Saul Jacka

6.1k total citations · 2 hit papers
53 papers, 3.9k citations indexed

About

Saul Jacka is a scholar working on Finance, Mathematical Physics and Statistics and Probability. According to data from OpenAlex, Saul Jacka has authored 53 papers receiving a total of 3.9k indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 18 papers in Mathematical Physics and 17 papers in Statistics and Probability. Recurrent topics in Saul Jacka's work include Stochastic processes and financial applications (27 papers), Markov Chains and Monte Carlo Methods (16 papers) and Stochastic processes and statistical mechanics (13 papers). Saul Jacka is often cited by papers focused on Stochastic processes and financial applications (27 papers), Markov Chains and Monte Carlo Methods (16 papers) and Stochastic processes and statistical mechanics (13 papers). Saul Jacka collaborates with scholars based in United Kingdom, Australia and France. Saul Jacka's co-authors include Bernt Øksendal, Robert J. Elliott, Gareth O. Roberts, David J. Hand, Martin T. Barlow, Aleksandar Mijatović, Marc Yor, Jon Warren, James R. Lynn and Hiroshi Kunita and has published in prestigious journals such as Journal of the American Statistical Association, Journal of the Royal Statistical Society Series A (Statistics in Society) and The Annals of Probability.

In The Last Decade

Saul Jacka

50 papers receiving 3.5k citations

Hit Papers

Stochastic Differential Equations: An Introduction with A... 1986 2026 1999 2012 1987 1986 500 1000 1.5k 2.0k 2.5k
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. Stochastic Differential Equations: An Introduction with Applications.
    1987 2.6k citations Saul Jacka et al. profile →
  2. Stochastic Calculus and Applications.
    1986 453 citations Saul Jacka, Robert J. Elliott Journal of the Royal Statistical Society Series D (The Statistician) profile →

Peers — A (Enhanced Table)

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

Name h Career Trend Papers Cites
Saul Jacka United Kingdom 13 1.6k 697 547 457 406 53 3.9k
R. Liptser Israel 19 1.8k 1.1× 551 0.8× 484 0.9× 522 1.1× 228 0.6× 81 3.5k
Eckhard Platen Australia 26 3.3k 2.0× 955 1.4× 324 0.6× 500 1.1× 935 2.3× 158 6.5k
Minyi Huang Canada 32 1.9k 1.2× 1.3k 1.8× 866 1.6× 674 1.5× 592 1.5× 124 5.0k
Peter E. Kloeden Germany 26 2.8k 1.7× 402 0.6× 642 1.2× 337 0.7× 946 2.3× 64 6.0k
A. N. Shiryayev Russia 12 1.3k 0.8× 430 0.6× 402 0.7× 454 1.0× 170 0.4× 15 2.7k
David Applebaum United Kingdom 15 1.3k 0.8× 285 0.4× 443 0.8× 206 0.5× 363 0.9× 64 2.9k
Jean‐Michel Lasry France 19 2.3k 1.4× 1.2k 1.8× 384 0.7× 477 1.0× 488 1.2× 40 4.2k
Paul Dupuis United States 37 1.8k 1.1× 536 0.8× 760 1.4× 1.1k 2.5× 414 1.0× 113 5.3k
René Carmona United States 40 2.7k 1.6× 1.3k 1.8× 559 1.0× 502 1.1× 735 1.8× 106 5.4k
Gopinath Kallianpur United States 10 1.9k 1.2× 322 0.5× 456 0.8× 283 0.6× 342 0.8× 21 3.4k

