Stochastic Processes and Their Applications

Papers
(The H4-Index of Stochastic Processes and Their Applications is 15. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Exact asymptotics of ruin probabilities with linear Hawkes arrivals36
Editorial Board25
Laws of the iterated logarithm for occupation times of Markov processes22
Approximation of birth–death processes18
Stochastic functional differential equations with infinite delay under non-Lipschitz coefficients: Existence and uniqueness, Markov property, ergodicity, and asymptotic log-Harnack inequality18
A unified approach to the small-time behavior of the spectral heat content for isotropic Lévy processes18
The reverse Hölder inequality for matrix-valued stochastic exponentials and applications to quadratic BSDE systems18
Global strong solution for the stochastic tamed Chemotaxis–Navier–Stokes system in 17
Stochastic parallel translations and diffusions on the Wasserstein space over 17
Drift estimation for a multi-dimensional diffusion process using deep neural networks16
Strict local martingales and the Khasminskii test for explosions16
Exponential ergodicity of Lévy driven Langevin dynamics with singular potentials15
Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective15
Asymmetric attractive zero-range processes with particle destruction at the origin15
A law of large numbers concerning the distribution of critical points of random Fourier series15
High order asymptotic expansion for Wiener functionals15
0.1593189239502