Heydari, M. H.; Zhagharian, Sh.; Razzaghi, M. Discrete Chebyshev polynomials for the numerical solution of stochastic fractional two-dimensional Sobolev equation. (English) Zbl 07793556 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107742, 13 p. (2024). MSC: 65M70 60H15 41A50 26A33 35R11 35R60 76A05 35Q35 PDFBibTeX XMLCite \textit{M. H. Heydari} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107742, 13 p. (2024; Zbl 07793556) Full Text: DOI
Hammad, Hasanen A.; Aydi, Hassen; Kattan, Doha A. Further investigation of stochastic nonlinear Hilfer-fractional integro-differential inclusions using almost sectorial operators. (English) Zbl 07791431 J. Pseudo-Differ. Oper. Appl. 15, No. 1, Paper No. 5, 24 p. (2024). MSC: 45J05 45R05 60H20 26A33 47H10 47N20 PDFBibTeX XMLCite \textit{H. A. Hammad} et al., J. Pseudo-Differ. Oper. Appl. 15, No. 1, Paper No. 5, 24 p. (2024; Zbl 07791431) Full Text: DOI
He, Jie; Gao, Shuaibin; Zhan, Weijun; Guo, Qian Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. (English) Zbl 07804199 Int. J. Comput. Math. 100, No. 12, 2184-2195 (2023). MSC: 65C30 PDFBibTeX XMLCite \textit{J. He} et al., Int. J. Comput. Math. 100, No. 12, 2184--2195 (2023; Zbl 07804199) Full Text: DOI
Obeidat, Nazek A.; Rawashdeh, Mahmoud S. Theories of tempered fractional calculus applied to tempered fractional Langevin and Vasicek equations. (English) Zbl 07780227 Math. Methods Appl. Sci. 46, No. 8, 8582-8595 (2023). MSC: 35R11 60J65 60J60 65C20 65N35 65C30 PDFBibTeX XMLCite \textit{N. A. Obeidat} and \textit{M. S. Rawashdeh}, Math. Methods Appl. Sci. 46, No. 8, 8582--8595 (2023; Zbl 07780227) Full Text: DOI
Zeng, Li; Wan, Xiaoliang; Zhou, Tao Adaptive deep density approximation for fractional Fokker-Planck equations. (English) Zbl 07766138 J. Sci. Comput. 97, No. 3, Paper No. 68, 31 p. (2023). MSC: 65M75 65C30 68T07 PDFBibTeX XMLCite \textit{L. Zeng} et al., J. Sci. Comput. 97, No. 3, Paper No. 68, 31 p. (2023; Zbl 07766138) Full Text: DOI arXiv
Tudor, Ciprian A. The overdamped generalized Langevin equation with Hermite noise. (English) Zbl 1522.60059 Fract. Calc. Appl. Anal. 26, No. 3, 1082-1103 (2023). MSC: 60H15 60H07 65C30 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor}, Fract. Calc. Appl. Anal. 26, No. 3, 1082--1103 (2023; Zbl 1522.60059) Full Text: DOI
Chen, Le; Eisenberg, Nicholas Interpolating the stochastic heat and wave equations with time-independent noise: solvability and exact asymptotics. (English) Zbl 07742938 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 1203-1253 (2023). Reviewer: Isamu Dôku (Saitama) MSC: 60H15 60H07 37H15 PDFBibTeX XMLCite \textit{L. Chen} and \textit{N. Eisenberg}, Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 1203--1253 (2023; Zbl 07742938) Full Text: DOI arXiv
Dai, Xinjie; Hong, Jialin; Sheng, Derui; Zhou, Tau Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: nonlinear case. (English) Zbl 1525.65011 ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1981-2006 (2023). MSC: 65C30 60H35 65C05 60H07 PDFBibTeX XMLCite \textit{X. Dai} et al., ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1981--2006 (2023; Zbl 1525.65011) Full Text: DOI arXiv
Gupta, Reema; Saha Ray, S. A new effective coherent numerical technique based on shifted Vieta-Fibonacci polynomials for solving stochastic fractional integro-differential equation. (English) Zbl 07735372 Comput. Appl. Math. 42, No. 6, Paper No. 256, 25 p. (2023). MSC: 60H20 34A08 97N50 65D30 41A15 PDFBibTeX XMLCite \textit{R. Gupta} and \textit{S. Saha Ray}, Comput. Appl. Math. 42, No. 6, Paper No. 256, 25 p. (2023; Zbl 07735372) Full Text: DOI
Jafari, Hossein; Farahani, Hamed An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion. (English) Zbl 1524.60010 Stoch. Dyn. 23, No. 3, Article ID 2350017, 16 p. (2023). MSC: 60A86 60H10 60G22 65C30 PDFBibTeX XMLCite \textit{H. Jafari} and \textit{H. Farahani}, Stoch. Dyn. 23, No. 3, Article ID 2350017, 16 p. (2023; Zbl 1524.60010) Full Text: DOI
