Citation analysis for Stochastic Processes and their Applications / Elsevier

Citation Profile [Updated: 2026-08-21 11:52:43]

5 Years H Index

Impact Factor (IF)

0.22

5 Years IF

0.24

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	0.1	0.15	0.01	66	66	204	10	10	130	1	330	4		0		0	0.05
1991	0.02	0.11	0.07	0.01	66	132	290	9	19	132	2	342	2		0		0	0.06
1992	0	0.12	0.03	0	84	216	393	7	26	132		346	1		0		0	0.06
1993	0.01	0.13	0.04	0.01	103	319	363	12	38	150	1	346	3		0		0	0.06
1994	0	0.14	0.02	0	128	447	500	7	46	187		385	1		0		0	0.07
1995	0.12	0.22	0.23	0.12	119	566	590	129	175	231	27	447	53	78	60.5	3	0.03	0.1
1996	0.12	0.25	0.2	0.11	90	656	418	128	303	247	30	500	54	53	41.4		0	0.11
1997	0.14	0.24	0.23	0.13	104	760	406	178	481	209	30	524	67	71	39.9	6	0.06	0.11
1998	0.1	0.28	0.2	0.11	84	844	548	172	654	194	19	544	62	63	36.6	5	0.06	0.13
1999	0.14	0.3	0.23	0.13	104	948	603	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	614	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	411	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	628	206	1568	202	24	494	58	50	24.3	1	0.01	0.21
2003	0.14	0.43	0.21	0.13	79	1302	758	268	1838	167	24	463	61	47	17.5	6	0.08	0.21
2004	0.23	0.47	0.23	0.19	92	1394	757	316	2154	152	35	458	88	77	24.4	7	0.08	0.21
2005	0.19	0.5	0.2	0.17	90	1484	561	296	2450	171	33	446	77	62	20.9	2	0.02	0.23
2006	0.21	0.49	0.21	0.21	95	1579	736	333	2783	182	39	428	92	82	24.6	12	0.13	0.22
2007	0.21	0.44	0.23	0.23	95	1674	616	392	3175	185	39	429	98	92	23.5	1	0.01	0.2
2008	0.31	0.47	0.29	0.29	103	1777	806	522	3699	190	59	451	130	92	17.6	17	0.17	0.22
2009	0.25	0.46	0.3	0.29	178	1955	1313	590	4289	198	50	475	137	175	29.7	17	0.1	0.23
2010	0.29	0.46	0.29	0.32	110	2065	707	601	4890	281	81	561	179	127	21.1	11	0.1	0.2
2011	0.28	0.5	0.26	0.29	127	2192	763	578	5469	288	81	581	167	136	23.5	9	0.07	0.23
2012	0.24	0.5	0.28	0.28	119	2311	394	652	6121	237	56	613	174	132	20.2	6	0.05	0.21
2013	0.32	0.53	0.35	0.32	146	2457	767	856	6980	246	79	637	204	157	18.3	10	0.07	0.23
2014	0.29	0.52	0.35	0.38	127	2584	582	904	7884	265	77	680	255	187	20.7	20	0.16	0.22
2015	0.36	0.52	0.39	0.36	168	2752	528	1081	8966	273	97	629	225	228	21.1	8	0.05	0.21
2016	0.26	0.49	0.33	0.29	147	2899	496	967	9936	295	78	687	198	152	15.7	19	0.13	0.2
2017	0.31	0.51	0.38	0.34	145	3044	414	1156	11094	315	97	707	238	226	19.6	17	0.12	0.2
2018	0.29	0.52	0.36	0.29	147	3191	314	1142	12236	292	85	733	212	250	21.9	11	0.07	0.22
2019	0.32	0.53	0.38	0.33	186	3377	433	1274	13511	292	93	734	242	274	21.5	9	0.05	0.21
2020	0.3	0.63	0.37	0.3	252	3629	392	1346	14858	333	99	793	237	349	25.9	13	0.05	0.3
2021	0.25	0.72	0.33	0.25	137	3766	193	1247	16106	438	108	877	223	238	19.1	5	0.04	0.26
2022	0.28	0.71	0.32	0.27	198	3964	179	1269	17375	389	108	867	235	295	23.2	10	0.05	0.21
2023	0.23	0.66	0.29	0.24	180	4144	114	1213	18588	335	77	920	220	316	26.1	8	0.04	0.19
2024	0.2	0.7	0.3	0.23	172	4316	59	1306	19894	378	74	953	220	298	22.8	11	0.06	0.2
2025	0.22	0.93	0.29	0.24	180	4496	22	1295	21189	352	77	939	225	302	23.3	11	0.06	0.27

