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 2020-11-01 to 2024-11-01.)

Article	Citations
Ulam–Hyers–Rassias stability of neutral stochastic functional differential equations	23
Optimal controls problems for some impulsive stochastic integro-differential equations with state-dependent delay	11
Asymptotic behaviour on the linear self-interacting diffusion driven by α-stable motion	9
Standard and fractional reflected Ornstein–Uhlenbeck processes as the limits of square roots of Cox–Ingersoll–Ross processes	9
Poisson generalized gamma process and its properties	8
Optimal stopping problems for maxima and minima in models with asymmetric information	7
Quadratic BSDEs with jumps and related PIDEs	6
Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations	6
Multi-dimensional sequential testing and detection	5
Complete convergence and complete moment convergence for widely negative orthant dependent random variables under the sub-linear expectations	5
An almost sure central limit theorem for the parabolic Anderson model with delta initial condition	5
Discounted optimal stopping problems in continuous hidden Markov models	5
Uniform asymptotics for the compound risk model with dependence structures and constant force of interest	5
Asymptotic sum-ruin probability for a bidimensional risk model with common shock dependence	4
Stochastic Volterra integral equations and a class of first-order stochastic partial differential equations	4
Complete moment convergence for maximum of randomly weighted sums of martingale difference sequences	4
Existence and upper semicontinuity of random attractors for the 2D stochastic convective Brinkman–Forchheimer equations in bounded domains	4
Nonlinear filtering of stochastic differential equations with correlated Lévy noises	4
A supplement to the laws of large numbers and the large deviations	4
Structural classification of continuous time Markov chains with applications	3
Approximation of Kolmogorov–Smirnov test statistic	3
Central limit theorem for the capacity of the range of stable random walks	3
Martingale representation in progressively enlarged Lévy filtrations	3
Asymptotics for sum-ruin probabilities of a bidimensional risk model with heavy-tailed claims and stochastic returns	3
Principal-agent problem with multiple principals	3

Asymptotic stability and continuity of nonlinear hybrid stochastic differential equation with randomly occurring delay	3
Existence results for impulsive delayed neutral stochastic functional differential equations with noncompact semigroup	3
Asymptotic minimization of expected time to reach a large wealth level in an asset market game	3
Limit theorems for excursion sets of subordinated Gaussian random fields with long-range dependence	3
Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process	3
On inverse-power Poisson functionals	3
Some harmonic functions for killed Markov branching processes with immigration and culling	2
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	2
Limit theorems for a class of processes generalizing the U -empirical process	2
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model	2
Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility	2
Solvability of forward–backward stochastic difference equations with finite states	2
Perpetual integral functionals of multidimensional stochastic processes	2
Asymptotic behaviour of solutions to stochastic three-dimensional globally modified Navier–Stokes equations	2
On comparison theorem for optional SDEs via local times and applications	2
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion	2
Girsanov theorem for multifractional Brownian processes	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
A large deviation principle for fluids of third grade	1
Weyl almost periodic solutions in distribution to a mean-field stochastic differential equation driven by fractional Brownian motion	1
Some existence results for a stochastic differential system with non-Lipschitz conditions	1
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	1
On intermediate levels of a nested occupancy scheme in a random environment generated by stick-breaking II	1
Random periodic solutions for a class of hybrid stochastic differential equations	1
Large time behaviour of semilinear stochastic partial differential equations perturbed by a mixture of Brownian and fractional Brownian motions	1
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	1
Brownian bridge with random length and pinning point for modelling of financial information	1
Weak solution of a stochastic 3D nonlocal Cahn–Hilliard–Navier–Stokes systems with shear-dependent viscosity	1
Adaptive importance sampling for multilevel Monte Carlo Euler method	1
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses	1
The Donsker delta function and local time for McKean–Vlasov processes and applications	1
Derivative for the intersection local time of two independent fractional Brownian motions	1
Functional central limit theorems for epidemic models with varying infectivity	1
On perpetual American options in a multidimensional Black–Scholes model	1
Solving stochastic equations with unbounded nonlinear perturbations	1
Bound on the maximal function associated to the law of the iterated logarithms for Bernoulli random fields	1
Self-exciting jump processes and their asymptotic behaviour	1
On stationarity properties of generalized Hermite-type processes	1
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness	1
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	1
Normal approximation for generalizedU-statistics and weighted random graphs	1
On a switching control problem with càdlàg costs	1
Solutions of semi-linear stochastic evolution integro-differential inclusions with Poisson jumps and non-local initial conditions	1
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	1
Zero-sum semi-Markov games with a probability criterion	1
Collective epidemics with asymptomatics and functional infection rates	1
The asymptotic equipartition property for a special Markov random field	1
Causal predictability between stochastic processes and filtrations	1
Obituary	1

Some mean convergence theorems for weighted sums of Banach space valued random elements	1
Geometric ergodicity of the multivariate COGARCH(1,1) process	1
Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions	1
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’	1
Decoherence for Markov chains	1
Hitting times for sticky skew CIR process	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability	1
On weighted pseudo almost automorphic mild solutions for some mean field stochastic evolution equations	1
Scaling limits of bisexual Galton–Watson processes	1
Reflecting image-dependent SDEs in Wasserstein space and large deviation principle	1
Maximal inequalities in noncommutative probability spaces	1
Risk-hedging a European option with a convex risk measure and without no-arbitrage condition	1
Statistical causality and purely discontinuous local martingales	1
Lower and upper bounds for the explosion times of a system of semilinear SPDEs	1
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	1
Optimal dividend and risk control strategies for an insurer with two groups of reinsurers	1