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 2020-11-01 to 2024-11-01.)

Article	Citations
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion	14
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	11
Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion	10
Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	9
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	7
The first-passage area of Ornstein-Uhlenbeck process revisited	7
Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in L^p spaces	7
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	7
A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion	6
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	6
A fractional model for the COVID-19 pandemic: Application to Italian data	6
Mathematical modeling of smoking habits in the society	6
Dynamics of a stochastic SICA epidemic model for HIV transmission with higher-order perturbation	6
Stochastic SIS epidemic model on network with Lévy noise	6
On the first-passage times of certain Gaussian processes, and related asymptotics	6
Persistence and extinction criteria of Covid-19 pandemic: India as a case study	5
Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain	5
Approximate controllability of stochastic differential system with non-Lipschitz conditions	5
Liouville’s equations for random systems	5
Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations	5
Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation	4
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero	4
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	4
Optimal stopping games in models with various information flows	4
Periodic measures of impulsive stochastic Hopfield-type lattice systems	4

A stochastic differential equation SIS model on network under Markovian switching	4
On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes	4
Modeling high frequency stock market data by using stochastic models	4
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019	4
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion	4
Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations	3
REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management	3
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations	3
On the convergence of carathéodory numerical scheme for Mckean-Vlasov equations	3
First passage times for some classes of fractional time-changed diffusions	3
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	3
Singular paths spaces and applications	3
Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps	3
Irregular barrier reflected BSDEs driven by a Lévy process	3
Dynamics of a stochastic multigroup SEI epidemic model	2
Approximation of BSDE with non Lipschitz coefficient	2
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	2
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case	2
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients	2
Stochastic near-optimal control for drug therapy in a random viral model with cellular immune response	2
Analysis of a stochastic coronavirus (COVID-19) Lévy jump model with protective measures	2
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	2
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	2
Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion	2
Asymptotics for multifactor Volterra type stochastic volatility models	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
On the Ayed-Kuo stochastic integration for anticipating integrands	2
Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise	2
A Kolmogorov-type theorem for stochastic fields	2
The inverse first-passage-place problem for Wiener processes	1
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	1
Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching	1
A probabilistic interpretation of the Bell polynomials	1
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises	1
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	1
Mixed Poisson process with Stacy mixing variable	1
The dynamics and application of a stochastic delayed SIS epidemic model with vaccination	1
The harmonic mean formula for random processes	1
Comparison theorem for path dependent SDEs driven by G-Brownian motion	1
Transportation inequalities for coupled systems of stochastic delay evolution equations with a fractional Brownian motion	1
On the sensitivity analysis of energy quanto options	1
Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations	1
On dose-response modeling for evaluation of drugs combinations	1
On the inverse gamma subordinator	1
Modeling social media addiction with case detection and treatment	1
Time-changed space-time fractional Poisson process	1
The exponential behavior and stabilizability of a stochastic 3D magnetohydrodynamic – Alpha model with cylindrical multiplicative noise	1
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	1
Continuous-time zero-sum games with probability criterion	1

Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	1
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	1
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space	1
Gaussian and hermite Ornstein–Uhlenbeck processes	1
Adaptive output feedback regulation for a class of uncertain feedforward stochastic nonlinear systems	1
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	1
A mathematical model for the removal of pollutants from the atmosphere through artificial rain	1
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	1
Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications	1
Forward-backward stochastic equations: a functional fixed point approach	1
Spatial average for the solution to the heat equation with Rosenblatt noise	1
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	1
Resolution of the skew Brownian motion equations with stochastic calculus for signed measures	1
Gaussian fluctuation for spatial average of super-Brownian motion	1
Numerical approximations of coupled forward–backward SPDEs	1