Communications on Stochastic Analysis

Aims & Scope

The journal Communications on Stochastic Analysis (COSA) is published in four issues annually (March, June, September, December).

It aims to present original research papers of high quality in stochastic analysis (both theory and applications) and emphasizes the global development of the scientific community.

The journal welcomes articles of interdisciplinary nature.

Expository articles of current interest will occasionally be published.

COSAis indexed in Mathematical Reviews (MathSciNet), Zentralblatt für Mathematik, and SCOPUS

Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar

Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Mathematics, designed to support cutting-edge academic discovery.

Licensing & Copyright

This journal operates under an Open Access model. Articles are freely accessible to the public immediately upon publication. The content is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0), allowing users to share and adapt the work with proper attribution.

Copyright remains with the author(s), and no permission is required for non-commercial use, provided the original source is cited.

Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• On fractional Ornstein-Uhlenbeck processes

  Citation: 27

  Authors: Terhi, Paavo

• Solutions of backward stochastic differential equations on Markov chains

  Citation: 23

  Authors: Samuel N, Robert J

• Expert opinions and logarithmic utility maximization in a market with Gaussian drift

  Citation: 17

  Authors: Abdelali, Hakam, Jörn, Ralf

• Itô's formula for a sub-fractional Brownian motion

  Citation: 17

  Authors: Litan, Guangjun, Kun

• Parameter estimation for Ornstein-Uhlenbeck processes driven by α-stable Lévy motions

  Citation: 16

  Authors: Yaozhong, Hongwei

• What is a Gaussian state?

  Citation: 12

  Authors: K R

• Analysing systemic risk contribution using a closed formula for conditional value at risk through copula

  Citation: 12

  Authors: Brice, Manfred, Barbara

• On the value of stochastic differential games

  Citation: 11

  Authors: Wendell H, Daniel

• Sample properties of random fields III: differentiability

  Citation: 10

  Authors: Jürgen

• Stein's method for Brownian approximations

  Citation: 9

  Authors: L, L