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 2021-04-01 to 2025-04-01.)
ArticleCitations
Stochastic dynamics and data science24
Preface – Special issue: Random dynamics16
Invariant measure for 2D stochastic Cahn–Hilliard–Navier–Stokes equations13
Reflected and doubly reflected BSDEs driven by RCLL martingales8
On the geometric ergodicity for a generalized IFS with probabilities8
Public private partnerships contract under moral hazard and ambiguous information8
Study of the dynamics of two chemostats connected by Fickian diffusion with bounded random fluctuations8
Climate change for global warming 1.5∘C under the influence of multiplicative Gaussian noise7
Asymptotic pressure on some self-similar trees7
Space-time fractional Anderson model driven by Gaussian noise rough in space7
Wrapped processes on circular lattices for planar directions6
Continuity in law for solutions of SPDES with space-time homogeneous Gaussian noise6
A proof of the additivity of rough integral6
Exponential ergodicity for a stochastic two-layer quasi-geostrophic model5
On the topological pressure of axial product on trees5
Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient4
Strong rates of convergence of space-time discretization schemes for the 2D Navier–Stokes equations with additive noise4
Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging3
Deviation principles of a stochastic Leray-α system with fractional dissipation3
Uniform large deviations of fractional stochastic equations with polynomial drift on unbounded domains3
Stochastic averaging principle for neutral stochastic functional differential equations driven by G-Lévy process3
The probability of events for stochastic parabolic equations3
Nonuniform Dependence for High-Dimensional Modified Euler-Poincare System with Multiplicative Noises3
An example of intrinsic randomness in deterministic PDES3
Limit measures and ergodicity of fractional stochastic reaction–diffusion equations on unbounded domains3
The impact of noise on Burgers equations3
Identifying stochastic governing equations from data of the most probable transition trajectories2
Quadratic BSDEs with mean reflection driven by G-brownian motion2
Discrete-time approximation for backward stochastic differential equations driven by G-Brownian motion2
Stability and stabilization of large-scale distribution-dependent SDEs2
Periodic measures for a class of SPDEs with regime-switching2
An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion2
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
Rate of homogenization for fully-coupled McKean–Vlasov SDEs2
Synchronization for KPZ2
Continuity and topological structural stability for nonautonomous random attractors2
Remotely almost periodicity for SDEs under the framework of evolution system2
The asymptotic behavior of solutions for stochastic evolution equations with pantograph delay2
Unstable manifolds for rough evolution equations2
Singular limits for stochastic equations2
Numerical methods for fractional Fokker–Planck equation with multiplicative Marcus Lévy noises2
Stability analysis of a stochastic discrete pest-natural enemy model with integrated pest management strategy2
Preface for the Special Issue in Memory of María J. Garrido-Atienza2
Stochastic 2D rotating Euler flows with bounded vorticity or white noise initial conditions1
Some perpetual integral functionals of the three-dimensional Bessel process1
Wong–Zakai approximations and limiting dynamics of stochastic Ginzburg–Landau equations1
Sensitivity of steady states in a degenerately damped stochastic Lorenz system1
Global solutions for semilinear rough partial differential equations1
Stochastic averaging for a completely integrable Hamiltonian system with fractional Brownian motion1
Author index Volume 211
The two-barrier escape problem for compound renewal processes with two-sided jumps1
Bohl–Perron theorem for random dynamical systems1
Asymptotic Log-Harnack inequality for the 2D Ericksen–Leslie model system with degenerate noise and damping1
Local zero-stability of rough evolution equations1
On the coercivity condition in the learning of interacting particle systems1
Random invariant densities for markov operator cocycles and random mean ergodic theorem1
Attractors for multi-valued lattice dynamical systems with nonlinear diffusion terms1
Holonomies for foliations with extreme disintegration behavior1
On a stochastic nonlocal system with discrete diffusion modeling life tables1
Distribution-dependent stochastic porous media equations1
Parametrized Families of Gibbs Measures and Their Statistical Inference1
Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter1
Uniform-in-time bounds for a stochastic hybrid system with fast periodic sampling and small white-noise1
Average preserving variation processes in view of optimization1
A note on the G-Itô Formula and a comment on “Averaging Principle for SDEs of Neutral Type Driven by G-Brownian Motion”1
Approximation for a generalized Langevin equation with high oscillation in time and space1
Convergence problem of reduced Ostrovsky equation in Fourier–Lebesgue spaces with rough data and random data1
Reflected stochastic partial differential equations with jumps1
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
Regularization of differential equations by two fractional noises1
Large deviations of one-hidden-layer neural networks1
Dynamics of a multi-species lottery competition model in stochastic environments1
On the stability of mean-field stochastic differential equations with irregular expectation functional1
Nonautonomous attractors and Young measures1
On the rate of convergence of weighted oscillating ergodic averages1
Large deviations for Hamiltonian systems on intermediate time scales1
Attractors of deterministic and random lattice difference equations1
High order Anderson parabolic model driven by rough noise in space1
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