World's Best Scientists 2026 revealed!
Stochastic Processes and their Applications
H-index 20

Stochastic Processes and their Applications

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Mathematics 72 89 147 20

Additional Metrics

Number of Best Scientists*: 112
Documents by Best Scientists*: 170
Top 100 Ranked Scientists*: 4
SCIMAGO H-index: 89
SCIMAGO SJR: 0.971
Impact Factor: 1.2

Overview

Top Research Topics at Stochastic Processes and their Applications?

Stochastic Processes and their Applications tackles a plethora of topics, such as Mathematical analysis, Applied mathematics, Stochastic process, Combinatorics and Discrete mathematics. The Mathematical analysis works featured in the journal incorporate elements from Pure mathematics and Brownian motion. While work presented in Stochastic Processes and their Applications provided substantial information on Applied mathematics, it also covered topics in Statistics, Central limit theorem, Markov process, Estimator and Mathematical optimization.

The studies on Stochastic process discussed can also contribute to research in the domains of Martingale (probability theory), Lévy process and Calculus. Local martingale is a major topic of Martingale (probability theory) research presented in it. While Combinatorics is the focus of Stochastic Processes and their Applications, it also provided insights into the studies of Random variable, Distribution (mathematics), Limit (mathematics), Markov chain and Random walk.

As a part of it, discussions in Markov chain involve topics like Markov kernel, Markov property and Markov chain mixing time. Random walk research is concerned with Heterogeneous random walk in one dimension in particular. The study on Stochastic differential equation presented in it intersects with the topics under Differential equation.

  • Mathematical analysis (37.14%)
  • Applied mathematics (21.51%)
  • Stochastic process (21.43%)

What are the most cited papers published in the journal?

  • Martingales and stochastic integrals in the theory of continuous trading (2316 citations)
  • Stability of stochastic differential equations with Markovian switching (600 citations)
  • Environmental Brownian noise suppresses explosions in population dynamics (591 citations)

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

The published articles investigate studies in Mathematical analysis, Stochastic process, Applied mathematics, Combinatorics and Stochastic differential equation. While Mathematical analysis is the focus of the published papers, it also provides insights into the studies of Pure mathematics and Brownian motion. The study of Stochastic process in the most cited publications encompasses disciplines such as Gaussian process, as well as fields such as Fractional Brownian motion, all of which overlap with one another.

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.

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

  • David Nualart (38 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Gennady Samorodnitsky (24 papers) published 1 paper at the last edition, 1 less than at the previous edition,
  • Murad S. Taqqu (23 papers) absent at the last edition,
  • Sidney I. Resnick (21 papers) absent at the last edition,
  • Thomas Mikosch (20 papers) published 1 paper 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.

Only papers with recognized affiliations are considered

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

  • University of Paris (228 papers) published 4 papers at the last edition, 3 less than at the previous edition,
  • Cornell University (80 papers) published 1 paper at the last edition, 4 less than at the previous edition,
  • Technion – Israel Institute of Technology (62 papers) published 2 papers at the last edition, 1 less than at the previous edition,
  • Columbia University (60 papers) published 2 papers at the last edition, 1 less than at the previous edition,
  • Centre national de la recherche scientifique (60 papers) published 1 paper at the last edition, 5 less than at the previous 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, 4.79% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 10.07% were posted by at least one author from the top 10 institutions publishing in the journal. Another 10.79% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 23.74% of all publications and 55.40% 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.

Top Publications

  • A central limit theorem for the stochastic heat equation

    Jingyu Huang;David Nualart;Lauri Viitasaari

    (2020)
    62 Citations
  • Random dynamics of p-Laplacian lattice systems driven by infinite-dimensional nonlinear noise

    Renhai Wang;Bixiang Wang

    (2020)
    60 Citations
  • Selection of equilibria in a linear quadratic mean-field game

    François Delarue;Rinel Foguen Tchuendom

    (2020)
    50 Citations
  • Lq(Lp)-theory of stochastic differential equations

    Pengcheng Xia;Longjie Xie;Xicheng Zhang;Guohuan Zhao

    (2020)
    47 Citations
  • General nonlinear stochastic systems motivated by chemostat models: Complete characterization of long-time behavior, optimal controls, and applications to wastewater treatment

    Dang H. Nguyen;Nhu N. Nguyen;George Yin

    (2020)
    44 Citations
  • Weak convergence and invariant measure of a full discretization for parabolic SPDEs with non-globally Lipschitz coefficients

    Jianbo Cui;Jialin Hong;Liying Sun

    (2021)
    40 Citations
  • Optimal stopping with f-expectations: The irregular case

    Miryana Grigorova;Peter Imkeller;Youssef Ouknine;Marie-Claire Quenez

    (2020)
    32 Citations
  • Estimates of Dirichlet heat kernel for symmetric Markov processes

    Tomasz Grzywny;Kyung-Youn Kim;Panki Kim

    (2020)
    31 Citations
  • Optimal Strong Convergence Rate of a Backward Euler Type Scheme for the Cox--Ingersoll--Ross Model Driven by Fractional Brownian Motion

    Jialin Hong;Chuying Huang;Minoo Kamrani;Xu Wang

    (2020)
    31 Citations
  • On Shige Peng’s central limit theorem

    N.V. Krylov

    (2020)
    31 Citations

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Best Scientists Contributing to This Journal