Citation analysis for Stochastic Processes and their Applications / Elsevier

Citation Profile [Updated: 2025-04-15 08:32:09]

5 Years H Index

Impact Factor (IF)

0.16

5 Years IF

0.19

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0.01	0.11	0.15	0.01	66	66	197	10	10	130	1	330	4		0		0	0.05
1991	0.01	0.1	0.06	0	66	132	280	8	18	132	1	342	1		0		0	0.05
1992	0	0.11	0.03	0	84	216	369	7	25	132		346	1		0		0	0.05
1993	0.01	0.13	0.04	0.01	103	319	350	12	37	150	1	346	3		0		0	0.06
1994	0	0.14	0.02	0	128	447	469	7	45	187		385	1		0		0	0.07
1995	0.12	0.22	0.23	0.12	119	566	554	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	393	128	302	247	30	500	54	53	41.4		0	0.12
1997	0.14	0.24	0.23	0.13	104	760	384	176	478	209	30	524	67	71	40.3	6	0.06	0.11
1998	0.1	0.28	0.2	0.11	84	844	510	171	650	194	19	544	62	63	36.8	5	0.06	0.13
1999	0.14	0.3	0.23	0.13	104	948	567	216	866	188	27	525	68	76	35.2	3	0.03	0.15
2000	0.11	0.36	0.21	0.12	108	1056	570	217	1083	188	21	501	62	74	34.1	6	0.06	0.16
2001	0.16	0.39	0.23	0.15	94	1150	388	266	1350	212	33	490	73	80	30.1	5	0.05	0.17
2002	0.12	0.41	0.17	0.12	73	1223	546	206	1556	202	24	494	58	50	24.3	1	0.01	0.21
2003	0.14	0.44	0.21	0.13	79	1302	687	266	1824	167	24	463	60	47	17.7	6	0.08	0.22
2004	0.23	0.49	0.22	0.19	92	1394	701	312	2136	152	35	458	87	75	24	7	0.08	0.22
2005	0.19	0.51	0.19	0.16	90	1484	523	280	2416	171	33	446	73	61	21.8	2	0.02	0.23
2006	0.21	0.5	0.21	0.21	95	1579	652	325	2741	182	39	428	92	82	25.2	9	0.09	0.23
2007	0.21	0.46	0.23	0.22	95	1674	568	383	3124	185	38	429	96	89	23.2	1	0.01	0.2
2008	0.31	0.49	0.29	0.28	103	1777	725	513	3639	190	58	451	128	92	17.9	17	0.17	0.23
2009	0.25	0.48	0.3	0.29	178	1955	1140	584	4223	198	50	475	136	175	30	17	0.1	0.24
2010	0.28	0.48	0.28	0.31	110	2065	624	585	4808	281	79	561	174	127	21.7	11	0.1	0.21
2011	0.26	0.52	0.26	0.28	127	2192	686	565	5374	288	76	581	162	136	24.1	7	0.06	0.24
2012	0.23	0.52	0.27	0.27	119	2311	345	631	6005	237	54	613	166	131	20.8	6	0.05	0.22
2013	0.31	0.56	0.34	0.31	146	2457	688	826	6834	246	76	637	199	157	19	9	0.06	0.24
2014	0.28	0.55	0.33	0.36	127	2584	508	863	7697	265	75	680	247	186	21.6	20	0.16	0.23
2015	0.35	0.55	0.39	0.35	168	2752	447	1069	8767	273	96	629	221	228	21.3	8	0.05	0.23
2016	0.26	0.52	0.33	0.28	147	2899	408	953	9723	295	76	687	195	152	15.9	19	0.13	0.21
2017	0.3	0.54	0.38	0.33	145	3044	353	1144	10869	315	96	707	236	226	19.8	17	0.12	0.21
2018	0.29	0.55	0.35	0.29	147	3191	246	1128	11997	292	85	733	210	250	22.2	11	0.07	0.23
2019	0.32	0.56	0.37	0.32	186	3377	333	1263	13261	292	92	734	237	274	21.7	8	0.04	0.22
2020	0.29	0.68	0.37	0.29	252	3629	273	1333	14595	333	96	793	232	347	26	12	0.05	0.32
2021	0.24	0.8	0.33	0.25	137	3766	128	1226	15822	438	106	877	217	238	19.4	5	0.04	0.29
2022	0.27	0.83	0.3	0.26	198	3964	93	1192	17014	389	104	867	223	295	24.7	10	0.05	0.25
2023	0.22	0.8	0.26	0.23	180	4144	37	1093	18107	335	75	920	207	313	28.6	7	0.04	0.22
2024	0.16	1.02	0.24	0.19	172	4316	12	1032	19139	378	61	953	183	289	28	10	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). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	685
2	2009	Microstructure noise in the continuous case: The pre-averaging approach. (2009). Podolskij, Mark ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	294
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	175
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	129
5	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	120
6	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	119
7	1999	A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	110
8	1983	A stochastic calculus model of continuous trading: Complete markets. (1983). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:15:y:1983:i:3:p:313-316. Full description at Econpapers \|\| Download paper	109
9	2004	Russian and American put options under exponential phase-type LÃÂ©vy models. (2004). Avram, Florin ; Asmussen, Soren ; Pistorius, Martijn R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:109:y:2004:i:1:p:79-111. Full description at Econpapers \|\| Download paper	108
10	2006	Limit theorems for multipower variation in the presence of jumps. (2006). Shephard, Neil ; Winkel, Matthias ; Barndorff-Nielsen, Ole E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:116:y:2006:i:5:p:796-806. Full description at Econpapers \|\| Download paper	107
11	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	102
12	2002	Regular variation of GARCH processes. (2002). Basrak, Bojan ; Mikosch, Thomas ; Davis, Richard A.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:99:y:2002:i:1:p:95-115. Full description at Econpapers \|\| Download paper	101
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	92
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	89
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	81
16	2000	Weak convergence of multivariate fractional processes. (2000). Marinucci, D. ; Robinson, P. M.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:86:y:2000:i:1:p:103-120. Full description at Econpapers \|\| Download paper	79
17	1998	Additional logarithmic utility of an insider. (1998). Amendinger, Jurgen ; Imkeller, Peter ; Schweizer, Martin. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:263-286. Full description at Econpapers \|\| Download paper	78
18	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	75
