OOIR: Observatory of International Research

Papers

(The TQCC of Stochastic Analysis and Applications is 2. 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
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	6
Total variation distance and compound poisson approximations for random sums	6
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	5
Mixed Poisson process with Stacy mixing variable	5
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
Current-valued processes induced by diffusions and foliated Brownian motion	4
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
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
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
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	2
A stochastic maximum principle for CBI processes	2