Citation analysis for Stochastic Processes and their Applications / Elsevier

Citation Profile [Updated: 2026-07-12 16:53:14]

5 Years H Index

Impact Factor (IF)

0.21

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	0.1	0.15	0.01	66	66	202	10	10	130	1	330	4		0		0	0.05
1991	0.02	0.11	0.07	0.01	66	132	288	9	19	132	2	342	2		0		0	0.06
1992	0	0.12	0.03	0	84	216	391	6	25	132		346	1		0		0	0.06
1993	0.01	0.13	0.04	0.01	103	319	361	12	37	150	1	346	3		0		0	0.06
1994	0	0.14	0.02	0	128	447	488	7	45	187		385	1		0		0	0.07
1995	0.12	0.22	0.23	0.12	119	566	584	129	174	231	27	447	53	78	60.5	3	0.03	0.1
1996	0.12	0.25	0.2	0.11	90	656	416	128	302	247	30	500	54	53	41.4		0	0.11
1997	0.14	0.24	0.23	0.13	104	760	405	178	480	209	30	524	67	71	39.9	6	0.06	0.11
1998	0.1	0.28	0.2	0.11	84	844	543	172	653	194	19	544	62	63	36.6	5	0.06	0.13
1999	0.14	0.3	0.23	0.13	104	948	599	219	872	188	27	525	68	77	35.2	3	0.03	0.14
2000	0.11	0.34	0.21	0.12	108	1056	605	219	1091	188	21	501	62	74	33.8	6	0.06	0.16
2001	0.17	0.38	0.23	0.15	94	1150	409	269	1361	212	35	490	75	81	30.1	5	0.05	0.17
2002	0.12	0.39	0.17	0.12	73	1223	594	206	1567	202	24	494	58	50	24.3	1	0.01	0.21
2003	0.14	0.43	0.21	0.13	79	1302	733	266	1835	167	24	463	60	47	17.7	6	0.08	0.21
2004	0.23	0.47	0.23	0.19	92	1394	746	316	2151	152	35	458	88	77	24.4	7	0.08	0.21
2005	0.19	0.5	0.2	0.17	90	1484	553	293	2444	171	32	446	76	62	21.2	1	0.01	0.23
2006	0.21	0.49	0.21	0.21	95	1579	721	332	2776	182	39	428	92	82	24.7	12	0.13	0.22
2007	0.21	0.44	0.23	0.23	95	1674	608	389	3165	185	38	429	97	91	23.4	1	0.01	0.2
2008	0.31	0.47	0.29	0.29	103	1777	794	518	3685	190	59	451	129	92	17.8	17	0.17	0.22
2009	0.25	0.46	0.3	0.29	178	1955	1299	589	4274	198	50	475	137	175	29.7	17	0.1	0.23
2010	0.29	0.46	0.29	0.32	110	2065	696	600	4874	281	81	561	179	127	21.2	11	0.1	0.2
2011	0.27	0.5	0.26	0.29	127	2192	754	574	5449	288	79	581	166	136	23.7	9	0.07	0.23
2012	0.23	0.5	0.28	0.28	119	2311	381	638	6087	237	54	613	170	132	20.7	6	0.05	0.21
2013	0.32	0.53	0.34	0.32	146	2457	758	833	6923	246	78	637	201	157	18.8	10	0.07	0.23
2014	0.29	0.52	0.34	0.37	127	2584	568	874	7797	265	77	680	250	187	21.4	20	0.16	0.22
2015	0.36	0.52	0.39	0.36	168	2752	514	1078	8876	273	97	629	224	228	21.2	8	0.05	0.21
2016	0.26	0.49	0.33	0.29	147	2899	483	959	9838	295	78	687	198	152	15.8	19	0.13	0.2
2017	0.31	0.51	0.38	0.33	145	3044	409	1144	10984	315	97	707	235	226	19.8	17	0.12	0.2
2018	0.29	0.52	0.36	0.29	147	3191	300	1138	12122	292	85	733	211	250	22	11	0.07	0.22
2019	0.32	0.53	0.38	0.33	186	3377	410	1268	13391	292	93	734	240	274	21.6	8	0.04	0.21
2020	0.29	0.63	0.37	0.3	252	3629	376	1343	14735	333	98	793	236	349	26	13	0.05	0.3
2021	0.24	0.72	0.33	0.25	137	3766	185	1234	15970	438	106	877	218	238	19.3	5	0.04	0.26
2022	0.27	0.71	0.31	0.27	198	3964	166	1241	17211	389	106	867	230	295	23.8	10	0.05	0.21
2023	0.23	0.66	0.29	0.23	180	4144	105	1193	18404	335	77	920	216	315	26.4	8	0.04	0.19
2024	0.2	0.7	0.3	0.23	172	4316	50	1287	19691	378	74	953	218	298	23.2	11	0.06	0.2
2025	0.21	0.93	0.26	0.23	180	4496	20	1177	20868	352	73	939	212	301	25.6	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	738
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	186
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	139
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	137
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	128
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	119
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	116
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	112
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	107
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	105
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	103
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	92
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	89
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	87
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	84
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	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
22	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
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	71
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	71
25	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	71
26	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
27	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
28	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
29	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	67
30	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
31	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
32	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	66
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	61
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	57
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	57
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	56
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	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
43	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
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	54
45	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	54
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	52
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	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	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	49

