vector-Valued Martingales in a Gaussian Process. Theory of Probability and Its Applications. 35(2). 374–377. 10 indexed citations

4.

Monrad, Ditlev & Walter Philipp. (1991). Nearby variables with nearby conditional laws and a strong approximation theorem for Hilbert space valued martingales. Probability Theory and Related Fields. 88(3). 381–404. 27 indexed citations

5.

Monrad, Ditlev, Jean Jacod, & Albert N. Shiryaev. (1988). Limit Theorems for Stochastic Processes.. Journal of the American Statistical Association. 83(404). 1220–1220. 2484 indexed citations breakdown →

6.

Adler, Robert J., et al.. (1983). Representations, decompositions and sample function continuity of random fields with independent increments. Stochastic Processes and their Applications. 15(1). 3–30. 26 indexed citations

7.

Jain, Naresh C. & Ditlev Monrad. (1983). Gaussian Measures in $B_p$. The Annals of Probability. 11(1). 21 indexed citations

8.

Jain, Naresh C. & Ditlev Monrad. (1982). Gaussian quasimartingales. Probability Theory and Related Fields. 59(2). 139–159. 10 indexed citations

9.

Monrad, Ditlev & Martin L. Silverstein. (1979). Stable processes: Sample function growth at a local minimum. Probability Theory and Related Fields. 49(2). 177–210. 12 indexed citations

10.

Monrad, Ditlev. (1978). Asymmetric Cauchy Processes: Sample Functions at Last Zero. The Annals of Probability. 6(5). 2 indexed citations

11.

Monrad, Ditlev. (1977). Stable Processes: Sample Function Growth at a Last Exit Time. The Annals of Probability. 5(3). 5 indexed citations

12.

Monrad, Ditlev. (1976). L�vy processes: Absolute continuity of hitting times for points. Probability Theory and Related Fields. 37(1). 43–49. 4 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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