OOIR: Observatory of International Research

Papers

(The TQCC of Stochastic Analysis and Applications is 3. 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 2020-03-01 to 2024-03-01.)

Article	Citations
The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm	72
Fractional neutral stochastic differential equations with Caputo fractional derivative: Fractional Brownian motion, Poisson jumps, and optimal control	22
Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion	21
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion	12
Modeling of Allee effect in biofilm formation via the stochastic bistable Allen–Cahn partial differential equation	12
Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion	10
Tempered fractional Poisson processes and fractional equations with Z-transform	10
Approximate controllability of second-order non-autonomous stochastic impulsive differential systems	9
On COVID-19 outbreaks predictions: Issues on stability, parameter sensitivity, and precision	8
Global well-posedness and long-term behavior of discrete reaction-diffusion equations driven by superlinear noise	8
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	8
The second-order parabolic PDEs with singular coefficients and applications	7
New stochastic operational matrix method for solving stochastic Itô–Volterra integral equations characterized by fractional Brownian motion	7
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	7
Quadratic operators corresponding to permutations	7
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	6
Functional central limit theorems for multivariate Bessel processes in the freezing regime	6
A Haar wavelet method for linear and nonlinear stochastic Itô–Volterra integral equation driven by a fractional Brownian motion	5
Optimal time-consistent reinsurance strategies for mean-variance insurers under thinning dependence structure	5
Nonzero-sum risk-sensitive stochastic differential games with discounted costs	5
Mathematical modeling of smoking habits in the society	5
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	5
A fractional model for the COVID-19 pandemic: Application to Italian data	5
Ergodic risk-sensitive stochastic differential games with reflecting diffusions in a bounded domain	5
Variance swaps, volatility swaps, hedging and bounds under multi-factor Heston stochastic volatility model	5

Parametric inference for stochastic differential equations driven by a mixed fractional Brownian motion with random effects based on discrete observations	5
Modeling high frequency stock market data by using stochastic models	4
A complete convergence theorem for row sums from arrays of rowwise independent random elements in Rademacher type p Banach spaces. II	4
Stochastic SIS epidemic model on network with Lévy noise	4
Optimal stopping games in models with various information flows	4
On the first-passage times of certain Gaussian processes, and related asymptotics	4
Periodic measures of impulsive stochastic Hopfield-type lattice systems	4
Liouville’s equations for random systems	4
Existence, renormalization, and regularity properties of higher order derivatives of self-intersection local time of fractional Brownian motion	4
Random dynamics for non-autonomous stochastic evolution equations without uniqueness on unbounded narrow domains	4
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero	4
Global and non-global solutions of a fractional reaction-diffusion equation perturbed by a fractional noise	4
Persistence and extinction criteria of Covid-19 pandemic: India as a case study	4
Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation	4
The first-passage area of Ornstein-Uhlenbeck process revisited	4
Singular paths spaces and applications	3
An anticipative stochastic minimum principle under enlarged filtrations	3
Beyond the hypothesis of boundedness for the random coefficient of Airy, Hermite and Laguerre differential equations with uncertainties	3
Dynamics of a stochastic SICA epidemic model for HIV transmission with higher-order perturbation	3
Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	3
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019	3
Approximate controllability of stochastic differential system with non-Lipschitz conditions	3
First passage times for some classes of fractional time-changed diffusions	3
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations	3
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	3
A stochastic differential equation SIS model on network under Markovian switching	3
On the sum of independent generalized Mittag–Leffler random variables and the related fractional processes	3
Irregular barrier reflected BSDEs driven by a Lévy process	3
Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in L^p spaces	3