Aurélien Deya
Aurélien Deya publishes mostly in Finance, Mathematical Physics and Numerical Analysis, on topics such as Stochastic processes and financial applications, Financial Risk and Volatility Modeling and Stochastic processes and statistical mechanics.
- World rank
- #1,193,360 of 1,633,909 ranked researchers
- Rank in France
- #73,165 of 96,116
- Works
- 26
- Citations
- 70
- Citations per work
- 2.7
What does Aurélien Deya research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Finance46% of their works
- 2Mathematical Physics19% of their works
- 3Numerical Analysis6% of their works
- 4Computational Mechanics6% of their works
- 5Applied Mathematics4% of their works
- 6Control and Systems Engineering4% of their works
Research topics
- Stochastic processes and financial applications
- Financial Risk and Volatility Modeling
- Stochastic processes and statistical mechanics
- advanced mathematical theories
- Advanced Mathematical Modeling in Engineering
- Fluid Dynamics and Turbulent Flows
- Stability and Controllability of Differential Equations
- Advanced Mathematical Physics Problems
Which keywords describe Aurélien Deya's research?
The keywords of their largest research topics: Option Pricing, Stochastic Calculus, GARCH Models, Volatility, Interacting Particle Systems, Scaling Limits, Mathematical Physics and p-adic.
- Vortex Dynamics
- Nonlinear Schrödinger Equation
- Heterogeneous
- Distributed Parameter Systems
- p-adic
- Scaling Limits
- Volatility
- Stochastic Calculus
- Option Pricing
- GARCH Models
- Interacting Particle Systems
- Mathematical Physics
- Boundary Control
- Global Well-Posedness
- Multiscale Methods
- Turbulent Flows
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 16 words, with their numbers
- Option Pricing131 topic
- Stochastic Calculus131 topic
- GARCH Models71 topic
- Volatility71 topic
- Interacting Particle Systems41 topic
- Scaling Limits41 topic
- Mathematical Physics31 topic
- p-adic31 topic
- Boundary Control21 topic
- Distributed Parameter Systems21 topic
- Global Well-Posedness21 topic
- Heterogeneous21 topic
- Multiscale Methods21 topic
- Nonlinear Schrödinger Equation21 topic
- Turbulent Flows21 topic
- Vortex Dynamics21 topic
Where does Aurélien Deya work?
Aurélien Deya's main affiliation in the publication record is Institut Élie Cartan de Lorraine, France.
How many publications and citations does Aurélien Deya have?
Science Explorer counts 26 works and 70 citations for Aurélien Deya, ranking #1,193,360 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.