Stochastic Processes and Their Applications

Papers
(The H4-Index of Stochastic Processes and Their Applications is 13. 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Probabilistic approach to singular perturbations of viscosity solutions to nonlinear parabolic PDEs24
High order asymptotic expansion for Wiener functionals23
Asymmetric attractive zero-range processes with particle destruction at the origin22
Exact asymptotics of ruin probabilities with linear Hawkes arrivals21
Lines of descent in a Moran model with frequency-dependent selection and mutation15
Laws of the iterated logarithm for occupation times of Markov processes15
Strict local martingales and the Khasminskii test for explosions15
Editorial Board15
Stochastic parallel translations and diffusions on the Wasserstein space over 14
Drift estimation for a multi-dimensional diffusion process using deep neural networks14
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems14
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes13
Correlation bound for a one-dimensional continuous long-range Ising model13
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