V. Bally

918 total citations
11 papers, 515 citations indexed

About

V. Bally is a scholar working on Finance, Applied Mathematics and Mathematical Physics. According to data from OpenAlex, V. Bally has authored 11 papers receiving a total of 515 indexed citations (citations by other indexed papers that have themselves been cited), including 10 papers in Finance, 4 papers in Applied Mathematics and 3 papers in Mathematical Physics. Recurrent topics in V. Bally's work include Stochastic processes and financial applications (10 papers), Nonlinear Partial Differential Equations (3 papers) and Financial Risk and Volatility Modeling (3 papers). V. Bally is often cited by papers focused on Stochastic processes and financial applications (10 papers), Nonlinear Partial Differential Equations (3 papers) and Financial Risk and Volatility Modeling (3 papers). V. Bally collaborates with scholars based in France, Algeria and Italy. V. Bally's co-authors include Denis Talay, Anis Matoussi, Gilles Pagès, Jacques Printems, Étienne Pardoux, István Gyöngy, Lucreţiu Stoica, Stefano De Marco, Lucia Caramellino and Arturo Kohatsu‐Higa and has published in prestigious journals such as Journal of Mathematical Analysis and Applications, Journal of Functional Analysis and Probability Theory and Related Fields.

In The Last Decade

V. Bally

10 papers receiving 463 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
V. Bally France	8	434	76	74	72	70	11	515
Andreas Neuenkirch Germany	17	589 1.4×	105 1.4×	113 1.5×	106 1.5×	65 0.9×	34	716
Arturo Kohatsu‐Higa Japan	15	524 1.2×	87 1.1×	124 1.7×	61 0.8×	76 1.1×	76	610
Leszek Słomiński Poland	12	329 0.8×	56 0.7×	105 1.4×	123 1.7×	25 0.4×	37	414
Fabio Antonelli Italy	12	411 0.9×	121 1.6×	47 0.6×	61 0.8×	21 0.3×	23	481
Jorge A. Leòn Mexico	11	422 1.0×	53 0.7×	76 1.0×	42 0.6×	25 0.4×	57	515
H. J. Engelbert France	12	425 1.0×	37 0.5×	207 2.8×	88 1.2×	66 0.9×	47	527
Stéphane Menozzi France	14	391 0.9×	67 0.9×	144 1.9×	131 1.8×	81 1.2×	39	550
Vlad Bally France	13	452 1.0×	34 0.4×	212 2.9×	115 1.6×	91 1.3×	44	591
Stefan Tappe Germany	10	350 0.8×	42 0.6×	73 1.0×	38 0.5×	60 0.9×	32	403
Jin Ma United States	15	669 1.5×	194 2.6×	64 0.9×	47 0.7×	63 0.9×	33	726

Countries citing papers authored by V. Bally

Since Specialization

Citations

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

Fields of papers citing papers by V. Bally

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of V. Bally

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

All Works

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11 of 11 papers shown

1.

Bally, V., Lucia Caramellino, & Arturo Kohatsu‐Higa. (2023). Upper bounds for the derivatives of the density associated to solutions of stochastic differential equations with jumps. Journal of Mathematical Analysis and Applications. 531(2). 127817–127817.

2.

Bally, V. & Stefano De Marco. (2011). Some estimates in extended stochastic volatility models of Heston type. HAL (Le Centre pour la Communication Scientifique Directe). 2(4). 195–206. 1 indexed citations

3.

Bally, V., Étienne Pardoux, & Lucreţiu Stoica. (2005). Backward Stochastic Differential Equations Associated to a Symmetric Markov Process. Potential Analysis. 22(1). 17–60. 19 indexed citations

4.

Bally, V., Gilles Pagès, & Jacques Printems. (2005). A QUANTIZATION TREE METHOD FOR PRICING AND HEDGING MULTIDIMENSIONAL AMERICAN OPTIONS. Mathematical Finance. 15(1). 119–168. 100 indexed citations

5.

Bally, V., Étienne Pardoux, & Lucreţiu Stoica. (2005). Backward Stochastic Differential Equations Associated to a Symmetric Markov Process. Potential Analysis. 22(1). 17–60. 18 indexed citations

6.

Pagès, Gilles, et al.. (2003). First-order schemes in the numerical quantization method. HAL (Le Centre pour la Communication Scientifique Directe). 19 indexed citations

7.

Bally, V., Gilles Pagès, & Jacques Printems. (2003). First‐Order Schemes in the Numerical Quantization Method. Mathematical Finance. 13(1). 1–16. 2 indexed citations

8.

Bally, V. & Anis Matoussi. (2001). Weak Solutions for SPDEs and Backward Doubly Stochastic Differential Equations. Journal of Theoretical Probability. 14(1). 125–164. 86 indexed citations

9.

Bally, V. & Denis Talay. (1996). The law of the Euler scheme for stochastic differential equations. Probability Theory and Related Fields. 104(1). 43–60. 207 indexed citations

10.

Talay, Denis & V. Bally. (1996). The law of the Euler scheme for stochastic differential equations. Probability Theory and Related Fields. 104(1). 43–60. 21 indexed citations

11.

Bally, V., István Gyöngy, & Étienne Pardoux. (1994). White Noise Driven Parabolic SPDEs with Measurable Drift. Journal of Functional Analysis. 120(2). 484–510. 42 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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