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International Journal of Stochastic Analysis / Hindawi

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
9
Impact Factor (IF)
0
5 Years IF
0
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 0.11 0 0 26 26 2 0 32 44 0 0 0.05
1991 0 0.11 0 0 26 52 3 0 47 70 0 0 0.06
1992 0 0.12 0 0 31 83 2 0 52 96 0 0 0.06
1993 0 0.13 0 0 35 118 2 0 57 115 0 0 0.06
1994 0 0.14 0 0 45 163 15 0 66 139 0 0 0.06
1995 0 0.22 0 0 41 204 16 0 80 163 0 0 0.09
1996 0 0.25 0 0 46 250 21 0 86 178 0 0 0.11
1997 0 0.24 0 0 47 297 24 0 87 198 0 0 0.11
1998 0 0.27 0 0 42 339 10 0 93 214 0 0 0.13
1999 0 0.29 0 0 36 375 8 1 1 89 221 1 0 0 0.14
2000 0 0.34 0 0 36 411 11 1 2 78 212 0 0 0.16
2001 0 0.38 0 0 36 447 22 2 72 207 0 0 0.17
2002 0 0.39 0 0 32 479 9 1 3 72 197 0 0 0.2
2003 0 0.43 0.01 0 30 509 8 4 7 68 182 0 0 0.21
2004 0 0.47 0 0 28 537 9 1 8 62 170 0 0 0.21
2005 0 0.5 0 0 27 564 9 2 10 58 162 0 1 0.04 0.23
2006 0 0.49 0.01 0.01 79 643 91 6 16 55 153 1 0 0 0.22
2007 0 0.44 0 0 19 662 10 16 106 196 0 0 0.2
2008 0.01 0.47 0.01 0.01 22 684 6 4 20 98 1 183 2 0 0 0.22
2009 0 0.46 0 0.01 9 693 1 2 22 41 175 1 0 0 0.23
2010 0 0.46 0 0.01 12 705 7 3 25 31 156 1 0 0 0.2
2011 0 0.51 0.01 0.02 23 728 31 5 30 21 141 3 0 0 0.24
2012 0 0.5 0.01 0 24 752 12 5 35 35 85 0 0 0.21
2013 0.02 0.54 0.02 0.01 18 770 8 13 48 47 1 90 1 0 0 0.24
2014 0 0.53 0.01 0.01 17 787 11 6 54 42 86 1 0 0 0.22
2015 0.03 0.53 0.01 0.01 10 797 15 5 59 35 1 94 1 0 0 0.22
2016 0.07 0.5 0.01 0.02 7 804 12 10 69 27 2 92 2 0 0 0.2
2017 0 0.52 0.01 0.01 4 808 8 10 79 17 76 1 0 0 0.21
2018 0.27 0.53 0.03 0.09 2 810 0 22 101 11 3 56 5 0 0 0.22
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
#YearTitleCited
12006Option pricing in a regime-switching model using the fast Fourier transform. (2006). Zhang, Qiang ; Liu, R H ; Yin, G. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018109.

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17
21995Controlled queueing systems. (1995). Rykov, V ; Yu, M. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:565064.

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13
32011Weather Derivatives and Stochastic Modelling of Temperature. (2011). Benth, Jrat Altyt. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:576791.

Full description at Econpapers || Download paper

13
41997On a mild solution of a semilinear functional-differential evolution nonlocal problem. (1997). Byszewski, Ludwik ; Akca, Haydar. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:806158.

Full description at Econpapers || Download paper

12
52006Sumudu transform fundamental properties investigations and applications. (2006). Muhammed, Fethi Bin ; Karaballi, Ahmed Abdullatif. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:091083.

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12
62001Probabilistic analysis of the telegraphers process with drift by means of relativistic transformations. (2001). Nieddu, L ; Beghin, L ; Orsingher, E. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:602054.

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11
72006On changes of measure in stochastic volatility models. (2006). Heyde, C C ; Wong, Bernard. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018130.

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11
82011Optimal Selling of an Asset under Incomplete Information. (2011). Ekstrom, Erik ; Lu, Bing. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:543590.

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10
92006On the mixed fractional Brownian motion. (2006). Zili, Mounir. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:032435.

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10
102006A singular control problem with an expected and a pathwise ergodic performance criterion. (2006). Zervos, Mihail ; Jack, Andrew. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:082538.

