Diffusions

Diffusions is a stochastic process model that describes the continuous-time evolution of random phenomena, characterized by its dependence on both drift and diffusion terms within the framework of stochastic differential equations.

2.8K

Publications

185.3K

Citations

4.4K

Authors

1.5K

Institutions

Publications per year

2017–2026

471

Authors

4.4K

  1. GY
    George Yin

    Wayne State University, United States

    27 publications · 1.8K citations

    21

    h-index

  2. RM
    Ralf Metzler

    University of Potsdam, Germany

    20 publications · 3.8K citations

    20

    h-index

  3. GO
    Gareth O. Roberts

    University of Warwick, United Kingdom

    17 publications · 2.4K citations

    16

    h-index

  4. LM
    Luigi M. Ricciardi

    University of Bari Aldo Moro, Italy

    21 publications · 961 citations

    15

    h-index

  5. IM
    Igor M. Sokolov

    Humboldt-Universität zu Berlin, Germany

    15 publications · 1.6K citations

    15

    h-index

1–5 of 4.4K

Venues

  1. The Annals of Probability

    89 publications · 5.9K citations

    39

    h-index

  2. Stochastic Processes and their Applications

    98 publications · 4.3K citations

    35

    h-index

  3. Probability Theory and Related Fields

    62 publications · 2.5K citations

    30

    h-index

  4. SIAM Journal on Control and Optimization

    50 publications · 3.1K citations

    28

    h-index

  5. Physical Review E

    PRE · 55 publications · 2.4K citations

    27

    h-index

1–5