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 2021-09-01 to 2025-09-01.)

Article	Citations
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	16
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	15
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	12
Total variation distance and compound poisson approximations for random sums	11
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	9
Mixed Poisson process with Stacy mixing variable	7
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	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
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	6
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	6
The first-passage area of Ornstein-Uhlenbeck process revisited	6
Current-valued processes induced by diffusions and foliated Brownian motion	5
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	5
Rare events analysis and computation for stochastic evolution of bacterial populations	4
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	4
Mixtures of multivariate Gaussians	4
Gaussian and hermite Ornstein–Uhlenbeck processes	4
Flexible extreme value inference	4
Periodic measures of impulsive stochastic Hopfield-type lattice systems	4
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	3
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
Statistical inference for a stochastic wave equation with Malliavin–Stein method	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

Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift	3
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	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
A representation theorem for set-valued submartingales	3
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	2
Cameron–Martin type theorem for a class of non-Gaussian measures	2
Asymptotic of the running maximum distribution of a Gaussian Bridge	2
Correction	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
Forward-backward stochastic equations: a functional fixed point approach	2
Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains	2
Zero and non-zero sum risk-sensitive Semi-Markov games	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	2
Probabilistic interpretations of nonclassic Adomian polynomials	2
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	2
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	2
A note on regularity property of stochastic convolutions for a class of functional differential equations	2
On the inverse gamma subordinator	2
On set-valued Itô’s integrals and set-valued martingales	2
Gaussian fluctuation for spatial average of super-Brownian motion	2
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
On the sensitivity analysis of energy quanto options	1
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	1
The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation	1
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	1
Stability analysis of stochastic 3D Navier-Stokes-Voigt equations with infinite delay	1
The Itô formula on time scales	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces	1
A Wasserstein coupled particle filter for multilevel estimation	1
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	1
Asymptotics for multifactor Volterra type stochastic volatility models	1
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	1
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ ^N	1
The well-posedness and regularities for distribution-dependent SDEs with discontinuous and superlinear drifts	1
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	1
On the superposition and thinning of generalized counting processes	1
Non-standard ANOVA like statistical analysis of Cobetia marina MM1IDA2H-1 biofilm formation behavior at different temperatures	1
A note on the stochastic version of the Gronwall lemma	1
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	1
Exponential synchronization of 2D cellular neural networks with boundary feedback	1
Numerical approximations of coupled forward–backward SPDEs	1

A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	1
Operator-stable-like processes	1
Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps	1
Large deviation principle for pseudo-monotone evolutionary equation	1