What is the impact factor of Stochastic Processes and Their Applications?

1.1. The 2022 impact factor of Stochastic Processes and Their Applications is 1.1. By the impact factor, Stochastic Processes and Their Applications falls within the top 14% of scholarly journals.

Stochastic Processes and Their Applications Top...

1.1(top 14%)

Impact Factor

1.2(top 14%)

extended IF

93(top 4%)

H-Index

968

authors

4.8K

papers

70.8K

citations

2.5K

citing journals

10.5K

citing authors

Most Cited Articles of Stochastic Processes and Their Applications

Title	Year	Citations
The coalescent	1982	1.7K
Martingales and stochastic integrals in the theory of continuous trading	1981	1.5K
Environmental Brownian noise suppresses explosions in population dynamics	2002	563
Stability of stochastic differential equations with Markovian switching	1999	540
Microstructure noise in the continuous case: The pre-averaging approach	2009	379
Strong approximation theorems for density dependent Markov chains	1978	349
Tempering stable processes	2007	306
Discrete-time approximation and Monte-Carlo simulation of backward stochastic differential equations	2004	273
Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation	2008	272
Subexponentiality of the product of independent random variables	1994	260
A stochastic calculus model of continuous trading: Complete markets	1983	257
Russian and American put options under exponential phase-type Lévy models	2004	255
Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks	2003	254
Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise	2002	245
Maximum-likelihood estimation for hidden Markov models	1992	244
Regular variation of GARCH processes	2002	226
Heat kernel estimates for stable-like processes on d-sets	2003	218
A new weak dependence condition and applications to moment inequalities	1999	218
Lp solutions of backward stochastic differential equations	2003	206
Dynamic coherent risk measures	2004	205
Asymptotic properties of realized power variations and related functionals of semimartingales	2008	202
Simple conditions for the convergence of the Gibbs sampler and Metropolis-Hastings algorithms	1994	195
Importance of system components and fault tree events	1975	195
Some mixing properties of time series models	1985	185
Mean-field backward stochastic differential equations and related partial differential equations	2009	172

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How are inpact factors calculated?

The impact factor (IF) is calculated by counting citations from peer-reviewed journals only.

extended IF also counts citations from books and conference papers. However, no patent, abstract, working papers, online documents, etc., are covered.

Scientometrics

Overviews

Stochastic Processes and Their Applications

Statistics, Mathematics, Applied Mathematics

Most Cited Articles of Stochastic Processes and Their Applications