Stochastics and Partial Differential Equations-Analysis and Computatio

Papers
(The median citation count of Stochastics and Partial Differential Equations-Analysis and Computatio 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 2021-05-01 to 2025-05-01.)
ArticleCitations
An $$L_q(L_p)$$-theory for space-time non-local equations generated by Lévy processes with low intensity of small jumps15
Inviscid limit for stochastic second-grade fluid equations14
Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics14
Stationary solutions for the nonlinear Schrödinger equation9
Existence and probabilistic representation of the solutions of semilinear parabolic PDEs with fractional Laplacians7
Optimal decay of the parabolic semigroup in stochastic homogenization for correlated coefficient fields6
Global existence for the stochastic Navier–Stokes equations with small $$L^{p}$$ data6
Well-posedness for a stochastic 2D Euler equation with transport noise6
Higher order homogenization for random non-autonomous parabolic operators6
From additive to transport noise in 2D fluid dynamics6
Regularity theory for a new class of fractional parabolic stochastic evolution equations5
Trace theorem and non-zero boundary value problem for parabolic equations in weighted Sobolev spaces5
A central limit theorem for nonlinear conservative SPDEs5
Averaging principle and normal deviations for multi-scale stochastic hyperbolic–parabolic equations5
Bismut-Stroock Hessian formulas and local Hessian estimates for heat semigroups and harmonic functions on Riemannian manifolds5
Existence of weak solutions to SPDEs with fractional Laplacian and non-Lipschitz coefficients4
Mixing rates for Hamiltonian Monte Carlo algorithms in finite and infinite dimensions4
Quasi-invariance of Gaussian measures for the periodic Benjamin-Ono-BBM equation4
Optimal convergence order for multi-scale stochastic Burgers equation4
Multilevel Monte Carlo  FEM  for elliptic PDEs with Besov random tree priors4
Rate of convergence of a semi-implicit time euler scheme for a 2D bénard–boussinesq model3
Global dissipative martingale solutions to the variational wave equation with stochastic forcing3
Renormalization of stochastic nonlinear heat and wave equations driven by subordinate cylindrical Brownian noises3
Statistical null-controllability of stochastic nonlinear parabolic equations3
Mixing for the primitive equations under bounded non-degenerate noise3
A linear stochastic biharmonic heat equation: hitting probabilities3
Strong Feller semigroups and Markov processes: a counterexample3
Transport noise restores uniqueness and prevents blow-up in geometric transport equations3
Stochastic fractional conservation laws: large deviation principle, central limit theorem and moderate deviation principle3
Lewy–Stampacchia’s inequality for a stochastic T-monotone obstacle problem3
Statistical solutions for the Navier–Stokes–Fourier system3
Preface3
Regularity of random elliptic operators with degenerate coefficients and applications to stochastic homogenization3
Numerical approximation of nonlinear SPDE’s3
Temporal fractal nature of linearized Kuramoto–Sivashinsky SPDEs and their gradient in one-to-three dimensions3
Delayed blow-up and enhanced diffusion by transport noise for systems of reaction–diffusion equations3
$$L^2$$-theory for transition semigroups associated to dissipative systems3
Phase transitions in asymptotically singular anderson hamiltonian and parabolic model2
Exact targeting of gibbs distributions using velocity-jump processes2
Three-dimensional stochastic cubic nonlinear wave equation with almost space-time white noise2
Central limit theorems for stochastic wave equations in dimensions one and two2
LDP and CLT for SPDEs with transport noise2
Local strong solutions to the stochastic third grade fluid equations with Navier boundary conditions2
Global martingale solutions for stochastic Shigesada–Kawasaki–Teramoto population models2
Space-time Euler discretization schemes for the stochastic 2D Navier–Stokes equations2
An application of the splitting-up method for the computation of a neural network representation for the solution for the filtering equations2
On partially observed jump diffusions III: regularity of the filtering density2
A counterexample to the strong Skorokhod representation theorem2
Pathwise uniqueness for singular stochastic Volterra equations with Hölder coefficients2
Estimates in $$L_{p}$$ for solutions of SPDEs with coefficients in Morrey classes2
Hitting properties of generalized fractional kinetic equation with time-fractional noise2
