Stochastics-An International Journal of Probability and Stochastic Processes
Scope & Guideline
Empowering Researchers with Essential Stochastic Tools
Introduction
Aims and Scopes
- Probability Theory:
The journal publishes research that explores foundational aspects of probability, including limit theorems, convergence properties, and stochastic calculus. - Stochastic Processes:
It covers a wide array of stochastic processes, including Markov processes, Lévy processes, and branching processes, focusing on their theoretical properties and applications. - Stochastic Differential Equations (SDEs):
Research related to the existence, uniqueness, and stability of solutions to SDEs, as well as their applications in various domains like finance and biology, is a core focus. - Control Theory and Optimization:
The journal features studies that integrate stochastic processes with control theory, particularly in optimizing decisions under uncertainty, such as in finance and risk management. - Statistical Applications:
Articles often explore statistical methodologies applied to stochastic models, including estimation techniques and asymptotic properties, enhancing the practical applicability of stochastic theory. - Applications in Finance and Insurance:
There is a consistent emphasis on financial mathematics and actuarial science, particularly in the context of option pricing, risk assessment, and insurance models.
Trending and Emerging
- Risk-sensitive Stochastic Control:
An increasing number of articles are addressing risk-sensitive approaches in stochastic control, particularly in financial applications and health models, reflecting a growing interest in managing risk under uncertainty. - Stochastic Modeling in Epidemiology:
There is a marked rise in research applying stochastic models to epidemiological studies, especially in the context of infectious diseases like COVID-19, highlighting the relevance of stochastic processes in public health. - Advanced SDE Techniques:
Recent trends show a surge in the application of advanced techniques for solving stochastic differential equations, including those driven by Lévy processes and fractional Brownian motion. - Mean-Field and Nonlocal Stochastic Models:
Emerging themes include mean-field games and nonlocal interactions in stochastic models, which are gaining attention for their applications in various fields such as finance and population dynamics. - Asymptotic Analysis and Large Deviations:
Research focusing on asymptotic behaviors and large deviation principles is increasingly prominent, reflecting a deeper exploration of tail behaviors and extreme events in stochastic processes.
Declining or Waning
- Classical Statistical Methods:
There has been a noticeable decline in papers focusing on traditional statistical methods applied to stochastic processes, as newer methodologies gain traction. - Non-stochastic Models:
Research that does not incorporate stochastic elements, such as purely deterministic models, has become less frequent, indicating a shift towards more complex stochastic analyses. - Discrete-time Models:
There is a reduction in publications centered on discrete-time stochastic models, with a greater emphasis on continuous-time processes and their applications. - Linear Stochastic Systems:
Research focused exclusively on linear stochastic systems has decreased as interest grows in nonlinear dynamics and more complex system behaviors.
Similar Journals
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Transforming Ideas into Impactful Stochastic SolutionsSTOCHASTIC PROCESSES AND THEIR APPLICATIONS, published by Elsevier, is a leading journal in the realms of Applied Mathematics, Modeling and Simulation, and Statistics and Probability. Established in 1973 and continually evolving with the latest research trends, this journal has secured its place in the Q1 category across multiple disciplines, reflecting its influence and prestige in the academic community. With a Scopus Rank of #90 in Statistics and Probability and notable rankings in Applied Mathematics and Modeling and Simulation, it serves as a crucial platform for disseminating cutting-edge research findings and applications of stochastic processes. Although it operates under a traditional access model, its comprehensive scope encourages submissions from a diverse range of topics that push the boundaries of knowledge in probability theory and its practical applications. Researchers, professionals, and students are invited to contribute original research, reviews, and case studies that can propel the field into new territories, further solidifying the journal's role as an essential resource for advancing understanding in stochastic processes.
