Journal list Promote Sponsor
verified SJR 0,453 · Q2 • database Scopus / SJR & Web of Science indexed
Stochastics
Switzerland · Gordon and Breach Science Pu...
workspace_premium Q2 — Modeling and Simulation lock_open Open Access

Stochastics

Stochastics is a journal indexed in SJR in Modeling and Simulation and Statistics and Probability with an H index of 30. It has an SJR impact factor of 0,453 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,453.

ISSN: 1744-2508
Publisher: Gordon and Breach Science Publishers
Category: Modeling and Simulation
Indexation: verifiedScopus / SJR verifiedWeb of Science
open_in_new Portal NPD menu_book Guidelines NPD
schedule CountryOfPapers database fields
SJR Impact Factor trending_up
0,453 Q2
H-index 30
Acceptance rate pie_chart
38%
Source Acceptance_Rate
Time to publication hourglass_top
NPD
Field NPD
Publication cost (APC) payments
NPD Open Access
Non-OA path 0 €

Metrics

Scimago and CountryOfPapers database fields

Scopus / SJR Web of Science

SJR Impact

0,453

H-index

30

Docs (year)

70

Docs 3y

161

Total refs

2467

Cites 3y

183

Citable 3y

161

Cites/Doc 2y

0.96

Ref/Doc

35.24

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

0 €

shield Researcher voice

Name good journals. Call out predatory ones.

Share what peer review, fees, and timelines were really like. Praise fair editors. Flag APC traps, fake metrics, or spam solicitations — with facts from your submission.

Fair & fast peer review Clear APC / no surprise fees Suspected predatory Fake impact claims
rate_review Write an honest review

Researcher reviews

sentiment_dissatisfied No reviews yet — be the first to share an honest experience.
User
* Only to validate authenticity — identity is not shown publicly.

Best articles by citations

Arbitrage and approximate arbitrage: the fundamental theorem of asset pricing

View more

Unique strong solutions of Levy processes driven stochastic differential equations with discontinuous coefficients

View more

Continuous local martingales and stochastic integration in UMD Banach spaces

View more

Conjugate duality in problems of constrained utility maximization

View more

Conditional hitting time estimation in a nonlinear filtering model by the Brownian bridge method

View more

Complete qth moment convergence of weighted sums for arrays of rowwise negatively associated random variables

View more

Complete moment convergence of pairwise NQD random variables

View more

Change of filtrations and mean-variance hedging

View more

Asymptotics and duality for the Davis and Norman problem

View more

Asymptotic results for empirical means of independent geometric distributed random variables

View more

Asymptotic expansion of semi-Markov random evolutions

View more

Asymptotic analysis for Merton's problem with transaction costs in power utility case

View more
SHOW MORE ARTICLES

Aspects of large random Markov kernels

View more

A class of infinite dimensional stochastic processes with unbounded diffusion

View more

Approximation of average cost Markov decision processes using empirical distributions and concentration inequalities

View more

Approximating ambit fields via Fourier methods

View more

Approximate McKean-Vlasov representations for a class of SPDEs

View more

Analytical functionals and application to Poissonian and harmonic analysis

View more

Analytic central extensions of infinite dimensional white noise *-Lie algebras

View more

Adjoint equation and Lyapunov regularity for linear stochastic differential algebraic equations of index 1

View more

A note on convergence of an approximate hedging portfolio with liquidity risk

View more

A new approach to the martingale representation theorem

View more

A global construction of homogeneous random planar tessellations that are stable under iteration

View more

A full balance sheet two-mode optimal switching problem

View more

FAQs