François Delarue

5.0k total citations · 2 hit papers
60 papers, 2.4k citations indexed

About

François Delarue is a scholar working on Finance, Mathematical Physics and Applied Mathematics. According to data from OpenAlex, François Delarue has authored 60 papers receiving a total of 2.4k indexed citations (citations by other indexed papers that have themselves been cited), including 34 papers in Finance, 19 papers in Mathematical Physics and 10 papers in Applied Mathematics. Recurrent topics in François Delarue's work include Stochastic processes and financial applications (34 papers), Stochastic processes and statistical mechanics (16 papers) and Advanced Mathematical Modeling in Engineering (9 papers). François Delarue is often cited by papers focused on Stochastic processes and financial applications (34 papers), Stochastic processes and statistical mechanics (16 papers) and Advanced Mathematical Modeling in Engineering (9 papers). François Delarue collaborates with scholars based in France, United States and Italy. François Delarue's co-authors include René Carmona, Stéphane Menozzi, Daniel Lacker, Dan Crisan, Aimé Lachapelle, J. Inglis, Pierre Cardaliaguet, Étienne Tanré, Kavita Ramanan and Jean-François Chassagneux and has published in prestigious journals such as SHILAP Revista de lepidopterología, Mathematics of Computation and Communications on Pure and Applied Mathematics.

In The Last Decade

François Delarue

55 papers receiving 2.3k citations

Hit Papers

Probabilistic Theory of Mean Field Games with Application... 2018 2026 2020 2023 2018 2018 100 200 300
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.

  1. Probabilistic Theory of Mean Field Games with Applications II
    2018 319 citations François Delarue et al. profile →
  2. Probabilistic Theory of Mean Field Games with Applications I
    2018 236 citations François Delarue et al. HAL (Le Centre pour la Communication Scientifique Directe) profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
François Delarue France 27 1.8k 601 484 447 424 60 2.4k
Yaozhong Hu United States 30 3.0k 1.7× 964 1.6× 908 1.9× 640 1.4× 545 1.3× 157 3.9k
Tusheng Zhang United Kingdom 26 2.2k 1.2× 390 0.6× 824 1.7× 451 1.0× 798 1.9× 128 3.1k
David Nualart United States 26 2.9k 1.6× 548 0.9× 1.4k 2.9× 302 0.7× 657 1.5× 120 3.6k
David Applebaum United Kingdom 15 1.3k 0.7× 285 0.5× 721 1.5× 410 0.9× 817 1.9× 64 2.9k
Jan Seidler Czechia 14 1.3k 0.7× 415 0.7× 386 0.8× 143 0.3× 270 0.6× 29 2.0k
David Nualart Spain 30 3.9k 2.2× 920 1.5× 1.7k 3.4× 482 1.1× 998 2.4× 128 4.8k
Gopinath Kallianpur United States 10 1.9k 1.1× 322 0.5× 1.2k 2.6× 263 0.6× 734 1.7× 21 3.4k
Marc Yor France 24 2.7k 1.5× 858 1.4× 1.2k 2.5× 101 0.2× 401 0.9× 103 3.8k
Ken‐iti Sato Japan 19 2.2k 1.2× 498 0.8× 1.3k 2.6× 193 0.4× 578 1.4× 71 3.4k
Peter K. Friz Germany 24 1.4k 0.8× 270 0.4× 705 1.5× 81 0.2× 356 0.8× 87 2.0k

