Stochastics

Aims & Scope

Stochastics: An International Journal of Probability and Stochastic Processes is a world-leading journal publishing research concerned with stochastic processes and their applications in the modelling, analysis and optimization of stochastic systems, i.e. processes characterized both by temporal or spatial evolution and by the presence of random effects.

Articles are published dealing with all aspects of stochastic systems analysis, characterization problems, stochastic modelling and identification, optimization, filtering and control and with related questions in the theory of stochastic processes.

The journal also solicits papers dealing with significant applications of stochastic process theory to problems in engineering systems, the physical and life sciences, economics and other areas.

Proposals for special issues in cutting-edge areas are welcome and should be directed to the Editor-in-Chief who will review accordingly.

In recent years there has been a growing interaction between current research in probability theory and problems in stochastic systems.

The objective of Stochastics is to encourage this trend, promoting an awareness of the latest theoretical developments on the one hand and of mathematical problems arising in applications on the other.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	0.9
2024	0.80

SJR (SCImago Journal Rank)

Year	Value
2024	0.453

Quartile

Year	Value
2024	Q2

h-index

Year	Value
2024	30

Journal Rank

Year	Value
2024	12576

Journal Citation Indicator

Year	Value
2024	183

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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.

• Risk minimizing portfolios and HJBI equations for stochastic differential games

  Citation: 121

  Authors: Sure, Bernt

• A mean-field stochastic maximum principle via Malliavin calculus

  Citation: 105

  Authors: Thilo, Bernt, Xun Yu

• The stochastic Fubini theorem revisited

  Citation: 100

  Authors: Mark

• Some properties of the sub-fractional Brownian motion

  Citation: 100

  Authors: Constantin

• Strong convergence rates for backward Euler–Maruyama method for non-linear dissipative-type stochastic differential equations with super-linear diffusion coefficients

  Citation: 84

  Authors: Xuerong, Lukasz

• Existence and Hyers-Ulam stability of random impulsive stochastic functional differential equations with finite delays

  Citation: 68

  Authors: Shuang, Linxin, Xiao-Bao, Fei

• BSDEs with monotone generator driven by Brownian and Poisson noises in a general filtration

  Citation: 65

  Authors: T., A.

• Approximate McKean–Vlasov representations for a class of SPDEs

  Citation: 65

  Authors: Dan, Jie

• Stochastic differential equations for sticky Brownian motion

  Citation: 64

  Authors: Hans-Jürgen, Goran

• The rate of convergence for Euler approximations of solutions of stochastic differential equations driven by fractional Brownian motion

  Citation: 61

  Authors: Yu, G.

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