OOIR: Observatory of International Research

Papers

(The TQCC of Stochastic Analysis and Applications is 2. 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 2022-05-01 to 2026-05-01.)

Article	Citations
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	12
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	9
Total variation distance and compound poisson approximations for random sums	7
Filtering of stochastic nonlinear wave equations	7
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	6
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	5
Mixed Poisson process with Stacy mixing variable	5
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	5
Approximate controllability of time-fractional impulsive Navier-Stokes equation with fractional Brownian motion with an application to turbulence control	4
On the Ayed-Kuo stochastic integration for anticipating integrands	4
Current-valued processes induced by diffusions and foliated Brownian motion	4
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	4
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
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	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
Flexible extreme value inference	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3
A stochastic maximum principle for CBI processes	3
A note on regularity property of stochastic convolutions for a class of functional differential equations	3
Mixtures of multivariate Gaussians	3
Pricing a guaranteed annuity option under a stochastic correlation setting	3
A representation theorem for set-valued submartingales	3
A stochastic differential equation SIS model on network under Markovian switching	3

Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	2
On set-valued Itô’s integrals and set-valued martingales	2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	2
Diffusion processes and a random ODE arising in macroeconomics	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Spatially dense stochastic epidemic models with infection-age dependent infectivity	2
Gaussian fluctuation for spatial average of super-Brownian motion	2
Cameron–Martin type theorem for a class of non-Gaussian measures	2
On the inverse gamma subordinator	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
Asymptotic of the running maximum distribution of a Gaussian Bridge	2
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	2
On the superposition and thinning of generalized counting processes	2