Marco Dozzi

668 total citations
36 papers, 394 citations indexed

About

Marco Dozzi is a scholar working on Finance, Mathematical Physics and Economics and Econometrics. According to data from OpenAlex, Marco Dozzi has authored 36 papers receiving a total of 394 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 7 papers in Mathematical Physics and 7 papers in Economics and Econometrics. Recurrent topics in Marco Dozzi's work include Stochastic processes and financial applications (21 papers), Complex Systems and Time Series Analysis (7 papers) and Financial Risk and Volatility Modeling (6 papers). Marco Dozzi is often cited by papers focused on Stochastic processes and financial applications (21 papers), Complex Systems and Time Series Analysis (7 papers) and Financial Risk and Volatility Modeling (6 papers). Marco Dozzi collaborates with scholars based in France, Switzerland and Morocco. Marco Dozzi's co-authors include Robert C. Dalang, Brahim Boufoussi, Francesco Russo, Francesco Russo, Erwin Bolthausen, Georgiy Shevchenko, Ely Merzbach, Hans Riedwyl, Yuliya Mishura and José Alfredo López-Mimbela and has published in prestigious journals such as Lecture notes in mathematics, Journal of Mathematical Analysis and Applications and Probability Theory and Related Fields.

In The Last Decade

Marco Dozzi

33 papers receiving 359 citations

Author Peers

Peers are selected by citation overlap in the author's most active subfields. citations · hero ref

Author Last Decade Papers Cites
Marco Dozzi 240 121 84 75 57 36 394
Jürgen Potthoff 222 0.9× 180 1.5× 100 1.2× 39 0.5× 36 0.6× 31 459
V. Bally 434 1.8× 74 0.6× 65 0.8× 62 0.8× 65 1.1× 11 515
H. J. Engelbert 425 1.8× 207 1.7× 93 1.1× 70 0.9× 66 1.2× 47 527
Barbara Rüdiger 294 1.2× 127 1.0× 104 1.2× 30 0.4× 78 1.4× 36 369
Jorge A. Leòn 422 1.8× 76 0.6× 71 0.8× 153 2.0× 45 0.8× 57 515
Vlad Bally 452 1.9× 212 1.8× 104 1.2× 58 0.8× 42 0.7× 44 591
Marina Kleptsyna 412 1.7× 84 0.7× 43 0.5× 144 1.9× 61 1.1× 48 536
Laure Coutin 541 2.3× 204 1.7× 122 1.5× 173 2.3× 65 1.1× 42 681
Jean -Michel Bismut 183 0.8× 139 1.1× 67 0.8× 72 1.0× 32 0.6× 9 327
Fabio Antonelli 411 1.7× 47 0.4× 63 0.8× 90 1.2× 53 0.9× 23 481

Countries citing papers authored by Marco Dozzi

Since Specialization
Citations

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

Fields of papers citing papers by Marco Dozzi

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Marco Dozzi

This figure shows the co-authorship network connecting the top 25 collaborators of Marco Dozzi. A scholar is included among the top collaborators of Marco Dozzi 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 Marco Dozzi. Marco Dozzi 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.
2.
Dozzi, Marco & René Schott. (2022). On the non-commutative multifractional Brownian motion. Infinite Dimensional Analysis Quantum Probability and Related Topics. 25(4).
3.
Dalang, Robert C., Marco Dozzi, Franco Flandoli, & Francesco Russo. (2015). Stochastic Analysis: A Series of Lectures. HAL (Le Centre pour la Communication Scientifique Directe). 13 indexed citations
4.
Dozzi, Marco, Yuliya Mishura, & Georgiy Shevchenko. (2014). Asymptotic behavior of mixed power variations and statistical estimation in mixed models. Statistical Inference for Stochastic Processes. 18(2). 151–175. 16 indexed citations
5.
Dozzi, Marco, Yuliya Mishura, & Georgiy Shevchenko. (2013). Statistical estimation by power variations in mixed models. arXiv (Cornell University). 2 indexed citations
6.
Dozzi, Marco & Georgiy Shevchenko. (2011). Real harmonizable multifractional stable process and its local properties. Stochastic Processes and their Applications. 121(7). 1509–1523. 9 indexed citations
7.
Dozzi, Marco, et al.. (2010). Finite-time blowup and existence of global positive solutions of a semi-linear SPDE. Stochastic Processes and their Applications. 120(6). 767–776. 30 indexed citations
8.
Dozzi, Marco, et al.. (2010). Meßfehler verschiedener Methoden zur Bestimmung der Klauenbelastung und der Klauenform beim Rind1. Zentralblatt für Veterinärmedizin Reihe A. 25(10). 837–844.
9.
Dozzi, Marco, et al.. (2005). On the solutions of nonlinear stochastic fractional partial differential equations in one spatial dimension. Stochastic Processes and their Applications. 115(11). 1764–1781. 48 indexed citations
10.
Dozzi, Marco & Bohdan Maslowski. (2002). Non-Explosion of Solutions to Stochastic Reaction-Diffusion Equations. ZAMM ‐ Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik. 82(11-12). 745–751. 7 indexed citations
11.
Dozzi, Marco, Ely Merzbach, & Volker Schmidt. (2001). Limit Theorems for Sums of Random Fuzzy Sets. Journal of Mathematical Analysis and Applications. 259(2). 554–565. 13 indexed citations
12.
Dalang, Robert C., Marco Dozzi, & Francesco Russo. (1999). Seminar on Stochastic Analysis, Random Fields and Applications. Birkhäuser Basel eBooks. 4 indexed citations
13.
Dalang, Robert C., Marco Dozzi, & Francesco Russo. (1999). Seminar on Stochastic Analysis, Random Fields and Applications : Centro Stefano Franscini, Ascona, September 1996. Birkhäuser eBooks. 4 indexed citations
14.
Dozzi, Marco & A. R. Soltani. (1997). Local time for stable moving average processes: Hölder conditions. Stochastic Processes and their Applications. 68(2). 195–207. 1 indexed citations
15.
Bolthausen, Erwin, Marco Dozzi, & Francesco G. Russo. (1995). Seminar on stochastic analysis, random fields and applications : Centro Stefano Franscini, Ascona, 1993. Birkhäuser-Verlag eBooks. 2 indexed citations
16.
Dozzi, Marco, et al.. (1994). Doob-meyer decomposition for set-indexed submartingales. Journal of Theoretical Probability. 7(3). 499–525. 11 indexed citations
17.
Dozzi, Marco, et al.. (1991). Stochastic processes and related topics. 1 indexed citations
18.
Dozzi, Marco, et al.. (1989). On a decomposition problem for multivariate probability measures. Journal of Multivariate Analysis. 31(2). 165–177. 8 indexed citations
19.
Dozzi, Marco & Hans Riedwyl. (1984). Small Sample Properties of Asymptotic Tests for Two Binomial Proportions. Biometrical Journal. 26(5). 505–516. 11 indexed citations
20.
Martig, J, et al.. (1983). Untersuchungen über die Ursachen des spezifisch traumatischen Sohlengeschwürs der Kuh3. Zentralblatt für Veterinärmedizin Reihe A. 30(3). 214–222. 3 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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