Stochastics and Dynamics

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 2021-03-01 to 2025-03-01.)
ArticleCitations
Preface – Special issue: Random dynamics19
Public private partnerships contract under moral hazard and ambiguous information16
Periodic measures for a class of SPDEs with regime-switching13
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise8
Reflected and doubly reflected BSDEs driven by RCLL martingales8
On the geometric ergodicity for a generalized IFS with probabilities8
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations8
Asymptotic pressure on some self-similar trees7
Space-time fractional Anderson model driven by Gaussian noise rough in space7
On the Topological Pressure of Axial Product on Trees6
A proof of the additivity of rough integral6
Wrapped processes on circular lattices for planar directions6
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise6
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise5
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model5
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient4
Continuity and topological structural stability for nonautonomous random attractors4
Deviation principles of a stochastic Leray-α system with fractional dissipation3
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging3
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process3
An example of intrinsic randomness in deterministic PDES3
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains3
The probability of events for stochastic parabolic equations3
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains3
The impact of noise on Burgers equations3
The most likely transition path for a class of distribution-dependent stochastic systems2
Well-posedness of a system of SDEs driven by jump random measures2
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises2
Stability and stabilization of large-scale distribution-dependent SDEs2
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy2
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion2
Unstable manifolds for rough evolution equations2
Singular limits for stochastic equations2
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations2
Stochastic dynamics and data science2
Rate of homogenization for fully-coupled McKean–Vlasov SDEs2
Identifying stochastic governing equations from data of the most probable transition trajectories2
Quadratic BSDEs with mean reflection driven by G-brownian motion2
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay2
Remotely almost periodicity for SDEs under the framework of evolution system2
Synchronization for KPZ2
Well-Posedness and Invariant Measures for Second-Order Stochastic Lattics Systems with Superlinear Diffusion Terms1
Holonomies for foliations with extreme disintegration behavior1
Sensitivity of steady states in a degenerately damped stochastic Lorenz system1
Attractors for multi-valued lattice dynamical systems with nonlinear diffusion terms1
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter1
Nonautonomous attractors and Young measures1
On the rate of convergence of weighted oscillating ergodic averages1
Preface for the Special Issue in Memory of María J. Garrido-Atienza1
On the coercivity condition in the learning of interacting particle systems1
High order Anderson parabolic model driven by rough noise in space1
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions1
Distribution-dependent stochastic porous media equations1
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations1
Uniform-In-Time Bounds for a Stochastic Hybrid System with fast Periodic Sampling and Small White-Noise1
Regularization of differential equations by two fractional noises1
Dynamics of a multi-species lottery competition model in stochastic environments1
On the stability of mean-field stochastic differential equations with irregular expectation functional1
The two-barrier escape problem for compound renewal processes with two-sided jumps1
Bohl–Perron theorem for random dynamical systems1
Large deviations for Hamiltonian systems on intermediate time scales1
Attractors of deterministic and random lattice difference equations1
Approximation for a generalized Langevin equation with high oscillation in time and space1
Random invariant densities for markov operator cocycles and random mean ergodic theorem1
Reflected stochastic partial differential equations with jumps1
On a stochastic nonlocal system with discrete diffusion modeling life tables1
A note on the G-Itô Formula and a comment on “Averaging Principle for SDEs of Neutral Type Driven by G-Brownian Motion”1
Global solutions for semilinear rough partial differential equations1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion1
Author index Volume 211
Average preserving variation processes in view of optimization1
Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping1
Local zero-stability of rough evolution equations1
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion1
Some perpetual integral functionals of the three-dimensional Bessel process1
Mean asymptotic behavior for stochastic Kuramoto–Sivashinshy equation in Bochner spaces1
Stochastic n-point D-bifurcations of stochastic Lévy flows and their complexity on finite spaces1
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