World's Best Scientists 2026 revealed!

D-Index & Metrics

Mathematics

D-Index
35
Citations
6210
World Ranking
2742
National Ranking
1120

Jean-Pierre Fouque publication distribution in Mathematics in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Mathematics in 2026. The highlighted bar marks where Jean-Pierre Fouque sits on this spectrum.

42–46 publications: 3 scientists 47–51 publications: 5 scientists 52–56 publications: 7 scientists 57–61 publications: 20 scientists 62–66 publications: 14 scientists 67–71 publications: 25 scientists 72–76 publications: 19 scientists 77–81 publications: 35 scientists 82–86 publications: 50 scientists 87–91 publications: 60 scientists 92–96 publications: 86 scientists 97–101 publications: 84 scientists 102–106 publications: 83 scientists 107–111 publications: 90 scientists 112–116 publications: 99 scientists 117–121 publications: 90 scientists 122–126 publications: 91 scientists 127–131 publications: 109 scientists 132–136 publications: 110 scientists 137–141 publications: 98 scientists 142–146 publications: 112 scientists 147–151 publications: 102 scientists 152–156 publications: 88 scientists 157–161 publications: 106 scientists 162–166 publications: 82 scientists 167–171 publications: 102 scientists 172–176 publications: 77 scientists 177–181 publications: 81 scientists 182–186 publications: 78 scientists 187–191 publications: 71 scientists 192–196 publications: 92 scientists 197–201 publications: 64 scientists 202–206 publications: 69 scientists 207–211 publications: 64 scientists 212–216 publications: 62 scientists 217–221 publications: 58 scientists 222–226 publications: 53 scientists 227–231 publications: 50 scientists 232–236 publications: 46 scientists 237–241 publications: 46 scientists 242–246 publications: 46 scientists 247–251 publications: 43 scientists 252–256 publications: 29 scientists 257–261 publications: 45 scientists 262–266 publications: 30 scientists 267–271 publications: 33 scientists 272–276 publications: 34 scientists 277–281 publications: 30 scientists 282–286 publications: 31 scientists 287–291 publications: 21 scientists 292–296 publications: 34 scientists 297–301 publications: 26 scientists 302–306 publications: 10 scientists 307–311 publications: 17 scientists 312–316 publications: 23 scientists 317–321 publications: 13 scientists 322–326 publications: 16 scientists 327–331 publications: 26 scientists 332–336 publications: 13 scientists 337–341 publications: 13 scientists 342–346 publications: 16 scientists 347–351 publications: 17 scientists 352–356 publications: 12 scientists 357–361 publications: 18 scientists 362–366 publications: 18 scientists 367–371 publications: 9 scientists 372–376 publications: 11 scientists 377–381 publications: 8 scientists 382–386 publications: 8 scientists 387–391 publications: 9 scientists 392–396 publications: 9 scientists 397–401 publications: 8 scientists 402–406 publications: 11 scientists 407–411 publications: 6 scientists 412–416 publications: 6 scientists 417–421 publications: 9 scientists 422–426 publications: 8 scientists 427–431 publications: 5 scientists 432–436 publications: 8 scientists 437–441 publications: 8 scientists 442–446 publications: 4 scientists 447–451 publications: 4 scientists 452–456 publications: 4 scientists 457–461 publications: 2 scientists 462–466 publications: 2 scientists 467–471 publications: 4 scientists 472–476 publications: 3 scientists 477–481 publications: 3 scientists 482–486 publications: 6 scientists 487–491 publications: 3 scientists 492–496 publications: 5 scientists 497–501 publications: 5 scientists 502–506 publications: 1 scientists 507–511 publications: 6 scientists 512–516 publications: 4 scientists 517–521 publications: 1 scientists 522–526 publications: 3 scientists 527–531 publications: 1 scientists 532–536 publications: 4 scientists 537+ publications: 100 scientists
42 publications 537+

This scientist: 166 publications — 47th percentile

47% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 537 publications or more.

Jean-Pierre Fouque D-index placement in Mathematics in 2026

The chart shows the D-index (discipline H-index) distribution of Mathematics scientists ranked by Research.com in 2026. The highlighted bar marks where Jean-Pierre Fouque sits on this spectrum.

