OOIR: Observatory of International Research

Papers

(The median citation count of Stochastic Analysis and Applications 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
Comparison theorem for path dependent SDEs driven by G-Brownian motion	16
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	13
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	11
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	10
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	9
Total variation distance and compound poisson approximations for random sums	7
Mixed Poisson process with Stacy mixing variable	7
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	7
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	6
On the Ayed-Kuo stochastic integration for anticipating integrands	6
The first-passage area of Ornstein-Uhlenbeck process revisited	6
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	6
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	6
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	6
Gaussian and hermite Ornstein–Uhlenbeck processes	5
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	5
Periodic measures of impulsive stochastic Hopfield-type lattice systems	4
Mixtures of multivariate Gaussians	4
Rare events analysis and computation for stochastic evolution of bacterial populations	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3
On the fractional stochastic integration for random non-smooth integrands	3
A representation theorem for set-valued submartingales	3
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	3
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	3

Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	3
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	3
Flexible extreme value inference	3
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift	3
Correction	2
Zero and non-zero sum risk-sensitive Semi-Markov games	2
On set-valued Itô’s integrals and set-valued martingales	2
Asymptotic of the running maximum distribution of a Gaussian Bridge	2
Probabilistic interpretations of nonclassic Adomian polynomials	2
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
On the inverse gamma subordinator	2
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	2
A note on regularity property of stochastic convolutions for a class of functional differential equations	2
Gaussian fluctuation for spatial average of super-Brownian motion	2
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	2
On the superposition and thinning of generalized counting processes	2
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	2
A stochastic differential equation SIS model on network under Markovian switching	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	2
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	2
Diffusion processes and a random ODE arising in macroeconomics	2
Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains	2
Statistical inference for a stochastic wave equation with Malliavin–Stein method	2
Stability analysis of stochastic 3D Navier-Stokes-Voigt equations with infinite delay	1
Non-standard ANOVA like statistical analysis of Cobetia marina MM1IDA2H-1 biofilm formation behavior at different temperatures	1
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	1
Forward-backward stochastic equations: a functional fixed point approach	1
On the sensitivity analysis of energy quanto options	1
A note on the stochastic version of the Gronwall lemma	1
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	1
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	1
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces	1
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	1
Operator-stable-like processes	1
The well-posedness and regularities for distribution-dependent SDEs with discontinuous and superlinear drifts	1
Cameron–Martin type theorem for a class of non-Gaussian measures	1
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion	1
Analysis of a stochastic coronavirus (COVID-19) Lévy jump model with protective measures	1
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	1
A Wasserstein coupled particle filter for multilevel estimation	1
Exponential synchronization of 2D cellular neural networks with boundary feedback	1
The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation	1
Asymptotics for multifactor Volterra type stochastic volatility models	1
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	1
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ ^N	1
Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	1

Large deviation principle for pseudo-monotone evolutionary equation	1
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	1
First passage times for some classes of fractional time-changed diffusions	1
Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise	1
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	1
Numerical approximations of coupled forward–backward SPDEs	1
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1