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	59
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	43
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	25
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	20
5	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
6	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
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	17
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	16
9	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	15
10	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	15
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	15
12	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
13	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	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	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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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	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	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	Geometric BSDEs. (2024). Laeven, Roger ; Zullino, Marco ; Gianin, Emanuela Rosazza. In: Papers. RePEc:arx:papers:2405.09260. Full description at Econpapers \|\| Download paper
2025	Zero-Sum Semi-Markov Games with the Risk-Sensitive Average Reward Criterion. (2025). Guo, Xin ; Chen, Fang. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:204:y:2025:i:3:d:10.1007_s10957-024-02603-2. Full description at Econpapers \|\| Download paper
2025	Risk-sensitive continuous-time stochastic games with the average criterion and a compact state space. (2025). Zheng, Zewu ; Guo, Xin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:188:y:2025:i:c:s0304414925001292. Full description at Econpapers \|\| Download paper
2025	Strong regularization by noise for a class of kinetic SDEs driven by symmetric Î±-stable processes. (2025). Pagliarani, Stefano ; Menozzi, Stphane ; Lucertini, Giacomo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:189:y:2025:i:c:s0304414925001322. Full description at Econpapers \|\| Download paper
2025	Parametric estimation for linear parabolic SPDEs in two space dimensions based on temporal and spatial increments. (2025). Tonaki, Yozo ; Kaino, Yusuke ; Uchida, Masayuki. In: Metrika: International Journal for Theoretical and Applied Statistics. RePEc:spr:metrik:v:88:y:2025:i:5:d:10.1007_s00184-024-00969-x. 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	Realized candlestick wicks. (2025). Nolte, Ingmar ; Li, Yifan ; Yu, Shifan. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000685. Full description at Econpapers \|\| Download paper
2025	Superposition of interacting stochastic processes with memory and its application to migrating fish counts. (2025). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:192:y:2025:i:c:s0960077924014632. 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

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	49	1536
2	Papers / arXiv.org	99	1125
3	Journal of Theoretical Probability / Springer	10	582
4	Statistics & Probability Letters / Elsevier	37	393
5	Mathematics / MDPI	22	286
6	Finance and Stochastics / Springer	59	149
7	Journal of Econometrics / Elsevier	240	140
8	Chaos, Solitons & Fractals / Elsevier	44	137
9	Methodology and Computing in Applied Probability / Springer	17	135
10	Statistical Inference for Stochastic Processes / Springer	17	96
11	Applied Mathematics and Computation / Elsevier	34	89