Bayer, Christian; Breneis, Simon Markovian approximations of stochastic Volterra equations with the fractional kernel. (English) Zbl 1518.91311 Quant. Finance 23, No. 1, 53-70 (2023). MSC: 91G60 65C30 60G22 PDFBibTeX XMLCite \textit{C. Bayer} and \textit{S. Breneis}, Quant. Finance 23, No. 1, 53--70 (2023; Zbl 1518.91311) Full Text: DOI arXiv
Karthikeyan, K.; Senthil Raja, D.; Sundararajan, P. Existence results for abstract fractional integro differential equations. (English) Zbl 1512.45008 Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 30, No. 2, 109-119 (2023). MSC: 45J05 45N05 45R05 60H20 26A33 PDFBibTeX XMLCite \textit{K. Karthikeyan} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. A, Math. Anal. 30, No. 2, 109--119 (2023; Zbl 1512.45008) Full Text: Link
Alegría, Francisco; Poblete, Verónica; Pozo, Juan C. Nonlocal in-time telegraph equation and telegraph processes with random time. (English) Zbl 1505.35346 J. Differ. Equations 347, 310-347 (2023). MSC: 35R11 35R60 26A33 45D05 60G22 60H15 60H20 PDFBibTeX XMLCite \textit{F. Alegría} et al., J. Differ. Equations 347, 310--347 (2023; Zbl 1505.35346) Full Text: DOI
Dineshkumar, Chendrayan; Udhayakumar, Ramalingam Results on approximate controllability of fractional stochastic Sobolev-type Volterra-Fredholm integro-differential equation of order \(1 < r < 2\). (English) Zbl 07771059 Math. Methods Appl. Sci. 45, No. 11, 6691-6704 (2022). MSC: 93B05 93E03 26A33 45D05 45J05 PDFBibTeX XMLCite \textit{C. Dineshkumar} and \textit{R. Udhayakumar}, Math. Methods Appl. Sci. 45, No. 11, 6691--6704 (2022; Zbl 07771059) Full Text: DOI
Arab, Zineb; El-Borai, Mahmoud Mohamed Wellposedness and stability of fractional stochastic nonlinear heat equation in Hilbert space. (English) Zbl 1503.35246 Fract. Calc. Appl. Anal. 25, No. 5, 2020-2039 (2022). MSC: 35R11 35R60 26A33 35K05 47N20 PDFBibTeX XMLCite \textit{Z. Arab} and \textit{M. M. El-Borai}, Fract. Calc. Appl. Anal. 25, No. 5, 2020--2039 (2022; Zbl 1503.35246) Full Text: DOI
Mahmudov, Nazim I.; Ahmadova, Arzu Some results on backward stochastic differential equations of fractional order. (English) Zbl 1505.34016 Qual. Theory Dyn. Syst. 21, No. 4, Paper No. 129, 23 p. (2022). MSC: 34A08 34F05 47N20 45D05 PDFBibTeX XMLCite \textit{N. I. Mahmudov} and \textit{A. Ahmadova}, Qual. Theory Dyn. Syst. 21, No. 4, Paper No. 129, 23 p. (2022; Zbl 1505.34016) Full Text: DOI arXiv
Ouahab, Abdelghani; Belabbas, Mustapha; Henderson, Johnny; Souna, Fethi Existence and transportation inequalities for fractional stochastic differential equations. (English) Zbl 1503.60072 Turk. J. Math. 46, No. 3, 710-727 (2022). MSC: 60H10 60E15 60H15 26A33 34K30 PDFBibTeX XMLCite \textit{A. Ouahab} et al., Turk. J. Math. 46, No. 3, 710--727 (2022; Zbl 1503.60072) Full Text: DOI
Jia, Jinhong; Yang, Zhiwei; Zheng, Xiangcheng; Wang, Hong Analysis and numerical approximation for a nonlinear hidden-memory variable-order fractional stochastic differential equation. (English) Zbl 1492.60203 East Asian J. Appl. Math. 12, No. 3, 673-695 (2022). MSC: 60H20 65L20 PDFBibTeX XMLCite \textit{J. Jia} et al., East Asian J. Appl. Math. 12, No. 3, 673--695 (2022; Zbl 1492.60203) Full Text: DOI
Zhang, Shuaiqi; Chen, Zhen-Qing Fokker-Planck equation for Feynman-Kac transform of anomalous processes. (English) Zbl 1483.60151 Stochastic Processes Appl. 147, 300-326 (2022). MSC: 60K50 35Q84 35R11 60H30 26A33 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{Z.-Q. Chen}, Stochastic Processes Appl. 147, 300--326 (2022; Zbl 1483.60151) Full Text: DOI
Diop, Amadou; Frederico, Gastão S. F.; Vanterler da C. Sousa, J. On controllability for a class of multi-term time-fractional random differential equations with state-dependent delay. (English) Zbl 1494.34169 Ann. Funct. Anal. 13, No. 2, Paper No. 20, 23 p. (2022). MSC: 34K35 93B05 34K30 34K37 34K50 60H10 34K43 47N20 PDFBibTeX XMLCite \textit{A. Diop} et al., Ann. Funct. Anal. 13, No. 2, Paper No. 20, 23 p. (2022; Zbl 1494.34169) Full Text: DOI
Banihashemi, S.; Jafari, H.; Babaei, A. A stable collocation approach to solve a neutral delay stochastic differential equation of fractional order. (English) Zbl 1493.65017 J. Comput. Appl. Math. 403, Article ID 113845, 12 p. (2022). MSC: 65C30 60H35 34K50 34K40 34K37 PDFBibTeX XMLCite \textit{S. Banihashemi} et al., J. Comput. Appl. Math. 403, Article ID 113845, 12 p. (2022; Zbl 1493.65017) Full Text: DOI
