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Researcher · Sorbonne Université · France

Jean Jacod

Jean Jacod publishes mostly in Finance, Mathematical Physics and Management Science and Operations Research, on topics such as Stochastic processes and financial applications, Probability and Risk Models and Stability and Controllability of Differential Equations.

World rank
#16,675
of 1,633,909 ranked researchers
Rank in France
#938
of 96,116
Works
71
Citations
578
Citations per work
8.1

What does Jean Jacod research?

Finance: 25.7%Mathematical Physics: 13.5%Management Science and Operations Research: 8.1%Statistics and Probability: 6.8%other fields: 45.9%26%top field
Finance25.7%Mathematical Physics13.5%Management Science and Operations Research8.1%Statistics and Probability6.8%other fields45.9%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance26% of their works
  2. 2Mathematical Physics14% of their works
  3. 3Management Science and Operations Research8% of their works
  4. 4Statistics and Probability7% of their works
  5. 5Applied Mathematics5% of their works
  6. 6Geometry and Topology5% of their works

Research topics

Which keywords describe Jean Jacod's research?

The keywords of their largest research topics: Option Pricing, Stochastic Calculus, Controllability, Insurance, Risk, Boundary Control, Boundary Value Problems and Chaos.

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 17 words, with their numbers
  1. Option Pricing141 topic
  2. Stochastic Calculus141 topic
  3. Controllability62 topics
  4. Insurance51 topic
  5. Risk51 topic
  6. Boundary Control31 topic
  7. Boundary Value Problems31 topic
  8. Chaos31 topic
  9. Distributed Parameter Systems31 topic
  10. Dynamical Systems31 topic
  11. Fractional Differential Equations31 topic
  12. Generalized Functions21 topic
  13. Infinite and Infinitesimal Numbers21 topic
  14. Interacting Particle Systems21 topic
  15. Regularization21 topic
  16. Scaling Limits21 topic
  17. Variable Selection21 topic

Where does Jean Jacod work?

Jean Jacod's main affiliation in the publication record is Sorbonne Université, France.

How many publications and citations does Jean Jacod have?

Science Explorer counts 71 works and 578 citations for Jean Jacod, ranking #16,675 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.