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researcher

D. Lacker

15 papers hereh-index 232.6k citations60 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author3
  • first author7
  • middle author3
  • last author1

Across the 14 of 15 papers where every author was matched, so the position is known.

fields
  • math.PR13
  • math.OC1
  • q-fin.MF1

identity via Semantic Scholar / OpenAlex

activity
20172024
most citedInverting the Markovian projection, with an application to local stochastic volatility models

4 citations · 9 across the 5 of their papers we have counts for

collaborators
Showing 2021 · math.PRShow all

1 paper · 2 filters

math.PR2021

Quantitative approximate independence for continuous mean field Gibbs measures

Daniel Lacker

Many Gibbs measures with mean field interactions are known to be chaotic, in the sense that any collection of k particles in the n-particle system are asymptotically independen…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.