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9
112006Optimal contracts in continuous-time models. (2006). Wan, Xuhu ; Zhang, Jianfeng. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:095203.

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7
122017Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications. (2017). Merino, Raul ; Vives, Josep. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8019498.

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7
132015A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models. (2015). Merino, Raul ; Vives, Josep. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:103647.

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7
141996The structure distribution in a mixed Poisson process. (1996). Vynckier, Petra ; Teugels, Jozef L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:740781.

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6
152016Stochastic Analysis of Gaussian Processes via Fredholm Representation. (2016). Sottinen, Tommi ; Viitasaari, Lauri. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8694365.

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6
162000BSDEs with polynomial growth generators. (2000). Carmona, Rene ; Briand, Philippe. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:609458.

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6
172014A Note on the Distribution of Multivariate Brownian Extrema. (2014). Escobar Anel, Marcos ; Hernandez, Julio. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:575270.

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5
182002New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences. (2002). Viot, M ; Kleptsyna, M L ; le Breton, A. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:347239.

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5
192016Analysis of a Priority Queue with Phase-Type Service and Failures. (2016). Dudin, Sergei. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:9152701.

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5
202012Birth and Death Processes with Neutral Mutations. (2012). Champagnat, Nicolas ; Richard, Mathieu ; Lambert, Amaury. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:569081.

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5
212015Yamada-Watanabe Results for Stochastic Differential Equations with Jumps. (2015). Li, Zenghu ; Barczy, Matyas ; Pap, Gyula. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:460472.

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5
222008A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility. (2008). Pontier, Monique ; Vives, Josep ; Len, Jorge A ; Als, Elisa. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:359142.

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5
231998Singularly perturbed telegraph equations with applications in the random walk theory. (1998). Mika, Janusz R ; Banasiak, Jacek. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:564729.

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4
241998Analysis of the asymmetrical shortest two-server queueing model. (1998). Cohen, J W. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:926536.

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4
252001Reflected forward-backward SDE s and obstacle problems with boundary conditions. (2001). Ma, Jin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:402830.

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4
261997On the level crossing of multi-dimensional delayed renewal processes. (1997). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:707613.

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4
271997Limiting behavior of the perturbed empirical distribution functions evaluated at U -statistics for strongly mixing sequences of random variables. (1997). Sun, Shan ; Chiang, Ching-Yuan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:742120.

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3
282006Existence of solutions to Sobolev-type partial neutral differential equations. (2006). Agarwal, Shruti ; Bahuguna, Dhirendra. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:016308.

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3
292006Chover-type laws of the iterated logarithm for weighted sums of ρ ∗ -mixing sequences. (2006). Cai, Guang-Hui. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:065023.

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3
301994First excess levels of vector processes. (1994). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:762639.

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3
312001A k -out-of- n reliability system with an unreliable server and phase type repairs and services: the ( N , T ) policy. (2001). Chakravarthy, Srinivas R ; Ushakumari, P V ; Krishnamoorthy, A. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:930934.

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3
322014Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems. (2014). di Persio, Luca ; Cordoni, Francesco. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:152389.

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3
332006A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. (2006). Kloeden, P E ; Halidias, Nikolaos. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:073257.

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3
342000The moments of the area under reflected Brownian bridge conditional on its local time at zero. (2000). Knight, Frank B. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:430231.

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3
352007A Family of Non-Gaussian Martingales with Gaussian Marginals. (2007). Hamza, Kais ; Klebaner, Fima C. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:092723.

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3
362004The fundamental solutions for fractional evolution equations of parabolic type. (2004). El-Borai, Mahmoud M. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:484863.

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3
371996Itôs formula with respect to fractional Brownian motion and its application. (1996). Dai, W ; Heyde, C C. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:541390.

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3
382012Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures. (2012). Tappe, Stefan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:236327.

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3
392005Local volatility in the Heston model: a Malliavin calculus approach. (2005). Ewald, Christian-Oliver. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:951429.

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3
402006On ( s , S ) inventory system with random lead time and repeated demands. (2006). Ushakumari, P V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:081508.

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3
412007Jump Telegraph Processes and Financial Markets with Memory. (2007). Ratanov, Nikita. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:072326.

