Scholarly Index

Stochastic processes and financial applications

Lifetime World Top1000 Scholar ranking for Stochastic processes and financial applications.

World rank	Scholar	Impact score	Total citations	Total publications
1	Xuerong Mao	99.90	23,612	425
2	Ole E. Barndorff–Nielsen	99.80	28,075	268
3	Robert A. Jarrow	99.79	20,241	352
4	Darrell Duffie	99.75	40,696	208
5	Peter Carr	99.70	17,694	181
6	Xicheng Zhang	99.70	17,670	683
7	Yacine Aı̈t-Sahalia	99.68	14,728	122
8	Eduardo S. Schwartz	99.65	42,581	208
9	Dilip B. Madan	99.65	19,836	408
10	Michael J. Brennan	99.62	25,905	176
11	Ioannis Karatzas	99.61	12,087	144
12	Murad S. Taqqu	99.60	25,413	260
13	Peter Forsyth	99.59	10,104	315
14	Mark H. Davis	99.56	31,014	237
15	Robert J. Elliott	99.51	12,902	538
16	Harold J. Kushner	99.49	10,637	235
17	Shigē Péng	99.48	15,404	115
18	Francis A. Longstaff	99.48	20,715	170
19	Peter Christoffersen	99.46	11,775	169
20	Paul Glasserman	99.44	10,041	238
21	Jean Jacod	99.43	7,377	102
22	Xun Yu Zhou	99.41	8,567	199
23	Michael Röckner	99.41	9,914	335
24	Martin Schweizer	99.40	8,169	178
25	Giuseppe Da Prato	99.40	7,425	265
26	Alain Bensoussan	99.39	9,997	386
27	Jiongmin Yong	99.37	6,490	176
28	Nizar Touzi	99.35	7,792	141
29	Marc Yor	99.35	11,612	169
30	Bernt Øksendal	99.35	9,825	159
31	L. C. G. Rogers	99.35	10,713	153
32	Rama Cont	99.35	11,175	155
33	Liuren Wu	99.33	8,290	148
34	Glenn D. Rudebusch	99.33	17,059	184
35	George Yin	99.33	9,506	524
36	Franco Flandoli	99.32	8,684	225
37	Torben G. Andersen	99.31	28,924	136
38	Gurdip Bakshi	99.29	13,055	156
39	Stephen A. Ross	99.29	67,008	182
40	Arnaud Debussche	99.27	6,090	123
41	H. Meté Soner	99.27	8,725	141
42	Turan G. Bali	99.25	12,237	208
43	Étienne Pardoux	99.22	10,598	148
44	Walter Schachermayer	99.22	9,652	135
45	Freddy Delbaen	99.19	15,869	101
46	Robert C. Merton	99.19	64,141	173
47	Pierre‐Louis Lions	99.16	33,526	204
48	David Nualart	99.14	5,716	130
49	Andrew W. Lo	99.13	33,710	448
50	Fred Espen Benth	99.09	4,647	218