Citation analysis for Stochastic Processes and their Applications / Elsevier

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

0.19

5 Years IF

0.23

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0.01	0.11	0.15	0.01	66	66	200	10	10	130	1	330	4		0		0	0.05
1991	0.02	0.11	0.07	0.01	66	132	286	9	19	132	2	342	2		0		0	0.06
1992	0	0.12	0.03	0	84	216	381	7	26	132		346	1		0		0	0.06
1993	0.01	0.13	0.04	0.01	103	319	357	12	38	150	1	346	3		0		0	0.06
1994	0	0.14	0.02	0	128	447	479	7	46	187		385	1		0		0	0.06
1995	0.12	0.22	0.23	0.12	119	566	571	129	175	231	27	447	53	78	60.5	3	0.03	0.09
1996	0.12	0.25	0.2	0.11	90	656	413	128	303	247	30	500	54	53	41.4		0	0.11
1997	0.14	0.24	0.23	0.13	104	760	397	178	481	209	30	524	67	71	39.9	6	0.06	0.11
1998	0.1	0.27	0.2	0.11	84	844	532	172	654	194	19	544	62	63	36.6	5	0.06	0.13
1999	0.14	0.29	0.23	0.13	104	948	591	219	873	188	27	525	68	77	35.2	3	0.03	0.14
2000	0.11	0.34	0.21	0.12	108	1056	591	219	1092	188	21	501	62	74	33.8	6	0.06	0.16
2001	0.17	0.38	0.23	0.15	94	1150	404	269	1362	212	35	490	75	81	30.1	5	0.05	0.17
2002	0.12	0.39	0.17	0.12	73	1223	577	206	1568	202	24	494	58	50	24.3	1	0.01	0.2
2003	0.14	0.43	0.21	0.13	79	1302	714	266	1836	167	24	463	60	47	17.7	6	0.08	0.21
2004	0.23	0.47	0.23	0.19	92	1394	729	316	2152	152	35	458	88	77	24.4	7	0.08	0.21
2005	0.19	0.5	0.2	0.17	90	1484	542	295	2447	171	33	446	77	62	21	2	0.02	0.23
2006	0.21	0.49	0.21	0.21	95	1579	703	331	2778	182	39	428	92	82	24.8	12	0.13	0.22
2007	0.21	0.44	0.23	0.23	95	1674	593	389	3167	185	38	429	97	91	23.4	1	0.01	0.2
2008	0.31	0.47	0.29	0.28	103	1777	770	515	3684	190	58	451	128	92	17.9	17	0.17	0.22
2009	0.25	0.46	0.3	0.29	178	1955	1235	588	4272	198	50	475	137	175	29.8	17	0.1	0.23
2010	0.29	0.46	0.29	0.32	110	2065	663	598	4870	281	81	561	179	127	21.2	11	0.1	0.2
2011	0.27	0.51	0.26	0.29	127	2192	734	574	5445	288	79	581	166	136	23.7	9	0.07	0.24
2012	0.23	0.5	0.28	0.28	119	2311	371	639	6084	237	54	613	169	132	20.7	6	0.05	0.21
2013	0.32	0.54	0.34	0.32	146	2457	738	832	6919	246	78	637	201	157	18.9	10	0.07	0.24
2014	0.29	0.53	0.34	0.37	127	2584	551	874	7793	265	77	680	250	187	21.4	20	0.16	0.22
2015	0.36	0.53	0.39	0.36	168	2752	483	1078	8872	273	97	629	224	228	21.2	8	0.05	0.22
2016	0.26	0.5	0.33	0.29	147	2899	457	959	9834	295	77	687	197	152	15.8	19	0.13	0.2
2017	0.31	0.52	0.38	0.34	145	3044	394	1153	10989	315	97	707	237	226	19.6	17	0.12	0.21
2018	0.29	0.53	0.36	0.29	147	3191	285	1138	12127	292	85	733	211	250	22	11	0.07	0.22
2019	0.32	0.54	0.38	0.33	186	3377	376	1270	13398	292	93	734	241	274	21.6	8	0.04	0.21
2020	0.29	0.64	0.37	0.3	252	3629	344	1345	14744	333	98	793	236	349	25.9	13	0.05	0.3
2021	0.24	0.74	0.33	0.25	137	3766	163	1232	15977	438	106	877	218	238	19.3	5	0.04	0.27
2022	0.27	0.74	0.31	0.26	198	3964	139	1213	17190	389	105	867	226	295	24.3	10	0.05	0.22
2023	0.23	0.7	0.29	0.23	180	4144	76	1185	18375	335	77	920	215	315	26.6	9	0.05	0.2
2024	0.19	0.82	0.3	0.23	172	4316	27	1292	19667	378	73	953	218	298	23.1	11	0.06	0.24

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Pliska, Stanley R. ; Harrison, Michael J.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	725
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias ; Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	320
3	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	180
4	2008	Asymptotic properties of realized power variations and related functionals of semimartingales. (2008). Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:4:p:517-559. Full description at Econpapers \|\| Download paper	135
5	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Mao, Xuerong ; Marion, Glenn ; Renshaw, Eric. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	129
6	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Touzi, Nizar ; Bouchard, Bruno. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	125
7	1999	A new weak dependence condition and applications to moment inequalities. (1999). Louhichi, Sana ; Doukhan, Paul. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	116
8	2004	Russian and American put options under exponential phase-type LÃ©vy models. (2004). Asmussen, Soren ; Pistorius, Martijn R. ; Avram, Florin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:109:y:2004:i:1:p:79-111. Full description at Econpapers \|\| Download paper	115
