Ivan Nourdin
- Finance top 1%
- Mathematical Physics top 1%
- Statistics and Probability top 0.5%
- Applied Mathematics top 2%
- Economics and Econometrics top 5%
- Co-authors
- Giovanni PeccatiAndreas NeuenkirchAnthony RéveillacGuillaume PolyDavid NualartMihai GradinaruFrédéri ViensGesine Reinert
- Topics
- Stochastic processes and financial applications (48 papers)Financial Risk and Volatility Modeling (27 papers)Stochastic processes and statistical mechanics (24 papers)
- Journals
- Communications in Mathematical PhysicsJournal of Functional AnalysisProceedings of the American Mathematical Society
- Partner nations
- FranceLuxembourgUnited States
In The Last Decade
Ivan Nourdin
71 papers receiving 1.4k citations
Peers
Comparison fields: 5 of 52
- Finance 871
- Mathematical Physics 630
- Statistics and Probability 486
- Applied Mathematics 346
- Economics and Econometrics 212
Countries citing papers authored by Ivan Nourdin
This map shows the geographic impact of Ivan Nourdin'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 Ivan Nourdin with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ivan Nourdin more than expected).
Fields of papers citing papers by Ivan Nourdin
This network shows the impact of papers produced by Ivan Nourdin. 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 Ivan Nourdin. The network helps show where Ivan Nourdin may publish in the future.
Co-authorship network of co-authors of Ivan Nourdin
This figure shows the co-authorship network connecting the top 25 collaborators of Ivan Nourdin. A scholar is included among the top collaborators of Ivan Nourdin 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 Ivan Nourdin. Ivan Nourdin is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 5 | |
| 3 | Approximation of Fractional Local Times: Zero Energy and Derivatives | 5 |
| 4 | 6 | |
| 5 | 13 | |
| 6 | 43 | |
| 7 | 23 | |
| 8 | 5 | |
| 9 | 34 | |
| 10 | 42 | |
| 11 | 7 | |
| 12 | 22 | |
| 13 | 10 | |
| 14 | 5 | |
| 15 | 19 | |
| 16 | 195 | |
| 17 | Weighted power variations of fractional Brownian motion and application to approximating schemes | 3 |
| 18 | Convergence in law for certain weighted quadratic variations of fractional Brownian motion | 1 |
| 19 | 60 | |
| 20 | 12 |
About Ivan Nourdin
Ivan Nourdin is a scholar working on Finance, Mathematical Physics and Statistics and Probability, having authored 72 papers that have together received 1.5k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (48 papers), Financial Risk and Volatility Modeling (27 papers) and Stochastic processes and statistical mechanics (24 papers). The work is most often cited by research in Finance (871 citations), Mathematical Physics (630 citations) and Statistics and Probability (486 citations). Ivan Nourdin has collaborated with scholars based in France, Luxembourg and United States. Frequent co-authors include Giovanni Peccati, Andreas Neuenkirch, Anthony Réveillac, Guillaume Poly, David Nualart, Mihai Gradinaru, Frédéri Viens, Gesine Reinert, Samy Tindel and Ciprian A. Tudor. Their work appears in journals such as Communications in Mathematical Physics, Journal of Functional Analysis and Proceedings of the American Mathematical Society.
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.