Zhu, Mengjiao; Wang, Wenqiang The weak convergence of Euler method for nonlinear stochastic fractional differential equations. (Chinese. English summary) Zbl 1513.34225 Math. Numer. Sin. 43, No. 1, 87-109 (2021). MSC: 34F05 65C30 34A08 60H10 PDFBibTeX XMLCite \textit{M. Zhu} and \textit{W. Wang}, Math. Numer. Sin. 43, No. 1, 87--109 (2021; Zbl 1513.34225) Full Text: DOI
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed Solvability and optimal controls of non-instantaneous impulsive stochastic fractional differential equation of order \(q \in (1,2)\). (English) Zbl 1490.65009 Stochastics 93, No. 5, 780-802 (2021). MSC: 65C30 34K37 34K45 34K50 93E20 PDFBibTeX XMLCite \textit{R. Dhayal} et al., Stochastics 93, No. 5, 780--802 (2021; Zbl 1490.65009) Full Text: DOI
Bekada, Fouzia; Abbas, Saïd; Benchohra, Mouffak; Nieto, Juan J. Dynamics and stability for Katugampola random fractional differential equations. (English) Zbl 1485.34028 AIMS Math. 6, No. 8, 8654-8666 (2021). MSC: 34A08 34F05 60H25 PDFBibTeX XMLCite \textit{F. Bekada} et al., AIMS Math. 6, No. 8, 8654--8666 (2021; Zbl 1485.34028) Full Text: DOI
Yang, Zhiwei; Zheng, Xiangcheng; Zhang, Zhongqiang; Wang, Hong Strong convergence of a Euler-Maruyama scheme to a variable-order fractional stochastic differential equation driven by a multiplicative white noise. (English) Zbl 1496.65012 Chaos Solitons Fractals 142, Article ID 110392, 11 p. (2021). MSC: 65C30 34A08 60H35 PDFBibTeX XMLCite \textit{Z. Yang} et al., Chaos Solitons Fractals 142, Article ID 110392, 11 p. (2021; Zbl 1496.65012) Full Text: DOI
Zan, Wanrong; Xu, Yong; Metzler, Ralf; Kurths, Jürgen First-passage problem for stochastic differential equations with combined parametric Gaussian and Lévy white noises via path integral method. (English) Zbl 07503736 J. Comput. Phys. 435, Article ID 110264, 20 p. (2021). MSC: 60Jxx 82Cxx 60Gxx PDFBibTeX XMLCite \textit{W. Zan} et al., J. Comput. Phys. 435, Article ID 110264, 20 p. (2021; Zbl 07503736) Full Text: DOI
Shu, Ji; Li, Linyan; Huang, Xin; Zhang, Jian Limiting behavior of fractional stochastic integro-differential equations on unbounded domains. (English) Zbl 1489.37093 Math. Control Relat. Fields 11, No. 4, 715-737 (2021). MSC: 37L55 37H30 37L30 60H15 45R05 35R11 35Q56 PDFBibTeX XMLCite \textit{J. Shu} et al., Math. Control Relat. Fields 11, No. 4, 715--737 (2021; Zbl 1489.37093) Full Text: DOI
Guan, Wenhui; Cao, Xuenian A numerical algorithm for the Caputo tempered fractional advection-diffusion equation. (English) Zbl 1476.34166 Commun. Appl. Math. Comput. 3, No. 1, 41-59 (2021). MSC: 34K40 65C30 93E15 PDFBibTeX XMLCite \textit{W. Guan} and \textit{X. Cao}, Commun. Appl. Math. Comput. 3, No. 1, 41--59 (2021; Zbl 1476.34166) Full Text: DOI
Guo, Yuchen; Chen, Mengqi; Shu, Xiao-Bao; Xu, Fei The existence and Hyers-Ulam stability of solution for almost periodical fractional stochastic differential equation with fBm. (English) Zbl 1484.34021 Stochastic Anal. Appl. 39, No. 4, 643-666 (2021). Reviewer: Arzu Ahmadova (Essen) MSC: 34A08 34G20 34F05 34A37 34D10 60G22 47N20 PDFBibTeX XMLCite \textit{Y. Guo} et al., Stochastic Anal. Appl. 39, No. 4, 643--666 (2021; Zbl 1484.34021) Full Text: DOI
Sun, Xiao-ke; He, Ping Existence of \(P\)-mean almost periodic mild solution for fractional stochastic neutral functional differential equation. (English) Zbl 1472.34132 Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 645-656 (2021). MSC: 34K14 34K37 34K40 34K50 47D06 47N20 34K30 PDFBibTeX XMLCite \textit{X.-k. Sun} and \textit{P. He}, Acta Math. Appl. Sin., Engl. Ser. 37, No. 3, 645--656 (2021; Zbl 1472.34132) Full Text: DOI
Cai, Chunhao; Xiao, Weilin Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. (English) Zbl 1504.65010 J. Integral Equations Appl. 33, No. 1, 1-17 (2021). MSC: 65C30 35R09 45K05 60G15 60G44 60G22 65R20 PDFBibTeX XMLCite \textit{C. Cai} and \textit{W. Xiao}, J. Integral Equations Appl. 33, No. 1, 1--17 (2021; Zbl 1504.65010) Full Text: DOI arXiv
