OOIR: Observatory of International Research

Papers

(The TQCC 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 2021-03-01 to 2025-03-01.)

Article	Citations
Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity	24
Application of Itô processes and Schwartz distributions to local volatility for Margrabe options	16
Central limit theorem for bifurcating Markov chains: the mother-daughters triangles case	9
Hedging portfolio for a market model of degenerate diffusions	7
Strong solutions for the stochastic Allen-Cahn-Navier-Stokes system	6
Asymptotic spectral theory for spatial data	6
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	5
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses	5
On a switching control problem with càdlàg costs	5
First-exit-time problems for two-dimensional Wiener and Ornstein–Uhlenbeck processes through time-varying ellipses	5
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	5
Mean field games with major and minor agents: the limiting problem and Nash equilibrium	4
Vector random fields on the arccos-quasi-quadratic metric space	4
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers	4
Wasserstein distance in terms of the comonotonicity copula	4
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	3
Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations	3
Effects of stochastic perturbations on a phytoplankton allelopathy competitive system	3
Trajectory fitting estimation for non-homogeneous reflected Ornstein–Uhlenbeck process driven by an α -stable process	3
On the random attractor for stochastic 2D hydrodynamical type equations with additive white noise	3
The asymptotic equipartition property for a special Markov random field	3
Generalized weighted number operators on functionals of discrete-time normal martingales	3
Reflecting image-dependent SDEs in Wasserstein space and large deviation principle	3
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	3
On consistency for wavelet estimator of regression function based on biased samples under extended negatively dependence	3

Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	3
Martingale representation in progressively enlarged Lévy filtrations	2
Random periodic solutions for a class of hybrid stochastic differential equations	2
Mosco convergence of strong laws of large numbers for triangular array of row-wise exchangeable random sets and fuzzy random sets	2
Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields	2
Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise	2
Risk-hedging a European option with a convex risk measure and without no-arbitrage condition	2
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness	2
On the strong laws of large numbers for double arrays of blockwise quasi-orthogonal random variables	2
On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations	2
Quadratic BSDEs with jumps and related PIDEs	2
On inverse-power Poisson functionals	2
Pathwise uniqueness of stochastic differential equations driven by Brownian motions and finite variation Lévy processes	2
Total-current population-dependent branching processes: analysis via stochastic approximation	2
A transformation method to study the solvability of fully coupled FBSDEs	2
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion	1
Bismut type derivative formulae and gradient estimate for multiplicative SDEs with fractional noises	1
On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II	1
Functional central limit theorems for epidemic models with varying infectivity	1
Risk-sensitive discounted Markov decision processes with unbounded reward functions and Borel spaces	1
Central limit theorem for the capacity of the range of stable random walks	1
Deep learning for solving initial path optimization of mean-field systems with memory	1
Optimal stopping problems for maxima and minima in models with asymmetric information	1
Risk-sensitive zero-sum games for continuous-time jump processes with unbounded rates and Borel spaces	1
Collective epidemics with asymptomatics and functional infection rates	1
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation	1
Optimal exercise of American options under time-dependent Ornstein–Uhlenbeck processes	1
Stochastic near-optimal controls for treatment and vaccination in a COVID-19 model with transmission incorporating Lévy jumps	1
Limit theorems for some even-power integral functionals driven by fractional Brownian motion and fractional Brownian bridge	1
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	1
The Donsker delta function and local time for McKean–Vlasov processes and applications	1
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest	1
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	1
On the optimality of stepwise policies for managing capacity, inventory and backorders	1
Complete convergence and complete moment convergence for weighted sums of random variables satisfying generalized Rosenthal type inequalities and an application	1
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	1
Spectral integrals of Bernoulli generalized functionals	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation	1
Blotto game with testing (the locks, bombs and testing model)	1
Some mean convergence theorems for weighted sums of Banach space valued random elements	1
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’	1
Interval type local limit theorems for lattice type random variables and distributions	1
Solvability of forward–backward stochastic difference equations with finite states	1
Tempered exponential dichotomies for linear random evolution equations	1
Conditioning continuous-time Markov processes by guiding	1
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition	1
Criteria for what makes a local optional martingale a true martingale	1
Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion	1
Hitting times for sticky skew CIR process	1

Optimal dividend and risk control strategies for an insurer with two groups of reinsurers	1
A supplement to the laws of large numbers and the large deviations	1
Fractional Brownian motion ruin model with random inspection time	1
On 1-point densities for Arratia flows with drift	1
A zero-one law for Markov chains	1
Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*	1
Higher order moments for SPDE with monotone nonlinearities*	1
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility	1
Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion	1
Stochastic evolution equations with Wick-analytic nonlinearities	1