9	1983	A stochastic calculus model of continuous trading: Complete markets. (1983). Pliska, Stanley R. ; Harrison, Michael J.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:15:y:1983:i:3:p:313-316. Full description at Econpapers \|\| Download paper	112
10	2006	Limit theorems for multipower variation in the presence of jumps. (2006). Shephard, Neil ; Barndorff-Nielsen, Ole E. ; Winkel, Matthias. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:796-806. Full description at Econpapers \|\| Download paper	110
11	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Dayanik, Savas ; Karatzas, Ioannis. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	106
12	2002	Regular variation of GARCH processes. (2002). Mikosch, Thomas ; Davis, Richard A. ; Basrak, Bojan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115. Full description at Econpapers \|\| Download paper	104
13	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	99
14	1991	Option hedging for semimartingales. (1991). Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:37:y:1991:i:2:p:339-363. Full description at Econpapers \|\| Download paper	91
15	1996	On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168. Full description at Econpapers \|\| Download paper	85
16	1998	Optimal trading strategy for an investor: the case of partial information. (1998). Lakner, Peter. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:76:y:1998:i:1:p:77-97. Full description at Econpapers \|\| Download paper	84
17	1998	Additional logarithmic utility of an insider. (1998). Imkeller, Peter ; Schweizer, Martin ; Amendinger, Jurgen . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	82
18	2000	Weak convergence of multivariate fractional processes. (2000). Robinson, P. M. ; Marinucci, D.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:86:y:2000:i:1:p:103-120. Full description at Econpapers \|\| Download paper	82
19	1985	Some mixing properties of time series models. (1985). Pham, Tuan D. ; Tran, Lanh T.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:19:y:1985:i:2:p:297-303. Full description at Econpapers \|\| Download paper	78
20	2003	Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tang, Qihe ; Tsitsiashvili, Gurami. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325. Full description at Econpapers \|\| Download paper	76
21	1992	Maximum-likelihood estimation for hidden Markov models. (1992). Leroux, Brian G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:127-143. Full description at Econpapers \|\| Download paper	73
22	2008	Solvability of backward stochastic differential equations with quadratic growth. (2008). Tevzadze, Revaz. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:3:p:503-515. Full description at Econpapers \|\| Download paper	71
23	1996	Multivariate regression estimation local polynomial fitting for time series. (1996). Masry, Elias. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:65:y:1996:i:1:p:81-101. Full description at Econpapers \|\| Download paper	70
24	1998	Selecting the optimal sample fraction in univariate extreme value estimation. (1998). Drees, Holger ; Kaufmann, Edgar . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:149-172. Full description at Econpapers \|\| Download paper	69
25	1989	Extremal behaviour of solutions to a stochastic difference equation with applications to arch processes. (1989). de Vries, Casper ; Resnick, Sidney I. ; de Haan, Laurens ; Rootzen, Holger. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:32:y:1989:i:2:p:213-224. Full description at Econpapers \|\| Download paper	68
26	1995	Utility maximization with partial information. (1995). Lakner, Peter. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:56:y:1995:i:2:p:247-273. Full description at Econpapers \|\| Download paper	67
27	2011	Martingale representation theorem for the G-expectation. (2011). Touzi, Nizar ; Soner, Mete H. ; Zhang, Jianfeng. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:2:p:265-287. Full description at Econpapers \|\| Download paper	66
28	2006	Backward stochastic differential equations with jumps and related non-linear expectations. (2006). Royer, Manuela . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:10:p:1358-1376. Full description at Econpapers \|\| Download paper	66
29	2003	Lp solutions of backward stochastic differential equations. (2003). Hu, Y. ; Stoica, L. ; Pardoux, E. ; Briand, Ph., ; Delyon, B.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	66
