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 2021-06-01 to 2025-06-01.)

Article	Citations
Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise	25
A recursive representation for decoupling time-state dependent jumps from jump-diffusion processes	18
Solving a nonlinear fractional SPDE with spatially inhomogeneous white noise	9
The asymptotic equipartition property for a special Markov random field	9
Least-squares estimation for the Vasicek model driven by the complex fractional Brownian motion	9
On the optimality of stepwise policies for managing capacity, inventory and backorders	8
Solvability of forward–backward stochastic difference equations with finite states	8
On the S -asymptotically ω -periodic mild solutions for multi-term time fractional measure integro-differential equations	6
Solving some stochastic partial differential equations driven by Lévy noise using two SDEs*	6
Random periodic solutions for a class of hybrid stochastic differential equations	6
Two-sided Poisson control of linear diffusions	5
Asymptotics for ruin probabilities in a bidimensional discrete-time risk model with dependent and consistently varying tailed net losses	5
On comparison theorem for optional SDEs via local times and applications	5
On the stochastic differentiability of noncausal processes with respect to the process with quadratic variation	5
The Donsker delta function and local time for McKean–Vlasov processes and applications	5
Complete f -moment convergence for weighted sums of asymptotically almost negatively associated random variables and its application in semiparametric regression models	4
Existence and stability results of mild solutions for random impulsive stochastic partial differential equations with noncompact semigroups	4
Limit theorems for some even-power integral functionals driven by fractional Brownian motion and fractional Brownian bridge	4
Spectral integrals of Bernoulli generalized functionals	4
Conservativeness and uniqueness of invariant measures related to non-symmetric divergence type operators	4
On Besov regularity and local time of the solution to the stochastic heat equation	3
Self-exciting jump processes and their asymptotic behaviour	3
RBDSDEs with jumps and optional Barrier and mean field game with common noise	3
Fractional periodic autoregression	3
Discounted nonzero-sum optimal stopping games under Poisson random intervention times	3

Memory and anticipation: two main theorems for Markov regime-switching stochastic processes	3
Simulating continuous-time autoregressive moving average processes driven by p -tempered α -stable Lévy processes	3
Existence and exponential stability in p th moment of non-autonomous stochastic integro-differential equations	3
Anticipated BSDEs with reflection in convex region	3
Parisian & cumulative Parisian ruin probability for two-dimensional Brownian risk model	3
Malliavin derivative of Teugels martingales and mean-field type stochastic maximum principle	2
Mean field games with major and minor agents: the limiting problem and Nash equilibrium	2
Higher order moments for SPDE with monotone nonlinearities*	2
Large deviation principles of nonlinear filtering for McKean-Vlasov stochastic differential equations	2
Asymptotic spectral theory for spatial data	2
Estimation and asymptotics for vector autoregressive models with unit roots and Markov switching trends	2
Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses	2
Concentration inequalities for Poisson point processes with application to adaptive intensity estimation	2
Blotto game with testing (the locks, bombs and testing model)	2
Reflecting time-Space Gaussian random field on compact Riemannian manifold and excursion probability	2
Nonlinear least squares estimator for generalized diffusion processes with reflecting barriers	2
Strong convergence rate of the averaging principle for a class of slow–fast stochastic evolution equations	2
Reflected BSDEs with logarithmic growth and applications in mixed stochastic control problems	2
Euler approximation and stability of the solution to stochastic differential equations with jumps under pathwise uniqueness	2
Functional central limit theorems for epidemic models with varying infectivity	1
Asymptotics and criticality for a space-dependent branching process	1
Probabilistic analysis of the ( q , 2)-Fock space: vacuum distribution and moments of the field operator	1
Deep learning for solving initial path optimization of mean-field systems with memory	1
Large deviation principles and Malliavin derivative for mean reflected stochastic differential equations	1
Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs	1
Bilateral birth and death process in q-calculus	1
Derivative for the intersection local time of two independent fractional Brownian motions	1
A closed-measure approach to stochastic approximation	1
Monotone iterative technique for evolution equations with delay and nonlocal conditions in ordered Banach space	1
Causal predictability between stochastic processes and filtrations	1
Fractional Brownian motion ruin model with random inspection time	1
Vector random fields on the arccos-quasi-quadratic metric space	1
Small-time expansion for the density of a planar (quadratic) Langevin diffusion	1
Invariant measures of stochastic delay complex Ginzburg-Landau equations	1
Martingale representation on enlarged filtrations: the role of the accessible jump times	1
Different topological solution structures in a two-dimensional controlled ruin problem depending on the optimization criterion	1
Stationary, Markov, stochastic processes with polynomial conditional moments and continuous paths	1
Erratum for ‘Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility’	1
Persistence and extinction of a modified LG-Holling type II predator-prey model with two competitive predators and Lévy jumps	1
Wasserstein distance in terms of the comonotonicity copula	1
Approximate controllability of semi-linear stochastic integrodifferential system with multiple delays and Poisson jumps in control	1
Sojourns of locally self-similar Gaussian processes	1
Lower and upper bounds for the explosion times of a system of semilinear SPDEs	1
Existence and uniqueness of strong solution for a stochastic hyperbolic–parabolic equation	1
Characteristics and Itô's formula for weak Dirichlet processes: an equivalence result	1
Strong solutions for the stochastic Allen-Cahn-Navier-Stokes system	1
Limit theorems for a class of processes generalizing the U -empirical process	1
Optimal dividend and risk control strategies for an insurer with two groups of reinsurers	1
Zero-sum semi-Markov games with a probability criterion	1
Averaging principles for two-time-scale neutral stochastic delay partial differential equations driven by fractional Brownian motions	1

Generalized Wiener–Hermite integrals and rough non-Gaussian Ornstein–Uhlenbeck process	1
Brownian bridge with random length and pinning point for modelling of financial information	1
Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes	1
Uniform asymptotics for a risk model with constant force of interest and a random number of delayed claims	1
Application of Itô processes and Schwartz distributions to local volatility for Margrabe options	1
Complete moment convergence for widely orthant dependent random variables	1
Bounds for the expected supremum of some non-stationary Gaussian processes	1
Complete f -moment convergence for sums of asymptotically almost negatively associated random variables with statistical applications	1
A contagion process with self-exciting jumps in credit risk applications	1
Uniform large deviations for stochastic Burgers–Huxley equation driven by multiplicative noise	1
Stability properties of some port-Hamiltonian SPDEs	1
Conditional convergence modes for random sequences and Lévy's equivalence theorem in the conditional framework	1