Thomas Cass

643 total citations
24 papers, 249 citations indexed

About

Thomas Cass is a scholar working on Finance, Mathematical Physics and Computational Theory and Mathematics. According to data from OpenAlex, Thomas Cass has authored 24 papers receiving a total of 249 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 8 papers in Mathematical Physics and 4 papers in Computational Theory and Mathematics. Recurrent topics in Thomas Cass's work include Stochastic processes and financial applications (11 papers), Financial Risk and Volatility Modeling (6 papers) and Stochastic processes and statistical mechanics (5 papers). Thomas Cass is often cited by papers focused on Stochastic processes and financial applications (11 papers), Financial Risk and Volatility Modeling (6 papers) and Stochastic processes and statistical mechanics (5 papers). Thomas Cass collaborates with scholars based in United Kingdom, United States and Germany. Thomas Cass's co-authors include Peter K. Friz, Terry Lyons, Nicolas Victoir, Samy Tindel, Martin Hairer, Alain Bensoussan, Sheung Chi Phillip Yam, Christopher Huang, Ian Sabir and James A. Fraser and has published in prestigious journals such as IEEE Transactions on Automatic Control, Annals of Mathematics and Review of Scientific Instruments.

In The Last Decade

Thomas Cass

20 papers receiving 234 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Thomas Cass United Kingdom	8	154	100	54	48	24	24	249
Eulàlia Nualart Spain	12	259 1.7×	153 1.5×	42 0.8×	67 1.4×	26 1.1×	31	318
Seiichiro Kusuoka Japan	9	189 1.2×	197 2.0×	142 2.6×	93 1.9×	54 2.3×	28	400
Samuel Herrmann France	11	121 0.8×	86 0.9×	37 0.7×	31 0.6×	38 1.6×	27	269
Lluís Quer-Sardanyons Spain	13	357 2.3×	180 1.8×	48 0.9×	111 2.3×	14 0.6×	20	408
Daniel Conus United States	8	141 0.9×	104 1.0×	21 0.4×	57 1.2×	17 0.7×	12	235
Barbara Rüdiger Germany	12	294 1.9×	127 1.3×	104 1.9×	64 1.3×	52 2.2×	36	369
Yoshio Komori Japan	12	171 1.1×	126 1.3×	189 3.5×	61 1.3×	39 1.6×	29	443
Longjie Xie China	11	216 1.4×	96 1.0×	131 2.4×	98 2.0×	19 0.8×	31	318
Valentin Konakov Russia	10	133 0.9×	45 0.5×	51 0.9×	43 0.9×	132 5.5×	31	274
Alexei Kulik Ukraine	9	167 1.1×	118 1.2×	72 1.3×	47 1.0×	74 3.1×	49	259

Countries citing papers authored by Thomas Cass

Since Specialization

Citations

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

Fields of papers citing papers by Thomas Cass

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Thomas Cass

This figure shows the co-authorship network connecting the top 25 collaborators of Thomas Cass. A scholar is included among the top collaborators of Thomas Cass 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 Thomas Cass. Thomas Cass is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Cass, Thomas, et al.. (2025). Risk factors for prolonged postoperative mechanical ventilation following head and neck microvascular free flap reconstruction and its association with patient outcomes. International Journal of Oral and Maxillofacial Surgery. 54(9). 809–815.

Cass, Thomas, et al.. (2024). On the Wiener chaos expansion of the signature of a Gaussian process. Probability Theory and Related Fields. 189(3-4). 909–947. 2 indexed citations

Cass, Thomas, et al.. (2024). Weighted signature kernels. The Annals of Applied Probability. 34(1A). 1 indexed citations

Cass, Thomas, et al.. (2023). A Fubini type theorem for rough integration. Revista Matemática Iberoamericana. 39(2). 761–802. 1 indexed citations

Armstrong, John, et al.. (2022). Non‐geometric rough paths on manifolds. Journal of the London Mathematical Society. 106(2). 756–817. 2 indexed citations

Cass, Thomas, et al.. (2022). A combinatorial approach to geometric rough paths and their controlled paths. Journal of the London Mathematical Society. 106(2). 936–981. 1 indexed citations

Cass, Thomas, et al.. (2021). Long-time behaviour of degenerate diffusions: UFG-type SDEs and time-inhomogeneous hypoelliptic processes. Electronic Journal of Probability. 26(none). 2 indexed citations

Cass, Thomas, et al.. (2021). Skorohod and rough integration for stochastic differential equations driven by Volterra processes. Annales de l Institut Henri Poincaré Probabilités et Statistiques. 57(1). 4 indexed citations

Cass, Thomas, et al.. (2020). Computing the untruncated signature kernel as the solution of a Goursat problem. arXiv (Cornell University). 1 indexed citations

10.

Cass, Thomas, et al.. (2020). Computing the full signature kernel as the solution of a Goursat problem. arXiv (Cornell University).

11.

Bensoussan, Alain, et al.. (2019). Mean Field Games With Parametrized Followers. IEEE Transactions on Automatic Control. 65(1). 12–27. 10 indexed citations

12.

Cass, Thomas, et al.. (2017). Tail estimates for Markovian rough paths. The Annals of Probability. 45(4). 4 indexed citations

13.

Cass, Thomas, Peter K. Friz, & Massimiliano Gubinelli. (2017). Rough Paths, Regularity Structures and Related Topics. Oberwolfach Reports. 13(2). 1319–1406.

14.

Cass, Thomas, et al.. (2016). On the integration of weakly geometric rough paths. Journal of the Mathematical Society of Japan. 68(4). 7 indexed citations

15.

Cass, Thomas, et al.. (2014). Smoothness of the density for solutions to Gaussian rough differential equations. The Annals of Probability. 43(1). 35 indexed citations

16.

Cass, Thomas & Peter K. Friz. (2011). Malliavin calculus and rough paths. Bulletin des Sciences Mathématiques. 135(6-7). 542–556. 3 indexed citations

17.

Cass, Thomas, Peter K. Friz, & Nicolas Victoir. (2009). Non-degeneracy of Wiener functionals arising from rough differential equations. Transactions of the American Mathematical Society. 361(6). 3359–3371. 29 indexed citations

18.

Cass, Thomas. (2008). Smooth densities for solutions to stochastic differential equations with jumps. Stochastic Processes and their Applications. 119(5). 1416–1435. 29 indexed citations

19.

Cass, Thomas. (2007). Smoothness of density for solutions to stochastic differential equations with jumps. arXiv (Cornell University). 1 indexed citations

20.

Sabir, Ian, James A. Fraser, Thomas Cass, Andrew A. Grace, & Christopher Huang. (2007). A quantitative analysis of the effect of cycle length on arrhythmogenicity in hypokalaemic Langendorff-perfused murine hearts. Pflügers Archiv - European Journal of Physiology. 454(6). 925–936. 11 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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