Special Issue on

Stochastic Processes and Applications

Stochastic Processes and Applications explores the theory, modeling, analysis, and practical applications of random phenomena evolving over time or across space. The topic includes a broad range of stochastic models and methods, such as Markov processes, martingales, Poisson processes, diffusion processes, stochastic differential equations, renewal processes, random walks, and stochastic simulation. Applications arise in diverse areas including finance, economics, engineering, physics, biology, telecommunications, operations research, risk analysis, and data science, providing mathematical tools for understanding uncertainty, temporal dynamics, prediction, and decision-making in complex systems.

In this special issue, we intend to invite front-line researchers and authors to submit original research and review articles on exploring Stochastic Processes and Applications. Potential topics include, but are not limited to:

• Markov processes
• Martingale theory
• Stochastic differential equations
• Brownian motion
• Poisson processes
• Renewal processes
• Random walks
• Levy processes
• Diffusion processes
• Stochastic control
• Stochastic optimization
• Queueing theory
• Reliability analysis
• Time series modeling
• Financial stochastic modeling
• Stochastic simulation

Authors should read over the journal’s For Authors carefully before submission. Prospective authors should submit an electronic copy of their complete manuscript through the journal’s Paper Submission System.

Please kindly specify the “Special Issue” under your manuscript title. The research field “Special Issue - Stochastic Processes and Applications” should be selected during your submission.

Special Issue Timetable:

Guest Editor:

For further questions or inquiries, please contact Editorial Assistant at

[email protected]