OOIR: Observatory of International Research

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 2021-08-01 to 2025-08-01.)

Article	Citations
Identifying stochastic governing equations from data of the most probable transition trajectories	17
A proof of the additivity of rough integral	12
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains	10
The impact of noise on Burgers equations	10
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	9
On the topological pressure of axial product on trees	8
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	8
Singular limits for stochastic equations	8
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	6
Stability and stabilization of large-scale distribution-dependent SDEs	6
On the rate of convergence of weighted oscillating ergodic averages	5
Random invariant densities for markov operator cocycles and random mean ergodic theorem	5
Distribution-dependent stochastic porous media equations	5
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	5
Quantum synchronization for stochastic Schrödinger–Lohe model	4
Quadratic variation for the solution of the nonlinear stochastic wave equation	4
Averaging principle for McKean–Vlasov SDEs with Lévy noise and Hölder coefficients	4
Well-posedness and invariant measures for second-order stochastic lattice systems with superlinear diffusion terms	4
A large deviation principle for reflected SPDEs on infinite spatial domain	3
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	3
Geometric ergodicity of SGLD via reflection coupling	3
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	3
Entropy formulae on Feldman–Katok metric of random dynamical systems	3
C0,1-Itô chain rules and generalized solutions of parabolic PDEs	3
Random self-similar series over a rotation	3

Deviation properties for linear self-attracting diffusion process and applications	3
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	3
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	3
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	3
Intermittency phenomena for mass distributions of stochastic flows with interaction	2
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	2
The most probable transition pathway of a predator–prey system under noise	2
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem	2
Remotely almost periodicity for SDEs under the framework of evolution system	2
Unstable manifolds for rough evolution equations	2
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	2
Averaging principle for stochastic 3D generalized Navier–Stokes equations	2
Weak solutions and invariant measures for some class of SPDE’s	2
Strong solutions and asymptotic behavior of bidomain equations with random noise	2
Uniform large deviation principles of fractional reaction–diffusion equations driven by superlinear multiplicative noise on ℝn	2
Reflected stochastic differential equations driven by standard and fractional Brownian motion	2
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy	2
Well-posedness of a system of SDEs driven by jump random measures	2
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	2
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	2
Rolling with random slipping and twisting: A large deviation point of view	2
Data-driven discovery of slow–fast stochastic differential equations with data binning and sparse bayesian strategy	2
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	2
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises	2
An example of intrinsic randomness in deterministic PDES	2
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions	1
On weak existence of solutions of degenerate McKean–Vlasov equations	1
On the stability of mean-field stochastic differential equations with irregular expectation functional	1
Global solutions for semilinear rough partial differential equations	1
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	1
First passage time and mean exit time for switching Brownian motion	1
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	1
Parametrized families of Gibbs measures and their statistical inference	1
On the coercivity condition in the learning of interacting particle systems	1
C¹-Convergence of unstable foliations of stochastic evolution equations on thin domain	1
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	1
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	1
Global well-posedness for the nonlinear generalized parabolic Anderson model equation	1
Author index Volume 24	1
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	1
Semicontinuous evolution systems of enlarged measures for superlinear stochastic porous media lattice equations	1
Three-dimensional stochastic Navier–Stokes equations with Markov switching	1
Physical measures of asymptotically autonomous dynamical systems	1
Average preserving variation processes in view of optimization	1
Large deviations for Hamiltonian systems on intermediate time scales	1

Preface – Special issue: Random dynamics	1
Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance	1
Quenched limit theorems for expanding on average cocycles	1
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	1
Space-time fractional Anderson model driven by Gaussian noise rough in space	1
Reflected BSDES Driven by G-Brownian Motion with Non-Lipschitz Coefficients	1
Berry–Esséen bound for complex Wiener–Itô integral	1
A note on weak existence for singular SDEs	1
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise	1
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	1
Bohl–Perron theorem for random dynamical systems	1
Regularization of differential equations by two fractional noises	1
Local zero-stability of rough evolution equations	1