OOIR: Observatory of International Research

Papers

(The TQCC of Stochastics-An International Journal of Probability and Stochastic Pro 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 2020-05-01 to 2024-05-01.)

Article	Citations
Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)	31
Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations	21
On stability of stochastic differential equations with random impulses driven by Poisson jumps	17
Practical stability with respect to a part of variables of stochastic differential equations	16
Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay	10
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	9
Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion	9
Existence and controllability results for nonlocal stochastic integro-differential equations	8
Poisson generalized gamma process and its properties	8
Optimal stopping problems for maxima and minima in models with asymmetric information	7
Exponential stability of nonlinear fractional stochastic system with Poisson jumps	6
Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations	6
Multi-dimensional sequential testing and detection	5
Quadratic BSDEs with jumps and related PIDEs	5
Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application	5
General methods for bounding multidimensional ruin probabilities in regime-switching models	4
Discounted optimal stopping problems in continuous hidden Markov models	4
Nonlinear filtering of stochastic differential equations with correlated Lévy noises	4
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest	4
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence	3
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence	3
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman–Forchheimer equations in bounded domains	3
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition	3
Structural classification of continuous time Markov chains with applications	3
Asymptotic minimization of expected time to reach a large wealth level in an asset market game	3

A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps	3
A supplement to the laws of large numbers and the large deviations	3
Martingale representation in progressively enlarged Lévy filtrations	3
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences	3
Approximation of Kolmogorov–Smirnov test statistic	3
Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay	3
Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup	3
Generalized white noise analysis and topological algebras	2
On inverse-power Poisson functionals	2
Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients	2
Principal-agent problem with multiple principals	2
Perpetual integral functionals of multidimensional stochastic processes	2
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model	2
Some harmonic functions for killed Markov branching processes with immigration and culling	2
Solvability of forward–backward stochastic difference equations with finite states	2
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns	2
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations	2
Central limit theorem for the capacity of the range of stable random walks	2
On comparison theorem for optional SDEs via local times and applications	2
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	2
Girsanov theorem for multifractional Brownian processes	2
Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups	2