Li, Xiaowei; Jia, Hongen; Guo, Ping Convergence and stability of semi-implicit Euler-Maruyama solution for nonlinear stochastic fractional integro-differential equations. (Chinese. English summary) Zbl 1474.65014 J. North Univ. China, Nat. Sci. 42, No. 1, 6-12 (2021). MSC: 65C30 34A08 45J05 60H20 60H35 65L05 65L20 PDFBibTeX XMLCite \textit{X. Li} et al., J. North Univ. China, Nat. Sci. 42, No. 1, 6--12 (2021; Zbl 1474.65014) Full Text: DOI
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed Approximate controllability for a class of non-instantaneous impulsive stochastic fractional differential equation driven by fractional Brownian motion. (English) Zbl 1466.34006 Differ. Equ. Dyn. Syst. 29, No. 1, 175-191 (2021). MSC: 34A08 34F05 34A37 34H05 93B05 60G22 47N20 PDFBibTeX XMLCite \textit{R. Dhayal} et al., Differ. Equ. Dyn. Syst. 29, No. 1, 175--191 (2021; Zbl 1466.34006) Full Text: DOI
Shahnazi-Pour, A.; Moghaddam, B. Parsa; Babaei, A. Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion. (English) Zbl 1466.60121 J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021). MSC: 60H10 34A08 65C30 PDFBibTeX XMLCite \textit{A. Shahnazi-Pour} et al., J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021; Zbl 1466.60121) Full Text: DOI
Dai, Xinjie; Xiao, Aiguo A note on Euler method for the overdamped generalized Langevin equation with fractional noise. (English) Zbl 1450.65002 Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021). MSC: 65C30 65R20 35R11 60G22 60H15 PDFBibTeX XMLCite \textit{X. Dai} and \textit{A. Xiao}, Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021; Zbl 1450.65002) Full Text: DOI
Mahmudov, N. I. Finite-approximate controllability of semilinear fractional stochastic integro-differential equations. (English) Zbl 1490.34092 Chaos Solitons Fractals 139, Article ID 110277, 7 p. (2020). MSC: 34K35 34K37 34K50 93B05 93E03 47N20 PDFBibTeX XMLCite \textit{N. I. Mahmudov}, Chaos Solitons Fractals 139, Article ID 110277, 7 p. (2020; Zbl 1490.34092) Full Text: DOI
Liu, He; Song, Wanqing; Li, Ming; Kudreyko, Aleksey; Zio, Enrico Fractional Lévy stable motion: finite difference iterative forecasting model. (English) Zbl 1483.60060 Chaos Solitons Fractals 133, Article ID 109632, 11 p. (2020). MSC: 60G18 65C30 62M10 60G22 PDFBibTeX XMLCite \textit{H. Liu} et al., Chaos Solitons Fractals 133, Article ID 109632, 11 p. (2020; Zbl 1483.60060) Full Text: DOI
Sweilam, N. H.; El-Sakout, D. M.; Muttardi, M. M. Compact finite difference method to numerically solving a stochastic fractional advection-diffusion equation. (English) Zbl 1482.65012 Adv. Difference Equ. 2020, Paper No. 189, 20 p. (2020). MSC: 65C30 60H15 26A33 65M06 65M12 PDFBibTeX XMLCite \textit{N. H. Sweilam} et al., Adv. Difference Equ. 2020, Paper No. 189, 20 p. (2020; Zbl 1482.65012) Full Text: DOI
Ho, Vu; Ngo, Hoa On initial value problem of random fractional differential equation with impulses. (English) Zbl 1488.34331 Hacet. J. Math. Stat. 49, No. 1, 282-293 (2020). MSC: 34F05 34A08 34A37 47N20 60H10 PDFBibTeX XMLCite \textit{V. Ho} and \textit{H. Ngo}, Hacet. J. Math. Stat. 49, No. 1, 282--293 (2020; Zbl 1488.34331) Full Text: DOI
Liu, Chan; Wen, Jin; Zhang, Zhidong Reconstruction of the time-dependent source term in a stochastic fractional diffusion equation. (English) Zbl 1464.35399 Inverse Probl. Imaging 14, No. 6, 1001-1024 (2020). MSC: 35R11 35R30 65C30 65M32 PDFBibTeX XMLCite \textit{C. Liu} et al., Inverse Probl. Imaging 14, No. 6, 1001--1024 (2020; Zbl 1464.35399) Full Text: DOI arXiv
Pu, Linjuan; Yang, Xiaozhong; Sun, Shuzhen Numerical analysis of a class of fractional Langevin equation by predictor-corrector method. (Chinese. English summary) Zbl 1474.65016 Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 4, 1018-1028 (2020). MSC: 65C30 34A08 65L70 PDFBibTeX XMLCite \textit{L. Pu} et al., Acta Math. Sci., Ser. A, Chin. Ed. 40, No. 4, 1018--1028 (2020; Zbl 1474.65016)
