The journal publishes research on stochastic differential equations, including their approximation schemes, convergence properties, and applications to financial modeling and chemical diffusion processes. Articles explore topics such as Wong-Zakai approximations for Lévy-driven SDEs, construction of Gaussian processes from renewal processes, analysis of branching Brownian motion using Malliavin Calculus, and characterization of affine term structure models driven by Lévy martingales.
Based on the Think.Check.Submit framework by DOAJ, COPE & OASPA. All data from verified open sources.
Publication & Citation Trend
Articles published
Times cited
2019
2020
2021
2022
2023
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2026
Source: OpenAlex · Note: citations accumulate over time so older years appear higher
SJR Quartile by Discipline
Scimago ranks this journal separately in each subject category — its quartile can differ by discipline.
Applied MathematicsQ2
Statistics and ProbabilityQ2
Statistics, Probability and UncertaintyQ3
Subject Classification
Web of Science Categories
Mathematics, AppliedStatistics & Probability
Scopus Categories
Applied MathematicsStatistics, Probability and UncertaintyStatistics and Probability
Research Topics (OpenAlex)
Stochastic processes and financial applicationsStability and Controllability of Differential EquationsStochastic processes and statistical mechanicsFinancial Risk and Volatility ModelingAdvanced Mathematical Modeling in EngineeringProbability and Risk ModelsNonlinear Differential Equations Analysisadvanced mathematical theoriesInsurance, Mortality, Demography, Risk ManagementAdvanced Queuing Theory Analysis