Fabienne Castell

520 total citations
21 papers, 268 citations indexed

About

Fabienne Castell is a scholar working on Mathematical Physics, Finance and Computational Theory and Mathematics. According to data from OpenAlex, Fabienne Castell has authored 21 papers receiving a total of 268 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in Mathematical Physics, 14 papers in Finance and 7 papers in Computational Theory and Mathematics. Recurrent topics in Fabienne Castell's work include Stochastic processes and statistical mechanics (16 papers), Stochastic processes and financial applications (14 papers) and Advanced Mathematical Modeling in Engineering (7 papers). Fabienne Castell is often cited by papers focused on Stochastic processes and statistical mechanics (16 papers), Stochastic processes and financial applications (14 papers) and Advanced Mathematical Modeling in Engineering (7 papers). Fabienne Castell collaborates with scholars based in France, Slovakia and United Kingdom. Fabienne Castell's co-authors include J. G. Gaines, Amine Asselah, Roch Giorgi, Nadine Guillotin‐Plantard, Aurélien Belot, Gérard Ben Arous, Françoise Pène, Bruno Schapira and Luca Avena and has published in prestigious journals such as Biometrics, Journal of Functional Analysis and The Annals of Probability.

In The Last Decade

Fabienne Castell

20 papers receiving 236 citations

Peers

Fabienne Castell

MP

FINAN

SP

MB

CTM

Peter Becker–Kern Germany

Denis Villemonais France

Yuji Kasahara Japan

Kenneth J. Hochberg Israel

Heinrich von Weizsäcker Germany

Christoph Thäle Germany

Lucia Caramellino Italy

Olivier Raimond France

Dominique Lépingle France

N. Jacob United Kingdom

Peter Becker–Kern Germany

Fabienne Castell

104 ×0.7

MP

58 ×0.6

FINAN

33 ×0.7

SP

44 ×1.1

MB

16 ×0.6

CTM

Citations per year, relative to Fabienne Castell Fabienne Castell (= 1×) peers Peter Becker–Kern

Countries citing papers authored by Fabienne Castell

Since Specialization

Citations

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

Fields of papers citing papers by Fabienne Castell

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Fabienne Castell

This figure shows the co-authorship network connecting the top 25 collaborators of Fabienne Castell. A scholar is included among the top collaborators of Fabienne Castell 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 Fabienne Castell. Fabienne Castell 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

1.

Avena, Luca, et al.. (2017). Intertwining wavelets or Multiresolution analysis on graphs through\n random forests. arXiv (Cornell University). 8 indexed citations

2.

Castell, Fabienne, et al.. (2016). A Log-Rank-Type Test to Compare Net Survival Distributions. Biometrics. 72(3). 760–769. 34 indexed citations

3.

Castell, Fabienne, et al.. (2016). Persistence exponent for random processesin Brownian scenery. Latin American Journal of Probability and Mathematical Statistics. 13(1). 79–79. 4 indexed citations

4.

Castell, Fabienne, Nadine Guillotin‐Plantard, Françoise Pène, & Bruno Schapira. (2014). On the local time of random processes in random scenery. The Annals of Probability. 42(6). 1 indexed citations

5.

Castell, Fabienne, Nadine Guillotin‐Plantard, Françoise Pène, & Bruno Schapira. (2013). On the one-sided exit problem for stable processes in random scenery. Electronic Communications in Probability. 18(none). 4 indexed citations

6.

Castell, Fabienne, Nadine Guillotin‐Plantard, & Françoise Pène. (2013). Limit theorems for one and two-dimensional random walks in random scenery. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 49(2). 10 indexed citations

7.

Castell, Fabienne, Nadine Guillotin‐Plantard, Françoise Pène, & Bruno Schapira. (2010). A local limit theorem for random walks in random scenery and on randomly\n oriented lattices. arXiv (Cornell University). 14 indexed citations

8.

Asselah, Amine & Fabienne Castell. (2006). A note on random walk in random scenery. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 43(2). 163–173. 9 indexed citations

9.

Asselah, Amine & Fabienne Castell. (2006). Random walk in random scenery and self-intersection local times in dimensions d ≥ 5. Probability Theory and Related Fields. 138(1-2). 1–32. 15 indexed citations

10.

Castell, Fabienne. (2004). Moderate deviations for diffusions in a random Gaussian shear flow drift. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 40(3). 337–366. 10 indexed citations

11.

Castell, Fabienne. (2004). Moderate deviations for diffusions in a random Gaussian shear flow drift. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 40(3). 337–366. 11 indexed citations

12.

Asselah, Amine & Fabienne Castell. (2003). Existence of quasi-stationary measures for asymmetric attractive particle systems on $\ZZ^d$. The Annals of Applied Probability. 13(4). 3 indexed citations

13.

Asselah, Amine & Fabienne Castell. (2003). Large deviations for Brownian motion in a random scenery. Probability Theory and Related Fields. 126(4). 497–527. 13 indexed citations

14.

Asselah, Amine & Fabienne Castell. (2002). Quenched large deviations for diffusions in a random Gaussian shear flow drift. Stochastic Processes and their Applications. 103(1). 1–29. 4 indexed citations

15.

Castell, Fabienne, et al.. (2001). Annealed large deviations for diffusions in a random Gaussian shear flow drift. Stochastic Processes and their Applications. 94(2). 171–197. 15 indexed citations

16.

Castell, Fabienne & J. G. Gaines. (1996). The ordinary differential equation approach to asymptotically efficient schemes for solution of stochastic differential equations. French digital mathematics library (Numdam). 32(2). 231–250. 22 indexed citations

17.

Arous, Gérard Ben & Fabienne Castell. (1996). A Probabilistic Approach to Semi-classical Approximations. Journal of Functional Analysis. 137(1). 243–280. 7 indexed citations

18.

Arous, Gérard Ben & Fabienne Castell. (1996). Flow Decomposition and Large Deviations. Journal of Functional Analysis. 140(1). 23–67. 11 indexed citations

19.

Castell, Fabienne & J. G. Gaines. (1995). An efficient approximation method for stochastic differential equations by means of the exponential Lie series. Mathematics and Computers in Simulation. 38(1-3). 13–19. 21 indexed citations

20.

Castell, Fabienne. (1993). Asymptotic expansion of stochastic flows. Probability Theory and Related Fields. 96(2). 225–239. 45 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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