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 2021-06-01 to 2025-06-01.)

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	10
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	9
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	8
Total variation distance and compound poisson approximations for random sums	7
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	6
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	6
Mixed Poisson process with Stacy mixing variable	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
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	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
Rare events analysis and computation for stochastic evolution of bacterial populations	4
Gaussian and hermite Ornstein–Uhlenbeck processes	4
Mixtures of multivariate Gaussians	4
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
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	3
Flexible extreme value inference	3
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	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
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	3
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	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 Jurdjevic-Quinn theorem for nonlinear stochastic systems	2
On the inverse gamma subordinator	2
A stochastic differential equation SIS model on network under Markovian switching	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
Correction	2
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	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
Gaussian fluctuation for spatial average of super-Brownian motion	2
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	2
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case	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
A note on regularity property of stochastic convolutions for a class of functional differential equations	2
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	2
Diffusion processes and a random ODE arising in macroeconomics	2
A note on the stochastic version of the Gronwall lemma	1
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	1
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces	1
Numerical approximations of coupled forward–backward SPDEs	1
A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition	1
The well-posedness and regularities for distribution-dependent SDEs with discontinuous and superlinear drifts	1
Large deviation principle for pseudo-monotone evolutionary equation	1
Forward-backward stochastic equations: a functional fixed point approach	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
On the sensitivity analysis of energy quanto options	1
Analysis of a stochastic coronavirus (COVID-19) Lévy jump model with protective measures	1
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	1
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	1
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	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
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	1
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1
The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation	1
Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise	1
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	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
Operator-stable-like processes	1

Cameron–Martin type theorem for a class of non-Gaussian measures	1
On the superposition and thinning of generalized counting processes	1
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	1