Stochastics

5.0k citations
730 papers · indexed · active since 1950
Topics
Stochastic processes and financial applicationsFinancial Risk and Volatility ModelingStochastic processes and statistical mechanics

In The Last Decade

Stochastics

628 papers receiving 4.6k citations

Peers

Stochastics
Comparison fields: 5 of 102
  • Finance 3.0k
  • Management Science and Operations Research 1.2k
  • Applied Mathematics 1.0k
  • Economics and Econometrics 986
  • Mathematical Physics 801
Replace International Journal of Stochastic Analysis with:
International Journal of Stochastic Analysis United States
Methodology And Computing In Applied Probability United States
Stochastics and Dynamics China
Electronic Communications in Probability United States
Japanese journal of mathematics Japan
ESAIM Probability and Statistics France
International Journal of Theoretical and Applied Finance United States
Stochastic Models 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
00.5×4.1×
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 730 papers published in Stochastics in the last decades have received a total of 5.0k indexed citations . Papers published in Stochastics usually cover Finance (494 papers), Mathematical Physics (186 papers) and Management Science and Operations Research (183 papers) specifically the topics of Stochastic processes and financial applications (466 papers), Financial Risk and Volatility Modeling (143 papers) and Stochastic processes and statistical mechanics (127 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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