OOIR: Observatory of International Research

Papers

(The median citation count of Stochastic Analysis and Applications 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 2020-03-01 to 2024-03-01.)

Article	Citations
The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm	72
Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control	22
Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion	21
Modeling of Allee effect in biofilm formation via the stochastic bistable Allen–Cahn partial differential equation	12
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion	12
Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion	10
Tempered fractional Poisson processes and fractional equations with Z-transform	10
Approximate controllability of second-order non-autonomous stochastic impulsive differential systems	9
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	8
On COVID-19 outbreaks predictions: Issues on stability, parameter sensitivity, and precision	8
Global well-posedness and long-term behavior of discrete reaction-diffusion equations driven by superlinear noise	8
Quadratic operators corresponding to permutations	7
The second-order parabolic PDEs with singular coefficients and applications	7
New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion	7
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	7
Functional central limit theorems for multivariate Bessel processes in the freezing regime	6
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	6
A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion	5
Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure	5
Nonzero-sum risk-sensitive stochastic differential games with discounted costs	5
Mathematical modeling of smoking habits in the society	5
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	5
A fractional model for the COVID-19 pandemic: Application to Italian data	5
Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain	5
Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model	5

Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations	5
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero	4
Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise	4
Persistence and extinction criteria of Covid-19 pandemic: India as a case study	4
Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation	4
The first-passage area of Ornstein-Uhlenbeck process revisited	4
Modeling high frequency stock market data by using stochastic models	4
A complete convergence theorem for row sums from arrays of rowwise independent random elements in Rademacher type p Banach spaces. II	4
Stochastic SIS epidemic model on network with Lévy noise	4
Optimal stopping games in models with various information flows	4
On the first-passage times of certain Gaussian processes, and related asymptotics	4
Periodic measures of impulsive stochastic Hopfield-type lattice systems	4
Liouville’s equations for random systems	4
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion	4
Random dynamics for non-autonomous stochastic evolution equations without uniqueness on unbounded narrow domains	4
On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes	3
Irregular barrier reflected BSDEs driven by a Lévy process	3
Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in L^p spaces	3
Singular paths spaces and applications	3
An anticipative stochastic minimum principle under enlarged filtrations	3
Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties	3
Dynamics of a stochastic SICA epidemic model for HIV transmission with higher-order perturbation	3
Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	3
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019	3
Approximate controllability of stochastic differential system with non-Lipschitz conditions	3
First passage times for some classes of fractional time-changed diffusions	3
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations	3
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	3
A stochastic differential equation SIS model on network under Markovian switching	3
Dynamics of a stochastic multigroup SEI epidemic model	2
An inverse problem for the first-passage place of some diffusion processes with random starting point	2
Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations	2
On the inverse gamma subordinator	2
REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management	2
A Kolmogorov-type theorem for stochastic fields	2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	2
Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains	2
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	2
Approximation of BSDE with non Lipschitz coefficient	2
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients	2
Asymptotics for multifactor Volterra type stochastic volatility models	2
On volume and surface densities of dynamical germ-grain models with ellipsoidal growth: a rigorous approach with applications to Materials Science	2
The law of the iterated logarithm for a piecewise deterministic Markov process assured by the properties of the Markov chain given by its post-jump locations	2
On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations	2
On the Ayed-Kuo stochastic integration for anticipating integrands	2
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	2
Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion	2
A probabilistic approach to Adomian polynomials	2
Modeling social media addiction with case detection and treatment	1
On local linearization method for stochastic differential equations driven by fractional Brownian motion	1

The law of the iterated logarithm for a class of SPDEs	1
Numerical approximations of coupled forward–backward SPDEs	1
Continuous-time zero-sum games with probability criterion	1
Comparison theorem for path dependent SDEs driven by G-Brownian motion	1
Stability of stochastic dynamic equations with time-varying delay on time scales	1
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space	1
On a mixed fractional Burgers type equation with polynomial nonlinearity and perturbed by fractional Brownian sheet	1
On Bernstein processes of maximal entropy	1
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises	1
The exponential behavior and stabilizability of a stochastic 3D magnetohydrodynamic – Alpha model with cylindrical multiplicative noise	1
Modeling the impact of early case detection on dengue transmission: deterministic vs. stochastic	1
Spatial average for the solution to the heat equation with Rosenblatt noise	1
A note on the continuity in the hurst index of the solution of rough differential equations driven by a fractional brownian motion	1
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	1
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	1
Large deviations for nonlinear stochastic Schrödinger equation	1
Optimal dynamic reinsurance strategies in multidimensional portfolio	1
Multiple barrier-crossings of an Ornstein-Uhlenbeck diffusion in consecutive periods	1
Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion	1
Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response	1
Gaussian and hermite Ornstein–Uhlenbeck processes	1
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1
Nonparametric estimation for small fractional diffusion processes with random effects	1
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations	1
Forward-backward stochastic equations: a functional fixed point approach	1
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	1
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case	1
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	1
Resolution of the skew Brownian motion equations with stochastic calculus for signed measures	1
The dynamics and application of a stochastic delayed SIS epidemic model with vaccination	1
On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach	1
Time-changed space-time fractional Poisson process	1
Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications	1
The inverse first-passage-place problem for Wiener processes	1
Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations	1
A mathematical model for the removal of pollutants from the atmosphere through artificial rain	1
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	1
Mean-field FBSDE and optimal control	1
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	1