Stochastics and Dynamics

Papers
(The TQCC of Stochastics and Dynamics is 1. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-11-01 to 2025-11-01.)
ArticleCitations
Singular limits for stochastic equations13
On the topological pressure of axial product on trees11
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model10
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises10
Stability and stabilization of large-scale distribution-dependent SDEs9
Identifying stochastic governing equations from data of the most probable transition trajectories8
Quantum synchronization for stochastic Schrödinger–Lohe model6
The impact of noise on Burgers equations6
On the rate of convergence of weighted oscillating ergodic averages6
A proof of the additivity of rough integral6
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion6
Quadratic variation for the solution of the nonlinear stochastic wave equation5
Averaging principle for McKean–Vlasov SDEs with Lévy noise and Hölder coefficients5
Well-posedness and invariant measures for second-order stochastic lattice systems with superlinear diffusion terms5
Random invariant densities for markov operator cocycles and random mean ergodic theorem5
Geometric ergodicity of SGLD via reflection coupling4
Distribution-dependent stochastic porous media equations4
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets4
Entropy formulae on Feldman–Katok metric of random dynamical systems4
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter4
Stochastic Newton equations in the strong potential limit for the multi-dimensional case4
Random self-similar series over a rotation4
Strong solutions and asymptotic behavior of bidomain equations with random noise3
Deviation properties for linear self-attracting diffusion process and applications3
Mean-field BSDEs with weak monotonicity and general growth generators3
Locally Lipschitz BSDE with jumps and related Kolmogorov equation3
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes3
Data-driven discovery of slow–fast stochastic differential equations with data binning and sparse bayesian strategy3
Existence of Absolutely Continuous Invariant Measures for Piecewise Expanding C1+???? Maps3
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions3
A large deviation principle for reflected SPDEs on infinite spatial domain3
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations3
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise3
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects3
C0,1-Itô chain rules and generalized solutions of parabolic PDEs3
The most probable transition pathway of a predator–prey system under noise3
Weak solutions and invariant measures for some class of SPDE’s3
Uniform large deviation principles of fractional reaction–diffusion equations driven by superlinear multiplicative noise on ℝn2
Reflected stochastic differential equations driven by standard and fractional Brownian motion2
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy2
Averaging principle for stochastic 3D generalized Navier–Stokes equations2
Well-posedness of a system of SDEs driven by jump random measures2
A note on weak existence for singular SDEs2
Rolling with random slipping and twisting: A large deviation point of view2
Intermittency phenomena for mass distributions of stochastic flows with interaction2
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem2
Remotely almost periodicity for SDEs under the framework of evolution system2
An example of intrinsic randomness in deterministic PDES2
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents2
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients2
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes2
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises2
Semicontinuous evolution systems of enlarged measures for superlinear stochastic porous media lattice equations2
Probability of transition to turbulence in a reduced stochastic model of pipe flow2
Unstable manifolds for rough evolution equations2
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures1
On the stability of mean-field stochastic differential equations with irregular expectation functional1
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes1
Space-time fractional Anderson model driven by Gaussian noise rough in space1
Preface – Special issue: Random dynamics1
Dynamical behaviors of an impulsive stochastic neural field lattice model1
A probabilistic numerical method for a class of mean field games1
Average preserving variation processes in view of optimization1
First passage time and mean exit time for switching Brownian motion1
Regularization of differential equations by two fractional noises1
Global well-posedness for the nonlinear generalized parabolic Anderson model equation1
Mixing properties of a class of nonuniformly expanding maps — Application to Hölderian invariance principles1
Quenched limit theorems for expanding on average cocycles1
Large deviations for Hamiltonian systems on intermediate time scales1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure1
Global solutions for semilinear rough partial differential equations1
Berry–Esséen bound for complex Wiener–Itô integral1
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data1
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient1
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise1
Author index Volume 231
Bohl–Perron theorem for random dynamical systems1
On weak existence of solutions of degenerate McKean–Vlasov equations1
A Monte Carlo algorithm for multiple stochastic integrals of stable processes1
C1-convergence of unstable foliations of stochastic evolution equations on thin domain1
Parametrized families of Gibbs measures and their statistical inference1
Author index Volume 241
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process1
Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance1
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions1
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas1
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay1
Existence and concentration of positive solutions to a fractional system with saturable term1
Mean-field equilibrium price formation with exponential utility1
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain1
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise1
On the coercivity condition in the learning of interacting particle systems1
Physical measures of asymptotically autonomous dynamical systems1
Local zero-stability of rough evolution equations1
Three-dimensional stochastic Navier–Stokes equations with Markov switching1
Effective dynamics of interfaces for nonlinear SPDEs driven by multiplicative white noise1
Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients1
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