Stochastic Processes and their Applications

74.8k citations
4.6k papers · indexed · active since 1950
Topics
Stochastic processes and financial applicationsStochastic processes and statistical mechanicsFinancial Risk and Volatility Modeling

In The Last Decade

Stochastic Processes and their Applications

4.2k papers receiving 66.7k citations

Peers

Stochastic Processes and their Applications
Comparison fields: 5 of 207
  • Finance 36.9k
  • Mathematical Physics 21.0k
  • Statistics and Probability 17.7k
  • Management Science and Operations Research 13.8k
  • Economics and Econometrics 10.7k
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Countries where authors publish in Stochastic Processes and their Applications

Since Specialization
Citations

This map shows the geographic impact of research published in Stochastic Processes and their Applications. 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 Stochastic Processes and their Applications with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stochastic Processes and their Applications more than expected).

Fields of papers published in Stochastic Processes and their Applications

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers published in Stochastic Processes and their Applications. 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 Stochastic Processes and their Applications.

About Stochastic Processes and their Applications

The 4.6k papers published in Stochastic Processes and their Applications in the last decades have received a total of 74.8k indexed citations . Papers published in Stochastic Processes and their Applications usually cover Mathematical Physics (2.2k papers), Finance (2.3k papers) and Statistics and Probability (1.4k papers) specifically the topics of Stochastic processes and financial applications (2.1k papers), Stochastic processes and statistical mechanics (1.7k papers) and Financial Risk and Volatility Modeling (756 papers). The most active scholars publishing in Stochastic Processes and their Applications are J. F. C. Kingmán, Xuerong Mao, J. Michael Harrison, Stanley R. Pliska, Shigē Péng, Thomas G. Kurtz, Elias Masry, J. Rosiński, Jean Jacod and Sidney I. Resnick.

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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