19	2003	Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks. (2003). Tsitsiashvili, Gurami ; Tang, Qihe. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:299-325. Full description at Econpapers \|\| Download paper	75
20	1985	Some mixing properties of time series models. (1985). Tran, Lanh T. ; Pham, Tuan D.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:19:y:1985:i:2:p:297-303. Full description at Econpapers \|\| Download paper	74
21	1992	Maximum-likelihood estimation for hidden Markov models. (1992). Leroux, Brian G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:127-143. Full description at Econpapers \|\| Download paper	68
22	1998	Selecting the optimal sample fraction in univariate extreme value estimation. (1998). Kaufmann, Edgar ; Drees, Holger. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:75:y:1998:i:2:p:149-172. Full description at Econpapers \|\| Download paper	66
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	66
24	2011	Martingale representation theorem for the G-expectation. (2011). Zhang, Jianfeng ; Touzi, Nizar ; Soner, Mete H.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:2:p:265-287. Full description at Econpapers \|\| Download paper	64
25	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	64
26	2003	Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	61
27	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	61
28	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	61
29	1994	Subexponentiality of the product of independent random variables. (1994). Cline, D. B. H., ; Samorodnitsky, G.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:1:p:75-98. Full description at Econpapers \|\| Download paper	61
30	2011	Locally stationary long memory estimation. (2011). Roueff, Franois ; von Sachs, Rainer. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:4:p:813-844. Full description at Econpapers \|\| Download paper	60
31	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	60
32	2011	Stationarity and geometric ergodicity of BEKK multivariate GARCH models. (2011). Boussama, Farid ; Stelzer, Robert ; Fuchs, Florian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:121:y:2011:i:10:p:2331-2360. Full description at Econpapers \|\| Download paper	60
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	60
34	1992	M-estimation for autoregressions with infinite variance. (1992). Liu, Jian ; Davis, Richard A. ; Knight, Keith. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:40:y:1992:i:1:p:145-180. Full description at Econpapers \|\| Download paper	60
35	1975	Importance of system components and fault tree events. (1975). Proschan, Frank ; Barlow, Richard E.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:3:y:1975:i:2:p:153-173. Full description at Econpapers \|\| Download paper	59
36	1995	On pathwise stochastic integration. (1995). Karandikar, Rajeeva L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:57:y:1995:i:1:p:11-18. Full description at Econpapers \|\| Download paper	56
37	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
38	1990	Nonparametric regression with long-range dependence. (1990). HART, Jeffrey D. ; Hall, Peter. 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
39	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Bacry, E. ; Delattre, S. ; Muzy, J. F.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	55
40	1994	Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms. (1994). Roberts, G. O. ; Smith, A. F. M., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:49:y:1994:i:2:p:207-216. Full description at Econpapers \|\| Download paper	53
41	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	51
42	2014	Occupation times of intervals until first passage times for spectrally negative LÃÂ©vy processes. (2014). Renaud, Jean-Franois ; Zhou, Xiaowen ; Loeffen, Ronnie L.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:124:y:2014:i:3:p:1408-1435. Full description at Econpapers \|\| Download paper	50
43	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	50
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	50
45	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	48
46	2000	Optimal portfolios for logarithmic utility. (2000). Kallsen, Jan ; Goll, Thomas. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:89:y:2000:i:1:p:31-48. Full description at Econpapers \|\| Download paper	48
47	2007	Stability of utility-maximization in incomplete markets. (2007). Zitkovic, Gordan ; Larsen, Kasper. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:117:y:2007:i:11:p:1642-1662. Full description at Econpapers \|\| Download paper	47
48	2010	What happens after a default: The conditional density approach. (2010). Jeanblanc, Monique ; Jiao, Ying ; el Karoui, Nicole. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:120:y:2010:i:7:p:1011-1032. Full description at Econpapers \|\| Download paper	46
49	2013	Constructing sublinear expectations on path space. (2013). Nutz, Marcel ; van Handel, Ramon . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:8:p:3100-3121. Full description at Econpapers \|\| Download paper	46
50	2003	Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (2003). Skiadas, Costis ; Schroder, Mark . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:2:p:155-202. Full description at Econpapers \|\| Download paper	44

