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 2021-11-01 to 2025-11-01.)

Article	Citations
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	25
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	18
The asymptotic equipartition property for a special Markov random field	12
On multitype branching processes with interaction	9
Uniform asymptotic estimates in a bidimensional time-dependent risk model with proportional reinsurance and general investment returns	8
Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise	6
A backward stochastic differential equation driven by fractional Brownian motion with the Osgood condition	6
On the optimality of stepwise policies for managing capacity, inventory and backorders	5
The Donsker delta function and local time for McKean–Vlasov processes and applications	5
Random periodic solutions for a class of hybrid stochastic differential equations	5
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation	5
Solvability of forward–backward stochastic difference equations with finite states	5
Convergence of the Euler–Maruyama method for stochastic fractional delay differential equations	5
Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*	5
Two-sided Poisson control of linear diffusions	4
On count data models based on Bernstein functions or their inverses	4
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses	4
Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability	3
RBDSDEs with jumps and optional Barrier and mean field game with common noise	3
Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators	3
Memory and anticipation: two main theorems for Markov regime-switching stochastic processes	3
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle	3
A Kalman filter for linear systems driven by time-space Brownian sheet	3
Limit theorems for some even-power integral functionals driven by fractional Brownian motion and fractional Brownian bridge	3
Simulating continuous-time autoregressive moving average processes driven by p -tempered α -stable Lévy processes	3

Existence and exponential stability in p th moment of non-autonomous stochastic integro-differential equations	3
Fractional periodic autoregression	3
Self-exciting jump processes and their asymptotic behaviour	3
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	3
Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups	3
Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models	3
On Besov regularity and local time of the solution to the stochastic heat equation	3
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations	2
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	2
Anticipated BSDEs with reflection in convex region	2
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation	2
On the steady states for the granular media equation: existence, local uniqueness, local stability and rate of convergence	2
Discounted nonzero-sum optimal stopping games under Poisson random intervention times	2
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers	2
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses	2
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	2
Mean field games with major and minor agents: the limiting problem and Nash equilibrium	2
Asymptotic behaviour analysis of hybrid stochastic functional differential equations driven by Levy process	2
Asymptotic spectral theory for spatial data	2
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness	2
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	2
A contagion process with self-exciting jumps in credit risk applications	1
General mean-field reflected backward doubly stochastic differential equations with weak monotonicity coefficients	1
Complete moment convergence for widely orthant dependent random variables	1
Probabilistic analysis of the ( q , 2)-Fock space: vacuum distribution and moments of the field operator	1
Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space	1
Lower and upper bounds for the explosion times of a system of semilinear SPDEs	1
Existence and uniqueness of strong solution for a stochastic hyperbolic–parabolic equation	1
Asymptotic analysis of a contagion risk measure with some dependence structures	1
Stability properties of some port-Hamiltonian SPDEs	1
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’	1
The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain	1
On Lyapunov conditions for the well-posedness of McKean–Vlasov stochastic differential delay equations	1
A class of self-similar processes indexed by R+×Cbn+1(R+)	1
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths	1
Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims	1
Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps	1
Sojourns of locally self-similar Gaussian processes	1
Vector random fields on the arccos-quasi-quadratic metric space	1
Higher order moments for SPDE with monotone nonlinearities*	1
Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications	1
Fractional Brownian motion ruin model with random inspection time	1
A closed-measure approach to stochastic approximation	1
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations	1
The Smoluchowski–Kramers approximation for a McKean–Vlasov equation subject to environmental noise with state-dependent friction	1
Wasserstein distance in terms of the comonotonicity copula	1
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	1
Law of large numbers and central limit theorem for renewal Hawkes processes	1
Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result	1
Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise	1

Bilateral birth and death process in q-calculus	1
Bounds for the expected supremum of some non-stationary Gaussian processes	1
Causal predictability between stochastic processes and filtrations	1
Blotto game with testing (the locks, bombs and testing model)	1
Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control	1
Brownian bridge with random length and pinning point for modelling of financial information	1
Asymptotic behavior of the improved trajectory fitting estimation for linear self-interacting diffusion process	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
Application of Itô processes and Schwartz distributions to local volatility for Margrabe options	1
Strong solutions for the stochastic Allen-Cahn-Navier-Stokes system	1