Non-linear Young equations in the plane and pathwise regularization by noise for the stochastic wave equation2
Asymptotic stability of evolution systems of probability measures of stochastic discrete modified Swift–Hohenberg equations2
A regularity theory for stochastic generalized Burgers’ equation driven by a multiplicative space-time white noise2
A note on log–log blow up solutions for stochastic nonlinear Schrödinger equations2
Analysis and computations of a stochastic Cahn–Hilliard model for tumor growth with chemotaxis and variable mobility2
Multidimensional stable driven McKean–Vlasov SDEs with distributional interaction kernel: a regularization by noise perspective2
Counterexamples to regularities for the derivative processes associated to stochastic evolution equations1
Uniqueness of martingale solutions for the stochastic nonlinear Schrödinger equation on 3d compact manifolds1
$$L_p$$-solvability and Hölder regularity for stochastic time fractional Burgers’ equations driven by multiplicative space-time white noise1
Positive recurrence of a solution of an SDE with variable switching intensities1
Global well-posedness and long-time behavior of the fractional NLS1
Correction to: Two-scale coupling for preconditioned Hamiltonian Monte Carlo in infinite dimensions1
The stochastic Fisher-KPP Equation with seed bank and on/off branching coalescing Brownian motion1
A weighted $$L_q(L_p)$$-theory for fully degenerate second-order evolution equations with unbounded time-measurable coefficients1
On partially observed jump diffusions II: the filtering density1
Absolute continuity of the solution to stochastic generalized Burgers–Huxley equation1
Global solutions to the stochastic heat equation with superlinear accretive reaction term and polynomially growing multiplicative white noise coefficient1
A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle1
Total variation distance between a jump-equation and its Gaussian approximation1
Global solvability and convergence to stationary solutions in singular quasilinear stochastic PDEs1
Correction to: Doubly nonlinear stochastic evolution equations II1
Stochastic evolution equations with Lévy noise in the dual of a nuclear space1
Well posedness and stochastic derivation of a diffusion-growth-fragmentation equation in a chemostat1
Sticky nonlinear SDEs and convergence of McKean–Vlasov equations without confinement1
Lower bound on spatial asymptotic of parabolic anderson model with narrow wedge initial condition1
Strong solutions of semilinear SPDEs with unbounded diffusion1
Maximal inequalities for stochastic convolutions and pathwise uniform convergence of time discretisation schemes1
Non-uniqueness in law of three-dimensional Navier–Stokes equations diffused via a fractional Laplacian with power less than one half1
Parabolic stochastic PDEs on bounded domains with rough initial conditions: moment and correlation bounds1
Degenerate Kolmogorov equations and ergodicity for the stochastic Allen–Cahn equation with logarithmic potential1
The stochastic tamed MHD equations: existence, uniqueness and invariant measures1
The strong trace property and the Neumann problem for stochastic conservation laws1
Path continuity of Markov processes and locality of Kolmogorov operators1
Invariant measures for multidimensional fractional stochastic volatility models1
Existence and uniqueness of maximal solutions to SPDEs with applications to viscous fluid equations1
Importance sampling for stochastic reaction–diffusion equations in the moderate deviation regime1
Existence of martingale solutions for stochastic flocking models with local alignment1
Subordinated Gaussian random fields in elliptic partial differential equations1
Cylindrical martingale-valued measures, stochastic integration and SPDEs1
A derivative-free Milstein type approximation method for SPDEs covering the non-commutative noise case1
Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise1
Asymptotic of the smallest eigenvalues of the continuous Anderson Hamiltonian in $$d\le 3$$1
A SIR epidemic model on a refining spatial grid II-central limit theorem1
The exit from a metastable state: concentration of the exit point distribution on the low energy saddle points, part 21
A Bismut–Elworthy inequality for a Wasserstein diffusion on the circle1
Two dimensional nonlinear Schrödinger equation with spatial white noise potential and fourth order nonlinearity1
Statistical analysis of discretely sampled semilinear SPDEs: a power variation approach1
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