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 ; Jacod, Jean ; Li, Yingying ; Mykland, Per A. ; Vetter, Mathias . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:7:p:2249-2276. Full description at Econpapers \|\| Download paper	21
2	2002	Environmental Brownian noise suppresses explosions in population dynamics. (2002). Renshaw, Eric ; Mao, Xuerong ; Marion, Glenn . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:97:y:2002:i:1:p:95-110. Full description at Econpapers \|\| Download paper	20
3	1981	Martingales and stochastic integrals in the theory of continuous trading. (1981). Harrison, Michael J. ; Pliska, Stanley R.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:11:y:1981:i:3:p:215-260. Full description at Econpapers \|\| Download paper	20
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	16
5	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	14
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	14
7	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	11
8	2004	Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations. (2004). Bouchard, Bruno ; Touzi, Nizar. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:111:y:2004:i:2:p:175-206. Full description at Econpapers \|\| Download paper	11
9	2009	Mean-field backward stochastic differential equations and related partial differential equations. (2009). Li, Juan ; Peng, Shige ; Buckdahn, Rainer . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:10:p:3133-3154. Full description at Econpapers \|\| Download paper	11
10	2016	Multi-dimensional backward stochastic differential equations of diagonally quadratic generators. (2016). Hu, Ying ; Tang, Shanjian. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:4:p:1066-1086. Full description at Econpapers \|\| Download paper	10
11	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	10
12	2003	On the optimal stopping problem for one-dimensional diffusions. (2003). Karatzas, Ioannis ; Dayanik, Savas . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:107:y:2003:i:2:p:173-212. Full description at Econpapers \|\| Download paper	9
13	2009	Pathwise properties and homeomorphic flows for stochastic differential equations driven by G-Brownian motion. (2009). Gao, Fuqing. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:119:y:2009:i:10:p:3356-3382. Full description at Econpapers \|\| Download paper	9
14	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	9
15	2013	Some limit theorems for Hawkes processes and application to financial statistics. (2013). Hoffmann, Marc ; Bacry, E. ; Delattre, S. ; Muzy, J. F.. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:123:y:2013:i:7:p:2475-2499. Full description at Econpapers \|\| Download paper	9
16	2003	Lp solutions of backward stochastic differential equations. (2003). Delyon, B. ; Hu, Y. ; Stoica, L. ; PARDOUX, E. ; Briand, Ph., . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:108:y:2003:i:1:p:109-129. Full description at Econpapers \|\| Download paper	8
17	1999	A new weak dependence condition and applications to moment inequalities. (1999). Doukhan, Paul ; Louhichi, Sana . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:84:y:1999:i:2:p:313-342. Full description at Econpapers \|\| Download paper	8
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34	2019	Backward stochastic Volterra integral equationsÃ¢â¬âRepresentation of adapted solutions. (2019). Yong, Jiongmin ; Wang, Tianxiao. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:129:y:2019:i:12:p:4926-4964. Full description at Econpapers \|\| Download paper	6
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Citing documents used to compute impact factor: 61

