OOIR: Observatory of International Research

Papers

(The median citation count of Stochastic Models 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 2021-08-01 to 2025-08-01.)

Article	Citations
Distribution tails of a history-dependent random linear recursion	14
Matrix-analytic methods for the analysis of stochastic fluid-fluid models	13
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments	12
A new mixed δ-shock model and associated reliability properties	11
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors	10
The estimation in Pólya–Eggenberger urn model with a delay	9
Smooth-transition autoregressive models for time series of bounded counts	6
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion	6
The threshold dynamics of a stochastic two-patch brucellosis model	6
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data	6
Periodic review inventory models with multiclass demands and fixed order costs	5
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift	4
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations	4
Clique and cycle frequencies in a sparse random graph model with overlapping communities	4
A general result on complete f -moment convergence with its application to nonparametric regression models	4
A fluid approach to total-progeny-dependent birth-and-death processes	3
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions	3
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions	3
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution	3
Mean and variance of Brownian motion with given final value, maximum and argmax	3
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims	3
Connection intervals in multi-scale infrastructure-augmented dynamic networks	3
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process	3
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional	2
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions	2

Hidden equations of risk critical thresholds	2
Queueing with priorities and standard service: Stoppable and unstoppable servers	2
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples	2
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes	2
Ergodicity for the 2D stochastic electrokinetic flow	2
A new type of CEV model: properties, comparison, and application to portfolio optimization	2
Correction	2
Sequences of random matrices modulated by a discrete-time Markov chain*	2
Symmetric branching random walks in random media: comparing theoretical and numerical results	1
Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns	1
Harvesting optimization with stochastic differential equations models: is the optimal enemy of the good?	1
Some results on stochastic comparisons of two finite mixture models with general components	1
Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing	1
Expected utility maximization for unobservable Markov-modulated jump-diffusion process with constraint on wealth	1
On the Gaussian Volterra processes with power-type kernels	1
Bernstein polynomial of recursive regression estimation with censored data	1
Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay	1
The Sackin index and depth of leaves in generalized Schröder trees	1
Moments and asymptotic properties for supercritical branching processes with immigration in random environments	1
Quenched weighted moments for a branching process with immigration in a random environment	1
On complete convergence for weighted sums of m -widely acceptable random variables under sub-linear expectations and its statistical applications	1
Asymptotic analysis of the sojourn time of a batch in a M ^{[ X ]} / M<	1
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model	1
Complete f -moment convergence for a class of random variables with related statistical applications	1
Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate	1
Adding edge dynamics to bipartite random-access networks	1
Sensitivities of some performance measures of quasi-birth-and-death processes	1
A q -binomial extension of the CRR asset pricing model	1
Moments based matrix representation of Markov and rational arrival processes with reduced rank marginal	1
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach	1
Reduced processes evolving in a mixed environment	1
On a class of critical Markov branching processes with non-homogeneous Poisson immigration	1
Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement	1
Singular perturbation for a two-class processor-sharing queue with impatience	1
Coalescence in branching processes with age dependent structure in population	1
Limit theorems for globally perturbed random walks	1
A stochastic fluid model approach to the stationary distribution of the maximal priority process	1
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures	1
Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence	1
Some asymptotics for short maturity Asian options	1
Stochastic epidemic spreading: not all super-spreading processes are born equal, neither all lockdown strategies	1
Stochastic non-bipartite matching models and order-independent loss queues	0
Economic shipping policies for assuring safety integrity level of E/E/PE safety-related software	0
Priorities at the end of service	0
Functional limit theorems for the multi-dimensional elephant random walk	0
Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications	0
Modeling escape from extinction with decomposable multi-type Sevastyanov branching processes	0
Analysis of a stochastic hybrid Gompertz tumor growth model driven by Lévy noise	0
The longest edge of the one-dimensional soft random geometric graph with boundaries	0
On stochastic comparisons of finite mixture models	0

On asymptotic structure of critical Galton-Watson branching processes allowing immigration with infinite variance	0
On population growth with catastrophes	0
On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics	0
The stochastic Leibniz formula for Volterra integrals under enlarged filtrations	0
A queueing model with ON/OFF sources: approximation and stationarity	0
Accurate and efficient approximation of large-scale appointment schedules	0
Existence of global solutions of a nonautonomous semilinear equation with varying reaction	0
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise	0
Heterogeneous reinsurance premiums under a trilateral stochastic differential game	0
Joint discrete and continuous matrix distribution modeling	0
Late levels of nested occupancy scheme in random environment	0
Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources	0
Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation	0
Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures	0
First passage time density of an Ornstein–Uhlenbeck process with broken drift	0
Stochastic domination of exit times for random walks and Brownian motion with drift	0
A stochastic delayed SIS epidemic model with Holling type II incidence rate	0
Asset-liability management with state-dependent utility in the regime-switching market	0
Stationary analysis of a constrained Markov fluid model with two buffers	0
Strong convergence to two-dimensional alternating Brownian motion processes	0
Modeling gene content across a phylogeny to determine when genes become associated	0
On the area between a Lévy process with secondary jump inputs and its reflected version	0
Poisson random measures and supercritical multitype Markov branching processes	0
Geometrical interpretation of the population entropy maximum	0
The killed Brox diffusion	0
Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions	0
Fisher and Bayes-Fisher information measures for finite mixture distributions	0
A stochastic liquidity risk model with stochastic volatility and its applications to option pricing	0
The consistency of the estimators in semiparametric regression model based on m -asymptotic negatively associated errors	0
On cover times of Markov chains	0
Probability laws of consensus in a broadcast-based consensus-forming algorithm	0
On age composition of dynamic heterogeneous populations	0
Some stochastic comparison results for frailty and resilience models	0
One-to-one correspondences between discrete multivariate stationary, self-similar, and stationary increment fields	0
Alternating renewal processes with instantaneous rewards	0
Numerical solutions of regime-switching functional diffusions with infinite delay	0
A stochastic model for the optimal allocation of hydropower flexibility in renewable energy markets	0
Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues	0
Weighted Dyck paths and nonstationary queues	0
Reliability analysis for systems with interactive competing degradation processes and mixed shock effects	0
Integer-valued autoregressive processes with prespecified marginal and innovation distributions: a novel perspective	0
Periodic mean-reverting stochastic differential equations and parameter estimations for seasonal data	0
Continuous scaled phase-type distributions	0
Mean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications	0
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance	0
Preface of the special issue on Branching Processes and Applications (IWBPA2021)	0
Running supremum of Brownian motion in dimension 2: exact and asymptotic results	0
Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^*	0
A joint replenishment production-inventory model as an MMAP[K]/PH[K]/1 queue	0
Predator–prey density-dependent branching processes	0
Sensitivity analysis for a Markov regenerative software rejuvenation model	0
Increasing Gambler’s Ruin duration and Brownian motion exit times	0
Diffusion approximation of controlled branching processes using limit theorems for random step processes	0
A.s. convergence rate for Mandelbrot’s cascade in a random environment	0
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information	0
Stochastic models of stem cells and their descendants under different criticality assumptions	0
Gambler’s ruin with random stopping	0
Complete convergence and complete moment convergence for weighted sums of m -extended negatively dependent random variables and an application	0
Asymptotic analysis for optimal dividends in a dual risk model	0