World's Best Scientists 2026 revealed!
Michael Sørensen

Michael Sørensen

D-Index & Metrics

Mathematics

D-Index
40
Citations
6068
World Ranking
2074
National Ranking
10

Michael Sørensen 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 Michael Sørensen 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: 83 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: 95 publications — 8th percentile

8% of scientists in this discipline score the same or lower.

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

Michael Sørensen 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 Michael Sørensen 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: 138 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: 40 D-Index — 45th percentile

45% of scientists in this discipline score the same or lower.

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

Overview

Michael Sørensen is affiliated with the University of Copenhagen in Denmark and specializes in mathematics, with a particular focus on statistics and probability. Their research includes contributions to finance, computational theory, nuclear and high energy physics, as well as spectroscopy.

Sørensen's work primarily addresses topics related to stochastic processes and financial applications, statistical methods and inference, advanced mathematical modeling in engineering, and Markov chains and Monte Carlo methods. Additionally, their research extends into NMR spectroscopy and diffusion coefficients in liquids.

The scientist has published in a range of academic venues, including:

  • arXiv (Cornell University)
  • Bernoulli
  • Japanese Journal of Statistics and Data Science
  • Journal of the Royal Statistical Society Series B (Statistical Methodology)
  • Journal of the Royal Statistical Society Series A (Statistics in Society)

Recent publications include:

  • Corrigendum to "Simple simulation of diffusion bridges with application to likelihood inference for diffusions" (2020, Bernoulli)
  • Prediction-based estimation for diffusion models with high-frequency data (2021, Japanese Journal of Statistics and Data Science)
  • Corrigendum to 'Simulation of Multivariate Diffusion Bridges' (2022, Journal of the Royal Statistical Society Series B (Statistical Methodology))
  • Prediction-based estimation for diffusion models with high-frequency data (2020, arXiv (Cornell University))
  • Ole Eiler Barndorff-Nielsen, 1935-2022 (2022, Journal of the Royal Statistical Society Series A (Statistics in Society))

The scientist frequently collaborates with other researchers, with notable coauthors including Mogens Bladt, Emil S. Jørgensen, Marcin Mider, Samuel Finch, and Steffen L. Lauritzen. Among these, the most frequent coauthors are Mogens Bladt and Emil S. Jørgensen.

Best Publications

  • Martingale estimation functions for discretely observed diffusion processes

    Bo Martin Bibby;Michael Sørensen

  • Normal Variance-Mean Mixtures and z Distributions

    O. Barndorff-Nielsen;J. Kent;M. Sørensen

  • Exponential families of stochastic processes

    Uwe Küchler;Michael Sørensen

  • Estimating equations based on eigenfunctions for a discretely observed diffusion process

    Mathieu Kessler;Michael Sørensen

  • Hyperbolic Processes in Finance

    Bo Martin Bibby;Michael Sørensen

  • Statistical inference for discretely observed Markov jump processes

    Mogens Bladt;Michael Sørensen

  • An analytic model of wind-blown sand transport

    M. Sørensen

  • The Pearson Diffusions: A Class of Statistically Tractable Diffusion Processes

    Julie Lyng Forman;Michael Sørensen

  • A hyperbolic diffusion model for stock prices

    Bo Martin Bibby;Michael M. Sørensen

  • Diffusion-type models with given marginal distribution and autocorrelation function

    Bo Martin Bibby;Ib Michael Skovgaard;Michael Sørensen

  • Prediction-based estimating functions

    Michael Sørensen

  • Some stationary processes in discrete and continuous time

    O. E. Barndorff-Nielsen;J. L. Jensen;M. Sørensen

  • Vertical variation of particle speed and flux density in aeolian saltation: Measurement and modeling

    Keld R. Rasmussen;Michael Sørensen

  • DIFFUSION MODELS FOR EXCHANGE RATES IN A TARGET ZONE

    Kristian Stegenborg Larsen;Michael Sørensen

  • On asymptotics of estimating functions

    Michael Sørensen

  • Estimating Functions for Discretely Observed Diffusions: A Review

    M. Sorensen

  • Likelihood Methods for Diffusions with Jumps

    Michael Sørensen

  • Stock returns and hyperbolic distributions

    U. Küchler;K. Neumann;M. Sørensen;A. Streller

  • Statistical Methods for Stochastic Differential Equations

    Mathieu Kessler;Alexander Lindner;Michael Sorensen

  • Small-diffusion asymptotics for discretely sampled stochastic differential equations

    Michael Sørensen;Masayuki Uchida

  • Inference for Observations of Integrated Diffusion Processes

    Susanne Ditlevsen;Michael Sørensen

  • Comment: A Selective Overview of Nonparametric Methods in Financial Econometrics

    Michael Sørensen

Frequent Co-Authors

Ole E. Barndorff-Nielsen
Ole E. Barndorff-Nielsen Aarhus University
Kanti V. Mardia
Kanti V. Mardia University of Leeds
Eckhard Platen
Eckhard Platen University of Technology Sydney
Peter E. Kloeden
Peter E. Kloeden University of Tübingen
Anthony C. Atkinson
Anthony C. Atkinson London School of Economics and Political Science
Albert Gjedde
Albert Gjedde University of Copenhagen
Niels Møller
Niels Møller Aarhus University
Alan F. Hofmann
Alan F. Hofmann University of California, San Diego
Helle S. Waagepetersen
Helle S. Waagepetersen University of Copenhagen
Gareth O. Roberts
Gareth O. Roberts University of Warwick

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