30	2011	Locally stationary long memory estimation. (2011). von Sachs, Rainer ; Roueff, Franois. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844. Full description at Econpapers \|\| Download paper	66
31	2005	Nonparametric regression estimation for dependent functional data: asymptotic normality. (2005). Masry, Elias. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:115:y:2005:i:1:p:155-177. Full description at Econpapers \|\| Download paper	64
32	1975	Sufficient conditions for ergodicity and recurrence of Markov chains on a general state space. (1975). Tweedie, Richard L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:4:p:385-403. Full description at Econpapers \|\| Download paper	64
33	1992	M-estimation for autoregressions with infinite variance. (1992). Davis, Richard A. ; Knight, Keith ; Liu, Jian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:145-180. Full description at Econpapers \|\| Download paper	64
34	1994	Subexponentiality of the product of independent random variables. (1994). Samorodnitsky, G. ; Cline, D. B. H., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:1:p:75-98. Full description at Econpapers \|\| Download paper	63
35	1975	Importance of system components and fault tree events. (1975). Barlow, Richard E. ; Proschan, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:2:p:153-173. Full description at Econpapers \|\| Download paper	63
36	2011	Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (2011). Stelzer, Robert ; Fuchs, Florian ; Boussama, Farid . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2331-2360. Full description at Econpapers \|\| Download paper	62
37	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Delattre, S. ; Muzy, J. F. ; Bacry, E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	58
38	1995	On pathwise stochastic integration. (1995). Karandikar, Rajeeva L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:57:y:1995:i:1:p:11-18. Full description at Econpapers \|\| Download paper	56
39	1994	Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. (1994). Smith, A. F. M., ; Roberts, G. O.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:2:p:207-216. Full description at Econpapers \|\| Download paper	55
40	1993	Risk theory in a stochastic economic environment. (1993). Paulsen, Jostein. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:46:y:1993:i:2:p:327-361. Full description at Econpapers \|\| Download paper	55
41	1990	Nonparametric regression with long-range dependence. (1990). Hall, Peter ; HART, Jeffrey D.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:36:y:1990:i:2:p:339-351. Full description at Econpapers \|\| Download paper	55
42	2002	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case. (2002). Delarue, Franois. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:2:p:209-286. Full description at Econpapers \|\| Download paper	54
43	2009	Mean-field backward stochastic differential equations and related partial differential equations. (2009). Peng, Shige ; Buckdahn, Rainer ; Li, Juan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:10:p:3133-3154. Full description at Econpapers \|\| Download paper	54
44	2007	A forward scheme for backward SDEs. (2007). Denk, Robert ; Bender, Christian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:12:p:1793-1812. Full description at Econpapers \|\| Download paper	52
45	2013	Constructing sublinear expectations on path space. (2013). van Handel, Ramon ; Nutz, Marcel. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:8:p:3100-3121. Full description at Econpapers \|\| Download paper	52
46	2000	Optimal portfolios for logarithmic utility. (2000). Goll, Thomas ; Kallsen, Jan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:89:y:2000:i:1:p:31-48. Full description at Econpapers \|\| Download paper	51
47	2014	Occupation times of intervals until first passage times for spectrally negative LÃ©vy processes. (2014). Zhou, Xiaowen ; Loeffen, Ronnie L. ; Renaud, Jean-Franois. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1408-1435. Full description at Econpapers \|\| Download paper	51
48	2007	Stability of utility-maximization in incomplete markets. (2007). Larsen, Kasper ; Zitkovic, Gordan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:11:p:1642-1662. Full description at Econpapers \|\| Download paper	50