Acta Mathematicae Applicatae Sinica-English Series
Bridging Theory and Application in MathematicsActa Mathematicae Applicatae Sinica-English Series, published by Springer Heidelberg, is a prominent journal in the field of Applied Mathematics, recognized for its contributions to the advancement of mathematical applications since its inception in 1984. With an ISSN of 0168-9673 and an E-ISSN of 1618-3932, this journal is indexed in Scopus, achieving a respectable ranking of #453 out of 635 in the category of Applied Mathematics, placing it in the 28th percentile. The journal serves as a critical platform for researchers, professionals, and students alike, aiming to disseminate high-quality original research, innovative methodologies, and applications of mathematics to solve real-world problems. Although it currently does not offer open access, its rigorous peer-review process ensures that only the most impactful studies are published. As part of its commitment to enhancing the mathematical sciences, Acta Mathematicae Applicatae Sinica-English Series plays a vital role in bridging theoretical research and practical applications, making significant contributions to the global scientific community.
PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES
Advancing the frontiers of probability in engineering and information sciences.PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES is a premier journal published by Cambridge University Press, dedicated to advancing the fields of statistics, probability, and their applications within engineering and informational sciences. With an ISSN of 0269-9648 and an E-ISSN of 1469-8951, this journal has established itself as a significant resource since its inception in 1987, continuing to publish impactful research through 2024. Ranking in the Q2 category for Industrial and Manufacturing Engineering and holding Q3 status in multiple relevant categories, it boasts a respectable impact in academia, reflected in its Scopus rankings across various disciplines. Although not an open-access journal, it remains essential for researchers interested in the integration of probabilistic methods in contemporary engineering challenges. By providing a platform for innovative studies and practical applications, PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES plays a crucial role in shaping future research and methodologies in these overlapping domains, fostering collaboration and knowledge exchange among researchers, professionals, and students alike.
ALEA-Latin American Journal of Probability and Mathematical Statistics
Exploring the frontiers of probability and mathematical statistics.ALEA - Latin American Journal of Probability and Mathematical Statistics is a pivotal publication in the field of statistical theory and probabilistic modeling, published by the renowned Instituto de Matemática Pura e Aplicada (IMPA) in Brazil. Since its inception in 2011, this journal has steadily established itself as a key resource for researchers and academics, currently ranked in the Q2 category for Statistics and Probability as of 2023. With an H-index reflecting the sustained influence of its published research, ALEA serves not only as a platform for innovative studies but also as a vital conduit for the dissemination of cutting-edge statistical methodologies across the Latin American region and beyond. The journal is committed to maintaining high scholarly standards, encouraging open discussions on theoretical and applied aspects of probability and statistics. Access options include subscription-based access, ensuring a wide reach for its scholarly content. Whether you are a seasoned professional or a student embarking on your research journey, ALEA offers invaluable insights that contribute to the advancement of knowledge in the ever-evolving realm of mathematical statistics.
JOURNAL OF APPLIED PROBABILITY
Elevating Applied Probability to New HeightsJOURNAL OF APPLIED PROBABILITY is a prestigious peer-reviewed journal published by Cambridge University Press, focusing on the intricate interactions between probability theory and its applications in diverse scientific fields. With a rich history dating back to 1975, this journal caters to an audience of researchers, professionals, and students interested in advancing their knowledge in areas such as mathematics, statistics, and decision sciences. The journal thrives in the competitive landscape of academia, boasting a respectable impact factor and earning Q2 rankings in both Mathematics and Statistics categories as of 2023. It provides a platform for innovative research and methodologies that bridge theoretical concepts with real-world applications, thereby enriching the discipline of applied probability. Although it is not an open-access journal, the JOURNAL OF APPLIED PROBABILITY ensures comprehensive access options through institutional subscriptions, making it a vital resource for anyone engaged in sophisticated probabilistic analysis and its practical implementations.
Modern Stochastics-Theory and Applications
Empowering research: Open access to cutting-edge stochastic methodologies.Modern Stochastics-Theory and Applications is a dynamic, peer-reviewed academic journal dedicated to advancing the field of stochastics through rigorous research and innovative methodologies. Published by VTEX in Lithuania, the journal has embraced an Open Access model since 2014, ensuring that cutting-edge research is freely available to a global audience. With an ISSN of 2351-6054, it has steadily gained recognition in the academic community, achieving a 2023 ranking in the Q2 category for Modeling and Simulation and the Q3 categories in both Statistics and Probability, as well as Statistics, Probability, and Uncertainty. Although still emerging, with noteworthy Scopus rankings highlighting its potential impact, the journal provides a vital platform for scholars to share their findings in stochastic modeling, simulation techniques, and statistical analysis. Researchers, professionals, and students alike are encouraged to contribute to and engage with this influential journal, solidifying its place in the academic landscape and fostering collaboration across disciplines.