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	755
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	349
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	192
4	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	165
5	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	140
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	131
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	121
8	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	117
9	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
10	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	113
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	110
12	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	108
13	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	105
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	93
15	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	90
16	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	88
17	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	86
18	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	85
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	81
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	78
21	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	77
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	76
23	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	74
24	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	72
25	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	71
26	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	70
27	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	70
28	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	69
29	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	69
30	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	68
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	68
32	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	67
33	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	65
34	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	65
35	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
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	63
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	62
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	58
39	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	58
40	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	58
41	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	56
42	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
43	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	55
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	55
45	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
46	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	53
47	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	51
48	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
49	2006	Portfolio selection under incomplete information. (2006). Brendle, Simon . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:701-723. Full description at Econpapers \|\| Download paper	50
50	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

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

#	Year	Title	Cited
1	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	57
2	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	55
3	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	25
4	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	25
5	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	20
6	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	20
7	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	18
8	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	18
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	18
10	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	16
11	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	15
12	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	14
13	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	14
14	2018	Distribution dependent SDEs for Landau type equations. (2018). Wang, Feng-Yu. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:128:y:2018:i:2:p:595-621. Full description at Econpapers \|\| Download paper	14
15	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
16	2019	Affine representations of fractional processes with applications in mathematical finance. (2019). Harms, Philipp ; Stefanovits, David. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:4:p:1185-1228. Full description at Econpapers \|\| Download paper	13
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2025	Normal approximations for sequences with the property of strong N-demimartingale differences. (2025). Guo, Jingjun ; Zhang, Xiaomei. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001439. Full description at Econpapers \|\| Download paper
