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 2021-05-01 to 2025-05-01.)

Article	Citations
Comparison theorem for path dependent SDEs driven by G-Brownian motion	15
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	13
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	9
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	8
The first-passage area of Ornstein-Uhlenbeck process revisited	7
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	7
Total variation distance and compound poisson approximations for random sums	6
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	6
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	6
Mixed Poisson process with Stacy mixing variable	6
On the Ayed-Kuo stochastic integration for anticipating integrands	6
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	6
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	6
Gaussian and hermite Ornstein–Uhlenbeck processes	5
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	5
Periodic measures of impulsive stochastic Hopfield-type lattice systems	4
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	4
Flexible extreme value inference	4
Rare events analysis and computation for stochastic evolution of bacterial populations	4
Mixtures of multivariate Gaussians	4
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	4
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	3
Statistical inference for a stochastic wave equation with Malliavin–Stein method	3
A representation theorem for set-valued submartingales	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3

Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	3
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	3
On the fractional stochastic integration for random non-smooth integrands	3
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	2
Approximate controllability of stochastic differential system with non-Lipschitz conditions	2
A stochastic differential equation SIS model on network under Markovian switching	2
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	2
A Jurdjevic-Quinn theorem for nonlinear stochastic systems	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
Zero and non-zero sum risk-sensitive Semi-Markov games	2
Correction	2
On the inverse gamma subordinator	2
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	2
Gaussian fluctuation for spatial average of super-Brownian motion	2
Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains	2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	2
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift	2
A note on regularity property of stochastic convolutions for a class of functional differential equations	2
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Asymptotic of the running maximum distribution of a Gaussian Bridge	2
On set-valued Itô’s integrals and set-valued martingales	2
Asymptotics for multifactor Volterra type stochastic volatility models	1
A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition	1
On the sensitivity analysis of energy quanto options	1
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
Forward-backward stochastic equations: a functional fixed point approach	1
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case	1
Probabilistic interpretations of nonclassic Adomian polynomials	1
Operator-stable-like processes	1
Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps	1
Numerical approximations of coupled forward–backward SPDEs	1
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	1
Analysis of a stochastic coronavirus (COVID-19) Lévy jump model with protective measures	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
Diffusion processes and a random ODE arising in macroeconomics	1
Large deviation principle for pseudo-monotone evolutionary equation	1
On the superposition and thinning of generalized counting processes	1
The exponential behavior and stabilizability of a stochastic 3D magnetohydrodynamic – Alpha model with cylindrical multiplicative noise	1
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	1
A note on the stochastic version of the Gronwall lemma	1
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ ^N	1
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	1
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	1
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	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
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1
Central limit theorems for martingales-II: convergence in the weak dual topology	0

REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management	0
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	0
A comparison of stochastic and deterministic dynamics of tuberculosis model	0
Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions	0
Irregular barrier reflected BSDEs driven by a Lévy process	0
Modeling the facets of burnout in Lisbon airport border officers using PLSc-SEM estimator	0
Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in L^p spaces	0
Optimal asset allocation with restrictions on liquidity	0
Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations	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
On dose-response modeling for evaluation of drugs combinations	0
Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	0
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space	0
Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise	0
A probabilistic interpretation of the Bell polynomials	0
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	0
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations	0
A Wasserstein coupled particle filter for multilevel estimation	0
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019	0
First passage times for some classes of fractional time-changed diffusions	0
Critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity	0
A zero-noise limit to a symmetric system of conservation laws	0
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero	0
The role of zooplankton in the growth of algal bloom: a mathematical study	0
Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise	0
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	0
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients	0
Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise	0
Semilinear Feynman–Kac formulae for B -continuous viscosity solutions	0
Well-posedness of stochastic Cahn-Hilliard-Brinkman system with regular potential	0
A dynamic version of the super-replication theorem under proportional transaction costs	0
Mathematical modeling of smoking habits in the society	0
Stable distributions and pseudo-processes related to fractional Airy functions	0
Brenier–Schrödinger problem on compact manifolds with boundary	0
Spatial average for the solution to the heat equation with Rosenblatt noise	0
Hybrid fractional derivative for modeling and analysis of cancer treatment with virotherapy	0
Notion of quadratic variation in Banach spaces	0
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM	0
Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach	0
The stochastic p -Laplace equation on ℝ ^d	0
The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation	0
Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching	0
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	0
Inhomogeneous time change equations for Markov chains and their applications	0
Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions	0
Stochastic SIS epidemic model on network with Lévy noise	0
Dynamics of a stochastic multigroup SEI epidemic model	0
Stochastic interconnected hybrid dynamic modeling for time-to-event processes	0
On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model	0
New discussion on the approximate controllability of Sobolev-type Hilfer fractional stochastic mixed Volterra-Fredholm integrodifferential inclusions of order 1 < μ < 2	0
Liouville’s equations for random systems	0
Exact characterisation of asymptotic running time for approximate gradient descent on random graphs	0
Parameter-dependent filtering of Gaussian processes in Hilbert spaces	0
On analysis of complex administrative data: neural networks, modelling and prediction	0
Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation	0
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations	0
Ergodicity for three-dimensional stochastic Navier–Stokes equations with Markovian switching	0
On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile	0
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane	0
Solution representation formula and Hopf lemma to Pucci’s equation	0
Large deviation principle for additive functionals of semi-Markov processes	0
Feller property of regime-switching jump diffusion processes with hybrid jumps	0
A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions	0
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay	0
Input-to-state stability for large-scale stochastic impulsive systems with state delay	0
Modeling high frequency stock market data by using stochastic models	0
Exponential synchronization of 2D cellular neural networks with boundary feedback	0
The harmonic mean formula for random processes	0
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	0
Large deviations for invariant measures of multivalued stochastic differential equations	0
Modeling social media addiction with case detection and treatment	0
Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications	0
On a special class of gibbs hard-core point processes modeling random patterns of non-overlapping grains	0
Singular paths spaces and applications	0
First-passage time distribution of a Brownian motion: two unexpected journeys	0