Countries citing papers authored by François Delarue

Since Specialization
Citations

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

Fields of papers citing papers by François Delarue

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of François Delarue

This figure shows the co-authorship network connecting the top 25 collaborators of François Delarue. A scholar is included among the top collaborators of François Delarue 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 François Delarue. François Delarue 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
1.
Delarue, François, et al.. (2024). On the optimal rate for the convergence problem in mean field control. Journal of Functional Analysis. 287(12). 110660–110660. 6 indexed citations
2.
Delarue, François, et al.. (2024). Rearranged Stochastic Heat Equation. Probability Theory and Related Fields. 191(1-2). 41–102.
3.
Chassagneux, Jean-François, Dan Crisan, & François Delarue. (2022). A Probabilistic Approach to Classical Solutions of the Master Equation for Large Population Equilibria. Memoirs of the American Mathematical Society. 280(1379). 17 indexed citations
4.
Delarue, François, et al.. (2021). Selection by vanishing common noise for potential finite state mean field games. HAL (Le Centre pour la Communication Scientifique Directe). 12 indexed citations
5.
Bayraktar, Erhan, et al.. (2021). Finite state mean field games with Wright–Fisher common noise. Padua Research Archive (University of Padova). 26 indexed citations
6.
Delarue, François, et al.. (2020). SELECTION OF EQUILIBRIA IN A LINEAR QUADRATIC MEAN-FIELD GAME. HAL (Le Centre pour la Communication Scientifique Directe).
7.
Chassagneux, Jean-François, Dan Crisan, & François Delarue. (2019). Numerical method for FBSDEs of McKean–Vlasov type. The Annals of Applied Probability. 29(3). 23 indexed citations
8.
Delarue, François, Daniel Lacker, & Kavita Ramanan. (2018). From the master equation to mean field game limit theory: A central\n limit theorem. arXiv (Cornell University). 42 indexed citations
9.
Delarue, François, et al.. (2017). Convergence analysis of upwind type schemes for the aggregation equation\n with pointy potential. arXiv (Cornell University). 7 indexed citations
10.
Delarue, François, et al.. (2017). Convergence order of upwind type schemes for transport equations with discontinuous coefficients. Journal de Mathématiques Pures et Appliquées. 108(6). 918–951. 1 indexed citations
11.
Delarue, François. (2017). Mean field games: A toy model on an Erdös-Renyi graph.. SHILAP Revista de lepidopterología. 60. 1–26. 31 indexed citations
12.
Delarue, François, et al.. (2016). Convergence order of upwind type schemes for transport equations with\n discontinuous coefficients. arXiv (Cornell University). 11 indexed citations
13.
Delarue, François, et al.. (2015). Particle systems with a singular mean-field self-excitation. Application to neuronal networks. Stochastic Processes and their Applications. 125(6). 2451–2492. 50 indexed citations
14.
Comets, Francis, François Delarue, & René Schott. (2014). Information Transmission under Random Emission Constraints. Combinatorics Probability Computing. 23(6). 973–1009. 7 indexed citations
15.
Crisan, Dan & François Delarue. (2012). Sharp derivative bounds for solutions of degenerate semi-linear partial differential equations. Journal of Functional Analysis. 263(10). 3024–3101. 26 indexed citations
16.
Delarue, François & Stéphane Menozzi. (2010). Density estimates for a random noise propagating through a chain of differential equations. Journal of Functional Analysis. 259(6). 1577–1630. 63 indexed citations
17.
Delarue, François & Stéphane Menozzi. (2007). An interpolated stochastic algorithm for quasi-linear PDEs. Mathematics of Computation. 77(261). 125–158. 21 indexed citations
18.
Delarue, François & Stéphane Menozzi. (2006). A forward–backward stochastic algorithm for quasi-linear PDEs. The Annals of Applied Probability. 16(1). 78 indexed citations
19.
Delarue, François, et al.. (2004). AUXILIARY SDES FOR HOMOGENIZATION OF QUASILINEAR PDES WITH PERIODIC COEFFICIENTS. 12 indexed citations
20.
Mélin, C., et al.. (1983). Direct Digital Control and Adaptive Control Algorithms for a Pilot Scale Fermentor: Some Applications. IFAC Proceedings Volumes. 16(14). 283–289.

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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by Yaozhong Hu Breakdown of academic impact, for papers by Tusheng Zhang Breakdown of academic impact, for papers by David Nualart Breakdown of academic impact, for papers by David Applebaum Breakdown of academic impact, for papers by Jan Seidler Breakdown of academic impact, for papers by David Nualart Breakdown of academic impact, for papers by Gopinath Kallianpur Breakdown of academic impact, for papers by Marc Yor Breakdown of academic impact, for papers by Ken‐iti Sato Breakdown of academic impact, for papers by Peter K. Friz
Rankless by CCL
2026