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 2022-05-01 to 2026-05-01.)

Article	Citations
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	12
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	9
Filtering of stochastic nonlinear wave equations	7
Total variation distance and compound poisson approximations for random sums	7
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	6
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	5
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	5
Mixed Poisson process with Stacy mixing variable	5
Current-valued processes induced by diffusions and foliated Brownian motion	4
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	4
Approximate controllability of time-fractional impulsive Navier-Stokes equation with fractional Brownian motion with an application to turbulence control	4
On the Ayed-Kuo stochastic integration for anticipating integrands	4
Flexible extreme value inference	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3
A stochastic maximum principle for CBI processes	3
A note on regularity property of stochastic convolutions for a class of functional differential equations	3
Mixtures of multivariate Gaussians	3
Pricing a guaranteed annuity option under a stochastic correlation setting	3
A representation theorem for set-valued submartingales	3
A stochastic differential equation SIS model on network under Markovian switching	3
Rare events analysis and computation for stochastic evolution of bacterial populations	3
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	3
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	3
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	3

Cameron–Martin type theorem for a class of non-Gaussian measures	2
On the inverse gamma subordinator	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
Asymptotic of the running maximum distribution of a Gaussian Bridge	2
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	2
On the superposition and thinning of generalized counting processes	2
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	2
On set-valued Itô’s integrals and set-valued martingales	2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	2
Diffusion processes and a random ODE arising in macroeconomics	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Spatially dense stochastic epidemic models with infection-age dependent infectivity	2
Gaussian fluctuation for spatial average of super-Brownian motion	2
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion	1
A contraction theory for Sinkhorn and Schrödinger bridges via log-Sobolev inequalities	1
Large deviation principle for pseudo-monotone evolutionary equation	1
Coupled forward-backward stochastic differential equations with jumps in random environments	1
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces	1
Non-standard ANOVA like statistical analysis of Cobetia marina MM1IDA2H-1 biofilm formation behavior at different temperatures	1
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
The well-posedness and regularities for distribution-dependent SDEs with discontinuous and superlinear drifts	1
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ ^N	1
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	1
Generalized solutions to hyperbolic systems with random field coefficients	1
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	1
Modeling of measurement error in financial returns data	1
The Itô formula on time scales	1
Asymptotics for multifactor Volterra type stochastic volatility models	1
Parabolic Anderson model with rough initial condition: continuity in law of the solution	1
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	1
Stability analysis of stochastic 3D Navier-Stokes-Voigt equations with infinite delay	1