49	1999	Stability of stochastic differential equations with Markovian switching. (1999). Mao, Xuerong. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:79:y:1999:i:1:p:45-67. Full description at Econpapers \|\| Download paper	49
50	2010	What happens after a default: The conditional density approach. (2010). Jiao, Ying ; el Karoui, Nicole ; Jeanblanc, Monique. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:7:p:1011-1032. Full description at Econpapers \|\| Download paper	47

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Pliska, Stanley R. ; Harrison, Michael J.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	51
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias ; Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	42
3	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Mao, Xuerong ; Marion, Glenn ; Renshaw, Eric. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	29
4	2008	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation. (2008). Peng, Shige. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:12:p:2223-2253. Full description at Econpapers \|\| Download paper	23
5	1996	On the Kullback-Leibler information divergence of locally stationary processes. (1996). Dahlhaus, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:62:y:1996:i:1:p:139-168. Full description at Econpapers \|\| Download paper	20
6	2009	Mean-field backward stochastic differential equations and related partial differential equations. (2009). Peng, Shige ; Buckdahn, Rainer ; Li, Juan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:10:p:3133-3154. Full description at Econpapers \|\| Download paper	20
7	2004	Dynamic coherent risk measures. (2004). Riedel, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:112:y:2004:i:2:p:185-200. Full description at Econpapers \|\| Download paper	18
8	2008	Solvability of backward stochastic differential equations with quadratic growth. (2008). Tevzadze, Revaz. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:3:p:503-515. Full description at Econpapers \|\| Download paper	17
9	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Touzi, Nizar ; Bouchard, Bruno. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	17
10	1998	Optimal trading strategy for an investor: the case of partial information. (1998). Lakner, Peter. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:76:y:1998:i:1:p:77-97. Full description at Econpapers \|\| Download paper	13
11	2003	Lp solutions of backward stochastic differential equations. (2003). Hu, Y. ; Stoica, L. ; Pardoux, E. ; Briand, Ph., ; Delyon, B.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	13
12	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Dayanik, Savas ; Karatzas, Ioannis. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	13
13	2016	Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. (2016). Hu, Ying ; Tang, Shanjian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:4:p:1066-1086. Full description at Econpapers \|\| Download paper	13
14	2014	Comparison theorem, FeynmanâKac formula and Girsanov transformation for BSDEs driven by G-Brownian motion. (2014). Song, Yongsheng ; Peng, Shige ; Ji, Shaolin ; Hu, Mingshang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:2:p:1170-1195. Full description at Econpapers \|\| Download paper	13
15	1999	A new weak dependence condition and applications to moment inequalities. (1999). Louhichi, Sana ; Doukhan, Paul. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	13
16	2008	Asymptotic properties of realized power variations and related functionals of semimartingales. (2008). Jacod, Jean. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:118:y:2008:i:4:p:517-559. Full description at Econpapers \|\| Download paper	12
17	2014	Backward stochastic differential equations driven by G-Brownian motion. (2014). Song, Yongsheng ; Peng, Shige ; Ji, Shaolin ; Hu, Mingshang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:1:p:759-784. Full description at Econpapers \|\| Download paper	12
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2024	Local Whittle estimation with (quasiâ)analytic wavelets. (2024). Gannaz, Irne ; Achard, Sophie. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:421-443. Full description at Econpapers \|\| Download paper
2024	Exact Modulus of Continuities for $$\Lambda $$ Î -FlemingâViot Processes with Brownian Spatial Motion. (2024). Zhou, Xiaowen ; Liu, Huili. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:2:d:10.1007_s10959-024-01326-4. Full description at Econpapers \|\| Download paper
