OOIR: Observatory of International Research

Papers

(The TQCC of Stochastics and Dynamics 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 2021-10-01 to 2025-10-01.)

Article	Citations
Singular limits for stochastic equations	13
Identifying stochastic governing equations from data of the most probable transition trajectories	11
A proof of the additivity of rough integral	10
The impact of noise on Burgers equations	10
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model	9
Stability and stabilization of large-scale distribution-dependent SDEs	8
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion	6
Distribution-dependent stochastic porous media equations	6
On the topological pressure of axial product on trees	6
Random invariant densities for markov operator cocycles and random mean ergodic theorem	6
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises	6
On the rate of convergence of weighted oscillating ergodic averages	5
Averaging principle for McKean–Vlasov SDEs with Lévy noise and Hölder coefficients	5
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter	5
Entropy formulae on Feldman–Katok metric of random dynamical systems	4
Quantum synchronization for stochastic Schrödinger–Lohe model	4
The fluctuational transition mechanism of non-hyperbolic chaotic invariant sets	4
Well-posedness and invariant measures for second-order stochastic lattice systems with superlinear diffusion terms	4
Dynamics of a stochastic phytoplankton–zooplankton system with defensive and offensive effects	4
Quadratic variation for the solution of the nonlinear stochastic wave equation	4
Random self-similar series over a rotation	4
Geometric ergodicity of SGLD via reflection coupling	3
Mean-field BSDEs with weak monotonicity and general growth generators	3
Gâteaux type path-dependent PDEs and BSDEs with Gaussian forward processes	3
A large deviation principle for reflected SPDEs on infinite spatial domain	3

C0,1-Itô chain rules and generalized solutions of parabolic PDEs	3
Asymptotic behavior of stochastic p-Laplacian equations with dynamic boundary conditions	3
Stochastic Newton equations in the strong potential limit for the multi-dimensional case	3
Deviation properties for linear self-attracting diffusion process and applications	3
Optimal index and averaging principle for Itô–Doob stochastic fractional differential equations	3
The most probable transition pathway of a predator–prey system under noise	2
Data-driven discovery of slow–fast stochastic differential equations with data binning and sparse bayesian strategy	2
Uniform large deviation principles of fractional reaction–diffusion equations driven by superlinear multiplicative noise on ℝn	2
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy	2
Well-posedness of a system of SDEs driven by jump random measures	2
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data	2
Approximations of Lévy processes by integrated fast oscillating Ornstein–Uhlenbeck processes	2
Locally Lipschitz BSDE with jumps and related Kolmogorov equation	2
Strong solutions and asymptotic behavior of bidomain equations with random noise	2
Reflected stochastic differential equations driven by standard and fractional Brownian motion	2
Semicontinuous evolution systems of enlarged measures for superlinear stochastic porous media lattice equations	2
Nonuniform dependence for high-dimensional modified Euler–Poincaré system with multiplicative noises	2
An example of intrinsic randomness in deterministic PDES	2
Reflected BSDEs driven by G-Brownian motion with time-varying Lipschitz coefficients	2
Intermittency phenomena for mass distributions of stochastic flows with interaction	2
Weak solutions and invariant measures for some class of SPDE’s	2
Rolling with random slipping and twisting: A large deviation point of view	2
Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem	2
Remotely almost periodicity for SDEs under the framework of evolution system	2
Unstable manifolds for rough evolution equations	2
A note on weak existence for singular SDEs	2
Averaging principle for stochastic 3D generalized Navier–Stokes equations	2
Quadratic variation and drift parameter estimation for the stochastic wave equation with space-time white noise	2
Kolmogorov bounds in the CLT of the LSE for Gaussian Ornstein Uhlenbeck processes	1
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process	1
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay	1
The exponential behavior and stability of the stochastic three-dimensional primitive equations driven by Lévy noise	1
On weak existence of solutions of degenerate McKean–Vlasov equations	1
Mean-field equilibrium price formation with exponential utility	1
The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise	1
Smoothness of invariant manifolds for stochastic evolution equations with non-dense domain	1
Physical measures of asymptotically autonomous dynamical systems	1
Limit theorems for Cox–Ingersoll–Ross process with externally and self-exciting jumps and application to finance	1
Regularization of differential equations by two fractional noises	1
Local zero-stability of rough evolution equations	1
Uniqueness and statistical properties of the Gibbs state on general one-dimensional lattice systems with Markovian structure	1
Average preserving variation processes in view of optimization	1
Global solutions for semilinear rough partial differential equations	1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion	1
Weak mean random attractors for nonautonomous stochastic parabolic equation with variable exponents	1
Mixing properties of a class of nonuniformly expanding maps — Application to Hölderian invariance principles	1
Mild solutions to time-fractional stochastic semi-linear wave equations	1
Dynamical behaviors of an impulsive stochastic neural field lattice model	1
Quenched limit theorems for expanding on average cocycles	1
A probabilistic numerical method for a class of mean field games	1

C1-convergence of unstable foliations of stochastic evolution equations on thin domain	1
A Monte Carlo algorithm for multiple stochastic integrals of stable processes	1
Three-dimensional stochastic Navier–Stokes equations with Markov switching	1
Parametrized families of Gibbs measures and their statistical inference	1
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient	1
Entropy estimates for uniform attractors of 2D Navier–Stokes equations with weakly normal measures	1
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise	1
An optimal estimate for linear reaction subdiffusion equations with Neumann boundary conditions	1
Berry–Esséen bound for complex Wiener–Itô integral	1
Analysis of a new stochastic Gompertz diffusion model for untreated human glioblastomas	1
Preface – Special issue: Random dynamics	1
Existence and concentration of positive solutions to a fractional system with saturable term	1
Author index Volume 23	1
First passage time and mean exit time for switching Brownian motion	1
Bohl–Perron theorem for random dynamical systems	1
Global well-posedness for the nonlinear generalized parabolic Anderson model equation	1
Author index Volume 24	1
On the coercivity condition in the learning of interacting particle systems	1
Large deviations for Hamiltonian systems on intermediate time scales	1
Reflected BSDES driven by G-brownian motion with non-Lipschitz coefficients	1
Space-time fractional Anderson model driven by Gaussian noise rough in space	1
Rate of convergence for the Smoluchowski–Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions	1
On the stability of mean-field stochastic differential equations with irregular expectation functional	1