Stochastic Models

Papers
(The TQCC of Stochastic Models is 1. 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.)
ArticleCitations
Batch sojourn time in the processor sharing queue with geometric batch size11
Distribution tails of a history-dependent random linear recursion8
Economic shipping policies for assuring safety integrity level of E/E/PE safety-related software8
Optimal dividend and proportional reinsurance strategy for the risk model with common shock dependence7
A new type of CEV model: properties, comparison, and application to portfolio optimization7
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional6
Multivariate Hawkes processes with simultaneous occurrence of excitation events coming from different sources4
A fluid approach to total-progeny-dependent birth-and-death processes4
Sensitivity analysis for a Markov regenerative software rejuvenation model4
Asymptotic analysis for optimal dividends in a dual risk model3
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments3
Bernstein polynomial of recursive regression estimation with censored data3
Complete f -moment convergence for a class of random variables with related statistical applications3
Queueing with priorities and standard service: Stoppable and unstoppable servers3
Alternating renewal processes with instantaneous rewards3
A q -binomial extension of the CRR asset pricing model3
Parisian ruin with power-asymmetric variance near the optimal point with application to many-inputs proportional reinsurance2
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures2
Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions2
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples2
The estimation in Pólya–Eggenberger urn model with a delay2
Stochastic non-bipartite matching models and order-independent loss queues2
Numerical solutions of regime-switching functional diffusions with infinite delay2
Geometrical interpretation of the population entropy maximum2
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions2
Matrix-analytic methods for the analysis of stochastic fluid-fluid models2
A new mixed δ-shock model and associated reliability properties2
Stochastic comparisons of residual lives of series-parallel and parallel-series systems with independent subsystems consisting of dependent components2
A stochastic fluid model approach to the stationary distribution of the maximal priority process1
On asymptotic structure of critical Galton-Watson branching processes allowing immigration with infinite variance1
Poisson random measures and supercritical multitype Markov branching processes1
The threshold dynamics of a stochastic two-patch brucellosis model1
Periodic review inventory models with multiclass demands and fixed order costs1
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes1
Existence of global solutions of a nonautonomous semilinear equation with varying reaction1
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*1
Modeling gene content across a phylogeny to determine when genes become associated1
Sequences of random matrices modulated by a discrete-time Markov chain*1
Sensitivities of some performance measures of quasi-birth-and-death processes1
Mean-field fluctuations at diffusion scale in threshold-based randomized routing for processor sharing systems and applications1
Symmetric branching random walks in random media: comparing theoretical and numerical results1
Hidden equations of risk critical thresholds1
Running supremum of Brownian motion in dimension 2: exact and asymptotic results1
A joint replenishment production-inventory model as an MMAP[K]/PH[K]/1 queue1
Preface of the special issue on Branching Processes and Applications (IWBPA2021)1
Ergodicity for the 2D stochastic electrokinetic flow1
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors1
Late levels of nested occupancy scheme in random environment1
Stochastic models of stem cells and their descendants under different criticality assumptions1
The stochastic Leibniz formula for Volterra integrals under enlarged filtrations1
On the Gaussian Volterra processes with power-type kernels1
Fisher and Bayes-Fisher information measures for finite mixture distributions1
Reduced processes evolving in a mixed environment1
Predator–prey density-dependent branching processes1
Smooth-transition autoregressive models for time series of bounded counts1
Transient analysis of Markov modulated processes with Erlangization, ME-fication and inverse Laplace transformation1
On stochastic comparisons of finite mixture models1
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