Stochastic Analysis and Applications

Top Research Topics at Stochastic Analysis and Applications?

The journal generally zeroes in on subjects such as Mathematical analysis, Applied mathematics, Stochastic process, Stochastic differential equation and Stochastic partial differential equation. Some problems in Mathematical analysis that were presented in Stochastic Analysis and Applications overlapped with concepts under Pure mathematics and Brownian motion. The research on Applied mathematics tackled can also make contributions to studies in the areas of Mathematical optimization and Markov chain.

The study on Markov chain presented is investigated in conjunction with research in Markov process. The work on Stochastic process tackled in it brings together disciplines like Martingale (probability theory), Discrete mathematics, Combinatorics, Nonlinear system and Calculus. The work on Discrete mathematics addressed in it expands to the thematically related Random variable.

The work on Random variable presented in the journal focuses on Convergence of random variables in particular. Research in Fractional Brownian motion and the interrelating topic of Geometric Brownian motion were among the subjects of interest in the Stochastic differential equation studies discussed in Stochastic Analysis and Applications. The featured Stochastic partial differential equation research is covered under the field of Partial differential equation.

• Mathematical analysis (42.97%)
• Applied mathematics (25.06%)
• Stochastic process (24.13%)

What are the most cited papers published in the journal?

• Expansion of the global error for numerical schemes solving stochastic differential equations (504 citations)
• On the minimal martingale measure and the möllmer-schweizer decomposition (301 citations)
• Adaptive Multilevel Splitting for Rare Event Analysis (202 citations)

Research areas of the most cited articles at Stochastic Analysis and Applications:

The most cited papers are organized to reinforce research efforts on Mathematical analysis, Stochastic process, Stochastic differential equation, Applied mathematics and Stochastic partial differential equation. The most cited publications focus on Mathematical analysis but the discussions also offer insight into other areas such as Pure mathematics and Nonlinear system. While the primary focus in the most cited publications is Stochastic differential equation, they also dissect topics surrounding Stochastic calculus and Malliavin calculus as a whole.

What topics the last edition of the journal is best known for?

• Mathematical analysis
• Statistics
• Normal distribution

The previous edition focused in particular on these issues:

The journal mainly deals with areas of study such as Applied mathematics, Mathematical analysis, Fractional Brownian motion, Stochastic differential equation and Uniqueness. The studies in Applied mathematics featured incorporate elements of Risk sensitive, Volterra integral equation, Nonlinear system, Markov chain and Lipschitz continuity. Stochastic Analysis and Applications primarily dealt with subjects of interest in Mathematical analysis but also expanded the discussion to include studies in

• Brownian motion that connect with fields like Fixed-point theorem,
• First-hitting-time model, which have a strong connection to Inverse..

The tackled Fractional Brownian motion research is interrelated with Hurst exponent which concerns subjects like Differential equation. While Stochastic differential equation is the key highlight in it, it also covered some subjects on Scheme (mathematics) and Convergence (routing). The research on Uniqueness featured in Stochastic Analysis and Applications combines topics in other fields like Ergodic theory, Fixed point, Ergodicity and Stationary distribution.

The most cited articles from the last journal are:

• The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm (8 citations)
• Functional central limit theorems for multivariate Bessel processes in the freezing regime (8 citations)
• Non-instantaneous impulsive Hilfer fractional stochastic differential equations driven by fractional Brownian motion (6 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

Top authors and change over time

The top authors publishing in Stochastic Analysis and Applications (based on the number of publications) are:

• Robert J. Elliott (34 papers) absent at the last edition,
• Andrew Rosalsky (27 papers) absent at the last edition,
• Xuerong Mao (25 papers) absent at the last edition,
• Vo Anh (19 papers) absent at the last edition,
• D. Kannan (18 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Top affiliations and change over time

Only papers with recognized affiliations are considered

The top affiliations publishing in Stochastic Analysis and Applications (based on the number of publications) are:

• University of Florida (33 papers) absent at the last edition,
• University of Georgia (33 papers) absent at the last edition,
• Wayne State University (27 papers) absent at the last edition,
• University of Oslo (23 papers) absent at the last edition,
• University of Seville (22 papers) published 3 papers at the last edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 8.08% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 7.69% were posted by at least one author from the top 10 institutions publishing in the journal. Another 6.59% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 15.38% of all publications and 70.33% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

• Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
• Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
• Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
• Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
• Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.