Yin, Xiuwei; Shen, Guangjun; Gao, Zhenlong Harnack inequality for stochastic heat equation driven by fractional noise with Hurst index \(H>\tfrac{1}{2}\). (English) Zbl 1461.60054 J. Math. Inequal. 14, No. 4, 1113-1122 (2020). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{X. Yin} et al., J. Math. Inequal. 14, No. 4, 1113--1122 (2020; Zbl 1461.60054) Full Text: DOI
Abbas, Saïd; Al Arifi, Nassir; Benchohra, Mouffak; Henderson, Johnny Coupled Hilfer and Hadamard random fractional differential systems with finite delay in generalized Banach spaces. (English) Zbl 1488.34417 Differ. Equ. Appl. 12, No. 4, 337-353 (2020). MSC: 34K37 34K30 34K50 47N20 26A33 PDFBibTeX XMLCite \textit{S. Abbas} et al., Differ. Equ. Appl. 12, No. 4, 337--353 (2020; Zbl 1488.34417) Full Text: DOI
Nadeem, Mohd; Dabas, Jaydev Solvability of fractional order semi-linear stochastic impulsive differential equation with state-dependent delay. (English) Zbl 1458.34135 Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 90, No. 3, 411-419 (2020). MSC: 34K37 34K30 34K45 34K50 34K43 47N20 PDFBibTeX XMLCite \textit{M. Nadeem} and \textit{J. Dabas}, Proc. Natl. Acad. Sci. India, Sect. A, Phys. Sci. 90, No. 3, 411--419 (2020; Zbl 1458.34135) Full Text: DOI
Dong, Le Si; Hoa, Ngo Van; Vu, Ho Existence and Ulam stability for random fractional integro-differential equation. (English) Zbl 1474.45086 Afr. Mat. 31, No. 7-8, 1283-1294 (2020). MSC: 45M10 45R05 26A33 PDFBibTeX XMLCite \textit{L. S. Dong} et al., Afr. Mat. 31, No. 7--8, 1283--1294 (2020; Zbl 1474.45086) Full Text: DOI
Samadyar, Nasrin; Ordokhani, Yadollah; Mirzaee, Farshid Hybrid Taylor and block-pulse functions operational matrix algorithm and its application to obtain the approximate solution of stochastic evolution equation driven by fractional Brownian motion. (English) Zbl 07265405 Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105346, 13 p. (2020). MSC: 65C30 65R20 60H10 60G22 PDFBibTeX XMLCite \textit{N. Samadyar} et al., Commun. Nonlinear Sci. Numer. Simul. 90, Article ID 105346, 13 p. (2020; Zbl 07265405) Full Text: DOI
Song, Jian; Song, Xiaoming; Xu, Fangjun Fractional stochastic wave equation driven by a Gaussian noise rough in space. (English) Zbl 1459.60141 Bernoulli 26, No. 4, 2699-2726 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 60G22 60H07 35R11 35R60 PDFBibTeX XMLCite \textit{J. Song} et al., Bernoulli 26, No. 4, 2699--2726 (2020; Zbl 1459.60141) Full Text: DOI arXiv Euclid
Besalú, Mireia; Binotto, Giulia; Rovira, Carles Convergence of delay equations driven by a Hölder continuous function of order \(1/3<\beta<1/2\). (English) Zbl 1472.60092 Electron. J. Differ. Equ. 2020, Paper No. 65, 27 p. (2020). Reviewer: Nikolaos Halidias (Athína) MSC: 60H10 60H07 PDFBibTeX XMLCite \textit{M. Besalú} et al., Electron. J. Differ. Equ. 2020, Paper No. 65, 27 p. (2020; Zbl 1472.60092) Full Text: arXiv Link
Dhayal, Rajesh; Malik, Muslim; Abbas, Syed; Debbouche, Amar Optimal controls for second-order stochastic differential equations driven by mixed-fractional Brownian motion with impulses. (English) Zbl 1448.49034 Math. Methods Appl. Sci. 43, No. 7, 4107-4124 (2020). Reviewer: Hector Jasso (Ciudad de México) MSC: 49K45 49N25 37L55 47D09 65C30 60G22 PDFBibTeX XMLCite \textit{R. Dhayal} et al., Math. Methods Appl. Sci. 43, No. 7, 4107--4124 (2020; Zbl 1448.49034) Full Text: DOI
Chaudhary, Renu; Pandey, Dwijendra N. Approximation of solutions to stochastic fractional integro-differential equation with deviated argument. (English) Zbl 1445.34112 Differ. Equ. Dyn. Syst. 28, No. 2, 337-356 (2020). MSC: 34K30 34K50 45J99 47N20 34K37 34K07 PDFBibTeX XMLCite \textit{R. Chaudhary} and \textit{D. N. Pandey}, Differ. Equ. Dyn. Syst. 28, No. 2, 337--356 (2020; Zbl 1445.34112) Full Text: DOI
Rang, Guanglin From directed polymers in spatial-correlated environment to stochastic heat equations driven by fractional noise in \(1 + 1\) dimensions. (English) Zbl 1434.60076 Stochastic Processes Appl. 130, No. 6, 3408-3444 (2020). MSC: 60F05 60H15 82C05 PDFBibTeX XMLCite \textit{G. Rang}, Stochastic Processes Appl. 130, No. 6, 3408--3444 (2020; Zbl 1434.60076) Full Text: DOI arXiv