Year	Title
2024	Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation. (2023). Alfonsi, Aur'Elien. In: Papers. RePEc:arx:papers:2302.07758. Full description at Econpapers \|\| Download paper
2024	A Hawkes model with CARMA(p,q) intensity. (2024). Rroji, Edit ; Perchiazzo, Andrea ; Mercuri, Lorenzo. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:116:y:2024:i:c:p:1-26. Full description at Econpapers \|\| Download paper
2024	Markov chains generating random permutations and set partitions. (2024). Stark, Dudley. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001893. Full description at Econpapers \|\| Download paper
2024	New asymptotic expansion formula via Malliavin calculus and its application to rough differential equation driven by fractional Brownian motion. (2023). Yamada, Toshihiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf563. Full description at Econpapers \|\| Download paper
2024	Solutions for Poissonian stopping problems of linear diffusions via extremal processes. (2024). Saarinen, Harto ; Lempa, Jukka ; Sillanpaa, Wiljami. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000577. Full description at Econpapers \|\| Download paper
2024	Orthogonal intertwiners for infinite particle systems in the continuum. (2024). Wagner, Stefan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:168:y:2024:i:c:s0304414923002417. Full description at Econpapers \|\| Download paper
2024	Generalized divergences for statistical evaluation of uncertainty in long-memory processes. (2024). Yoshioka, Yumi. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:182:y:2024:i:c:s0960077924001784. Full description at Econpapers \|\| Download paper
2024	Modeling stationary, periodic, and long memory processes by superposed jump-driven processes. (2024). Yoshioka, Hidekazu. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:188:y:2024:i:c:s0960077924009093. Full description at Econpapers \|\| Download paper
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2024	Measure-valued affine and polynomial diffusions. (2024). Svaluto-Ferro, Sara ; di Persio, Luca ; Guida, Francesco ; Cuchiero, Christa. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s030441492400098x. Full description at Econpapers \|\| Download paper
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2024	Spatial invasion of cooperative parasites. (2024). Tran, Hung ; Seiler, Marco ; Pokalyuk, Cornelia ; Brouard, Vianney. In: Theoretical Population Biology. RePEc:eee:thpobi:v:159:y:2024:i:c:p:35-58. Full description at Econpapers \|\| Download paper
2024	Multi-dimensional mean-reflected BSDEs driven by G-Brownian motion with time-varying non-Lipschitz coefficients. (2024). He, Wei. In: Statistics & Probability Letters. RePEc:eee:stapro:v:206:y:2024:i:c:s0167715223002018. Full description at Econpapers \|\| Download paper
2024	No smooth phase transition for the nodal length of band-limited spherical random fields. (2024). Todino, Anna Paola. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:169:y:2024:i:c:s0304414923002454. Full description at Econpapers \|\| Download paper
2024	Quenched large deviations in renewal theory. (2024). Zamparo, Marco ; den Hollander, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s0304414924001200. Full description at Econpapers \|\| Download paper
2024	Fast consensus and metastability in a highly polarized social network. (2024). Laxa, Kdmo ; Galves, Antonio. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:177:y:2024:i:c:s0304414924001650. Full description at Econpapers \|\| Download paper
2024	One-dimensional McKeanâVlasov stochastic variational inequalities and coupled BSDEs with locally HÃ¶lder noise coefficients. (2024). Zheng, Jinwei ; Wu, Jing ; Ning, Ning. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:171:y:2024:i:c:s0304414924000218. Full description at Econpapers \|\| Download paper
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2024	Approximation for the invariant measure with applications for jump processes (convergence in total variation distance). (2024). Qin, Yifeng ; Bally, Vlad. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001224. Full description at Econpapers \|\| Download paper
2024	Fractional stable random fields on the SierpiÅski gasket. (2024). Lacaux, Cline ; Baudoin, Fabrice. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s030441492400187x. Full description at Econpapers \|\| Download paper
2024	Exponential ergodicity of LÃ©vy driven Langevin dynamics with singular potentials. (2024). Wang, Jian ; Fang, Rongjuan ; Bao, Jianhai. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000474. Full description at Econpapers \|\| Download paper
2024	Lyapunov function for interacting reinforced stochastic processes via Hopfieldâs energy function. (2024). Pires, Benito. In: Statistics & Probability Letters. RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001815. Full description at Econpapers \|\| Download paper
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2024	Optimal stopping of Gauss-Markov bridges. (2022). Garc, Eduardo ; D'Auria, Bernardo ; Azze, Abel. In: Papers. RePEc:arx:papers:2211.05835. Full description at Econpapers \|\| Download paper
2024	Optimal stopping of an OrnsteinâUhlenbeck bridge. (2024). Garcia-Portugues, E ; Dauria, B ; Azze, A. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000486. Full description at Econpapers \|\| Download paper
2024	Asymptotic expansion of the quadratic variation of fractional stochastic differential equation. (2024). Yoshida, Nakahiro ; Yamagishi, Hayate. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:175:y:2024:i:c:s0304414924000954. Full description at Econpapers \|\| Download paper
2024	One-dimensional McKeanâVlasov stochastic Volterra equations with HÃ¶lder diffusion coefficients. (2024). Zhang, Hua ; Luo, Liangqing ; Jie, Lijuan. In: Statistics & Probability Letters. RePEc:eee:stapro:v:205:y:2024:i:c:s0167715223001943. 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	Matrix norm based hybrid Shapley and iterative methods for the solution of stochastic matrix games. (2024). Perc, Matja ; Ure, Nazim Kemal ; Ozkaya, Murat ; Zgi, Burhaneddin. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:473:y:2024:i:c:s0096300324001103. Full description at Econpapers \|\| Download paper
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2024	Invariance of Brownian motion associated with exponential functionals. (2024). Hariya, Yuu. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002077. Full description at Econpapers \|\| Download paper
2024	Metastability for the degenerate Potts Model with positive external magnetic field under Glauber dynamics. (2024). Nardi, F R ; Gallo, Anna ; Bet, Gianmarco. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:172:y:2024:i:c:s0304414924000498. 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	Droplet dynamics in a two-dimensional rarefied gas under Kawasaki dynamics. (2024). Gaudillire, Alexandre ; Baldassarri, Simone ; Scoppola, Elisabetta ; Olivieri, Enzo ; Nardi, Francesca R ; den Hollander, Frank. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:177:y:2024:i:c:s0304414924001662. Full description at Econpapers \|\| Download paper
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2024	On the local limit theorems for linear sequences of lower psi-mixing Markov chains. (2024). Zhang, NA ; Sang, Hailin ; Peligrad, Magda. In: Statistics & Probability Letters. RePEc:eee:stapro:v:210:y:2024:i:c:s0167715224000774. Full description at Econpapers \|\| Download paper
2024	Impulse Control of Conditional McKeanâVlasov Jump Diffusions. (2024). Ksendal, Bernt ; Pucci, Giulia ; Agram, Nacira. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:200:y:2024:i:3:d:10.1007_s10957-023-02370-6. Full description at Econpapers \|\| Download paper
2024	Continuous-state branching processes with collisions: First passage times and duality. (2024). Vidmar, Matija ; Foucart, Clement. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:167:y:2024:i:c:s0304414923002028. Full description at Econpapers \|\| Download paper
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2024	Sharp approximation and hitting times for stochastic invasion processes. (2024). Mlard, Sylvie ; Erny, Xavier ; Bansaye, Vincent. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001649. Full description at Econpapers \|\| Download paper
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2024	Nash equilibria for dividend distribution with competition. (2023). Gensbittel, Fabien ; de Angelis, Tiziano ; Villeneuve, St'Ephane. In: Papers. RePEc:arx:papers:2312.07703. Full description at Econpapers \|\| Download paper
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2024	Deep Signature Algorithm for Path-Dependent American option pricing. (2022). Bayraktar, Erhan ; Zhang, Zhaoyu ; Feng, QI. In: Papers. RePEc:arx:papers:2211.11691. Full description at Econpapers \|\| Download paper
2024	Diagonally quadratic BSDE with oblique reflection and optimal switching. (2024). Luo, Peng ; Zhu, Mengbo. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001303. Full description at Econpapers \|\| Download paper
2024	Large deviations for regime-switching diffusions with infinite delay. (2024). Wang, YA ; Wu, Fuke ; Zhu, Chao. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001248. Full description at Econpapers \|\| Download paper
2024	Markovian lifting and asymptotic log-Harnack inequality for stochastic Volterra integral equations. (2024). Hamaguchi, Yushi. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:178:y:2024:i:c:s0304414924001881. Full description at Econpapers \|\| Download paper
2024	Martingale solution of the stochastic CamassaâHolm equation with pure jump noise. (2024). Chen, Yong ; Duan, Jinqiao ; Gao, Hongjun. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:176:y:2024:i:c:s0304414924001522. Full description at Econpapers \|\| Download paper
2024	Directed polymers in a random environment: A review of the phase transitions. (2024). Zygouras, Nikos. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:177:y:2024:i:c:s0304414924001376. Full description at Econpapers \|\| Download paper
2024	Zero-sum stopper vs. singular-controller games with constrained control directions. (2023). Palczewski, Jan ; de Angelis, Tiziano ; Bovo, Andrea. In: Papers. RePEc:arx:papers:2306.05113. Full description at Econpapers \|\| Download paper
2024	Nematic phase of the n-component cubic-spin spin glass in d = 3: Liquid-crystal phase in a dirty magnet. (2024). Berker, Nihat A ; Sarman, Deniz ; Artun, Can E. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:640:y:2024:i:c:s0378437124002188. Full description at Econpapers \|\| Download paper
2024	A generalization bound of deep neural networks for dependent data. (2024). Si, Lam ; Nguyen, Binh T ; Do, Quan Huu. In: Statistics & Probability Letters. RePEc:eee:stapro:v:208:y:2024:i:c:s0167715224000294. Full description at Econpapers \|\| Download paper
2024	The mutation process on the ancestral line under selection. (2024). Cordero, F ; di Gaspero, E ; Baake, E. In: Theoretical Population Biology. RePEc:eee:thpobi:v:158:y:2024:i:c:p:60-75. Full description at Econpapers \|\| Download paper
2024	The ancestral selection graph for a Ãâº-asymmetric Moran model. (2024). Prez, Jos Luis ; Kurt, Noemi ; Casanova, Adrin Gonzlez. In: Theoretical Population Biology. RePEc:eee:thpobi:v:159:y:2024:i:c:p:91-107. Full description at Econpapers \|\| Download paper
2024

