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 2021-05-01 to 2025-05-01.)

Article	Citations
Comparison theorem for path dependent SDEs driven by G-Brownian motion	15
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	9
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	8
The first-passage area of Ornstein-Uhlenbeck process revisited	7
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	7
Total variation distance and compound poisson approximations for random sums	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
Mixed Poisson process with Stacy mixing variable	6
On the Ayed-Kuo stochastic integration for anticipating integrands	6
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	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
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	4
Flexible extreme value inference	4
Rare events analysis and computation for stochastic evolution of bacterial populations	4
Mixtures of multivariate Gaussians	4
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	4
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	3
Statistical inference for a stochastic wave equation with Malliavin–Stein method	3
A representation theorem for set-valued submartingales	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3

Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	3
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	3
On the fractional stochastic integration for random non-smooth integrands	3
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	2
Approximate controllability of stochastic differential system with non-Lipschitz conditions	2
A stochastic differential equation SIS model on network under Markovian switching	2
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	2
A Jurdjevic-Quinn theorem for nonlinear stochastic systems	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
Zero and non-zero sum risk-sensitive Semi-Markov games	2
Correction	2
On the inverse gamma subordinator	2
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	2
Gaussian fluctuation for spatial average of super-Brownian motion	2
Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains	2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	2
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift	2
A note on regularity property of stochastic convolutions for a class of functional differential equations	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
Asymptotic of the running maximum distribution of a Gaussian Bridge	2
On set-valued Itô’s integrals and set-valued martingales	2