OOIR: Observatory of International Research

Papers

(The median citation count of Stochastic Analysis and Applications is 0. 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 2022-06-01 to 2026-06-01.)

Article	Citations
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	10
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	7
Filtering of stochastic nonlinear wave equations	7
Total variation distance and compound poisson approximations for random sums	6
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	6
Mixed Poisson process with Stacy mixing variable	5
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	5
Current-valued processes induced by diffusions and foliated Brownian motion	4
On the Ayed-Kuo stochastic integration for anticipating integrands	4
Weak approximation for Gaussian processes from renewal processes	4
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	4
Flexible extreme value inference	3
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	3
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	3
Approximate controllability of time-fractional impulsive Navier-Stokes equation with fractional Brownian motion with an application to turbulence control	3
Rare events analysis and computation for stochastic evolution of bacterial populations	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	3
A new look to branching Brownian motion from a particle-based reaction–diffusion dynamics point of view	3
Pricing a guaranteed annuity option under a stochastic correlation setting	3
Mixtures of multivariate Gaussians	3
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	2
A stochastic maximum principle for CBI processes	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
A representation theorem for set-valued submartingales	2
A stochastic differential equation SIS model on network under Markovian switching	2
On set-valued Itô’s integrals and set-valued martingales	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Affine term structure models driven by independent Lévy processes	2
On the inverse gamma subordinator	2
Spatially dense stochastic epidemic models with infection-age dependent infectivity	2
Odd fractional brownian motion and its main properties	1
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
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
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	1
Cameron–Martin type theorem for a class of non-Gaussian measures	1
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	1
On the superposition and thinning of generalized counting processes	1
Non-standard ANOVA like statistical analysis of Cobetia marina MM1IDA2H-1 biofilm formation behavior at different temperatures	1
Stability analysis of stochastic 3D Navier-Stokes-Voigt equations with infinite delay	1
Parabolic Anderson model with rough initial condition: continuity in law of the solution	1
Diffusion processes and a random ODE arising in macroeconomics	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
Deterministic and stochastic approaches to modeling the second wave of COVID-19 transmission in India and Brazil	1
Coupled forward-backward stochastic differential equations with jumps in random environments	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	1
The stochastic p -Laplace equation on ℝ ^d	0
A Wasserstein coupled particle filter for multilevel estimation	0
Notion of quadratic variation in Banach spaces	0
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	0
Mathematical modeling of smoking habits in the society	0
Exponential synchronization of 2D cellular neural networks with boundary feedback	0
Ergodicity for three-dimensional stochastic Navier–Stokes equations with Markovian switching	0
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces	0
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM	0
Hybrid fractional derivative for modeling and analysis of cancer treatment with virotherapy	0
Asymptotic variance in the central limit theorem for multilevel Markovian stochastic approximation	0
Feller property of regime-switching jump diffusion processes with hybrid jumps	0
Solution representation formula and Hopf lemma to Pucci’s equation	0
Well-posedness of stochastic Cahn-Hilliard-Brinkman system with regular potential	0
Dissipative measure valued solutions to the stochastic compressible Navier–Stokes equations and inviscid–incompressible limit	0
Noise-induced stabilization of a Gaussian-curve class of Hamiltonian systems	0
The role of zooplankton in the growth of algal bloom: a mathematical study	0
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	0
Stochastic interconnected hybrid dynamic modeling for time-to-event processes	0
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane	0
Asymptotics for multifactor Volterra type stochastic volatility models	0

On Filippov’s theorem for stochastic integral inclusions with mixed integrals in the plane	0
Stochastic semiflows for the 2D electroconvection system with rough transport noise	0
Modeling social media addiction with case detection and treatment	0
Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching	0
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	0
On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile	0
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	0
A comparison of stochastic and deterministic dynamics of tuberculosis model	0
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	0
Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces	0
A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients	0
New results on pseudo almost automorphic solutions in distribution to a mean field stochastic differential equation driven by fractional Brownian motion	0
Stable distributions and pseudo-processes related to fractional Airy functions	0
On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model	0
Hybrid XRXNet for multilingual legal text analysis: a resilient approach to classification and attack mitigation	0
Critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity	0
Almost surely polynomial stabilization by discrete-time feedback control	0
Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach	0
On a special class of gibbs hard-core point processes modeling random patterns of non-overlapping grains	0
Random attractors for stochastic reaction-diffusion equations with dynamic boundary conditions driven by nonlinear colored noise	0
Strong convergence of an implicit Euler-Maruyama scheme for Caputo stochastic fractional delay differential equations	0
Direct government subsidy (AFD): 40 years in Chilean higher education	0
New discussion on the approximate controllability of Sobolev-type Hilfer fractional stochastic mixed Volterra-Fredholm integrodifferential inclusions of order 1 < μ < 2	0
A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions	0
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	0
On dose-response modeling for evaluation of drugs combinations	0
The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation	0
Modeling the facets of burnout in Lisbon airport border officers using PLSc-SEM estimator	0
Generalized solutions to hyperbolic systems with random field coefficients	0
Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs	0
Semilinear Feynman–Kac formulae for B -continuous viscosity solutions	0
Exact characterisation of asymptotic running time for approximate gradient descent on random graphs	0
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	0
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019	0
Central limit theorems for martingales-II: convergence in the weak dual topology	0
Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions	0
First-passage time distribution of a Brownian motion: two unexpected journeys	0
Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions	0
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay	0
Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise	0
On analysis of complex administrative data: neural networks, modelling and prediction	0