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 2022-08-01 to 2026-08-01.)

Article	Citations
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	8
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	7
Mixed Poisson process with Stacy mixing variable	6
Filtering of stochastic nonlinear wave equations	6
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	6
On distribution-dependent stochastic differential equations with non-Lipschitz coefficients driven by G -Brownian motion	6
Total variation distance and compound poisson approximations for random sums	6
Itô’s formula for Itô processes defined with respect to a cylindrical martingale-valued measure	5
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	4
On the Ayed-Kuo stochastic integration for anticipating integrands	4
Mixtures of multivariate Gaussians	3
Weak approximation for Gaussian processes from renewal processes	3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	3
Current-valued processes induced by diffusions and foliated Brownian motion	3
Flexible extreme value inference	3
Multivalued backward stochastic differential equations with jumps and moving boundary	3
A new look to branching Brownian motion from a particle-based reaction–diffusion dynamics point of view	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
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
Affine term structure models driven by independent Lévy processes	2
A stochastic maximum principle for CBI processes	2
The conditional m-spacings and their stochastic properties	2
A stochastic differential equation SIS model on network under Markovian switching	2
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	2

A representation theorem for set-valued submartingales	2
Pricing a guaranteed annuity option under a stochastic correlation setting	2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	2
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ ⁿ	2
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	2
On the inverse gamma subordinator	2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	2