Stochastic Processes and their Applications

Aims & Scope

Stochastic Processes and their Applications publishes papers on the theory and applications of stochastic processes.

It is concerned with concepts and techniques, and is oriented towards a broad spectrum of mathematical, scientific and engineering interests.

Characterization, structural properties, inference and control of stochastic processes are covered.

The journal is exacting and scholarly in its standards.

Every effort is made to promote innovation, vitality, and communication between disciplines.

All papers are refereed.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	1.2

SJR (SCImago Journal Rank)

Year	Value
2024	0.971

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	89

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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.

• The coalescent

  Citation: 2126

  Authors: J.F.C.

• Martingales and stochastic integrals in the theory of continuous trading

  Citation: 1819

  Authors: J.Michael, Stanley R.

• Environmental Brownian noise suppresses explosions in population dynamics

  Citation: 801

  Authors: Xuerong, Glenn, Eric

• Stability of stochastic differential equations with Markovian switching

  Citation: 667

  Authors: Xuerong

• Microstructure noise in the continuous case: The pre-averaging approach

  Citation: 564

  Authors: Jean, Yingying, Per A., Mark, Mathias

• Strong approximation theorems for density dependent Markov chains

  Citation: 413

  Authors: Thomas G.

• Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation

  Citation: 409

  Authors: Shige

• Tempering stable processes

  Citation: 389

  Authors: Jan

• Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise

  Citation: 378

  Authors: J.C., A.M., D.J.

• Reverse-time diffusion equation models

  Citation: 367

  Authors: Brian D.O.

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