Tyrone E. Duncan

3.7k total citations
156 papers, 2.1k citations indexed

About

Tyrone E. Duncan is a scholar working on Finance, Economics and Econometrics and Control and Systems Engineering. According to data from OpenAlex, Tyrone E. Duncan has authored 156 papers receiving a total of 2.1k indexed citations (citations by other indexed papers that have themselves been cited), including 89 papers in Finance, 46 papers in Economics and Econometrics and 44 papers in Control and Systems Engineering. Recurrent topics in Tyrone E. Duncan's work include Stochastic processes and financial applications (89 papers), Financial Risk and Volatility Modeling (32 papers) and Complex Systems and Time Series Analysis (29 papers). Tyrone E. Duncan is often cited by papers focused on Stochastic processes and financial applications (89 papers), Financial Risk and Volatility Modeling (32 papers) and Complex Systems and Time Series Analysis (29 papers). Tyrone E. Duncan collaborates with scholars based in United States, Czechia and Poland. Tyrone E. Duncan's co-authors include B. Pasik-Duncan, Yaozhong Hu, Bohdan Maslowski, Pravin Varaiya, Hamidou Tembiné, Lei Guo, Petr Mandl, Julian Barreiro‐Gomez, Łukasz Stettner and Jun Moon and has published in prestigious journals such as IEEE Transactions on Automatic Control, IEEE Transactions on Information Theory and Automatica.

In The Last Decade

Tyrone E. Duncan

144 papers receiving 1.9k citations

Author Peers

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

Author Last Decade Papers Cites
Tyrone E. Duncan 1.1k 659 476 254 213 156 2.1k
B. Pasik-Duncan 792 0.7× 785 1.2× 352 0.7× 193 0.8× 159 0.7× 120 1.9k
A. N. Shiryayev 1.3k 1.2× 402 0.6× 430 0.9× 223 0.9× 392 1.8× 15 2.7k
Jan Seidler 1.3k 1.2× 326 0.5× 415 0.9× 317 1.2× 79 0.4× 29 2.0k
Marc Quincampoix 392 0.4× 654 1.0× 258 0.5× 591 2.3× 239 1.1× 106 1.8k
David Applebaum 1.3k 1.2× 443 0.7× 285 0.6× 473 1.9× 164 0.8× 64 2.9k
Hiroshi Kunita 1.1k 1.1× 340 0.5× 157 0.3× 364 1.4× 187 0.9× 49 2.2k
A. V. Skorokhod 1.2k 1.1× 358 0.5× 218 0.5× 352 1.4× 263 1.2× 64 2.9k
B. L. Rozovskiĭ 1.4k 1.3× 683 1.0× 117 0.2× 715 2.8× 339 1.6× 71 3.0k
Italo Capuzzo-Dolcetta 508 0.5× 584 0.9× 328 0.7× 975 3.8× 88 0.4× 11 2.5k
Martino Bardi 568 0.5× 724 1.1× 293 0.6× 1.2k 4.9× 94 0.4× 60 3.0k

Countries citing papers authored by Tyrone E. Duncan

Since Specialization
Citations

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

Fields of papers citing papers by Tyrone E. Duncan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tyrone E. Duncan. 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 Tyrone E. Duncan. The network helps show where Tyrone E. Duncan may publish in the future.