2024	Well-Posedness for Path-Distribution Dependent Stochastic Differential Equations with Singular Drifts. (2024). Zhao, Xiao-Yu. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:4:d:10.1007_s10959-024-01356-y. Full description at Econpapers \|\| Download paper
2024	Sharp approximation and hitting times for stochastic invasion processes. (2024). Mlard, Sylvie ; Erny, Xavier ; Bansaye, Vincent. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001649. Full description at Econpapers \|\| Download paper
2024	Exploratory Optimal Stopping: A Singular Control Formulation. (2024). Xu, Renyuan ; Dianetti, Jodi ; Ferrari, Giorgio. In: Papers. RePEc:arx:papers:2408.09335. Full description at Econpapers \|\| Download paper
2024	Optimal bubble riding with price-dependent entry: a mean field game of controls with common noise. (2024). Tangpi, Ludovic ; Wang, Shichun. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:2:d:10.1007_s11579-024-00353-3. Full description at Econpapers \|\| Download paper
2024	A Mean-Field Game of Market Entry. (2024). Horst, Ulrich ; Hager, Paul ; Fu, Guanxing. In: Rationality and Competition Discussion Paper Series. RePEc:rco:dpaper:517. Full description at Econpapers \|\| Download paper
2024	Irreversible reinsurance: minimization of capital injections in presence of a fixed cost. (2024). Torrente, Maria-Laura ; Ferrari, Giorgio ; Federico, Salvatore. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00373-z. Full description at Econpapers \|\| Download paper
2024	On the local limit theorems for linear sequences of lower psi-mixing Markov chains. (2024). Zhang, NA ; Peligrad, Magda ; Sang, Hailin. In: Statistics & Probability Letters. RePEc:eee:stapro:v:210:y:2024:i:c:s0167715224000774. Full description at Econpapers \|\| Download paper
2024	Lyapunov function for interacting reinforced stochastic processes via Hopfieldâs energy function. (2024). Pires, Benito. In: Statistics & Probability Letters. RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001815. Full description at Econpapers \|\| Download paper
2024	Revisit of a Diaconis urn model. (2024). Bai, Zhidong ; Yang, LI ; Hu, Jiang. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000589. Full description at Econpapers \|\| Download paper
2024	Optimal stopping of Gauss-Markov bridges. (2024). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835. Full description at Econpapers \|\| Download paper
2024	Optimal stopping of an OrnsteinâUhlenbeck bridge. (2024). Garcia-Portugues, E ; Dauria, B ; Azze, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000486. Full description at Econpapers \|\| Download paper
2024	Spatial invasion of cooperative parasites. (2024). Tran, Hung ; Seiler, Marco ; Pokalyuk, Cornelia ; Brouard, Vianney. In: Theoretical Population Biology. RePEc:eee:thpobi:v:159:y:2024:i:c:p:35-58. Full description at Econpapers \|\| Download paper
2024	No smooth phase transition for the nodal length of band-limited spherical random fields. (2024). Todino, Anna Paola. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:169:y:2024:i:c:s0304414923002454. Full description at Econpapers \|\| Download paper
2024	Zero-sum stopper vs. singular-controller games with constrained control directions. (2024). de Angelis, Tiziano ; Palczewski, Jan ; Bovo, Andrea. In: Papers. RePEc:arx:papers:2306.05113. Full description at Econpapers \|\| Download paper
2024	Nematic phase of the n-component cubic-spin spin glass in d = 3: Liquid-crystal phase in a dirty magnet. (2024). Berker, Nihat A ; Sarman, Deniz ; Artun, Can E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:640:y:2024:i:c:s0378437124002188. Full description at Econpapers \|\| Download paper
2024	New Stochastic Fubini Theorems. (2024). Choulli, Tahir ; Schweizer, Martin. In: Papers. RePEc:arx:papers:2403.13791. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	Predicting the Value of Agricultural GDP in Iraq for the Period 2019â2030 by Applying the Markov Transition Matrix. (2024). Madlul, Najlaa Salah ; Blaw, Hayder Hameed ; AL-Hiyali, A. D. K, . In: Research on World Agricultural Economy. RePEc:ags:reowae:341827. Full description at Econpapers \|\| Download paper
