Academic Journal
Q2Stochastics
About Stochastics
Stochastics is a scholarly journal published by Gordon and Breach Science Publishers. SCImago 2025 lists it in Q2, with an SJR of 0.443 and H-index of 32.
Coverage: 1975, 1979-1984, 2007-2026. Research categories: Modeling and Simulation (Q2); Statistics and Probability (Q3).
Verified field sources
- Journal Impact Factor: 0.8 — Official source; checked 2026-10-03. Publisher-reported Journal Impact Factor and year from Taylor & Francis About this journal information.
- Impact Factor year: 2025 — Official source; checked 2026-10-03. Publisher-reported Journal Impact Factor and year from Taylor & Francis About this journal information.
Source-backed journal facts
Topics in published research
Stochastic processes and financial applications; Financial Risk and Volatility Modeling; Stochastic processes and statistical mechanics; Probability and Risk Models; Insurance, Mortality, Demography, Risk Management; Stability and Controllability of Differential Equations.
OpenAlex classifies topics from published works. These topics are not the publisher’s official aims and scope.
Source: OpenAlex source record. Retrieved 2026-10-03. Source record updated 2026-10-02. OpenAlex metrics are different from SCImago metrics and the Clarivate Journal Impact Factor.
Journal Metrics
Quartile, SJR and the listed SCImago H-index use the 2025 imported SCImago dataset. A quartile may vary by subject category. Values without a source or reporting year are unverified historical entries. Verify the current Journal Impact Factor with Clarivate or the publisher before using it.
Aims & Scope
The publisher’s official aims and scope have not yet been verified for this profile. Use the journal website to check subject fit and accepted article types before submitting.
Recent Research Articles
Latest publications matched automatically by ISSN.
Hedging short-maturity Asian options in local volatility models
Jiuk Jang, Jaehyun Kim, Hyungbin Park, Jonghwa Park et al.
2026-09-15 · DOI: 10.1080/17442508.2026.2722914Functional stochastic differential equations with positivity constraints driven by fractional Brownian motion
Monir Chadad
2026-09-14 · DOI: 10.1080/17442508.2026.2722908Stationary distribution and extinction of a stochastic S-DI-A epidemic model with log-normal standard Ornstein–Uhlenbeck process
Qun Liu, Xiao Li
2026-09-04 · DOI: 10.1080/17442508.2026.2725700Wong–Zakai approximations with convergence rate for stochastic differential equations with regime switching
Giang T. Nguyen, Oscar Peralta
2026-08-30 · DOI: 10.1080/17442508.2026.2722911On the Baum-Katz Type theorems for maximal weighted sums of arrays of rowwise m n -extended negatively dependent random variables
Jinyu Zhou, Jigao Yan
2026-08-26 · DOI: 10.1080/17442508.2026.2722909The strong law of large numbers and asymptotic equipartition property for continuous state Markov chains indexed by a Cayley tree
Chengjun Ding, Ying Jing, Weiguo Yang
2026-08-26 · DOI: 10.1080/17442508.2026.2722912Itō and Itō-Wentzell chain rule for flows of conditional laws of continuous semimartingales: an easy approach
Assil Fadle, Mehdi Talbi, Nizar Touzi
2026-08-18 · DOI: 10.1080/17442508.2026.2679965A dynamic optimal reinsurance strategy with capital injections in the Cramér–Lundberg model
Zakaria Aljaberi, Asma Khedher, Mohamed Mnif
2026-07-30 · DOI: 10.1080/17442508.2026.2679963A generalized reflected backward doubly SDEs with stochastic lipschitz coefficients and discontinuous barrier
L. Basri, B. Berrhazi, M. El Fatini, A. Hilbert et al.
2026-07-01 · DOI: 10.1080/17442508.2026.2696555Well-posedness and ergodicity of functional stochastic partial differential equations with Markovian switching
Mingkun Ye, Zuozheng Zhang, Fubao Xi
2026-06-13 · DOI: 10.1080/17442508.2026.2686137A functional variational approach to pricing path-dependent insurance policies
David R. Baños, Salvador Ortiz-Latorre, Oriol Zamora Font
2026-06-13 · DOI: 10.1080/17442508.2026.2686141First passage risk probability optimality for partially observable discrete-time zero-sum games
Qingda Wei, Xian Chen
2026-06-05 · DOI: 10.1080/17442508.2026.2679964Moderate deviations of the stochastic 2D primitive equations with only horizontal viscosity
Chengfeng Sun, Jiajia Wang, Hui Liu
2026-06-03 · DOI: 10.1080/17442508.2026.2681730An analytic characterization of symbols of operators on non-Gaussian Mittag-Leffler functionals
Wolfgang Bock, Ang Elyn Gumanoy, Sheila Menchavez, Elmira Nabizadeh Morsalfard et al.
2026-05-29 · DOI: 10.1080/17442508.2026.2662248Mathematical analysis of a delayed SEIRDS epidemics models: deterministic and stochastic approach
Mohamed Ben Alaya, Walid Ben Aribi, Slimane Ben Miled
2026-05-22 · DOI: 10.1080/17442508.2026.2662251Bounds for expected p -variation of random sequences and a Kolmogorov-type theorem for random processes
Jakub Olejnik
2026-05-05 · DOI: 10.1080/17442508.2026.2666145Arbitrage in financial markets driven by fractional G -Brownian motion
Changhong Guo, Shaomei Fang, Yong He, Yong Zhang et al.
2026-04-25 · DOI: 10.1080/17442508.2026.2662249Existence and uniqueness of invariant measures for a class of stochastic functional hydrodynamical type equations driven by degenerate white noise
Nguyen Tien Da
2026-04-13 · DOI: 10.1080/17442508.2026.2650286Limit of higher-order moments for a class of diffusions in ℝ
Chuong Hoang Lam, Nhan Hoai Le
2026-04-01 · DOI: 10.1080/17442508.2026.2651355Applications of the perturbation formula for Poisson processes to elementary and geometric probability
Günter Last, Sergei Zuyev
2026-08-18 · DOI: 10.1080/17442508.2026.2628880Reviews
Community Reviews
Version History
October 4, 2026 at 9:21 pm
October 2, 2026