OOIR: Observatory of International Research

Papers

(The median citation count of Stochastic Analysis and Applications is 0. 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 2022-08-01 to 2026-08-01.)

Article	Citations
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	8
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	7
Mixed Poisson process with Stacy mixing variable	6
Filtering of stochastic nonlinear wave equations	6
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	6
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	6
Total variation distance and compound poisson approximations for random sums	6
Itô’s formula for Itô processes defined with respect to a cylindrical martingale-valued measure	5
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	4
On the Ayed-Kuo stochastic integration for anticipating integrands	4
Mixtures of multivariate Gaussians	3
Weak approximation for Gaussian processes from renewal processes	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3
Current-valued processes induced by diffusions and foliated Brownian motion	3
Flexible extreme value inference	3
Multivalued backward stochastic differential equations with jumps and moving boundary	3
A new look to branching Brownian motion from a particle-based reaction–diffusion dynamics point of view	3
Approximate controllability of time-fractional impulsive Navier-Stokes equation with fractional Brownian motion with an application to turbulence control	3
Rare events analysis and computation for stochastic evolution of bacterial populations	3
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
A stochastic maximum principle for CBI processes	2
The conditional m-spacings and their stochastic properties	2
A stochastic differential equation SIS model on network under Markovian switching	2
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	2
A representation theorem for set-valued submartingales	2

Pricing a guaranteed annuity option under a stochastic correlation setting	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	2
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	2
On the inverse gamma subordinator	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
Affine term structure models driven by independent Lévy processes	2
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	1
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	1
Cameron–Martin type theorem for a class of non-Gaussian measures	1
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	1
The Itô formula on time scales	1
Non-standard ANOVA like statistical analysis of Cobetia marina MM1IDA2H-1 biofilm formation behavior at different temperatures	1
Spatially dense stochastic epidemic models with infection-age dependent infectivity	1
Diffusion processes and a random ODE arising in macroeconomics	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
A contraction theory for Sinkhorn and Schrödinger bridges via log-Sobolev inequalities	1
Large deviation principle for pseudo-monotone evolutionary equation	1
The well-posedness and regularities for distribution-dependent SDEs with discontinuous and superlinear drifts	1
On set-valued Itô’s integrals and set-valued martingales	1
Asymptotic of the running maximum distribution of a Gaussian Bridge	1
Odd fractional brownian motion and its main properties	1
Modeling of measurement error in financial returns data	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
Deterministic and stochastic approaches to modeling the second wave of COVID-19 transmission in India and Brazil	1
On the superposition and thinning of generalized counting processes	1
Exact characterisation of asymptotic running time for approximate gradient descent on random graphs	0
Asymptotics for multifactor Volterra type stochastic volatility models	0
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019	0
Exponential synchronization of 2D cellular neural networks with boundary feedback	0
On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model	0
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	0
Strong convergence of an implicit Euler-Maruyama scheme for Caputo stochastic fractional delay differential equations	0
Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces	0
On a special class of gibbs hard-core point processes modeling random patterns of non-overlapping grains	0
Asymptotics of multifractal products of spherical random fields	0
Risk-sensitive first exit time control of pure jump processes with varying discount factors on a general state space	0
Semilinear Feynman–Kac formulae for B -continuous viscosity solutions	0
Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach	0
On dose-response modeling for evaluation of drugs combinations	0
Critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity	0
A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions	0
Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions	0
On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile	0
The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation	0
Noise-induced stabilization of a Gaussian-curve class of Hamiltonian systems	0
A probabilistic representation for the gradient in a linear parabolic PDE with Neumann boundary condition	0
Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise	0
Stability of impulsive Hilfer fractional integrodifferential stochastic systems with Poisson jump via measure of non-compactness	0
Direct government subsidy (AFD): 40 years in Chilean higher education	0

Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	0
Wellposedness and trajectory controllability of random impulsive stochastic differential systems driven by fBm	0
Small jump approximation and Malliavin integration by parts for infinite activity Lévy processes for Monte Carlo estimate of the Delta option price sensitivity	0
On the optimal stopping problem for diffusions and an approximation result for stopping times	0
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	0
Generalized solutions to hyperbolic systems with random field coefficients	0
Exponential stability for nonautonomous stochastic integrodifferential equations driven by Q -Wiener process and Q	0
Hybrid XRXNet for multilingual legal text analysis: a resilient approach to classification and attack mitigation	0
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane	0
Random attractors for stochastic reaction-diffusion equations with dynamic boundary conditions driven by nonlinear colored noise	0
Hybrid fractional derivative for modeling and analysis of cancer treatment with virotherapy	0
Large deviations of multiscale multivalued McKean-Vlasov stochastic systems	0
Feller property of regime-switching jump diffusion processes with hybrid jumps	0
The role of zooplankton in the growth of algal bloom: a mathematical study	0
Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching	0
Dissipative measure valued solutions to the stochastic compressible Navier–Stokes equations and inviscid–incompressible limit	0
Stochastic semiflows for the 2D electroconvection system with rough transport noise	0
Central limit theorems for martingales-II: convergence in the weak dual topology	0
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay	0
Stability analysis of stochastic 3D Navier-Stokes-Voigt equations with infinite delay	0
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	0
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ ^N	0
Ergodicity for three-dimensional stochastic Navier–Stokes equations with Markovian switching	0
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	0
A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients	0
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces	0
Asymptotic variance in the central limit theorem for multilevel Markovian stochastic approximation	0
Stable distributions and pseudo-processes related to fractional Airy functions	0
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	0
Well-posedness of stochastic Cahn-Hilliard-Brinkman system with regular potential	0
New results on pseudo almost automorphic solutions in distribution to a mean field stochastic differential equation driven by fractional Brownian motion	0
New discussion on the approximate controllability of Sobolev-type Hilfer fractional stochastic mixed Volterra-Fredholm integrodifferential inclusions of order 1 < μ < 2	0
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM	0
On Filippov’s theorem for stochastic integral inclusions with mixed integrals in the plane	0
A comparison of stochastic and deterministic dynamics of tuberculosis model	0
Stochastic interconnected hybrid dynamic modeling for time-to-event processes	0
Modeling the facets of burnout in Lisbon airport border officers using PLSc-SEM estimator	0
First-passage time distribution of a Brownian motion: two unexpected journeys	0
Notion of quadratic variation in Banach spaces	0
Random attractors for second-order stochastic delay lattice dynamical system with a multiplicative noise	0
Solution representation formula and Hopf lemma to Pucci’s equation	0
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	0
Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs	0
Coupled forward-backward stochastic differential equations with jumps in random environments	0
On analysis of complex administrative data: neural networks, modelling and prediction	0
Parabolic Anderson model with rough initial condition: continuity in law of the solution	0
Almost surely polynomial stabilization by discrete-time feedback control	0
Parameters estimation of continuous-time bilinear processes with a reflected boundary	0