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 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
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
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	7
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
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
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
Persistence and extinction criteria of Covid-19 pandemic: India as a case study	5
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
Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation	4
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
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
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
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