30 D-Index: 174 scientists 31 D-Index: 151 scientists 32 D-Index: 174 scientists 33 D-Index: 117 scientists 34 D-Index: 136 scientists 35 D-Index: 127 scientists 36 D-Index: 145 scientists 37 D-Index: 153 scientists 38 D-Index: 150 scientists 39 D-Index: 150 scientists 40 D-Index: 137 scientists 41 D-Index: 136 scientists 42 D-Index: 93 scientists 43 D-Index: 108 scientists 44 D-Index: 115 scientists 45 D-Index: 112 scientists 46 D-Index: 103 scientists 47 D-Index: 75 scientists 48 D-Index: 59 scientists 49 D-Index: 67 scientists 50 D-Index: 60 scientists 51 D-Index: 57 scientists 52 D-Index: 59 scientists 53 D-Index: 62 scientists 54 D-Index: 60 scientists 55 D-Index: 50 scientists 56 D-Index: 42 scientists 57 D-Index: 54 scientists 58 D-Index: 50 scientists 59 D-Index: 42 scientists 60 D-Index: 41 scientists 61 D-Index: 35 scientists 62 D-Index: 40 scientists 63 D-Index: 21 scientists 64 D-Index: 31 scientists 65 D-Index: 27 scientists 66 D-Index: 29 scientists 67 D-Index: 19 scientists 68 D-Index: 25 scientists 69 D-Index: 17 scientists 70 D-Index: 18 scientists 71 D-Index: 12 scientists 72 D-Index: 14 scientists 73 D-Index: 13 scientists 74 D-Index: 18 scientists 75 D-Index: 9 scientists 76 D-Index: 11 scientists 77 D-Index: 10 scientists 78 D-Index: 9 scientists 79 D-Index: 16 scientists 80 D-Index: 12 scientists 81 D-Index: 10 scientists 82 D-Index: 5 scientists 83 D-Index: 5 scientists 84 D-Index: 13 scientists 85 D-Index: 6 scientists 86+ D-Index: 99 scientists
30 D-Index 86+

This scientist: 35 D-Index — 25th percentile

25% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 86 D-Index or more.

Research.com Recognitions

  • 2011 - SIAM Fellow For contributions to asymptotic analysis for random media and financial mathematics.

Overview

Jean-Pierre Fouque is affiliated with the University of California, Santa Barbara in the United States. Their research primarily covers the field of Economics, Econometrics, and Finance, with a focus on several specialized subfields such as Finance, Management Science and Operations Research, and Economics and Econometrics. Additionally, their work touches on Mathematical Physics and Computational Mechanics.

Their scholarly output includes multiple recent papers, among which are:

  • Deep Learning Methods for Mean Field Control Problems With Delay, 2020, published in Frontiers in Applied Mathematics and Statistics
  • Unified reinforcement Q-learning for mean field game and control problems, 2022, published in Mathematics of Control Signals and Systems
  • Optimal Trading with Signals and Stochastic Price Impact, 2022, published in SIAM Journal on Financial Mathematics
  • On fairness of systemic risk measures, 2020, published in Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano)
  • Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment, 2020, published in Multiscale Modeling and Simulation

The venues where Jean-Pierre Fouque has frequently published include:

  • arXiv (Cornell University)
  • SIAM Journal on Financial Mathematics
  • Archivio Istituzionale della Ricerca (Universita Degli Studi Di Milano)
  • Journal of Machine Learning
  • Finance and Stochastics

Their main topics of work encompass:

  • Stochastic processes and financial applications
  • Risk and Portfolio Optimization
  • Economic theories and models
  • Financial Risk and Volatility Modeling
  • Banking stability, regulation, efficiency
  • Fluid Dynamics and Turbulent Flows
  • Credit Risk and Financial Regulations

Jean-Pierre Fouque has collaborated frequently with various co-authors, including:

  • Andrea Angiuli
  • Mathieu Laurière
  • Marco Frittelli
  • Thilo Meyer-Brandis
  • Ruimeng Hu

In recognition of their contributions, Jean-Pierre Fouque received the SIAM Fellow award in 2011, noted for work in asymptotic analysis for random media and financial mathematics.

