Random Operators and Stochastic Equations

Aims & Scope

Random Operators and Stochastic Equations is devoted to the theory of random operators and stochastic analysis.

Contributions on theoretical aspects, as well as on physical and technical applications are considered for publication.

Topics general theory of linear random operators, theory of random matrices, chaos in classical and quantum mechanics, stochastic differential equations, Brownian motion theory, neural networks theory, regression analysis, multivariate statistical analysis, systems of linear algebraic equations with random coefficients, spectral decomposition of the solutions of operator stochastic equations, pattern recognition, discriminant analysi stochastic control theory.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.3
2024	0.30

SJR (SCImago Journal Rank)

Year	Value
2024	0.164

Quartile

Year	Value
2024	Q4

h-index

Year	Value
2024	20

Journal Rank

Year	Value
2024	23519

Journal Citation Indicator

Year	Value
2024	25

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Abstracting & Indexing

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

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

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

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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.

• Some skew-symmetric models

  Citation: 91

  Authors: A. K., F. C., W. J.

• Asymptotic distribution of smoothed eigenvalue density. I. Gaussian random matrices

  Citation: 39

  Authors: A., A.

• Localization for random perturbations of periodic Schrödinger operators

  Citation: 38

  Authors: Werner, Peter, Günter

• Some SDEs with distributional drift. - Part II: Lyons-Zheng structure, Itô's formula and semimartingale characterization

  Citation: 37

  Authors: Franco, Francesco, Jochen

• Parametric estimation for linear stochastic differential equations driven by fractional Brownian motion

  Citation: 35

  Authors: B. L. S.

• Existence and uniqueness of solutions of stochastic functional differential equations

  Citation: 34

  Authors: Max-K., Michael

• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients

  Citation: 28

  Authors: Seid, Adel

• Motions with reflecting and absorbing barriers driven by the telegraph equation

  Citation: 28

  Authors: E.

• Stochastic partial differential equations driven by Lévy space-time white noise

  Citation: 27

  Authors: David, Jiang-Lun

• Asymptotics for the almost sure lyapunov exponent for the solution of the parabolic Anderson problem

  Citation: 24

  Authors: Rene, Leonid, Stanislav

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