2025	A Mean-Field Game of Market Entry: Portfolio Liquidation with Trading Constraints. (2025). Horst, Ulrich ; Hager, Paul P ; Fu, Guanxing. In: Papers. RePEc:arx:papers:2403.10441. Full description at Econpapers \|\| Download paper
2025	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
2025	Nash equilibria for dividend distribution with competition. (2024). Gensbittel, Fabien ; de Angelis, Tiziano ; Villeneuve, St'Ephane. In: Papers. RePEc:arx:papers:2312.07703. Full description at Econpapers \|\| Download paper
2025	Nash Equilibria for Dividend Distribution with Competition. (2025). Villeneuve, Stphane ; Gensbittel, Fabien ; de Angelis, Tiziano. In: Post-Print. RePEc:hal:journl:hal-05345639. Full description at Econpapers \|\| Download paper
2025	Stochastic parallel translations and diffusions on the Wasserstein space over T. (2025). Li, Xiang-Dong ; Ding, Hao ; Fang, Shizan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:184:y:2025:i:c:s0304414925000432. Full description at Econpapers \|\| Download paper
2025	Coevolution of opinion and consumption behavior under a two-layer network framework. (2025). Wu, Xiaoqun ; Yin, Longteng ; Chen, Juan ; Gao, Fujuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:680:y:2025:i:c:s0378437125006727. Full description at Econpapers \|\| Download paper
2025	Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications. (2025). Gozzi, Fausto ; de Feo, Filippo ; Wessels, Lukas. In: Papers. RePEc:arx:papers:2511.21646. Full description at Econpapers \|\| Download paper
2025	Wasserstein convergence rates for empirical measures of random subsequence of {nÎ±}. (2025). Zhu, Jie-Xiang ; Wu, Bingyao. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:181:y:2025:i:c:s0304414924002424. Full description at Econpapers \|\| Download paper
2025	Wasserstein asymptotics for Brownian motion on the flat torus and Brownian interlacements. (2025). Trevisan, Dario ; Mariani, Mauro. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:183:y:2025:i:c:s0304414925000365. Full description at Econpapers \|\| Download paper
2025	Fast inference for quantile regression with tens of millions of observations. (2025). Seo, Myung Hwan ; Liao, Yuan ; Lee, Sokbae ; Shin, Youngki. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pa:s0304407624000198. Full description at Econpapers \|\| Download paper
2025	Global strong solution for the stochastic tamed ChemotaxisâNavierâStokes system in R3. (2025). Zhang, Lei ; Xu, Fan ; Liu, Bin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:189:y:2025:i:c:s0304414925001759. Full description at Econpapers \|\| Download paper
2025	Exploratory Optimal Stopping: A Singular Control Formulation. (2025). Ferrari, Giorgio ; Dianetti, Jodi ; Xu, Renyuan. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:740. Full description at Econpapers \|\| Download paper
2025	Linear-quadratic-singular stochastic differential games and applications. (2025). Dianetti, Jodi. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-023-00422-0. Full description at Econpapers \|\| Download paper
2025	Partial regularity of semiconvex viscosity supersolutions to fully nonlinear elliptic HJB equations and applications to stochastic control. (2025). Federico, Salvatore ; Ferrari, Giorgio ; Rosestolato, Mauro. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:744. Full description at Econpapers \|\| Download paper
2025	Optimal Policy Characterization for a Class of Multi-Dimensional Ergodic Singular Stochastic Control Problems. (2025). Ferrari, Giorgio ; Cannerozzi, Federico ; Calvia, Alessandro. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:754. Full description at Econpapers \|\| Download paper
2025	Rate of escape of the conditioned two-dimensional simple random walk. (2025). Popov, Serguei ; Collin, Orphe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:179:y:2025:i:c:s0304414924001753. Full description at Econpapers \|\| Download paper
2025	Well-Posedness of the generalised DeanâKawasaki Equation with correlated noise on bounded domains. (2025). Popat, Shyam. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:179:y:2025:i:c:s0304414924002114. Full description at Econpapers \|\| Download paper
2025	Stochastic analysis of an economic growth model incorporating ItÃ´âLÃ©vy driven investment, optimal control and numerical simulation. (2025). Ez-Zetouni, Adil ; Akdim, Khadija ; Bikourne, Mariem. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:674:y:2025:i:c:s0378437125004340. Full description at Econpapers \|\| Download paper
2025	Dual-Encoder Physics-Informed Variational Autoencoders for robust forward and inverse SDE solving under noisy measurements. (2025). Yang, Min ; Wang, Lin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:679:y:2025:i:c:s0378437125006600. Full description at Econpapers \|\| Download paper
