Vlad Bally

1.1k citations

44 papers · 591 indexed · h-index 13

Impact in

Finance top 2%
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
Mathematical Physics top 5%
- Stochastic processes and statistical mechanics
- advanced mathematical theories

Papers in

Finance 32
- Stochastic processes and financial applications 32
- Financial Risk and Volatility Modeling 8
Mathematical Physics 21
- Stochastic processes and statistical mechanics 9
- advanced mathematical theories 7

Co-authors: Denis Talay Lucia Caramellino Étienne Pardoux Annie Millet Marta Sanz–Solé Emmanuelle Clément Gilles Pagès Jacques Printems
Journals: Stochastic Processes and their Applications (4 papers)Electronic Journal of Probability (4 papers)Probability Theory and Related Fields (3 papers)The Annals of Probability (3 papers)Journal of Functional Analysis (3 papers)
Partner nations: France Italy United States

In The Last Decade

Vlad Bally

42 papers receiving 554 citations

Peers

Countries citing papers authored by Vlad Bally

Since Specialization

Citations

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

Fields of papers citing papers by Vlad Bally

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network

The 17 scholars most cited alongside Vlad Bally, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Vlad Bally Line = papers co-authored together Vlad Bally links everyone, so they are left out of the graph.

All Works

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20 of 20 papers shown

#	Work
1	Approximation for the invariant measure with applications for jump processes (convergence in total variation distance) Stochastic Processes and their Applications ·Vlad Bally, Ohio Falkner	2024	0
2	Using moment approximations to study the density of jump driven SDEs Electronic Journal of Probability ·Vlad Bally, Lucia Caramellino, Arturo Kohatsu‐Higa	2022	1
3	A generic construction for high order approximation schemes of semigroups using random grids Numerische Mathematik ·Aurélien Alfonsi, Vlad Bally	2021	1
4	Tube estimates for diffusions under a local strong Hörmander condition Annales de l Institut Henri Poincaré Probabilités et Statistiques ·Vlad Bally, Lucia Caramellino, Paolo Pigato	2019	2
5	Non universality for the variance of the number of real roots of random\n trigonometric polynomials arXiv (Cornell University) ·Vlad Bally, Lucia Caramellino, Guillaume Poly	2017	7
6	Regularity and Stability for the Semigroup of Jump Diffusions with State-Dependent Intensity HAL (Le Centre pour la Communication Scientifique Directe) ·Vlad Bally, Khaldun Khatib, Yang Shua	2017	6
7	Convergence and regularity of probability laws by using an interpolation method The Annals of Probability ·Vlad Bally, Lucia Caramellino	2017	13
8	Convergence in distribution norms in the CLT for non identical distributed random variables arXiv (Cornell University) ·Vlad Bally, Lucia Caramellino, Guillaume Poly	2016	11
9	Stochastic Integration by Parts and Functional Itô Calculus CERN Document Server (European Organization for Nuclear Research) ·Vlad Bally, Lucia Caramellino, Rama Cont	2016	18
10	Asymptotic development for the CLT in total variation distance arXiv (Cornell University) ·Vlad Bally, Lucia Caramellino	2014	8
11	Riesz transform and integration by parts formulas for random variables Stochastic Processes and their Applications ·Vlad Bally, Lucia Caramellino	2011	14
12	Lower bounds for densities of Asian type stochastic differential equations Journal of Functional Analysis ·Vlad Bally, Arturo Kohatsu‐Higa	2009	16
13	Integration by parts formula for locally smooth laws and applications to sensitivity computations The Annals of Applied Probability ·Vlad Bally, S.I. Andreiev, Yanny Eugene Nathanael Muntuan	2007	25
14	Pricing and hedging American options by Monte Carlo methods using a Malliavin calculus approach Monte Carlo Methods and Applications ·Vlad Bally, Lucia Caramellino, Antonino Zanette	2005	1
15	A relative compactness criterion in Wiener–Sobolev spaces and application to semi-linear Stochastic PDEs Journal of Functional Analysis ·Vlad Bally, Bruno Saussereau	2003	12
16	Lower bounds for the density of the law of locally elliptic Itô processes HAL (Le Centre pour la Communication Scientifique Directe) ·Vlad Bally	2003	1
17	An elementary introduction to Malliavin calculus HAL (Le Centre pour la Communication Scientifique Directe) ·Vlad Bally	2003	9
18	Approximation of the Snell Envelope and American Options Prices in dimension one ESAIM Probability and Statistics ·Vlad Bally, Bruno Saussereau	2002	1
19	On the connection between the Malliavin covariance matrix and Hörmander's condition Journal of Functional Analysis ·Vlad Bally	1991	9
20	Approximation for the solutions of stochastic differential equations: ii strong convergence Stochastics and stochastics reports ·Vlad Bally	1989	5

About Vlad Bally

Vlad Bally is a scholar working on Finance, Mathematical Physics, Applied Mathematics, Statistics and Probability and Numerical Analysis, having authored 44 papers that have together received 591 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (32 papers), Stochastic processes and statistical mechanics (9 papers), Financial Risk and Volatility Modeling (8 papers), Advanced Mathematical Modeling in Engineering (7 papers), advanced mathematical theories (7 papers), Nonlinear Differential Equations Analysis (4 papers), Probability and Risk Models (3 papers) and Mathematical Approximation and Integration (3 papers). The work is most often cited by research in Finance (452 citations), Mathematical Physics (212 citations), Statistics and Probability (91 citations), Applied Mathematics (104 citations) and Modeling and Simulation (45 citations). Vlad Bally has collaborated with scholars based in France, Italy and United States. Frequent co-authors include Denis Talay, Lucia Caramellino, Étienne Pardoux, Annie Millet, Marta Sanz–Solé, Emmanuelle Clément, Gilles Pagès, Jacques Printems, Antonino Zanette and Guillaume Poly. Their work appears in journals such as Stochastic Processes and their Applications, Electronic Journal of Probability, Probability Theory and Related Fields, The Annals of Probability and Journal of Functional Analysis.

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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