OOIR: Observatory of International Research

Papers

(The TQCC of Stochastics-An International Journal of Probability and Stochastic Pro is 1. 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 2022-06-01 to 2026-06-01.)

Article	Citations
The asymptotic equipartition property for a special Markov random field	14
Uniform asymptotic estimates in a bidimensional time-dependent risk model with proportional reinsurance and general investment returns	9
A backward stochastic differential equation driven by fractional Brownian motion with the Osgood condition	7
On multitype branching processes with interaction	6
Convergence of the Euler–Maruyama method for stochastic fractional delay differential equations	6
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	6
Asymptotic log-Harnack inequality for a 2D stochastic two-phase flow model with degenerate noise	6
Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise	6
On the optimality of stepwise policies for managing capacity, inventory and backorders	6
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses	5
The Donsker delta function and local time for McKean–Vlasov processes and applications	5
On count data models based on Bernstein functions or their inverses	5
Limit theorems for some even-power integral functionals driven by fractional Brownian motion and fractional Brownian bridge	5
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation	5
Two-sided Poisson control of linear diffusions	4
Fractional linear birth-death process involving Hilfer-Prabhakar derivative	4
RBDSDEs with jumps and optional Barrier and mean field game with common noise	4
Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models	4
An analytic characterization of symbols of operators on non-Gaussian Mittag-Leffler functionals	4
Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators	4
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	4
Simulating continuous-time autoregressive moving average processes driven by p -tempered α -stable Lévy processes	4
Existence and exponential stability in p th moment of non-autonomous stochastic integro-differential equations	3
On Besov regularity and local time of the solution to the stochastic heat equation	3
Anticipated BSDEs with reflection in convex region	3

On a discrete approximation of a skew stable Lévy process	3
A Kalman filter for linear systems driven by time-space Brownian sheet	3
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle	3
Discounted nonzero-sum optimal stopping games under Poisson random intervention times	3
Fractional periodic autoregression	3
Memory and anticipation: two main theorems for Markov regime-switching stochastic processes	3
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations	3
Asymptotic behaviour analysis of hybrid stochastic functional differential equations driven by Levy process	3
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	2
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses	2
Higher order moments for SPDE with monotone nonlinearities*	2
Stability analysis for hybrid stochastic differential equations driven by Ornstein–Uhlenbeck process	2
Existence and uniqueness of strong solution for a stochastic hyperbolic–parabolic equation	2
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	2
Mean field games with major and minor agents: the limiting problem and Nash equilibrium	2
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers	2
McKean–Vlasov stochastic differential equations with oblique reflection on non-smooth time-dependent domains	2
Asymptotic analysis of a contagion risk measure with some dependence structures	2
Asymptotic spectral theory for spatial data	2
On the steady states for the granular media equation: existence, local uniqueness, local stability and rate of convergence	2
Fractional Brownian motion ruin model with random inspection time	2
Blotto game with testing (the locks, bombs and testing model)	2
Existence and uniqueness of invariant measures for a class of stochastic functional hydrodynamical type equations driven by degenerate white noise	1
Stochastic Burgers-Huxley equations: global solvability, large deviations and ergodicity	1
On merging of stochastic system of semi-Markov dynamics	1
On Lyapunov conditions for the well-posedness of McKean–Vlasov stochastic differential delay equations	1
Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims	1
A Schauder–Tychonoff fixed-point approach for nonlinear Lévy driven reaction–diffusion systems	1
Caputo stochastic fractional differential equations: Carathéodory scheme and weak convergence	1
On the Hawkes process with different exciting functions	1
Law of large numbers and central limit theorem for renewal Hawkes processes	1
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions	1
A class of self-similar processes indexed by R+×Cbn+1(R+)	1
Optimal dividend and risk control strategies for an insurer with two groups of reinsurers	1
Asymptotics and criticality for a space-dependent branching process	1
Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control	1
A strong law of large numbers for m-dependent random variables under sub-linear expectation	1
A closed-measure approach to stochastic approximation	1
Martingale representation on enlarged filtrations: the role of the accessible jump times	1
Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space	1
Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications	1
Causal predictability between stochastic processes and filtrations	1
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	1
Second-order asymptotics for randomly weighted sums of dependent subexponential random variables with applications to insurance	1
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations	1
Limit theorems for a class of processes generalizing the U -empirical process	1
Probabilistic analysis of the ( q , 2)-Fock space: vacuum distribution and moments of the field operator	1
Conditional convergence modes for random sequences and Lévy's equivalence theorem in the conditional framework	1
Large deviation principle for generalized multiple intersection local times of multidimensional Brownian motion	1
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion	1

Wasserstein distance in terms of the comonotonicity copula	1
Strong solutions for the stochastic Allen-Cahn-Navier-Stokes system	1
Complete moment convergence for widely orthant dependent random variables	1
The Smoluchowski–Kramers approximation for a McKean–Vlasov equation subject to environmental noise with state-dependent friction	1
Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
Lower and upper bounds for the explosion times of a system of semilinear SPDEs	1
Arbitrage in financial markets driven by fractional G -Brownian motion	1
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths	1
The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain	1
On the large-time behaviour of affine Volterra processes	1
General mean-field reflected backward doubly stochastic differential equations with weak monotonicity coefficients	1
Invariant measures of stochastic delay complex Ginzburg-Landau equations	1
Stability properties of some port-Hamiltonian SPDEs	1
Stochastic control model for chemotherapy of cancer	1
Asymptotic behavior of the improved trajectory fitting estimation for linear self-interacting diffusion process	1
Functional central limit theorems for epidemic models with varying infectivity	1
Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise	1
Vector random fields on the arccos-quasi-quadratic metric space	1
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’	1
Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps	1
Deep learning for solving initial path optimization of mean-field systems with memory	1
Sojourns of locally self-similar Gaussian processes	1