2024	On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients. (2024). Szulda, Guillaume ; Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2402.19203. Full description at Econpapers \|\| Download paper
2024	Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach. (2024). Arabpour, Reza ; Galimberti, Luca ; Armstrong, John ; Livieri, Giulia ; Kratsios, Anastasis. In: Papers. RePEc:arx:papers:2405.20094. Full description at Econpapers \|\| Download paper
2024	A nonparametric test for rough volatility. (2024). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2407.10659. Full description at Econpapers \|\| Download paper
2024	Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts. (2024). Wiedermann, Kristof ; Gerhold, Stefan ; Friesen, Martin. In: Papers. RePEc:arx:papers:2412.15971. Full description at Econpapers \|\| Download paper
2024	Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures. (2024). Zhang, Rouyi ; Xu, Wei ; Horst, Ulrich. In: Papers. RePEc:arx:papers:2412.16436. Full description at Econpapers \|\| Download paper
2024	Metastability of the three-state Potts model with asymmetrical external field. (2024). Ahn, Jeonghyun. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001297. Full description at Econpapers \|\| Download paper
2024	Networks of reinforced stochastic processes: A complete description of the first-order asymptotics. (2024). Crimaldi, Irene ; Aletti, Giacomo ; Ghiglietti, Andrea. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001339. Full description at Econpapers \|\| Download paper
2024	Large deviations for slowâfast processes on connected complete Riemannian manifolds. (2024). , Fubao ; Kraaij, Richard C ; Hu, Yanyan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001844. Full description at Econpapers \|\| Download paper
2024	On the Monotonicity of the Stopping Boundary for Time-Inhomogeneous Optimal Stopping Problems. (2024). Milazzo, Alessandro. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:203:y:2024:i:1:d:10.1007_s10957-024-02514-2. Full description at Econpapers \|\| Download paper
2024	Some Families of Random Fields Related to Multiparameter LÃ©vy Processes. (2024). Iafrate, Francesco ; Ricciuti, Costantino. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:37:y:2024:i:4:d:10.1007_s10959-024-01351-3. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Irreversible Reinsurance: Minimization of Capital Injections in Presence of a Fixed Cost. (2023). Federico, Salvatore ; Torrente, Maria Laura ; Ferrari, Giorgio. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:682. Full description at Econpapers \|\| Download paper
2023	Driven and non-driven surface chaos in spin-glass sponges. (2023). Pekta, Yiit Erta ; Berker, Nihat A ; Artun, Can E. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:176:y:2023:i:c:s0960077923010615. Full description at Econpapers \|\| Download paper
2023	Global AshkinâTeller phase diagrams in two and three dimensions: Multicritical bifurcation versus double tricriticalityâendpoint. (2023). Berker, Nihat A ; Keolu, Ibrahim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:630:y:2023:i:c:s0378437123008038. Full description at Econpapers \|\| Download paper
2023	Online parameter estimation for the McKeanâVlasov stochastic differential equation. (2023). Parpas, Panos ; Kantas, Nikolas ; Sharrock, Louis ; Pavliotis, Grigorios A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:162:y:2023:i:c:p:481-546. Full description at Econpapers \|\| Download paper
2023	Parameter estimation of discretely observed interacting particle systems. (2023). Pilipauskait, Vytaut ; Podolskij, Mark ; Amorino, Chiara ; Heidari, Akram. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:350-386. Full description at Econpapers \|\| Download paper
2023	Asymptotic deviation bounds for cumulative processes. (2023). Cattiaux, Patrick ; Costa, Manon ; Colombani, Laetitia. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:163:y:2023:i:c:p:85-105. Full description at Econpapers \|\| Download paper
2023	Uniqueness of first passage time distributions via Fredholm integral equations. (2023). Christensen, Soren ; Fischer, Simon ; Hallmann, Oskar. In: Statistics & Probability Letters. RePEc:eee:stapro:v:203:y:2023:i:c:s0167715223001360. Full description at Econpapers \|\| Download paper
2023	On the maxima of suprema of dependent Gaussian models. (2023). Peng, Xiaofan ; Ji, Lanpeng. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:105:y:2023:i:1:d:10.1007_s11134-023-09880-0. Full description at Econpapers \|\| Download paper
