Francesco Russo

Finance · 2000–2017

A researcher in the Science corpus: 21 papers; trusts 29 researchers and is trusted by 37 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #1,052 of 10,518 by trust here, #1,365 by citations
• Geometry and Topology — 34 citations into it; #2,746 of 7,422 by trust here, #2,575 by citations
• Mathematical Physics — 29 citations into it; #1,495 of 8,562 by trust here, #1,298 by citations
• Economics and Econometrics — 14 citations into it; #6,080 of 23,481 by trust here, #8,485 by citations
• Algebra and Number Theory — 13 citations into it; #1,003 of 2,864 by trust here, #948 by citations
• Applied Mathematics — 13 citations into it; #2,399 of 7,620 by trust here, #2,030 by citations
• Computational Theory and Mathematics — 12 citations into it; #5,748 of 12,182 by trust here, #4,059 by citations

Whom Francesco Russo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. C. Ciliberto
2. Franco Flandoli
3. Massimiliano Gubinelli
4. Mihai Gradinaru
5. Nathalie Eisenbaum
6. Pierre Vallois
7. Laure Coutin
8. Jun-Muk Hwang
9. Fausto Gozzi
10. Zhongmin Qian

Who trusts Francesco Russo overall

1. Pierre Vallois
2. Dung Nguyen Tien
3. Rama Cont
4. Aron Simis
5. Ivan Nourdin
6. Mihai Gradinaru
7. Litan Yan
8. C. Ciliberto
9. Joachim Lebovits
10. Franco Flandoli

Papers from Francesco Russo's perspective

Ordered by how strongly the researchers Francesco Russo trusts endorse each paper. Same corpus, a different order for every researcher.

1. Stochastic calculus with respect to continuous finite quadratic variation processes
2. Some SDEs with distributional drift.
3. Controlling rough paths
4. Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4
5. Introduction to Numerical Analysis
6. Regularizing fractional Brownian motion with a view towards stock price modelling
7. STOCHASTIC STRATONOVICH CALCULUS fBm FOR FRACTIONAL BROWNIAN MOTION WITH HURST PARAMETER LESS THAN 1/2
8. Controlled Markov processes and viscosity solutions
9. Inequalities for the moments of Wiener integrals with respect to a fractional Brownian motion
10. Polar Cremona transformations

Their papers

• Generalized covariations, local time and Stratonovich Itô's formula for fractional Brownian motion with Hurst index H>=1/4 (2003) — 84 citations
• m-order integrals and generalized Ito's formula; the case of a fractional Brownian motion with any Hurst index (2005) — 116 citations
• Some SDEs with distributional drift. (2004) — 73 citations
• Homaloidal hypersurfaces and hypersurfaces with vanishing Hessian (2007) — 105 citations
• Varieties with minimal secant degree and linear systems of maximal dimension on surfaces (2004) — 68 citations
• On Birational Maps and Jacobian Matrices (2001) — 58 citations
• Wiener integrals, Malliavin calculus and covariance measure structure (2006) — 87 citations
• Generalized Integration and Stochastic ODEs (2002) — 47 citations
• Weak Dirichlet processes with a stochastic control perspective (2006) — 63 citations
• Congruences of 5-secant conics and the rationality of some admissible cubic fourfolds (2017) — 51 citations
• On the Geometry of Some Special Projective Varieties (2016) — 96 citations
• Some loci of rational cubic fourfolds (2015) — 54 citations
• Multidimensional stochastic differential equations with distributional drift (2014) — 77 citations
• Some criteria for detecting capable Lie algebras (2013) — 51 citations
• A Note on the Schur Multiplier of a Nilpotent Lie Algebra (2010) — 71 citations
• Conic-connected manifolds (2007) — 53 citations
• Varieties with quadratic entry locus, I (2007) — 56 citations
• Elements of Stochastic Calculus via Regularization (2006) — 152 citations
• Some parabolic PDEs whose drift is an irregular random noise in space (2006) — 53 citations
• n-covariation, generalized Dirichlet processes and calculus with respect to finite cubic variation processes (2003) — 84 citations