Stochastic Analysis and Applications

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 2021-06-01 to 2025-06-01.)
ArticleCitations
Comparison theorem for path dependent SDEs driven by G-Brownian motion16
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space13
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method10
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration9
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion8
Total variation distance and compound poisson approximations for random sums7
Mixed Poisson process with Stacy mixing variable6
On the Ayed-Kuo stochastic integration for anticipating integrands6
The first-passage area of Ornstein-Uhlenbeck process revisited6
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces6
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients6
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process6
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters5
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function5
Rare events analysis and computation for stochastic evolution of bacterial populations4
Gaussian and hermite Ornstein–Uhlenbeck processes4
Mixtures of multivariate Gaussians4
Periodic measures of impulsive stochastic Hopfield-type lattice systems4
Flexible extreme value inference3
A Lyapunov approach to stability of positive semigroups: an overview with illustrations3
L p -solutions of backward doubly stochastic differential equations with time delayed generators3
Statistical inference for a stochastic wave equation with Malliavin–Stein method3
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV3
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises3
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift3
Stochastic applications of Caputo-type convolution operators with nonsingular kernels3
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator3
On the fractional stochastic integration for random non-smooth integrands3
A representation theorem for set-valued submartingales3
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on n 3
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises2
Correction2
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions2
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise2
Higher-order robust attractors for stochastic retarded degenerate parabolic equations2
Gaussian fluctuation for spatial average of super-Brownian motion2
Gaussian fluctuations of spatial averages of a system of stochastic heat equations2
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case2
Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains2
Zero and non-zero sum risk-sensitive Semi-Markov games2
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM2
A note on regularity property of stochastic convolutions for a class of functional differential equations2
Synchronization of stochastic lattice equations and upper semicontinuity of attractors2
Diffusion processes and a random ODE arising in macroeconomics2
A Jurdjevic-Quinn theorem for nonlinear stochastic systems2
On the inverse gamma subordinator2
A stochastic differential equation SIS model on network under Markovian switching2
On set-valued Itô’s integrals and set-valued martingales2
Asymptotic of the running maximum distribution of a Gaussian Bridge2
Probabilistic interpretations of nonclassic Adomian polynomials2
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