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 2021-10-01 to 2025-10-01.)
ArticleCitations
Distribution tails of a history-dependent random linear recursion13
A new mixed δ-shock model and associated reliability properties12
Matrix-analytic methods for the analysis of stochastic fluid-fluid models11
Discrete Time Minimal Repair Process and Its Reliability Applications under Random Environments9
Asymptotic normality for the weighted estimators in heteroscedastic partially linear regression model under dependent errors7
The threshold dynamics of a stochastic two-patch brucellosis model6
The estimation in Pólya–Eggenberger urn model with a delay6
A stochastic log-logistic diffusion process: Statistical computational aspects and application to real data6
Nadaraya-Watson estimators for stochastic differential equations driven by fractional Brownian motion5
Periodic review inventory models with multiclass demands and fixed order costs5
Clique and cycle frequencies in a sparse random graph model with overlapping communities4
Random walk on a quadrant: mapping to a one-dimensional level-dependent Quasi-Birth-and-Death process4
A general result on complete f -moment convergence with its application to nonparametric regression models4
Some convergence properties for arrays of rowwise asymptotically almost negatively associated random variables under sub-linear expectations4
Diffusion approximations for periodically arriving expert opinions in a financial market with Gaussian drift4
Optimizing Erlangization-based approximations for finite discrete distributions and discrete phase-type distributions4
A fluid approach to total-progeny-dependent birth-and-death processes3
Connection intervals in multi-scale infrastructure-augmented dynamic networks3
The rates of strong consistency for estimators in heteroscedastic partially linear errors-in-variables model for widely orthant dependent samples3
Estimation of stress-strength reliability for multicomponent system with a generalized inverted exponential distribution3
Asymptotics for a diffusion-perturbed risk model with dependence structures, constant interest force, and a random number of delayed claims3
A stochastic fractional Laplace equation driven by colored noise on bounded domain, and its covariance functional3
The stationary and quasi-stationary properties of neutral multi-type branching process diffusions3
Sequences of random matrices modulated by a discrete-time Markov chain*2
Residue expansions and saddlepoint approximations in stochastic models using the analytic continuation of generating functions2
MTTF and availability of semi-Markov missions with non-identical generally distributed component lifetimes2
Quenched weighted moments for a branching process with immigration in a random environment2
Queueing with priorities and standard service: Stoppable and unstoppable servers2
Hidden equations of risk critical thresholds2
Correction2
Ergodicity for the 2D stochastic electrokinetic flow2
A new type of CEV model: properties, comparison, and application to portfolio optimization2
Limit theorems for globally perturbed random walks2
Some asymptotics for short maturity Asian options1
Stochastic epidemic spreading: not all super-spreading processes are born equal, neither all lockdown strategies1
A stochastic fluid model approach to the stationary distribution of the maximal priority process1
Synchronization and fluctuations for interacting stochastic systems with individual and collective reinforcement1
Harvesting optimization with stochastic differential equations models: is the optimal enemy of the good?1
Expected utility maximization for unobservable Markov-modulated jump-diffusion process with constraint on wealth1
Dynamics analysis of a delayed stochastic SIRS epidemic model with a nonlinear incidence rate1
On the Gaussian Volterra processes with power-type kernels1
Stochastic non-bipartite matching models and order-independent loss queues1
A q -binomial extension of the CRR asset pricing model1
Quality driven maintenance policies for a deteriorating system subject to non-self-announcing failures1
Robust optimal asset-liability management under square-root factor processes and model ambiguity: a BSDE approach1
Moments and asymptotic properties for supercritical branching processes with immigration in random environments1
On a class of critical Markov branching processes with non-homogeneous Poisson immigration1
Asymptotic analysis of the sojourn time of a batch in a M [ X ] / M<1
Singular perturbation for a two-class processor-sharing queue with impatience1
Adding edge dynamics to bipartite random-access networks1
Robust asset-liability management under CRRA utility criterion with regime switching: a continuous-time model1
Reduced processes evolving in a mixed environment1
Void probabilities and factorial moment measures of generalized Matérn hard-core point processes1
Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay1
The Sackin index and depth of leaves in generalized Schröder trees1
Finding an NARE whose minimal nonnegative solution represents first-passage increments in two-dimensional Markov modulated Brownian motion1
On complete convergence for weighted sums of m -widely acceptable random variables under sub-linear expectations and its statistical applications1
Sensitivities of some performance measures of quasi-birth-and-death processes1
Complete f -moment convergence for a class of random variables with related statistical applications1
Asymptotics for a perturbed bidimensional delay-claim risk model with heavy-tailed claims and stochastic returns1
Some results on stochastic comparisons of two finite mixture models with general components1
Coalescence in branching processes with age dependent structure in population1
Maintenance effort expense modeling based on cyclic Wiener processes of two types for edge OSS computing1
Symmetric branching random walks in random media: comparing theoretical and numerical results1
Priorities at the end of service1
Moments based matrix representation of Markov and rational arrival processes with reduced rank marginal1
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