OOIR: Observatory of International Research

Papers

(The median citation count of Stochastics-An International Journal of Probability and Stochastic Pro 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 2020-03-01 to 2024-03-01.)

Article	Citations
Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order q ∈ (1,2)	28
Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations	20
On stability of stochastic differential equations with random impulses driven by Poisson jumps	17
Practical stability with respect to a part of variables of stochastic differential equations	16
Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay	9
Poisson generalized gamma process and its properties	8
Existence and controllability results for nonlocal stochastic integro-differential equations	8
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	7
Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion	7
Exponential stability of nonlinear fractional stochastic system with Poisson jumps	6
Optimal stopping problems for maxima and minima in models with asymmetric information	6
Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations	6
Strong convergence properties for weighted sums of WNOD random variables and its applications in nonparametric regression models	5
Quadratic BSDEs with jumps and related PIDEs	5
Multi-dimensional sequential testing and detection	4
Almost periodic and periodic solutions of differential equations driven by the fractional Brownian motion with statistical application	4
Discounted optimal stopping problems in continuous hidden Markov models	4
General methods for bounding multidimensional ruin probabilities in regime-switching models	4
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest	4
Structural classification of continuous time Markov chains with applications	3
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence	3
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman–Forchheimer equations in bounded domains	3
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences	3
Asymptotic minimization of expected time to reach a large wealth level in an asset market game	3
A Fourier-based Picard-iteration approach for a class of McKean–Vlasov SDEs with Lévy jumps	3

Martingale representation in progressively enlarged Lévy filtrations	3
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence	3
Nonlinear filtering of stochastic differential equations with correlated Lévy noises	3
A supplement to the laws of large numbers and the large deviations	3
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition	2
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	2
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns	2
Sample path large deviations for the multiplicative Poisson shot noise process with compensation	2
Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups	2
Generalized white noise analysis and topological algebras	2
Solvability of forward–backward stochastic difference equations with finite states	2
Existence and smoothness of the density of the solution to fractional stochastic integral Volterra equations	2
Approximation of Kolmogorov–Smirnov test statistic	2
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations	2
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model	2
Some harmonic functions for killed Markov branching processes with immigration and culling	2
Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup	2
Stochastic averaging principle for two-time-scale jump-diffusion SDEs under the non-Lipschitz coefficients	2
Girsanov theorem for multifractional Brownian processes	2
Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay	2
Central limit theorem for the capacity of the range of stable random walks	2
On comparison theorem for optional SDEs via local times and applications	2
Derivative for the intersection local time of two independent fractional Brownian motions	1
Some strong laws of large numbers, L₂-convergence and complete convergence for m-AANA random vectors in Hilbert space	1
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion	1
Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations	1
On stationarity properties of generalized Hermite-type processes	1
Decoherence for Markov chains	1
Asymptotic moment estimation for stochastic Lotka–Volterra model driven by G-Brownian motion	1
Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability	1
Normal approximation for generalizedU-statistics and weighted random graphs	1
On a switching control problem with càdlàg costs	1
Brownian bridge with random length and pinning point for modelling of financial information	1
Zero-sum semi-Markov games with a probability criterion	1
On optimal threshold stopping times for Ito diffusions	1
Solving stochastic equations with unbounded nonlinear perturbations	1
Functional central limit theorems for epidemic models with varying infectivity	1
Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process	1
Consistency and asymptotic normality of wavelet estimator in a nonparametric regression model	1
On inverse-power Poisson functionals	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
Principal-agent problem with multiple principals	1
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions	1
Random periodic solutions for a class of hybrid stochastic differential equations	1
Pricing double volatility barriers option under stochastic volatility	1
A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling	1
Maximal inequalities in noncommutative probability spaces	1
Adaptive importance sampling for multilevel Monte Carlo Euler method	1
Periodic averaging theorems for neutral stochastic functional differential equations involving delayed impulses	1
Some mean convergence theorems for weighted sums of Banach space valued random elements	1

Obituary	1
On perpetual American options in a multidimensional Black–Scholes model	1
Hitting times for sticky skew CIR process	1
How long does the surplus stay close to its historical high?	1
On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II	1
Self-exciting jump processes and their asymptotic behaviour	1
Random uniform attractor and random cocycle attractor for non-autonomous stochastic FitzHugh–Nagumo system on unbounded domains	1
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	1
Independent increment processes: a multilinearity preserving property	1
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	1
Perpetual integral functionals of multidimensional stochastic processes	1
Statistical causality and purely discontinuous local martingales	1
Collective epidemics with asymptomatics and functional infection rates	1
Geometric ergodicity of the multivariate COGARCH(1,1) process	1