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International Journal of Stochastic Analysis / Hindawi

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
5
Impact Factor
0.5
5 Years IF
0.22
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 0.09 0 0 26 26 2 0 32 44 0 0 0.04
1991 0 0.08 0 0 26 52 1 0 47 70 0 0 0.04
1992 0 0.09 0 0 31 83 2 0 52 96 0 0 0.04
1993 0 0.11 0 0 35 118 1 0 57 115 0 0 0.05
1994 0 0.12 0 0 45 163 9 0 66 139 0 0 0.06
1995 0 0.19 0 0 41 204 9 0 80 163 0 0 0.08
1996 0 0.22 0 0 46 250 10 0 86 178 0 0 0.1
1997 0 0.22 0 0 47 297 13 0 87 198 0 0 0.09
1998 0 0.26 0 0 42 339 5 0 93 214 0 0 0.12
1999 0 0.27 0 0 36 375 3 1 1 89 221 1 0 0 0.13
2000 0 0.32 0 0 36 411 5 1 2 78 212 0 0 0.14
2001 0 0.35 0 0 36 447 8 2 72 207 0 0 0.15
2002 0 0.37 0 0 32 479 6 1 3 72 197 0 0 0.19
2003 0 0.4 0.01 0 30 509 6 3 6 68 182 0 0 0.19
2004 0 0.44 0 0 29 538 5 1 7 62 170 0 0 0.2
2005 0 0.45 0 0 27 565 4 1 8 59 163 0 0 0.21
2006 0 0.46 0.01 0 79 644 45 5 13 56 154 0 0 0.2
2007 0 0.42 0 0 19 663 5 13 106 197 0 0 0.18
2008 0.01 0.44 0.01 0.01 22 685 6 4 17 98 1 184 2 0 0 0.2
2009 0 0.43 0 0 9 694 0 1 18 41 176 0 0 0.21
2010 0 0.43 0 0.01 12 706 4 1 19 31 156 1 0 0 0.18
2011 0 0.45 0.01 0.02 23 729 11 5 24 21 141 3 0 0 0.2
2012 0 0.45 0 0 24 753 8 3 27 35 85 0 0 0.19
2013 0 0.5 0.01 0 18 771 2 11 38 47 90 0 0 0.21
2014 0 0.51 0 0 17 788 7 2 40 42 86 0 0 0.2
2015 0.03 0.5 0.01 0.01 10 798 8 5 45 35 1 94 1 0 0 0.19
2016 0.04 0.5 0.01 0.01 7 805 7 6 51 27 1 92 1 0 0 0.18
2017 0 0.5 0.01 0.01 4 809 5 8 59 17 76 1 0 0 0.18
2018 0.27 0.54 0.03 0.09 2 811 0 21 80 11 3 56 5 0 0 0.21
2019 0.33 0.58 0.06 0.18 0 811 0 47 127 6 2 40 7 0 0 0.21
2020 0.5 0.75 0.07 0.22 0 811 0 54 181 2 1 23 5 0 0 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: 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.

Full description at Econpapers || Download paper

8
22006On 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

7
31995Controlled queueing systems. (1995). Yu, M ; Rykov, V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:565064.

Full description at Econpapers || Download paper

7
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.

Full description at Econpapers || Download paper

7
52001Probabilistic 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

6
62017Option 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.

Full description at Econpapers || Download paper

5
72014A Note on the Distribution of Multivariate Brownian Extrema. (2014). Escobar Anel, Marcos ; Hernandez, Julio . In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:575270.

Full description at Econpapers || Download paper

5
82006On the mixed fractional Brownian motion. (2006). Zili, Mounir. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:032435.

Full description at Econpapers || Download paper

5
92015A 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.

Full description at Econpapers || Download paper

5
102008A 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.

Full description at Econpapers || Download paper

5
112011Weather 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

5
122002New 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.

Full description at Econpapers || Download paper

4
132016Analysis of a Priority Queue with Phase-Type Service and Failures. (2016). Dudin, Sergei. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:9152701.

Full description at Econpapers || Download paper

4
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

4
152006A 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

4
161998Singularly 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.

Full description at Econpapers || Download paper

3
172016Stochastic 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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3
182000The 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
192012Some 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
202006Chover-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
212012Birth and Death Processes with Neutral Mutations. (2012). Richard, Mathieu ; Lambert, Amaury ; Champagnat, Nicolas. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:569081.

Full description at Econpapers || Download paper

3
222011Optimal 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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3
231997Limiting 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
242006Optimal contracts in continuous-time models. (2006). Zhang, Jianfeng ; Wan, Xuhu. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:095203.