Abdel-Rehim, E. A. From the space-time fractional integral of the continuous time random walk to the space-time fractional diffusion equations, a short proof and simulation. (English) Zbl 07569409 Physica A 531, Article ID 121547, 10 p. (2019). MSC: 82-XX 26A33 35L05 60J60 45K05 47G30 33E20 65N06 60G52 PDFBibTeX XMLCite \textit{E. A. Abdel-Rehim}, Physica A 531, Article ID 121547, 10 p. (2019; Zbl 07569409) Full Text: DOI
Hussain, Sabir; Sadia, Halima; Aslam, Sidra Some generalized Gronwall-Bellman-Bihari type integral inequalities with application to fractional stochastic differential equation. (English) Zbl 1499.26123 Filomat 33, No. 3, 815-824 (2019). MSC: 26D15 33E50 60G10 PDFBibTeX XMLCite \textit{S. Hussain} et al., Filomat 33, No. 3, 815--824 (2019; Zbl 1499.26123) Full Text: DOI
Xu, Yong; Zan, Wanrong; Jia, Wantao; Kurths, Jürgen Path integral solutions of the governing equation of SDEs excited by Lévy white noise. (English) Zbl 1452.65021 J. Comput. Phys. 394, 41-55 (2019). MSC: 65C30 60H10 35R11 65C05 PDFBibTeX XMLCite \textit{Y. Xu} et al., J. Comput. Phys. 394, 41--55 (2019; Zbl 1452.65021) Full Text: DOI
Liu, Ziyuan; Liang, Jiarui; Qian, Xu; Song, Songhe A generalized multi-symplectic method for stochastic space-fractional nonlinear Schrödinger equation with multiplicative noise. (Chinese. English summary) Zbl 1449.65351 Math. Numer. Sin. 41, No. 4, 440-452 (2019). MSC: 65P10 65C30 35Q55 PDFBibTeX XMLCite \textit{Z. Liu} et al., Math. Numer. Sin. 41, No. 4, 440--452 (2019; Zbl 1449.65351)
Moulay, Abdelkader; Ouahab, Abdelghani Random evolution equations with bounded fractional integral-feedback. (English) Zbl 1434.35282 Area, Iván (ed.) et al., Nonlinear analysis and boundary value problems. NABVP 2018, Santiago de Compostela, Spain, September 4–7, 2018. Proceedings of the international conference. Dedicated to Juan J. Nieto on the occasion of his 60th birthday. Cham: Springer. Springer Proc. Math. Stat. 292, 265-288 (2019). MSC: 35R60 93D15 47D06 35R11 PDFBibTeX XMLCite \textit{A. Moulay} and \textit{A. Ouahab}, Springer Proc. Math. Stat. 292, 265--288 (2019; Zbl 1434.35282) Full Text: DOI
Qi, Ruisheng; Lin, Qiu Time-stepping error bound for a stochastic parabolic Volterra equation disturbed by fractional Brownian motions. (English) Zbl 1449.65256 Numer. Math., Theory Methods Appl. 12, No. 3, 778-796 (2019). MSC: 65M60 65M15 65C30 60G22 33E12 35B65 60H15 35R60 35R11 26A33 45D05 PDFBibTeX XMLCite \textit{R. Qi} and \textit{Q. Lin}, Numer. Math., Theory Methods Appl. 12, No. 3, 778--796 (2019; Zbl 1449.65256) Full Text: DOI
Moghaddam, B. P.; Mendes Lopes, A.; Tenreiro Machado, J. A.; Mostaghim, Z. S. Computational scheme for solving nonlinear fractional stochastic differential equations with delay. (English) Zbl 07123588 Stochastic Anal. Appl. 37, No. 6, 893-908 (2019). MSC: 65C30 34K37 34K50 60H35 PDFBibTeX XMLCite \textit{B. P. Moghaddam} et al., Stochastic Anal. Appl. 37, No. 6, 893--908 (2019; Zbl 07123588) Full Text: DOI
Yu, Xianye Non-Lipschitz anticipated backward stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1422.60111 Stat. Probab. Lett. 155, Article ID 108582, 11 p. (2019). MSC: 60H10 60H20 60G22 60H07 PDFBibTeX XMLCite \textit{X. Yu}, Stat. Probab. Lett. 155, Article ID 108582, 11 p. (2019; Zbl 1422.60111) Full Text: DOI
Abbas, Saïd; Agarwal, Ravi P.; Benchohra, Mouffak; Slimani, Boualem Attou Hilfer and Hadamard coupled Volterra fractional integro-differential systems with random effects. (English) Zbl 1452.34080 Fract. Differ. Calc. 9, No. 1, 1-17 (2019). MSC: 34K37 26A33 60H25 PDFBibTeX XMLCite \textit{S. Abbas} et al., Fract. Differ. Calc. 9, No. 1, 1--17 (2019; Zbl 1452.34080) Full Text: DOI
Malik, Muslim; Dhayal, Rajesh; Abbas, Syed Exact controllability of a retarded fractional differential equation with non-instantaneous impulses. (English) Zbl 1411.34110 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 26, No. 1, 53-69 (2019). MSC: 34K50 93B05 47D06 34K37 34K30 34K45 47N20 PDFBibTeX XMLCite \textit{M. Malik} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 26, No. 1, 53--69 (2019; Zbl 1411.34110) Full Text: Link