PROBABILITY THEORY AND RELATED FIELDS
Illuminating the Path of Probability ResearchPROBABILITY THEORY AND RELATED FIELDS is a premier journal published by SPRINGER HEIDELBERG, dedicated to advancing the field of probability and its applications. With an ISSN of 0178-8051 and an E-ISSN of 1432-2064, this journal has established itself as a leading platform for innovative research, featuring significant contributions to the theories and methodologies in probability, statistics, and uncertainty analysis. Its impressive ranking in the 2023 category quartiles places it in the Q1 tier within Analysis, Statistics and Probability, highlighting its importance in the academic community. The journal is widely recognized for its rigorous peer-review process, ensuring high-quality publications that cater to researchers, professionals, and students alike. Located in Germany at TIERGARTENSTRASSE 17, D-69121 HEIDELBERG, it continues to shape the future of statistical sciences from 1986 until 2024 and beyond. Researchers in the field are encouraged to contribute their findings, ensuring the journal remains at the forefront of innovative statistical research.
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES
Connecting Theory to Practice in Cutting-edge ResearchANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES is a prestigious journal published by the Institute of Mathematical Statistics (IMS), dedicated to advancing the field of probabilities and statistics. With a commendable ranking in the Q1 category in both Statistics and Probability, as well as Statistics, Probability, and Uncertainty in 2023, this journal serves as a vital resource for cutting-edge research and applications in these domains. The journal has established itself as a hub for high-impact articles, evidenced by its placement within the 65th percentile in Statistics and Probability and 62nd percentile in Decision Sciences. Covering a broad scope from theoretical foundations to practical implications, it caters to the intellectual needs of researchers, professionals, and students alike. Although it does not offer Open Access options, the integrity and quality of the published works remain uncompromised, making it an essential reference point for emergent trends and rigorous studies in probability theory and statistical methodology. With contributions spanning from 1997 and continuing through to 2024, the journal's legacy and influence are firmly anchored in the academic community.
INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS
Bridging Theory and Application in MathematicsINFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS, published by WORLD SCIENTIFIC PUBL CO PTE LTD, is a key academic journal dedicated to the exploration of advanced themes in applied mathematics, mathematical physics, and quantum probability. Since its inception in 1998, the journal has established itself as a critical resource for researchers and professionals in these interdisciplinary fields, currently standing in the third quartile according to the 2023 category rankings. Scholars can access a wealth of rigorous articles that delve into infinite dimensional analysis, providing valuable insights pertinent to statistical and nonlinear physics, and offering a platform for pioneering research. This journal not only bridges theoretical frameworks and practical applications but also nurtures a collaborative environment for emerging and established scholars. Through its commitment to advancing knowledge, INFINITE DIMENSIONAL ANALYSIS QUANTUM PROBABILITY AND RELATED TOPICS serves as an indispensable tool for anyone engaged in the forefront of quantum probability research.
STOCHASTIC ANALYSIS AND APPLICATIONS
Innovating solutions through rigorous stochastic analysis.STOCHASTIC ANALYSIS AND APPLICATIONS is a prestigious peer-reviewed journal published by Taylor & Francis Inc, dedicated to advancing the field of stochastic processes and their applications across various disciplines. With an ISSN of 0736-2994 and an E-ISSN of 1532-9356, this journal has established itself as a vital resource for researchers and practitioners, offering high-quality articles that address both theoretical and practical aspects of stochastic analysis. As of 2023, the journal holds a commendable Q2 rank in the fields of Applied Mathematics, Statistics and Probability, and Statistics, Probability and Uncertainty, reflecting its significant impact in these domains. The journal is indexed in Scopus and ranks in the top percentiles for its categories, making it an essential read for scholars interested in the latest developments in stochastic methods and their real-world implications. Although it does not offer open access, the journal ensures that its contents are widely disseminated within academia, fostering knowledge that drives innovation and application in various sectors.