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3
252001A 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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2
262004The 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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2
272007Jump Telegraph Processes and Financial Markets with Memory. (2007). Ratanov, Nikita. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:072326.

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2
282007A Family of Non-Gaussian Martingales with Gaussian Marginals. (2007). Klebaner, Fima C ; Hamza, Kais. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:092723.

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2
292000BSDEs with polynomial growth generators. (2000). Carmona, Rene ; Briand, Philippe. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:609458.

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2
301994Mathematical methods in queueing theory. (1994). Kalashnikov, Vladimir V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:142507.

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2
311998Analysis 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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2
322006Characterization 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
332010Diffusion 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
341997On 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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2
351994Busy 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
362003Optimization in HIV screening problems. (2003). Dukhovny, Alexander ; Abolnikov, Lev. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:971047.

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2
372014Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems. (2014). di Persio, Luca ; Cordoni, Francesco. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:152389.

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2
381996Mixed 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
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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2
402015Yamada-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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2
411994A new simulation estimator of system reliability. (1994). Ross, Sheldon M. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:247534.

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2
421996Queueing system with passive servers. (1996). Klimenok, Valentina I ; Dudin, Alexander N. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:417476.

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2
432006Approximation 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
441989Sharp 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
451994Sample-path stability conditions for multiserver input-output processes. (1994). Stidham, Shaler ; El-Taha, Muhammad. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:107637.

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1
461996Descriptors for point processes based on runs: the Markovian arrival process. (1996). Neuts, Marcel F. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:417039.

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1
471995Convergence of a random iteration scheme to a random fixed point. (1995). Choudhury, Binayak S. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:676123.

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1
482006Existence 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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1
491996Nonparametric density estimators based on nonstationary absolutely regular random sequences. (1996). Puri, Madan L ; Harel, Michel. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:189689.

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1
501996The 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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1
50 most relevant documents in this series (papers most cited in the last two years)
#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.

Full description at Econpapers || Download paper

7
21997On 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

6
32006On 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

5
42006On the mixed fractional Brownian motion. (2006). Zili, Mounir. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:032435.

Full description at Econpapers || Download paper

4
52002New 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.

Full description at Econpapers || Download paper

4
62011Weather 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

4
72016Analysis of a Priority Queue with Phase-Type Service and Failures. (2016). Dudin, Sergei. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:9152701.

Full description at Econpapers || Download paper

4
82017Option 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.

Full description at Econpapers || Download paper

4
92008A 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.

Full description at Econpapers || Download paper

4
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.

Full description at Econpapers || Download paper

4
112006A 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

4
122001Probabilistic 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

3
132006Chover-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.

Full description at Econpapers || Download paper

3
142011Optimal 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
151995Controlled queueing systems. (1995). Yu, M ; Rykov, V. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:565064.

Full description at Econpapers || Download paper

3
162006Sumudu 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

3
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.

Full description at Econpapers || Download paper

3
182007A Family of Non-Gaussian Martingales with Gaussian Marginals. (2007). Klebaner, Fima C ; Hamza, Kais. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:092723.

Full description at Econpapers || Download paper

2
191998Analysis of the asymmetrical shortest two-server queueing model. (1998). Cohen, J W. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:926536.

Full description at Econpapers || Download paper

2
202014Backward Stochastic Differential Equations Approach to Hedging, Option Pricing, and Insurance Problems. (2014). di Persio, Luca ; Cordoni, Francesco. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:152389.

Full description at Econpapers || Download paper

2
212012Birth and Death Processes with Neutral Mutations. (2012). Richard, Mathieu ; Lambert, Amaury ; Champagnat, Nicolas. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:569081.

Full description at Econpapers || Download paper

2
221997On the level crossing of multi-dimensional delayed renewal processes. (1997). Dshalalow, Jewgeni H. In: International Journal of Stochastic Analysis. RePEc:hin:jnijsa:707613.

Full description at Econpapers || Download paper

2
232006Optimal 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

2
242012Some 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.

Full description at Econpapers || Download paper

2
252015Yamada-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.

Full description at Econpapers || Download paper

2
262010Diffusion 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.

Full description at Econpapers || Download paper

2
271998Singularly 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.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 1
YearTitle
2020Pricing Temperature Derivatives under a Time-Changed Levy Model. (2020). Olivares, Pablo. In: Papers. RePEc:arx:papers:2005.14350.

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Recent citations
Recent citations received in 2017
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