Yan, Litan; Yin, Xiuwei Optimal error estimates for fractional stochastic partial differential equation with fractional Brownian motion. (English) Zbl 1404.60095 Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 615-635 (2019). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Discrete Contin. Dyn. Syst., Ser. B 24, No. 2, 615--635 (2019; Zbl 1404.60095) Full Text: DOI
Hu, Yaozhong Itô type stochastic differential equations driven by fractional Brownian motions of Hurst parameter \(H>1/2\). (English) Zbl 1498.60215 Stochastics 90, No. 5, 720-761 (2018). MSC: 60H10 60G22 60H07 PDFBibTeX XMLCite \textit{Y. Hu}, Stochastics 90, No. 5, 720--761 (2018; Zbl 1498.60215) Full Text: DOI arXiv
D’Ovidio, Mirko; Vitali, Silvia; Sposini, Vittoria; Sliusarenko, Oleksii; Paradisi, Paolo; Castellani, Gastone; Pagnini, Gianni Centre-of-mass like superposition of Ornstein-Uhlenbeck processes: A pathway to non-autonomous stochastic differential equations and to fractional diffusion. (English) Zbl 1436.60041 Fract. Calc. Appl. Anal. 21, No. 5, 1420-1435 (2018). MSC: 60G22 65C30 91B70 60J60 34A08 60J70 PDFBibTeX XMLCite \textit{M. D'Ovidio} et al., Fract. Calc. Appl. Anal. 21, No. 5, 1420--1435 (2018; Zbl 1436.60041) Full Text: DOI arXiv
Mao, Wenting; Zhang, Wei; Wang, Wenqiang Weak convergence and weak stability of a numerical method for the class of stochastic fractional differential equation with multiplicative noise. (Chinese. English summary) Zbl 1424.65003 J. Numer. Methods Comput. Appl. 39, No. 3, 161-171 (2018). MSC: 65C30 34A08 34F05 65L20 60H35 PDFBibTeX XMLCite \textit{W. Mao} et al., J. Numer. Methods Comput. Appl. 39, No. 3, 161--171 (2018; Zbl 1424.65003)
Abbas, Saïd; Benchohra, Mouffak; Zhou, Yong Coupled Hilfer fractional differential systems with random effects. (English) Zbl 1448.34143 Adv. Difference Equ. 2018, Paper No. 369, 12 p. (2018). MSC: 34K37 26A33 60H10 PDFBibTeX XMLCite \textit{S. Abbas} et al., Adv. Difference Equ. 2018, Paper No. 369, 12 p. (2018; Zbl 1448.34143) Full Text: DOI
Yan, Litan; Yin, Xiuwei Bismut formula for a stochastic heat equation with fractional noise. (English) Zbl 1406.60097 Stat. Probab. Lett. 137, 165-172 (2018). MSC: 60H15 60H35 65C30 PDFBibTeX XMLCite \textit{L. Yan} and \textit{X. Yin}, Stat. Probab. Lett. 137, 165--172 (2018; Zbl 1406.60097) Full Text: DOI
Chadha, Alka; Bora, Swaroop Nandan Approximate controllability of impulsive neutral stochastic differential equations driven by Poisson jumps. (English) Zbl 1384.34083 J. Dyn. Control Syst. 24, No. 1, 101-128 (2018). MSC: 34K35 34K37 34K30 35R11 47N20 34K50 34K45 93B05 PDFBibTeX XMLCite \textit{A. Chadha} and \textit{S. N. Bora}, J. Dyn. Control Syst. 24, No. 1, 101--128 (2018; Zbl 1384.34083) Full Text: DOI
Hashemi, Bentol Hoda; Khodabin, Morteza; Maleknejad, Khosrow Numerical method for solving linear stochastic Itô-Volterra integral equations driven by fractional Brownian motion using hat functions. (English) Zbl 1424.60085 Turk. J. Math. 41, No. 3, 611-624 (2017). MSC: 60H35 65C20 60G22 60H20 65C30 PDFBibTeX XMLCite \textit{B. H. Hashemi} et al., Turk. J. Math. 41, No. 3, 611--624 (2017; Zbl 1424.60085) Full Text: DOI
Li, Xueyan; Cao, Wanrong Numerical approximation of stochastic delay differential equations driven by fractional Brownian motion. (Chinese. English summary) Zbl 1399.65016 Numer. Math., Nanjing 39, No. 4, 289-315 (2017). MSC: 65C30 65L20 PDFBibTeX XMLCite \textit{X. Li} and \textit{W. Cao}, Numer. Math., Nanjing 39, No. 4, 289--315 (2017; Zbl 1399.65016)
Hu, Yaozhong; Huang, Jingyu; Lê, Khoa; Nualart, David; Tindel, Samy Stochastic heat equation with rough dependence in space. (English) Zbl 1393.60066 Ann. Probab. 45, No. 6B, 4561-4616 (2017). Reviewer: Carles Rovira (Barcelona) MSC: 60H15 60G15 60H07 65C30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Probab. 45, No. 6B, 4561--4616 (2017; Zbl 1393.60066) Full Text: DOI arXiv Euclid
Li, Yajing; Wang, Yejuan; Deng, Weihua Galerkin finite element approximations for stochastic space-time fractional wave equations. (English) Zbl 1380.65017 SIAM J. Numer. Anal. 55, No. 6, 3173-3202 (2017). MSC: 65C30 65M60 35L05 35R11 35R60 60H15 PDFBibTeX XMLCite \textit{Y. Li} et al., SIAM J. Numer. Anal. 55, No. 6, 3173--3202 (2017; Zbl 1380.65017) Full Text: DOI arXiv