Co-authorship network of co-authors of Tyrone E. Duncan

This figure shows the co-authorship network connecting the top 25 collaborators of Tyrone E. Duncan. A scholar is included among the top collaborators of Tyrone E. Duncan 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 Tyrone E. Duncan. Tyrone E. Duncan 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.
Duncan, Tyrone E., B. Pasik-Duncan, & Hamidou Tembiné. (2024). Multi-Layer Mean-Field-Type Games Driven by Five Noises. 1850–1855. 1 indexed citations
2.
Duncan, Tyrone E. & B. Pasik-Duncan. (2016). Explicit strategies for some linear and nonlinear stochastic differential games. Journal | MESA. 7(1). 83–92. 1 indexed citations
3.
4.
Duncan, Tyrone E., Bohdan Maslowski, & B. Pasik-Duncan. (2005). Stochastic equations in Hilbert space with a multiplicative fractional Gaussian noise. Stochastic Processes and their Applications. 115(8). 1357–1383. 49 indexed citations
5.
Duncan, Tyrone E., Yi Yan, & Peng Yan. (2001). Exact asymptotics for a queue with fractional Brownian input and applications in ATM networks. Journal of Applied Probability. 38(4). 932–945. 2 indexed citations
6.
Duncan, Tyrone E., B. Pasik-Duncan, & Łukasz Stettner. (2000). Adaptive control of discrete time Markov processes by the large deviations method. Applicationes Mathematicae. 27(3). 265–285. 3 indexed citations
7.
Chu, Yinghao, et al.. (1999). Analysis and modeling of ATM traffic data. 4438–4440 vol.6. 3 indexed citations
8.
Chen, Han-Fu, Tyrone E. Duncan, & B. Pasik-Duncan. (1997). Reducing measurements for Kiefer-Wolfowitz Algorithm. Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications. 1997(0). 31–36. 1 indexed citations
9.
Duncan, Tyrone E. & Harald Upmeier. (1995). Stochastic Control Problems and Spherical Functions on Symmetric Spaces. Transactions of the American Mathematical Society. 347(4). 1083–1083. 1 indexed citations
10.
Duncan, Tyrone E., Petr Mandl, & B. Pasik-Duncan. (1992). ON LEAST SQUARES ESTIMATION IN CONTINUOUS TIME LINEAR STOCHASTIC SYSTEMS. Kybernetika. 28(3). 169–180. 5 indexed citations
11.
Duncan, Tyrone E., Petr Mandl, & B. Pasik-Duncan. (1990). On exponentially discounted adaptive control. Kybernetika. 26(5). 361–372. 1 indexed citations
12.
Nakamura, Yoshimasa & Tyrone E. Duncan. (1990). Remarks on the moduli space of SU(2) monopoles and Toda flow. Letters in Mathematical Physics. 19(2). 127–131. 2 indexed citations
13.
Mandl, Petr, Tyrone E. Duncan, & B. Pasik-Duncan. (1988). On the consistency of a least squares identification procedure. Kybernetika. 24(5). 340–346. 8 indexed citations
14.
Duncan, Tyrone E.. (1977). Some filtering results in Riemann manifolds. Information and Control. 35(3). 182–195. 21 indexed citations
15.
Duncan, Tyrone E.. (1976). Stochastic integrals in Riemann manifolds. Journal of Multivariate Analysis. 6(3). 397–413. 3 indexed citations
16.
Duncan, Tyrone E.. (1975). A note on some laws of the iterated logarithm. Journal of Multivariate Analysis. 5(4). 425–433. 1 indexed citations
17.
Duncan, Tyrone E.. (1975). Frechet-valued martingales and stochastic integrals. Stochastics. 1(1-4). 269–284. 1 indexed citations
18.
Duncan, Tyrone E.. (1974). Absolute continuity for abstract Wiener spaces. Pacific Journal of Mathematics. 52(2). 359–367. 38 indexed citations
19.
Duncan, Tyrone E.. (1971). Mutual information for stochastic differential equations. Information and Control. 19(3). 265–271. 7 indexed citations
20.
Duncan, Tyrone E.. (1968). Evaluation of likelihood functions. Information and Control. 13(1). 62–74. 52 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.

Explore authors with similar magnitude of impact

Breakdown of academic impact, for papers by B. Pasik-Duncan Breakdown of academic impact, for papers by A. N. Shiryayev Breakdown of academic impact, for papers by Jan Seidler Breakdown of academic impact, for papers by Marc Quincampoix Breakdown of academic impact, for papers by David Applebaum Breakdown of academic impact, for papers by Hiroshi Kunita Breakdown of academic impact, for papers by A. V. Skorokhod Breakdown of academic impact, for papers by B. L. Rozovskiĭ Breakdown of academic impact, for papers by Italo Capuzzo-Dolcetta Breakdown of academic impact, for papers by Martino Bardi
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