Countries citing papers authored by Saul Jacka

Since Specialization
Citations

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

Fields of papers citing papers by Saul Jacka

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Saul Jacka

This figure shows the co-authorship network connecting the top 25 collaborators of Saul Jacka. A scholar is included among the top collaborators of Saul Jacka 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 Saul Jacka. Saul Jacka 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.
Jacka, Saul, et al.. (2017). On the regularity of American options with regime-switching uncertainty. Stochastic Processes and their Applications. 128(3). 803–818. 4 indexed citations
2.
Jacka, Saul & Aleksandar Mijatović. (2015). Coupling and tracking of regime-switching martingales. Electronic Journal of Probability. 20(none). 1 indexed citations
3.
Mijatović, Aleksandar, et al.. (2015). Markov chain approximations to scale functions of Lévy processes. Stochastic Processes and their Applications. 125(10). 3932–3957. 4 indexed citations
4.
Jacka, Saul, et al.. (2013). Mirror and synchronous couplings of geometric Brownian motions. Stochastic Processes and their Applications. 124(2). 1055–1069. 3 indexed citations
5.
Jacka, Saul. (2009). Markov Chains Conditioned Never to Wait Too Long at the Origin. Journal of Applied Probability. 46(3). 812–826.
6.
Jacka, Saul, et al.. (2008). Optimal Co-Adapted Coupling for the Symmetric Random Walk on the Hypercube. Journal of Applied Probability. 45(3). 703–713. 6 indexed citations
7.
Jacka, Saul, et al.. (2008). The Noisy Veto-Voter Model: A Recursive Distributional Equation on [0, 1]. Journal of Applied Probability. 45(3). 670–688.
8.
Jacka, Saul, et al.. (2005). Conditioning an additive functional of a Markov chain to stay nonnegative. II. Hitting a high level. Advances in Applied Probability. 37(4). 1035–1055. 3 indexed citations
9.
Jacka, Saul, et al.. (2005). Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time. Advances in Applied Probability. 37(4). 1015–1034. 3 indexed citations
10.
Jacka, Saul, et al.. (2005). Conditioning an additive functional of a Markov chain to stay nonnegative. I. Survival for a long time. Advances in Applied Probability. 37(4). 1015–1034. 2 indexed citations
11.
Hamza, Kaïs, Saul Jacka, & Fima C. Klebaner. (2005). The equivalent martingale measure conditions in a general model for interest rates. Advances in Applied Probability. 37(2). 415–434. 2 indexed citations
12.
Jacka, Saul. (1999). Keeping a satellite aloft: two finite fuel stochastic control models. Journal of Applied Probability. 36(1). 1–20. 15 indexed citations
13.
Roberts, Gareth O., Saul Jacka, & P. K. Pollett. (1997). Non-explosivity of limits of conditioned birth and death processes. Journal of Applied Probability. 34(1). 35–45. 3 indexed citations
14.
Jacka, Saul & Gareth O. Roberts. (1995). Weak convergence of conditioned processes on a countable state space. Journal of Applied Probability. 32(4). 902–916. 37 indexed citations
15.
Jacka, Saul. (1993). Local Times, Optimal Stopping and Semimartingales. The Annals of Probability. 21(1). 20 indexed citations
16.
Jacka, Saul & Marc Yor. (1993). Inequalities for Non-Moderate Functions of a Pair of Stochastic Processes. Proceedings of the London Mathematical Society. s3-67(3). 649–672. 10 indexed citations
17.
Jacka, Saul. (1991). Optimal Stopping and the American Put. Mathematical Finance. 1(2). 1–14. 378 indexed citations
18.
Jacka, Saul. (1988). Doob's inequalities revisited: A maximal H1-embedding. Stochastic Processes and their Applications. 29(2). 281–290. 16 indexed citations
19.
Barlow, Martin T. & Saul Jacka. (1986). Tracking a Diffusion, and an Application to Weak Convergence. Advances in Applied Probability. 15–25. 3 indexed citations
20.
Jacka, Saul & Robert J. Elliott. (1986). Stochastic Calculus and Applications.. Journal of the Royal Statistical Society Series D (The Statistician). 35(1). 87–87. 453 indexed citations breakdown →

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 R. Liptser Breakdown of academic impact, for papers by Eckhard Platen Breakdown of academic impact, for papers by Minyi Huang Breakdown of academic impact, for papers by Peter E. Kloeden Breakdown of academic impact, for papers by A. N. Shiryayev Breakdown of academic impact, for papers by David Applebaum Breakdown of academic impact, for papers by Jean‐Michel Lasry Breakdown of academic impact, for papers by Paul Dupuis Breakdown of academic impact, for papers by René Carmona Breakdown of academic impact, for papers by Gopinath Kallianpur
Rankless by CCL
2026