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- Paul Dupuis

Discipline name
D-index
D-index (Discipline H-index) only includes papers and citation values for an examined
discipline in contrast to General H-index which accounts for publications across all
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Citations
Publications
World Ranking
National Ranking

Mathematics
D-index
48
Citations
8,863
193
World Ranking
889
National Ranking
434

2015 - Fellow of the American Mathematical Society For contributions to the theoretical and numerical study of stochastic systems, as well as for editorial contributions and mentoring.

2010 - SIAM Fellow For contributions to stochastics and control.

- Mathematical analysis
- Statistics
- Probability theory

His main research concerns Large deviations theory, Mathematical analysis, Mathematical optimization, Stochastic process and Brownian motion. His Large deviations theory research incorporates themes from Asymptotically optimal algorithm, Markov process, Markov chain and Weak convergence. His Markov process research integrates issues from Quadratic equation, Laplace's equation and Optimal control.

His work on Stochastic differential equation, Skorokhod problem and Recurrence relation is typically connected to Oblique case and Oblique reflection as part of general Mathematical analysis study, connecting several disciplines of science. Paul Dupuis combines subjects such as Differential, Rare events, Monte Carlo method, Importance sampling and Robust control with his study of Mathematical optimization. Paul Dupuis interconnects Infimum and supremum, Combinatorics, Filtration, Bounded function and Calculus in the investigation of issues within Stochastic process.

- A weak convergence approach to the theory of large deviations (812 citations)
- Dynamical systems and variational inequalities (332 citations)
- Variational problems on flows of diffeomorphisms for image matching (293 citations)

Large deviations theory, Applied mathematics, Mathematical optimization, Rate function and Mathematical analysis are his primary areas of study. The various areas that he examines in his Large deviations theory study include Stochastic process, Sequence, Markov process and Weak convergence. His work carried out in the field of Applied mathematics brings together such families of science as Kullback–Leibler divergence, Partial differential equation, Queueing theory, Limit and Upper and lower bounds.

He has included themes like Markov chain and Importance sampling in his Mathematical optimization study. His Rate function research focuses on subjects like Calculus of variations, which are linked to Combinatorics. His work on Stochastic differential equation, Laplace principle, Poisson random measure and Lipschitz continuity as part of general Mathematical analysis research is frequently linked to Oblique case, bridging the gap between disciplines.

- Large deviations theory (33.19%)
- Applied mathematics (28.88%)
- Mathematical optimization (26.72%)

- Applied mathematics (28.88%)
- Large deviations theory (33.19%)
- Statistical physics (15.52%)

Paul Dupuis mostly deals with Applied mathematics, Large deviations theory, Statistical physics, Rate function and Limit. His Applied mathematics research includes elements of Markov process, Parallel tempering, Of the form, Discrete time and continuous time and Probability measure. His Large deviations theory study incorporates themes from Sample path, Expected value, Probabilistic logic, Queueing theory and Robustness.

His Statistical physics research incorporates elements of Weak convergence, Brownian motion, Stochastic differential equation, Empirical measure and Monte Carlo method. His Limit study combines topics in areas such as Sequence and State space. As a member of one scientific family, Paul Dupuis mostly works in the field of Markov chain, focusing on Type and, on occasion, Mathematical analysis and Dynamical systems theory.

- Analysis and Approximation of Rare Events : Representations and Weak Convergence Methods (28 citations)
- Large Deviations for Small Noise Diffusions in a Fast Markovian Environment (12 citations)
- Sensitivity analysis for rare events based on Rényi divergence (8 citations)

- Statistics
- Mathematical analysis
- Probability theory

Paul Dupuis spends much of his time researching Large deviations theory, Weak convergence, Statistical physics, Rate function and Rare events. The Large deviations theory study combines topics in areas such as Applied mathematics and Robustness. His Applied mathematics research includes elements of Probabilistic logic, Queueing theory and Markov process.

His Weak convergence research is multidisciplinary, relying on both Class, Mathematical analysis, Euclidean space, Dual and Empirical measure. He has researched Statistical physics in several fields, including Sequence and Energy functional. His work in Rate function addresses subjects such as Stochastic control, which are connected to disciplines such as Limit, State space, Parallel tempering and Brownian motion.

This overview was generated by a machine learning system which analysed the scientist’s body of work. If you have any feedback, you can contact us here.

A weak convergence approach to the theory of large deviations

James Lynch;Paul Dupuis;Richard S. Ellis.

**(1997)**

1247 Citations

Variational problems on flows of diffeomorphisms for image matching

Paul Dupuis;Ulf Grenander.

Quarterly of Applied Mathematics **(1998)**

561 Citations

Dynamical systems and variational inequalities

Paul Dupuis;Anna Nagurney.

Annals of Operations Research **(1993)**

483 Citations

A Weak Convergence Approach to the Theory of Large Deviations: Dupuis/A Weak

Paul Dupuis;Richard S. Ellis.

**(1997)**

443 Citations

Minimax optimal control of stochastic uncertain systems with relative entropy constraints

I.R. Petersen;M.R. James;P. Dupuis.

IEEE Transactions on Automatic Control **(2000)**

354 Citations

On lipschitz continuity of the solution mapping to the skorokhod problem, with applications

Paul Dupuis;Hitoshi Ishii.

Stochastics An International Journal of Probability and Stochastic Processes **(1991)**

345 Citations

A variational representation for certain functionals of Brownian motion

Michelle Boué;Paul Dupuis.

Annals of Probability **(1998)**

300 Citations

Large deviations for infinite dimensional stochastic dynamical systems

Amarjit Budhiraja;Paul Dupuis;Vasileios Maroulas.

Annals of Probability **(2008)**

222 Citations

Importance Sampling, Large Deviations, and Differential Games

Paul Dupuis;Hui Wang.

Stochastics An International Journal of Probability and Stochastic Processes **(2002)**

208 Citations

SDEs with Oblique Reflection on Nonsmooth Domains

Paul Dupuis;Hitoshi Ishii.

Annals of Probability **(2008)**

206 Citations

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