Stochastic Processes and Their Applications

Papers
(The H4-Index of Stochastic Processes and Their Applications is 13. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
High order asymptotic expansion for Wiener functionals25
Asymmetric attractive zero-range processes with particle destruction at the origin23
Exact asymptotics of ruin probabilities with linear Hawkes arrivals22
Laws of the iterated logarithm for occupation times of Markov processes22
Editorial Board17
Strict local martingales and the Khasminskii test for explosions16
Drift estimation for a multi-dimensional diffusion process using deep neural networks15
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems15
Lines of descent in a Moran model with frequency-dependent selection and mutation15
Stochastic parallel translations and diffusions on the Wasserstein space over 14
Correlation bound for a one-dimensional continuous long-range Ising model14
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes13
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective13
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