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 2021-02-01 to 2025-02-01.)

Article	Citations
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane	14
Central limit theorems for martingales-II: convergence in the weak dual topology	11
Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise	9
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations	7
Numerical approximations of coupled forward–backward SPDEs	7
Comparison theorem for path dependent SDEs driven by G-Brownian motion	7
Probabilistic interpretations of nonclassic Adomian polynomials	7
Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces	6
Asymptotics for multifactor Volterra type stochastic volatility models	6
On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model	6
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	6
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM	5
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	5
A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition	5
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay	5
Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in L^p spaces	4
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	4
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	4
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	4
Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	4
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion	4
Feller property of regime-switching jump diffusion processes with hybrid jumps	4
Hybrid fractional derivative for modeling and analysis of cancer treatment with virotherapy	4
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	4
Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise	3

Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	3
Irregular barrier reflected BSDEs driven by a Lévy process	3
Spatial average for the solution to the heat equation with Rosenblatt noise	3
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	3
Diffusion processes and a random ODE arising in macroeconomics	3
A dynamic version of the super-replication theorem under proportional transaction costs	3
Inhomogeneous time change equations for Markov chains and their applications	3
On analysis of complex administrative data: neural networks, modelling and prediction	2
The dynamics and application of a stochastic delayed SIS epidemic model with vaccination	2
Ergodicity for three-dimensional stochastic Navier–Stokes equations with Markovian switching	2
The exponential behavior and stabilizability of a stochastic 3D magnetohydrodynamic – Alpha model with cylindrical multiplicative noise	2
Mixed Poisson process with Stacy mixing variable	2
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion	2
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	2
The harmonic mean formula for random processes	2
Forward-backward stochastic equations: a functional fixed point approach	2
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	2
Continuous-time zero-sum games for Markov chains with risk-sensitive finite-horizon cost criterion	2
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients	2
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	2
Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations	2
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	2