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 2021-11-01 to 2025-11-01.)

Article	Citations
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	16
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	9
Total variation distance and compound poisson approximations for random sums	8
Mixed Poisson process with Stacy mixing variable	8
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	7
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	6
The first-passage area of Ornstein-Uhlenbeck process revisited	6
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	5
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	5
Current-valued processes induced by diffusions and foliated Brownian motion	5
On the Ayed-Kuo stochastic integration for anticipating integrands	5
Gaussian and hermite Ornstein–Uhlenbeck processes	4
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	4
Mixtures of multivariate Gaussians	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	3
On the fractional stochastic integration for random non-smooth integrands	3
Flexible extreme value inference	3
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	3
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift	3
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
Rare events analysis and computation for stochastic evolution of bacterial populations	3
A representation theorem for set-valued submartingales	3
A stochastic differential equation SIS model on network under Markovian switching	2
Correction	2

Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	2
On set-valued Itô’s integrals and set-valued martingales	2
Asymptotic of the running maximum distribution of a Gaussian Bridge	2
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	2
A stochastic maximum principle for CBI processes	2
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	2
Gaussian fluctuation for spatial average of super-Brownian motion	2
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	2
Statistical inference for a stochastic wave equation with Malliavin–Stein method	2
A note on regularity property of stochastic convolutions for a class of functional differential equations	2
On the inverse gamma subordinator	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1
On the superposition and thinning of generalized counting processes	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	1
Operator-stable-like processes	1
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	1
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	1
Asymptotics for multifactor Volterra type stochastic volatility models	1
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	1
Numerical approximations of coupled forward–backward SPDEs	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
Cameron–Martin type theorem for a class of non-Gaussian measures	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
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ ^N	1
Exponential synchronization of 2D cellular neural networks with boundary feedback	1
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	1
A note on the stochastic version of the Gronwall lemma	1
Large deviation principle for pseudo-monotone evolutionary equation	1
The Itô formula on time scales	1
Diffusion processes and a random ODE arising in macroeconomics	1
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	1
The well-posedness and regularities for distribution-dependent SDEs with discontinuous and superlinear drifts	1
Stability analysis of stochastic 3D Navier-Stokes-Voigt equations with infinite delay	1
Rough homogenization for Langevin dynamics on fluctuating Helfrich surfaces	1
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	1