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3
422004The Pólya-Aeppli process and ruin problems. (2004). Minkova, Leda D. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:790275.

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3
431994Mathematical methods in queueing theory. (1994). Kalashnikov, Vladimir V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:142507.

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3
442006Effective utilization of idle time in an ( s , S ) inventory with positive service tim. (2006). Narayanan, Viswanath C ; Deepak, T G ; Vineetha, K ; Krishnamoorthy, A. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:069068.

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2
452006Generalized BSDE driven by a Lévy process. (2006). el Otmani, Mohamed. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:085407.

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2
462009Defaultable Game Options in a Hazard Process Model. (2009). Bielecki, Tomasz R ; Crpey, Stphane ; Jeanblanc, Monique ; Rutkowski, Marek. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:695798.

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2
472004Some estimates on exponentials of solutions to stochastic differential equations. (2004). Yong, Jiongmin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:176480.

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2
482007L p Solutions of BSDEs with Stochastic Lipschitz Condition. (2007). Ran, Qikang ; Chen, Qihong ; Wang, Jiajie. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:078196.

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2
492013Stability Analysis of a Stochastic SIR Epidemic Model with Specific Nonlinear Incidence Rate. (2013). Yousfi, Noura ; Hattaf, Khalid ; Adnani, Jihad. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:431257.

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2
502013The LMI Approach for Stabilizing of Linear Stochastic Systems. (2013). Ivanov, Ivan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:281473.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006A singular control problem with an expected and a pathwise ergodic performance criterion. (2006). Zervos, Mihail ; Jack, Andrew. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:082538.

Full description at Econpapers || Download paper

4
22011Weather Derivatives and Stochastic Modelling of Temperature. (2011). Benth, Jrat Altyt. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:576791.

Full description at Econpapers || Download paper

4
32006Optimal contracts in continuous-time models. (2006). Wan, Xuhu ; Zhang, Jianfeng. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:095203.

Full description at Econpapers || Download paper

4
42000BSDEs with polynomial growth generators. (2000). Carmona, Rene ; Briand, Philippe. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:609458.

Full description at Econpapers || Download paper

4
52006Sumudu transform fundamental properties investigations and applications. (2006). Muhammed, Fethi Bin ; Karaballi, Ahmed Abdullatif. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:091083.

Full description at Econpapers || Download paper

3
62011Optimal Selling of an Asset under Incomplete Information. (2011). Ekstrom, Erik ; Lu, Bing. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:543590.

Full description at Econpapers || Download paper

3
72001Reflected forward-backward SDE s and obstacle problems with boundary conditions. (2001). Ma, Jin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:402830.

Full description at Econpapers || Download paper

2
82004The Pólya-Aeppli process and ruin problems. (2004). Minkova, Leda D. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:790275.

Full description at Econpapers || Download paper

2
91999Robust option replication for a Black-Scholes model extended with nondeterministic trends. (1999). Kloeden, Peter E. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:748514.

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2
102001Probabilistic analysis of the telegraphers process with drift by means of relativistic transformations. (2001). Nieddu, L ; Beghin, L ; Orsingher, E. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:602054.

Full description at Econpapers || Download paper

2
112006On the mixed fractional Brownian motion. (2006). Zili, Mounir. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:032435.

Full description at Econpapers || Download paper

2
122006On changes of measure in stochastic volatility models. (2006). Heyde, C C ; Wong, Bernard. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018130.

Full description at Econpapers || Download paper

2
131997On a mild solution of a semilinear functional-differential evolution nonlocal problem. (1997). Byszewski, Ludwik ; Akca, Haydar. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:806158.

Full description at Econpapers || Download paper

2
141997Quadratically converging iterative schemes for nonlinear Volterra integral equations and an application. (1997). Pandit, Sudhakar G. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:470243.

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2
152015A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment. (2015). Siu, Tak Kuen. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:462524.

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2
162006Option pricing in a regime-switching model using the fast Fourier transform. (2006). Zhang, Qiang ; Liu, R H ; Yin, G. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018109.

Full description at Econpapers || Download paper

2
171998Analysis of the asymmetrical shortest two-server queueing model. (1998). Cohen, J W. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:926536.

Full description at Econpapers || Download paper

2
181996The structure distribution in a mixed Poisson process. (1996). Vynckier, Petra ; Teugels, Jozef L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:740781.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations