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Citation Profile [Updated: 2025-04-15 08:32:09]
5 Years H Index
9
Impact Factor (IF)
0
5 Years IF
0
Data available in this report

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

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.11 0 0 26 26 2 0 32 44 0 0 0.05
1991 0 0.1 0 0 26 52 2 0 47 70 0 0 0.05
1992 0 0.11 0 0 31 83 2 0 52 96 0 0 0.05
1993 0 0.13 0 0 35 118 2 0 57 115 0 0 0.06
1994 0 0.14 0 0 45 163 14 0 66 139 0 0 0.07
1995 0 0.22 0 0 41 204 16 0 80 163 0 0 0.1
1996 0 0.25 0 0 46 250 19 0 86 178 0 0 0.12
1997 0 0.24 0 0 47 297 24 0 87 198 0 0 0.11
1998 0 0.28 0 0 42 339 9 0 93 214 0 0 0.13
1999 0 0.3 0 0 36 375 6 1 1 89 221 1 0 0 0.15
2000 0 0.36 0 0 36 411 10 1 2 78 212 0 0 0.16
2001 0 0.39 0 0 36 447 21 2 72 207 0 0 0.17
2002 0 0.41 0 0 32 479 9 1 3 72 197 0 0 0.21
2003 0 0.44 0.01 0 30 509 8 4 7 68 182 0 0 0.22
2004 0 0.49 0 0 28 537 9 1 8 62 170 0 0 0.22
2005 0 0.51 0 0 27 564 8 2 10 58 162 0 1 0.04 0.23
2006 0 0.5 0.01 0.01 79 643 88 6 16 55 153 1 0 0 0.23
2007 0 0.46 0 0 19 662 9 16 106 196 0 0 0.2
2008 0.01 0.49 0.01 0.01 22 684 6 4 20 98 1 183 2 0 0 0.23
2009 0 0.48 0 0.01 9 693 0 2 22 41 175 1 0 0 0.24
2010 0 0.48 0 0.01 12 705 5 3 25 31 156 1 0 0 0.21
2011 0 0.52 0.01 0.02 23 728 28 5 30 21 141 3 0 0 0.24
2012 0 0.52 0.01 0 24 752 11 5 35 35 85 0 0 0.22
2013 0.02 0.56 0.02 0.01 18 770 7 13 48 47 1 90 1 0 0 0.24
2014 0 0.55 0.01 0.01 17 787 9 6 54 42 86 1 0 0 0.23
2015 0.03 0.55 0.01 0.01 10 797 15 5 59 35 1 94 1 0 0 0.23
2016 0.07 0.52 0.01 0.02 7 804 12 10 69 27 2 92 2 0 0 0.21
2017 0 0.54 0.01 0.01 4 808 8 10 79 17 76 1 0 0 0.21
2018 0.27 0.55 0.03 0.09 2 810 0 22 101 11 3 56 5 0 0 0.23
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12006Option pricing in a regime-switching model using the fast Fourier transform. (2006). Yin, G ; Zhang, Q ; Liu, R H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018109.

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

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

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12
41997On a mild solution of a semilinear functional-differential evolution nonlocal problem. (1997). Akca, Haydar ; Byszewski, Ludwik. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:806158.

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12
52006On changes of measure in stochastic volatility models. (2006). Heyde, C C ; Wong, Bernard. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018130.

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11
62006Sumudu transform fundamental properties investigations and applications. (2006). Karaballi, Ahmed Abdullatif ; Muhammed, Fethi Bin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:091083.

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11
72001Probabilistic analysis of the telegraphers process with drift by means of relativistic transformations. (2001). Orsingher, E ; Nieddu, L ; Beghin, L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:602054.

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

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

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10
102015A Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models. (2015). Vives, Josep ; Merino, Raul. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:103647.

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7
112017Option Price Decomposition in Spot-Dependent Volatility Models and Some Applications. (2017). Vives, Josep ; Merino, Raul. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8019498.

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7
122006Optimal contracts in continuous-time models. (2006). Zhang, Jianfeng ; Wan, Xuhu. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:095203.

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7
132006A singular control problem with an expected and a pathwise ergodic performance criterion. (2006). Zervos, Mihail ; Jack, Andrew . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:082538.

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7
142016Stochastic Analysis of Gaussian Processes via Fredholm Representation. (2016). Viitasaari, Lauri ; Sottinen, Tommi. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:8694365.

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6
152000BSDEs with polynomial growth generators. (2000). Carmona, Rene ; Briand, Philippe. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:609458.

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5
162008A Hull and White Formula for a General Stochastic Volatility Jump-Diffusion Model with Applications to the Study of the Short-Time Behavior of the Implied Volatility. (2008). Pontier, Monique ; Len, Jorge A ; Als, Elisa ; Vives, Josep. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:359142.

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5
172014A Note on the Distribution of Multivariate Brownian Extrema. (2014). Escobar Anel, Marcos ; Hernandez, Julio . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:575270.

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5
182016Analysis of a Priority Queue with Phase-Type Service and Failures. (2016). Dudin, Sergei. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:9152701.

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5
192002New formulas concerning Laplace transforms of quadratic forms for general Gaussian sequences. (2002). Viot, M ; le Breton, A ; Kleptsyna, M L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:347239.

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5
201996The structure distribution in a mixed Poisson process. (1996). Vynckier, Petra ; Teugels, Jozef L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:740781.

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

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5
222012Birth and Death Processes with Neutral Mutations. (2012). Richard, Mathieu ; Lambert, Amaury ; Champagnat, Nicolas. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:569081.

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4
231997On the level crossing of multi-dimensional delayed renewal processes. (1997). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:707613.

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4
241998Singularly perturbed telegraph equations with applications in the random walk theory. (1998). Mika, Janusz R ; Banasiak, Jacek. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:564729.

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4
252012Some Refinements of Existence Results for SPDEs Driven by Wiener Processes and Poisson Random Measures. (2012). Tappe, Stefan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:236327.

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3
261996Itôs formula with respect to fractional Brownian motion and its application. (1996). Heyde, C C ; Dai, W. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:541390.

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3
272006On ( s , S ) inventory system with random lead time and repeated demands. (2006). Ushakumari, P V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:081508.

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3
282007Jump Telegraph Processes and Financial Markets with Memory. (2007). Ratanov, Nikita. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:072326.

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3
292000The moments of the area under reflected Brownian bridge conditional on its local time at zero. (2000). Knight, Frank B. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:430231.

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3
302001A k -out-of- n reliability system with an unreliable server and phase type repairs and services: the ( N , T ) policy. (2001). Ushakumari, P V ; Krishnamoorthy, A ; Chakravarthy, Srinivas R. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:930934.

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3
312001Reflected forward-backward SDE s and obstacle problems with boundary conditions. (2001). Ma, Jin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:402830.

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3
321998Analysis of the asymmetrical shortest two-server queueing model. (1998). Cohen, J W. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:926536.

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3
332004The fundamental solutions for fractional evolution equations of parabolic type. (2004). El-Borai, Mahmoud M. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:484863.

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3
342006Existence of solutions to Sobolev-type partial neutral differential equations. (2006). Bahuguna, Dhirendra ; Agarwal, Shruti. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:016308.

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3
351997Limiting behavior of the perturbed empirical distribution functions evaluated at U -statistics for strongly mixing sequences of random variables. (1997). Chiang, Ching-Yuan ; Sun, Shan. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:742120.

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3
362005Local volatility in the Heston model: a Malliavin calculus approach. (2005). Ewald, Christian-Oliver. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:951429.

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3
372006Chover-type laws of the iterated logarithm for weighted sums of ρ ∗ -mixing sequences. (2006). Cai, Guang-hui. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:065023.

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3
382004The Pólya-Aeppli process and ruin problems. (2004). Minkova, Leda D. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:790275.

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3
392006A note on strong solutions of stochastic differential equations with a discontinuous drift coefficient. (2006). Kloeden, P E ; Halidias, Nikolaos . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:073257.

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3
401994First excess levels of vector processes. (1994). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:762639.

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3
412006Approximation and optimality necessary conditions in relaxed stochastic control problems. (2006). Djehiche, Boualem ; Mezerdi, Brahim ; Bahlali, Seid. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:072762.

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2
422013Stability Analysis of a Stochastic SIR Epidemic Model with Specific Nonlinear Incidence Rate. (2013). Yousfi, Noura ; Hattaf, Khalid ; Adnani, Jihad. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:431257.

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2
432006Characterization of the marginal distributions of Markov processes used in dynamic reliability. (2006). Mercier, Sophie ; Eymard, Robert ; Cocozza-Thivent, Christiane ; Roussignol, Michel. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:092156.

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2
442010Diffusion Approximations of the Geometric Markov Renewal Processes and Option Price Formulas. (2010). Islam, Shafiqul M ; Swishchuk, Anatoliy. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:347105.

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2
451999A queueing system with queue length dependent service times, with applications to cell discarding in ATM networks. (1999). Tier, Charles ; Knessl, Charles ; Il, Doo. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:780913.

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2
461996Mixed problem with boundary integral conditions for a certain parabolic equation. (1996). Bouziani, Abdelfatah. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:501640.

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2
472010A Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk. (2010). Siu, Tak Kuen. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:870516.

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2
481989Sharp conditions for the oscillation of delay difference equations. (1989). Sficas, Y G ; Ch. G. Philos, ; Ladas, G. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:150178.

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2
491994Busy period analysis, rare events and transient behavior in fluid flow models. (1994). Asmussen, Soren. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:365297.

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2
502000Fatous Lemma and Lebesgues convergence theorem for measures. (2000). Lasserre, Jean B ; Hernandez-Lerma, Onesimo. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:203042.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Optimal contracts in continuous-time models. (2006). Zhang, Jianfeng ; Wan, Xuhu. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:095203.

Full description at Econpapers || Download paper

4
22000BSDEs with polynomial growth generators. (2000). Carmona, Rene ; Briand, Philippe. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:609458.

Full description at Econpapers || Download paper

3
32011Weather Derivatives and Stochastic Modelling of Temperature. (2011). Benth, Jrat Altyt. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:576791.

Full description at Econpapers || Download paper

3
42011Optimal Selling of an Asset under Incomplete Information. (2011). Lu, Bing ; Ekstrom, Erik. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:543590.

Full description at Econpapers || Download paper

3
51997On a mild solution of a semilinear functional-differential evolution nonlocal problem. (1997). Akca, Haydar ; Byszewski, Ludwik. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:806158.

Full description at Econpapers || Download paper

2
61997Quadratically converging iterative schemes for nonlinear Volterra integral equations and an application. (1997). Pandit, Sudhakar G. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:470243.

Full description at Econpapers || Download paper

2
72006On the mixed fractional Brownian motion. (2006). Zili, Mounir. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:032435.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2
92001Probabilistic analysis of the telegraphers process with drift by means of relativistic transformations. (2001). Orsingher, E ; Nieddu, L ; Beghin, L. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:602054.

Full description at Econpapers || Download paper

2
102015A Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment. (2015). Siu, Tak Kuen. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:462524.

Full description at Econpapers || Download paper

2
112006Option pricing in a regime-switching model using the fast Fourier transform. (2006). Yin, G ; Zhang, Q ; Liu, R H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:018109.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2
132006A singular control problem with an expected and a pathwise ergodic performance criterion. (2006). Zervos, Mihail ; Jack, Andrew . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:082538.

Full description at Econpapers || Download paper

2
142006Sumudu transform fundamental properties investigations and applications. (2006). Karaballi, Ahmed Abdullatif ; Muhammed, Fethi Bin. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:091083.

Full description at Econpapers || Download paper

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