Recent citations

Recent citations received in 2024

Year	Citing document
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	Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006. Full description at Econpapers \|\| Download paper
2024
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
2024

Recent citations received in 2023

Year	Citing document
2023	Driven and non-driven surface chaos in spin-glass sponges. (2023). Artun, Can E ; Pekta, Yiit Erta ; Berker, Nihat A. 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
2023	Parameter estimation of discretely observed interacting particle systems. (2023). Podolskij, Mark ; Pilipauskait, Vytaut ; Heidari, Akram ; Amorino, Chiara. 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). Costa, Manon ; Colombani, Laetitia ; Cattiaux, Patrick. 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). Hallmann, Oskar ; Fischer, Simon ; Christensen, Soren. In: Statistics & Probability Letters. RePEc:eee:stapro:v:203:y:2023:i:c:s0167715223001360. Full description at Econpapers \|\| Download paper
2023	Nash equilibria for dividend distribution with competition. (2023). Villeneuve, Stephane ; Gensbittel, Fabien ; de Angelis, Tiziano. In: TSE Working Papers. RePEc:tse:wpaper:128772. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Robustness of Hilbert space-valued stochastic volatility models. (2022). Eyjolfsson, Heidar ; Benth, Fred Espen. In: Papers. RePEc:arx:papers:2211.16071. Full description at Econpapers \|\| Download paper
2022	Reconstructing Volatility: Pricing of Index Options under Rough Volatility. (2022). Wagenhofer, Thomas ; Friz, Peter K. In: Papers. RePEc:arx:papers:2212.07817. Full description at Econpapers \|\| Download paper
2022	Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit. (2022). Yan, Xiaodong ; Wang, Wei ; Liang, Huaijin ; Chen, Zengjing. 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). Rutkowski, Marek ; Liu, Ruyi. In: Papers. RePEc:arx:papers:2212.12860. Full description at Econpapers \|\| Download paper
2022	A flexible split?step scheme for solving McKean?Vlasov stochastic differential equations. (2022). Reis, Gonalo Dos ; Chen, Xingyuan. 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). Yuan, Chenggui ; Suo, Yongqiang ; Huang, Xing ; Fan, Xiliang. 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). Pergamenshchikov, Sergey ; Kabanov, Yuri . 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). Yin, George ; Tran, Ky Q. 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). Raschel, Kilian ; Franceschi, Sandro. In: Queueing Systems: Theory and Applications. RePEc:spr:queues:v:102:y:2022:i:1:d:10.1007_s11134-022-09853-9. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Large deviations for fractional volatility models with non-Gaussian volatility driver. (2021). Gulisashvili, Archil ; Gerstenecker, Christoph ; Gerhold, Stefan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:142:y:2021:i:c:p:580-600. Full description at Econpapers \|\| Download paper
2021	Transportation cost inequality for backward stochastic differential equations with mean reflection. (2021). Li, Ruinan ; Dai, Yin . In: Statistics & Probability Letters. RePEc:eee:stapro:v:177:y:2021:i:c:s0167715221001292. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	. Full description at Econpapers \|\| Download paper
2021	SPHARMA approximations for stationary functional time series on the sphere. (2021). Caponera, Alessia. In: Statistical Inference for Stochastic Processes. RePEc:spr:sistpr:v:24:y:2021:i:3:d:10.1007_s11203-021-09244-6. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Stochastic Processes and their Applications / Elsevier	47	1482
2	Papers / arXiv.org	92	991
3			496
4	Statistics & Probability Letters / Elsevier	35	370
5			265
6	Finance and Stochastics / Springer	57	160
7	Methodology and Computing in Applied Probability / Springer	15	126
8	Journal of Econometrics / Elsevier	233	123
9	Statistical Inference for Stochastic Processes / Springer	16	115
10	Chaos, Solitons & Fractals / Elsevier	41	104
11	Applied Mathematics and Computation / Elsevier	31	84