2025	A Girsanov-Type Formula for a Class of Anticipative Transforms of Brownian Motion Associated with Exponential Functionals. (2025). Hariya, Yuu. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:1:d:10.1007_s10959-024-01383-9. Full description at Econpapers \|\| Download paper
2025	Environmental impacts and energy transition in Chinese logistics: An N-Spheres multi-criteria decision-making. (2025). Antunes, Jorge ; Wanke, Peter ; Tan, Yong ; Chen, Zhongfei. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004955. Full description at Econpapers \|\| Download paper
2025	Who With Whom? Learning Optimal Matching Policies. (2025). Hazard, Yagan ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2507.13567. Full description at Econpapers \|\| Download paper
2025	Volatility modelling in a Markov-switching environment: two OrnsteinâUhlenbeck-related approaches. (2025). Behme, Anita. In: Finance and Stochastics. RePEc:spr:finsto:v:29:y:2025:i:4:d:10.1007_s00780-025-00567-3. Full description at Econpapers \|\| Download paper
2025	Sample-path moderate deviation principle for GI/GI/1+GI queues in the nearly critically loaded regime. (2025). Hasenbein, John J ; Feng, Chang ; Pang, Guodong. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:109:y:2025:i:2:d:10.1007_s11134-025-09939-0. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Simulating integrated Volterra square-root processes and Volterra Heston models via Inverse Gaussian. (2025). Attal, Elie ; Jaber, Eduardo Abi. In: Papers. RePEc:arx:papers:2504.19885. Full description at Econpapers \|\| Download paper
2025	Non-Markovian superposition process model for stochastically describing concentrationâdischarge relationship. (2025). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:199:y:2025:i:p2:s0960077925007283. Full description at Econpapers \|\| Download paper
2025	Dynamics of fractional stochastic diffusive SIRS epidemic model with LÃ©vy noise. (2025). Huang, Zaitang ; Lu, Yumei ; Li, QI. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:200:y:2025:i:p1:s0960077925008999. Full description at Econpapers \|\| Download paper
2025	LÃ©vy walk with asymmetric walking times in complex environments. (2025). Tu, Zeyu ; Tang, Xiaoyu ; Wang, Xiaoxuan ; Huang, Xiangwen ; Liu, Ting ; Zhang, Hong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:679:y:2025:i:c:s037843712500651x. Full description at Econpapers \|\| Download paper
2025	Profile cut-off phenomenon for the ergodic Feller root process. (2025). Barrera, Gerardo ; Esquivel, Liliana. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:183:y:2025:i:c:s0304414925000286. Full description at Econpapers \|\| Download paper
2025	On the multidimensional elephant random walk with stops. (2025). Bercu, Bernard. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:189:y:2025:i:c:s0304414925001334. Full description at Econpapers \|\| Download paper
2025	The phase transition of the voter model on evolving scale-free networks. (2025). Fernley, John. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:190:y:2025:i:c:s0304414925001802. Full description at Econpapers \|\| Download paper
2025	Approximation of birthâdeath processes. (2025). Li, Liping. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:190:y:2025:i:c:s0304414925002005. Full description at Econpapers \|\| Download paper
2025	On weak convergence of Gaussian conditional distributions. (2025). Drton, Mathias ; Lumpp, Sarah. In: Statistics & Probability Letters. RePEc:eee:stapro:v:226:y:2025:i:c:s0167715225001427. Full description at Econpapers \|\| Download paper
2025	Almost Sure Central Limit Theorems for Parabolic/Hyperbolic Anderson Models with Gaussian Colored Noises. (2025). Zheng, Guangqu ; Xia, Panqiu. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:2:d:10.1007_s10959-025-01412-1. Full description at Econpapers \|\| Download paper
2025	Quasi-Stationary Distributions for Single Death Processes with Killing. (2025). Fang, Zhe-Kang ; Mao, Yong-Hua. In: Journal of Theoretical Probability. RePEc:spr:jotpro:v:38:y:2025:i:3:d:10.1007_s10959-025-01429-6. Full description at Econpapers \|\| Download paper

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

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

10 most frequent citing series

#	Series	H	Cites
1	Stochastic Processes and their Applications / Elsevier	50	1581
2	Papers / arXiv.org	100	1218
3	Journal of Theoretical Probability / Springer	10	599
4	Statistics & Probability Letters / Elsevier	37	396
5	Mathematics / MDPI	22	293
6	Finance and Stochastics / Springer	60	151
7	Methodology and Computing in Applied Probability / Springer	17	143
8	Journal of Econometrics / Elsevier	241	140
9	Chaos, Solitons & Fractals / Elsevier	44	137
10	Mathematics of Operations Research / INFORMS	62	114
11	Statistical Inference for Stochastic Processes / Springer	17	98