Best Publications

  • Derivatives in Financial Markets with Stochastic Volatility

    Jean-Pierre Fouque;George Papanicolaou;K. Ronnie Sircar

  • Wave Propagation and Time Reversal in Randomly Layered Media

    Jean-Pierre Fouque;Josselin Garnier;George Papanicolaou;Knut Sølna

  • Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives

    Jean-Pierre Fouque;George Papanicolaou;Ronnie Sircar;Knut Sølna

  • Mean field games and systemic risk

    Rene A. Carmona;Jean Pierre Fouque;Li Hsien Sun

  • Multiscale Stochastic Volatility Asymptotics

    Jean Pierre Fouque;George Papanicolaou;Ronnie Sircar;Knut Solna

  • MEAN-REVERTING STOCHASTIC VOLATILITY

    Jean-Pierre Fouque;George Papanicolaou;K. Ronnie Sircar

  • Singular Perturbations in Option Pricing

    George Papanicolaou;Jean-Pierre Fouque;Knut Solna;Ronnie Sircar

  • A unified approach to systemic risk measures via acceptance sets

    Francesca Biagini;Jean-Pierre Fouque;Marco Frittelli;Thilo Meyer-Brandis

  • Stochastic Volatility Effects on Defaultable Bonds

    Jean‐Pierre Fouque;Ronnie Sircar;Knut S⊘lna

  • Portfolio Optimization with Ambiguous Correlation and Stochastic Volatilities

    Jean-Pierre Fouque;Chi Seng Pun;Hoi Ying Wong

  • A time-reversal method for an acoustical pulse propagating in randomly layered media

    J.F. Clouet;J.P. Fouque

  • Hydrodynamical Limit for the Asymmetric Simple Exclusion Process

    Albert Benassi;Jean-Pierre Fouque

  • PORTFOLIO OPTIMIZATION AND STOCHASTIC VOLATILITY ASYMPTOTICS

    Jean Pierre Fouque;Ronnie Sircar;Thaleia Zariphopoulou

  • Diffuse Waves in Complex Media

    Unknown

  • Pricing Asian Options with Stochastic Volatility

    Jean-Pierre Fouque;Chuan-Hsiang Han

  • Short time-scale in S&P500 volatility

    Jean-Pierre Fouque;George Papanicolaou;Ronnie Sircar;Knut Solna

  • Stability in a Model of Interbank Lending

    Jean-Pierre Fouque;Tomoyuki Ichiba

  • STOCHASTIC VOLATILITY CORRECTIONS FOR INTEREST RATE DERIVATIVES

    Peter Cotton;Jean-Pierre Fouque;George Papanicolaou;Ronnie Sircar

  • Short-Maturity Asymptotics for a Fast Mean-Reverting Heston Stochastic Volatility Model

    Jin Feng;Martin Forde;Jean-Pierre Fouque

  • SMALL-TIME ASYMPTOTICS FOR FAST MEAN-REVERTING STOCHASTIC VOLATILITY MODELS

    Jin Feng;Jean Pierre Fouque;Rohini Kumar

  • Maturity cycles in implied volatility

    Jean-Pierre Fouque;George Papanicolaou;Ronnie Sircar;Knut Solna

  • Spreading of a Pulse Travelling in Random Media

    J. F. Clouet;J. P. Fouque

  • Interacting particle systems for the computation of rare credit portfolio losses

    René Carmona;Jean-Pierre Fouque;Douglas Vestal

  • Multiscale Stochastic Volatility for Equity, Interest Rate, and Credit Derivatives: Credit Risk I: Structural Models with Stochastic Volatility

    Jean-Pierre Fouque;George Papanicolaou;Ronnie Sircar;Knut Sølna

Frequent Co-Authors

George Papanicolaou
George Papanicolaou Stanford University
Ronnie Sircar
Ronnie Sircar Princeton University
Josselin Garnier
Josselin Garnier École Polytechnique
René Carmona
René Carmona Princeton University

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