OOIR: Observatory of International Research

Papers

(The median citation count of Stochastic Models is 0. 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 2022-05-01 to 2026-05-01.)

Article	Citations
A new mixed δ -shock model and associated reliability properties	13
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors	8
The estimation in Pólya–Eggenberger urn model with a delay	7
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion	6
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data	5
Periodic review inventory models with multiclass demands and fixed order costs	5
De Finetti’s Poissonian dividend control problem under spectrally positive Markov additive process	4
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift	4
A general result on complete f -moment convergence with its application to nonparametric regression models	4
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims	4
Complete dictionary type stochastic sparse representation and its applications in random process simulation	4
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions	4
Strong consistency of least squares estimators in simple linear EV regression models under m -END setting	4
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process	4
Clique and cycle frequencies in a sparse random graph model with overlapping communities	4
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations	4
Connection intervals in multi-scale infrastructure-augmented dynamic networks	3
A new type of CEV model: properties, comparison, and application to portfolio optimization	3
Queueing with priorities and standard service: Stoppable and unstoppable servers	3
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions	3
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions	3
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution	3
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples	3
Sequences of random matrices modulated by a discrete-time Markov chain*	3
Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate	2

Quenched weighted moments for a branching process with immigration in a random environment	2
Ergodicity for the 2D stochastic electrokinetic flow	2
Correction	2
Hidden equations of risk critical thresholds	2
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes	2
Limit theorems for globally perturbed random walks	2
On the Gaussian Volterra processes with power-type kernels	1
On complete convergence for weighted sums of m -widely acceptable random variables under sub-linear expectations and its statistical applications	1
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach	1
Some asymptotics for short maturity Asian options	1
Singular perturbation for a two-class processor-sharing queue with impatience	1
Asymptotic analysis of the sojourn time of a batch in a M ^{[ X ]} / M<	1
Complete f -moment convergence for a class of random variables with related statistical applications	1
A stochastic fluid model approach to the stationary distribution of the maximal priority process	1
Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay	1
The Sackin index and depth of leaves in generalized Schröder trees	1
Finding an NARE whose minimal nonnegative solution represents first-passage increments in two-dimensional Markov modulated Brownian motion	1
Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing	1
Expected utility maximization for unobservable Markov-modulated jump-diffusion process with constraint on wealth	1
Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement	1
On a class of critical Markov branching processes with non-homogeneous Poisson immigration	1
A distance-dependent random graph model and its analysis	1
Moments based matrix representation of Markov and rational arrival processes with reduced rank marginal	1
Numerical solutions of regime-switching functional diffusions with infinite delay	1
Stochastic epidemic spreading: not all super-spreading processes are born equal, neither all lockdown strategies	1
Adding edge dynamics to bipartite random-access networks	1
Some results on stochastic comparisons of two finite mixture models with general components	1
Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns	1
Sensitivities of some performance measures of quasi-birth-and-death processes	1
L ^p -solutions of backward stochastic differential equations with time-delayed generators	0
The killed Brox diffusion	0
Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions	0
The stochastic Leibniz formula for Volterra integrals under enlarged filtrations	0
Analysis of a stochastic hybrid Gompertz tumor growth model driven by Lévy noise	0
Geometrical interpretation of the population entropy maximum	0
Asymptotic efficiency in autoregressive processes driven by stationary Gaussian noise	0
Periodic mean-reverting stochastic differential equations and parameter estimations for seasonal data	0
Constrained mean-variance portfolio optimization for jump-diffusion process under partial information	0
On age composition of dynamic heterogeneous populations	0
Sensitivity analysis for a Markov regenerative software rejuvenation model	0
A.s. convergence rate for Mandelbrot’s cascade in a random environment	0
Asymptotic analysis for optimal dividends in a dual risk model	0
Priorities at the end of service	0
Stochastic models of stem cells and their descendants under different criticality assumptions	0
Some stochastic comparison results for frailty and resilience models	0
Stochastic domination of exit times for random walks and Brownian motion with drift	0
Continuous scaled phase-type distributions	0
On meeting and merging of stochastic flow of non-homogeneous Markov and semi-Markov dynamics	0
Preface of the special issue on Branching Processes and Applications (IWBPA2021)	0
Mean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications	0

A.s. convergence rates for a supercritical multi-type branching process in a random environment	0
Stationary analysis of a constrained Markov fluid model with two buffers	0
Accurate and efficient approximation of large-scale appointment schedules	0
Asset-liability management with state-dependent utility in the regime-switching market	0
Diffusion approximation of controlled branching processes using limit theorems for random step processes	0
Joint discrete and continuous matrix distribution modeling	0
Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures	0
The consistency of the estimators in semiparametric regression model based on m -asymptotic negatively associated errors	0
Heterogeneous reinsurance premiums under a trilateral stochastic differential game	0
Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources	0
Complete convergence and complete moment convergence for weighted sums of m -extended negatively dependent random variables and an application	0
Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence	0
Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation	0
Void probabilities and factorial moment measures of generalized Matérn hard-core point processes	0
Strong convergence to two-dimensional alternating Brownian motion processes	0
The longest edge of the one-dimensional soft random geometric graph with boundaries	0
Stationary workload and service times for some nonwork-conserving M/G/1 preemptive LIFO queues	0
A stochastic delayed SIS epidemic model with Holling type II incidence rate	0
Modeling gene content across a phylogeny to determine when genes become associated	0
Complete q-th moment convergence for the maximum of partial sums of m-negatively associated random variables and its application to the EV regression model^*	0
Complete f-moment convergence for arrays of rowwise m-negatively associated random variables and its statistical applications	0
On the area between a Lévy process with secondary jump inputs and its reflected version	0
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance	0
A queueing model with ON/OFF sources: approximation and stationarity	0
Gambler’s ruin with random stopping	0
Increasing Gambler’s Ruin duration and Brownian motion exit times	0
Economic shipping policies for assuring safety integrity level of E/E/PE safety-related software	0
On cover times of Markov chains	0
Minimal position of branching random walks in random environment: critical case	0
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures	0
One-to-one correspondences between discrete multivariate stationary, self-similar, and stationary increment fields	0
A stochastic liquidity risk model with stochastic volatility and its applications to option pricing	0
A q -binomial extension of the CRR asset pricing model	0
Functional laws of large numbers for marked Hawkes processes and compound marked Hawkes processes	0
Cramér moderate deviation for random walks conditioned to stay positive at all times	0
Doubly reflected backward stochastic differential equations: a jump Markov and semi-Markov processes setting	0
Fisher and Bayes-Fisher information measures for finite mixture distributions	0