2023	Nash equilibria for dividend distribution with competition. (2023). Gensbittel, Fabien ; de Angelis, Tiziano ; Villeneuve, Stephane. In: TSE Working Papers. RePEc:tse:wpaper:128772. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Robustness of Hilbert space-valued stochastic volatility models. (2022). Eyjolfsson, Heidar ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2211.16071. Full description at Econpapers \|\| Download paper
2022	Reconstructing Volatility: Pricing of Index Options under Rough Volatility. (2022). Wagenhofer, Thomas ; Friz, Peter K. In: Papers. RePEc:arx:papers:2212.07817. Full description at Econpapers \|\| Download paper
2022	Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit. (2022). Chen, Zengjing ; Yan, Xiaodong ; Wang, Wei ; Liang, Huaijin. In: Papers. RePEc:arx:papers:2212.11766. Full description at Econpapers \|\| Download paper
2022	Vulnerable European and American Options in a Market Model with Optional Hazard Process. (2022). Liu, Ruyi ; Rutkowski, Marek. In: Papers. RePEc:arx:papers:2212.12860. Full description at Econpapers \|\| Download paper
2022	A flexible splitâstep scheme for solving McKeanâVlasov stochastic differential equations. (2022). Chen, Xingyuan ; Reis, Gonalo Dos. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:427:y:2022:i:c:s0096300322002545. Full description at Econpapers \|\| Download paper
2022	Distribution dependent SDEs driven by fractional Brownian motions. (2022). Suo, Yongqiang ; Huang, Xing ; Fan, Xiliang ; Yuan, Chenggui. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:151:y:2022:i:c:p:23-67. Full description at Econpapers \|\| Download paper
2022	On ruin probabilities with investments in a risky asset with a regime-switching price. (2022). Kabanov, Yuri ; Pergamenshchikov, Sergey. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:4:d:10.1007_s00780-022-00483-w. Full description at Econpapers \|\| Download paper
2022	Harvesting of a Stochastic Population Under a Mixed Regular-Singular Control Formulation. (2022). Tran, Ky Q ; Yin, George. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:195:y:2022:i:3:d:10.1007_s10957-022-02127-7. Full description at Econpapers \|\| Download paper
2022	A dual skew symmetry for transient reflected Brownian motion in an orthant. (2022). Franceschi, Sandro ; Raschel, Kilian. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:102:y:2022:i:1:d:10.1007_s11134-022-09853-9. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Large deviations for fractional volatility models with non-Gaussian volatility driver. (2021). Gerhold, Stefan ; Gerstenecker, Christoph ; Gulisashvili, Archil. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:580-600. Full description at Econpapers \|\| Download paper
2021	Transportation cost inequality for backward stochastic differential equations with mean reflection. (2021). Dai, Yin ; Li, Ruinan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001292. Full description at Econpapers \|\| Download paper
2021	Resource System with Losses in a Random Environment. (2021). Naumov, Valeriy ; Samouylov, Konstantin. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:21:p:2685-:d:662528. Full description at Econpapers \|\| Download paper
2021	On Multilevel and Control Variate Monte Carlo Methods for Option Pricing under the Rough Heston Model. (2021). Jeng, Siow Woon ; Kiliman, Adem. In: Mathematics. RePEc:gam:jmathe:v:9:y:2021:i:22:p:2930-:d:681176. Full description at Econpapers \|\| Download paper
2021	SPHARMA approximations for stationary functional time series on the sphere. (2021). Caponera, Alessia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09244-6. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Stochastic Processes and their Applications / Elsevier	49	1712
2	Papers / arXiv.org	95	1255
3	Journal of Theoretical Probability / Springer	9	606
4	Statistics & Probability Letters / Elsevier	36	412
5	Mathematics / MDPI	18	313
6	Finance and Stochastics / Springer	58	178
7	Methodology and Computing in Applied Probability / Springer	16	156
8	Journal of Econometrics / Elsevier	237	131
9	Chaos, Solitons & Fractals / Elsevier	43	130
10	Statistical Inference for Stochastic Processes / Springer	16	129
11	Insurance: Mathematics and Economics / Elsevier	58	91