Stochastics

5.3k citations
751 papers · · active since 1950

Impact in

Papers in

    • Stochastic processes and financial applications 479
    • Financial Risk and Volatility Modeling 145
    • Stochastic processes and statistical mechanics 133

Stochastics

644 papers receiving 5.0k citations

Peers

Stochastics
Comparison fields: 5 of 105
  • Finance 3.2k
  • Modeling and Simulation 700
  • Applied Mathematics 1.1k
  • Management Science and Operations Research 1.2k
  • Mathematical Physics 880
Replace International Journal of Stochastic Analysis with:
International Journal of Stochastic Analysis United States
Stochastics and Dynamics China
Electronic Communications in Probability United States
ESAIM Probability and Statistics France
Japanese journal of mathematics Japan
International Journal of Theoretical and Applied Finance United States
Stochastic Models United States
Handbook of statistics United States
Applied Mathematical Finance United States
Monte Carlo Methods and Applications Russia
Stochastics relative to International Journal of Stochastic Analysis United States International Journal of Stochastic Analysis's profile →
Citations per field
00.5×5.5×
International Journal of Stochastic Analysis · 1×
Citations per year

Countries where authors publish in Stochastics

Since Specialization
Citations

This map shows the geographic impact of research published in Stochastics. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by papers published in Stochastics with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stochastics more than expected).

Fields of papers published in Stochastics

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers published in Stochastics. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers published in Stochastics.

About Stochastics

The 751 papers published in Stochastics in the last decades have received a total of 5.3k indexed citations . Papers published in Stochastics usually cover Finance (508 papers), Mathematical Physics (195 papers), Management Science and Operations Research (187 papers), Applied Mathematics (151 papers) and Modeling and Simulation (61 papers) specifically the topics of Stochastic processes and financial applications (479 papers), Financial Risk and Volatility Modeling (145 papers), Stochastic processes and statistical mechanics (133 papers), Probability and Risk Models (127 papers), Insurance, Mortality, Demography, Risk Management (92 papers), Stability and Controllability of Differential Equations (83 papers), Nonlinear Differential Equations Analysis (76 papers) and Economic theories and models (75 papers). The most active scholars publishing in Stochastics are Bernt Øksendal, Constantin Tudor, Mark Veraar, Xuerong Mao, Georgiy Shevchenko, Yuliya Mishura, Goran Peškir, Łukasz Szpruch, Thilo Meyer‐Brandis and Julian Tugaut.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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