Pierre Vallois

1.2k total citations
58 papers, 643 citations indexed

About

Pierre Vallois is a scholar working on Finance, Mathematical Physics and Statistics and Probability. According to data from OpenAlex, Pierre Vallois has authored 58 papers receiving a total of 643 indexed citations (citations by other indexed papers that have themselves been cited), including 32 papers in Finance, 24 papers in Mathematical Physics and 11 papers in Statistics and Probability. Recurrent topics in Pierre Vallois's work include Stochastic processes and financial applications (29 papers), Stochastic processes and statistical mechanics (20 papers) and Financial Risk and Volatility Modeling (9 papers). Pierre Vallois is often cited by papers focused on Stochastic processes and financial applications (29 papers), Stochastic processes and statistical mechanics (20 papers) and Financial Risk and Volatility Modeling (9 papers). Pierre Vallois collaborates with scholars based in France, United States and Finland. Pierre Vallois's co-authors include Francesco Russo, Bernard Roynette, Charles S. Tapiero, Francesco G. Russo, Denis Talay, Mihai Gradinaru, Marc Yor, Paavo Salminen, Saı̈d Benachour and Samuel Herrmann and has published in prestigious journals such as Bioinformatics, Journal of Theoretical Biology and Fuzzy Sets and Systems.

In The Last Decade

Pierre Vallois

52 papers receiving 578 citations

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Pierre Vallois France 13 412 202 109 108 100 58 643
Paolo Dai Pra Italy 14 165 0.4× 208 1.0× 162 1.5× 81 0.8× 70 0.7× 58 681
Uwe Küchler Germany 13 633 1.5× 147 0.7× 230 2.1× 176 1.6× 70 0.7× 44 1.0k
Vlad Bally France 13 452 1.1× 212 1.0× 91 0.8× 58 0.5× 104 1.0× 44 591
Bernard Roynette France 15 312 0.8× 319 1.6× 79 0.7× 27 0.3× 157 1.6× 46 568
Jin Feng United States 10 255 0.6× 128 0.6× 70 0.6× 31 0.3× 176 1.8× 18 483
Pierre Patie United States 11 281 0.7× 147 0.7× 68 0.6× 81 0.8× 40 0.4× 33 439
Sotirios Sabanis United Kingdom 12 428 1.0× 107 0.5× 89 0.8× 70 0.6× 85 0.8× 29 764
Laure Coutin France 14 541 1.3× 204 1.0× 74 0.7× 173 1.6× 122 1.2× 42 681
Giulia Di Nunno Norway 11 627 1.5× 136 0.7× 87 0.8× 206 1.9× 73 0.7× 54 783
Arturo Kohatsu‐Higa Japan 15 524 1.3× 124 0.6× 76 0.7× 116 1.1× 59 0.6× 76 610

Countries citing papers authored by Pierre Vallois

Since Specialization
Citations

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

Fields of papers citing papers by Pierre Vallois

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Pierre Vallois

This figure shows the co-authorship network connecting the top 25 collaborators of Pierre Vallois. A scholar is included among the top collaborators of Pierre Vallois 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 Pierre Vallois. Pierre Vallois 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.
Nourdin, Ivan, et al.. (2022). Asymptotic error distribution for the Riemann approximation of integrals driven by fractional Brownian motion. Electronic Journal of Probability. 27(none).
3.
Jeulin, Hélène, Karine Legrand, Nicolas Jay, et al.. (2021). Seroprevalence of SARS-CoV-2, Symptom Profiles and Sero-Neutralization in a Suburban Area, France. Viruses. 13(6). 1076–1076. 9 indexed citations
4.
Salminen, Paavo & Pierre Vallois. (2020). On the maximum increase and decrease of one-dimensional diffusions. Stochastic Processes and their Applications. 130(9). 5592–5604.
5.
Tapiero, Charles S. & Pierre Vallois. (2016). Fractional randomness. Physica A Statistical Mechanics and its Applications. 462. 1161–1177. 2 indexed citations
6.
Vallois, Pierre, et al.. (2015). Provisioning against borrowers default risk. Insurance Mathematics and Economics. 66. 29–43.
7.
Bastogne, Thierry, Anne‐Laure Samson, Pierre Vallois, et al.. (2009). Phenomenological modeling of tumor diameter growth based on a mixed effects model. Journal of Theoretical Biology. 262(3). 544–552. 22 indexed citations
8.
Tapiero, Charles S. & Pierre Vallois. (2008). A Claims Persistence Process and Insurance. SSRN Electronic Journal. 2 indexed citations
9.
Vallois, Pierre & Charles S. Tapiero. (2008). A claims persistence process and insurance. Insurance Mathematics and Economics. 44(3). 367–373. 5 indexed citations
10.
Vallois, Pierre, et al.. (2007). Quelques approximations du temps local brownien. Comptes Rendus Mathématique. 345(1). 45–48. 1 indexed citations
11.
Roynette, Bernard, Pierre Vallois, & Marc Yor. (2006). Limiting laws associated with Brownian motion perturbed by normalized exponential weights, I. Studia Scientiarum Mathematicarum Hungarica. 43(2). 171–246. 18 indexed citations
12.
Roynette, Bernard, Pierre Vallois, & Marc Yor. (2006). Asymptotics for the distribution of lengths of excursions of a d-dimensional Bessel process ( 0 < d < 2 ) . Comptes Rendus Mathématique. 343(3). 201–208.
13.
Benachour, Saı̈d, Bernard Roynette, & Pierre Vallois. (2001). Branching process associated with 2d-Navier Stokes equation. Revista Matemática Iberoamericana. 17(2). 331–373. 8 indexed citations
14.
Russo, Francesco, et al.. (2001). A generalized class of Lyons-Zheng. 2 indexed citations
15.
Vallois, Pierre & Charles S. Tapiero. (2000). Range inter-event process in a symmetric birth death random walk and the detection of chaos. Neural Network World. 10(1). 89–99. 1 indexed citations
16.
Roynette, Bernard, et al.. (1998). Nonlinear self-stabilizing processes – II: Convergence to invariant probability. Stochastic Processes and their Applications. 75(2). 203–224. 45 indexed citations
17.
Russo, Francesco & Pierre Vallois. (1998). Product of two multiple stochastic integrals with respect to a normal martingale. Stochastic Processes and their Applications. 73(1). 47–68. 5 indexed citations
18.
Benachour, Saı̈d, Philippe Chassaing, Bernard Roynette, & Pierre Vallois. (1996). Processus associés à l'équation des milieux poreux. French digital mathematics library (Numdam). 23(4). 793–832. 15 indexed citations
19.
Vallois, Pierre. (1993). Diffusion arrêtée au premier instant où l'amplitude atteint un niveau donné. Stochastics and stochastics reports. 43(1-2). 93–115. 8 indexed citations
20.
Vallois, Pierre. (1989). Sur le passage de certaines marches aléatoires planes au-dessus d'une hyperbole équilatère. French digital mathematics library (Numdam). 25(4). 443–456. 2 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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