International Journal of Stochastic Analysis
International Journal of Stochastic Analysis is a journal indexed in SJR in Modeling and Simulation and Statistics and Probability with an H index of 12. It has a best quartile of Q4.
Metrics
Scimago and CountryOfPapers database fields
SJR Impact
—
H-index
12
Docs (year)
0
Docs 3y
2
Total refs
0
Cites 3y
0
Citable 3y
2
Cites/Doc 2y
0
Ref/Doc
0.0
Immediate OA
—
Embargoed OA
NPD
Non OA / Submission
—
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Researcher reviews
Best articles by citations
A Semigroup Expansion for Pricing Barrier Options
View moreYule-Walker Estimation for the Moving-Average Model
View moreApplication of Stochastic Sensitivity Analysis to Integrated Force Method
View moreAnalysis of Queue-Length Dependent Vacations and P-Limited Service in BMAP/G/1/N Systems: Stationary Distributions and Optimal Control
View moreAnalysis of a Priority Queue with Phase-Type Service and Failures
View moreAn M/M/2 Queueing System with Heterogeneous Servers Including One with Working Vacation
View moreAdaptive Algorithm for Estimation of Two-Dimensional Autoregressive Fields from Noisy Observations
View moreA Two-Mode Mean-Field Optimal Switching Problem for the Full Balance Sheet
View moreA Stochastic Two Species Competition Model: Nonequilibrium Fluctuation and Stability
View moreA Stochastic Flows Approach for Asset Allocation with Hidden Economic Environment
View moreA Stochastic Diffusion Process for the Dirichlet Distribution
View moreA Stochastic Analysis of Hard Disk Drives
View moreA Stability Result for Stochastic Differential Equations Driven by Fractional Brownian Motions
View moreA BSDE with Delayed Generator Approach to Pricing under Counterparty Risk and Collateralization
View moreA q-Weibull Counting Process through a Fractional Differential Operator
View moreA Note on the Distribution of Multivariate Brownian Extrema
View moreA Markov Regime-Switching Marked Point Process for Short-Rate Analysis with Credit Risk
View moreA Generic Decomposition Formula for Pricing Vanilla Options under Stochastic Volatility Models
View moreA General Multidimensional Monte Carlo Approach for Dynamic Hedging under Stochastic Volatility
View moreA Feedback Retrial Queueing System with Two Types of Batch Arrivals
View moreA Discrete-Time Queue with Balking, Reneging, and Working Vacations
View moreA Dependent Hidden Markov Model of Credit Quality
View moreA Decomposable Branching Process in a Markovian Environment
View moreA Comparative Numerical Study of the Spectral Theory Approach of Nishimura and the Roots Method Based on the Analysis of BDMMAP/G/1 Queue
View more