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Samy Tindel

Economics, Econometrics and Finance · Purdue University West Lafayette

OpenAlex
Established · publishing since 1995
Stochastic processes and financial applicationsFinancial Risk and Volatility ModelingStochastic processes and statistical mechanicsAdvanced Mathematical Modeling in EngineeringTheoretical and Computational Physics

Publications

213

Citations

2,209

Est. group size

—

Recurring co-author estimate

Active years

32

Publishing since 1995

Research summary
AI-generated

Samy Tindel works in probability theory, focusing on stochastic processes such as fractional Brownian motion, stochastic partial differential equations, and rough path theory (mathematical tools for analyzing irregular signals and random systems). This research is largely theoretical, developing rigorous mathematical frameworks for random systems that arise in physics, signal analysis, and statistics, including topics like directed polymers, Anderson models, and 'signatures' used to summarize paths or images mathematically. Prospective students would engage primarily with advanced probability theory, stochastic analysis, and mathematical proof-based work rather than applied or empirical finance.

Stochastic processes and rough pathsStochastic partial differential equationsFractional Brownian motion and Malliavin calculusRandom media and directed polymersMathematical signal representation (signatures)

Publication output has been fairly steady over the past decade, with a peak around 2020-2022, a dip in 2023-2025, and a sharp rebound in 2026.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 7.8/year recently
2017: 8 publications172018: 8 publications182019: 8 publications192020: 11 publications11202021: 10 publications212022: 10 publications222023: 8 publications232024: 5 publications242025: 6 publications252026: 10 publications26
Recent publications
Publishes in
  • arXiv (Cornell University)×45
  • Stochastic Processes and their Applications×10
  • The Annals of Probability×5
  • Annales de l Institut Henri Poincaré Probabilités et Statistiques×3
  • Journal of Theoretical Probability×3
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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 20, 2026.

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