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 2021-04-01 to 2025-04-01.)

Article	Citations
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane	14
Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise	12
Probabilistic interpretations of nonclassic Adomian polynomials	11
On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model	9
Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces	8
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	7
Asymptotics for multifactor Volterra type stochastic volatility models	7
Diffusion processes and a random ODE arising in macroeconomics	6
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion	6
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	6
Central limit theorems for martingales-II: convergence in the weak dual topology	6
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay	5
Solution representation formula and Hopf lemma to Pucci’s equation	5
A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition	5
Hybrid fractional derivative for modeling and analysis of cancer treatment with virotherapy	5
Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in L^p spaces	4
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations	4
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	4
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM	4
Comparison theorem for path dependent SDEs driven by G-Brownian motion	4
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	4
On the superposition and thinning of generalized counting processes	3
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	3
Numerical approximations of coupled forward–backward SPDEs	3
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	3

Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	3
L ^p -solutions of backward doubly stochastic differential equations with time delayed generators	3
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	3
Feller property of regime-switching jump diffusion processes with hybrid jumps	3
A dynamic version of the super-replication theorem under proportional transaction costs	2
Inhomogeneous time change equations for Markov chains and their applications	2
Forward-backward stochastic equations: a functional fixed point approach	2
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	2
The harmonic mean formula for random processes	2
Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise	2
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	2
A comparison of stochastic and deterministic dynamics of tuberculosis model	2
L ² convergence of smooth approximations of stochastic differential equations with unbounded coefficients	2
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	2
Irregular barrier reflected BSDEs driven by a Lévy process	2
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	2
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	2
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	2