Paul Dupuis

Finance · 2001–2019

A researcher in the Science corpus: 11 papers; trusts 16 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 40 citations into it; #1,922 of 10,518 by trust here, #2,459 by citations
• Computational Theory and Mathematics — 15 citations into it; #7,206 of 12,182 by trust here, #7,851 by citations
• Mathematical Physics — 14 citations into it; #7,864 of 8,562 by trust here, #4,500 by citations
• Applied Mathematics — 13 citations into it; #6,077 of 7,620 by trust here, #5,850 by citations
• Control and Systems Engineering — 10 citations into it
• Management Science and Operations Research — 7 citations into it; #11,835 of 11,946 by trust here, #9,383 by citations
• Modeling and Simulation — 6 citations into it; #916 of 2,105 by trust here, #1,337 by citations
• Computational Mechanics — 5 citations into it

Whom Paul Dupuis trusts overall

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

1. Xicheng Zhang
2. M. Sion
3. Wei Liu
4. A. Budhiraja
5. Igor D. Chueshov
6. Harold J. Kushner
7. Michael Röckner
8. Sivaguru S. Sritharan
9. Jiagang Ren
10. Shuenn-Jyi Sheu

Who trusts Paul Dupuis overall

1. A. Budhiraja
2. 'Etienne Pardoux
3. Wei Liu
4. Tusheng Zhang
5. Jianhai Bao
6. A. Rășcanu
7. Yulin Song
8. Jose H. Blanchet
9. Jiagang Ren
10. Tiange Xu

Papers from Paul Dupuis's perspective

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

1. Large Deviations for Stochastic Evolution Equations with Small Multiplicative Noise
2. Large Deviations for Stochastic Processes
3. Stochastic 2D Hydrodynamical Type Systems: Well Posedness and Large Deviations
4. Introduction to stochastic partial differential equations
5. Freidlin–Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
6. Large deviations for infinite dimensional stochastic dynamical systems
7. REPRESENTATIONS OF KNOWLEDGE IN COMPLEX SYSTEMS
8. Euler schemes and large deviations for stochastic Volterra equations with singular kernels
9. Stochastic Evolution Equations of Jump Type: Existence, Uniqueness and Large Deviation Principles
10. Real Analysis

Their papers

• SDEs with Oblique Reflection on Nonsmooth Domains (2008) — 167 citations
• Large deviations for infinite dimensional stochastic dynamical systems (2008) — 277 citations
• ON POSITIVE RECURRENCE OF CONSTRAINED DIFFUSION PROCESSES (2001) — 65 citations
• Importance Sampling, Large Deviations, and Differential Games (2004) — 181 citations
• Large Deviations for Stochastic Partial Differential Equations Driven by a Poisson Random Measure (2012) — 133 citations
• Moderate Deviation Principles for Stochastic Differential Equations with Jumps (2014) — 74 citations
• Analysis and Approximation of Rare Events (2019) — 175 citations
• Variational representations for continuous time processes (2011) — 170 citations
• Large deviations for multiscale diffusion via weak convergence methods (2010) — 67 citations
• Large deviation properties of weakly interacting processes via weak convergence methods (2010) — 125 citations
• Optimal stopping with random intervention times (2002) — 93 citations