Chen, Xia; Hu, Yaozhong; Nualart, David; Tindel, Samy Spatial asymptotics for the parabolic Anderson model driven by a Gaussian rough noise. (English) Zbl 1386.60135 Electron. J. Probab. 22, Paper No. 65, 38 p. (2017). MSC: 60G15 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{X. Chen} et al., Electron. J. Probab. 22, Paper No. 65, 38 p. (2017; Zbl 1386.60135) Full Text: DOI arXiv Euclid
Ahmed, Hamdy M. Sobolev-type fractional stochastic integrodifferential equations with nonlocal conditions in Hilbert space. (English) Zbl 1377.26004 J. Theor. Probab. 30, No. 3, 771-783 (2017). Reviewer: James Adedayo Oguntuase (Abeokuta) MSC: 26A33 34G20 47J05 65C30 93B05 PDFBibTeX XMLCite \textit{H. M. Ahmed}, J. Theor. Probab. 30, No. 3, 771--783 (2017; Zbl 1377.26004) Full Text: DOI
Umamaheswari, P.; Balachandran, K.; Annapoorani, N. On the solution of stochastic fractional integrodifferential equations. (English) Zbl 1381.45031 Nonlinear Funct. Anal. Appl. 22, No. 2, 335-354 (2017). Reviewer: Sergiu Aizicovici (Athens/Ohio) MSC: 45J05 60H20 45R05 26A33 45L05 PDFBibTeX XMLCite \textit{P. Umamaheswari} et al., Nonlinear Funct. Anal. Appl. 22, No. 2, 335--354 (2017; Zbl 1381.45031)
Levajković, Tijana; Mena, Hermann Equations involving Malliavin calculus operators. Applications and numerical approximation. (English) Zbl 1388.60007 SpringerBriefs in Mathematics. Cham: Springer (ISBN 978-3-319-65677-9/pbk; 978-3-319-65678-6/ebook). x, 132 p. (2017). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60-02 60H07 60H10 60H15 60H40 49J55 PDFBibTeX XMLCite \textit{T. Levajković} and \textit{H. Mena}, Equations involving Malliavin calculus operators. Applications and numerical approximation. Cham: Springer (2017; Zbl 1388.60007) Full Text: DOI
Li, Yumeng; Wang, Ran; Yao, Nian; Zhang, Shuguang A moderate deviation principle for stochastic Volterra equation. (English) Zbl 1356.60107 Stat. Probab. Lett. 122, 79-85 (2017). MSC: 60H20 60F10 60F05 60H05 60H10 60G22 PDFBibTeX XMLCite \textit{Y. Li} et al., Stat. Probab. Lett. 122, 79--85 (2017; Zbl 1356.60107) Full Text: DOI
Gao, Ting; Duan, Jinqiao; Li, Xiaofan Fokker-Planck equations for stochastic dynamical systems with symmetric Lévy motions. (English) Zbl 1410.82017 Appl. Math. Comput. 278, 1-20 (2016). MSC: 82C31 82C80 60G17 60G52 60H10 65C30 65C50 PDFBibTeX XMLCite \textit{T. Gao} et al., Appl. Math. Comput. 278, 1--20 (2016; Zbl 1410.82017) Full Text: DOI arXiv
Tanaka, Ken’ichiro A fast and accurate numerical method for symmetric Lévy processes based on the Fourier transform and sinc-Gauss sampling formula. (English) Zbl 1433.65013 IMA J. Numer. Anal. 36, No. 3, 1362-1388 (2016). MSC: 65C30 65T50 60G51 60-08 PDFBibTeX XMLCite \textit{K. Tanaka}, IMA J. Numer. Anal. 36, No. 3, 1362--1388 (2016; Zbl 1433.65013) Full Text: DOI arXiv
Mao, Wenting; Wang, Wenqiang; Lin, Weixian Weak convergence and weak stability of Euler method for a class of stochastic fractional differential equation with multiplicative noise. (Chinese. English summary) Zbl 1374.65005 Math. Numer. Sin. 38, No. 4, 442-452 (2016). MSC: 65C30 60H10 60H35 34F05 34A08 65L20 PDFBibTeX XMLCite \textit{W. Mao} et al., Math. Numer. Sin. 38, No. 4, 442--452 (2016; Zbl 1374.65005)
Tudor, Ciprian A.; Zili, Mounir SPDE with generalized drift and fractional-type noise. (English) Zbl 1361.60052 NoDEA, Nonlinear Differ. Equ. Appl. 23, No. 5, Paper No. 53, 23 p. (2016). MSC: 60H15 60G22 60H05 60F05 PDFBibTeX XMLCite \textit{C. A. Tudor} and \textit{M. Zili}, NoDEA, Nonlinear Differ. Equ. Appl. 23, No. 5, Paper No. 53, 23 p. (2016; Zbl 1361.60052) Full Text: DOI
Momani, Shaher; Arqub, Omar Abu; Freihat, Asad; Al-Smadi, Mohammed Analytical approximations for Fokker-Planck equations of fractional order in multistep schemes. (English) Zbl 1364.35369 Appl. Comput. Math. 15, No. 3, 319-330 (2016). MSC: 35Q84 26A33 35A22 35R11 81Q05 65M99 82C31 PDFBibTeX XMLCite \textit{S. Momani} et al., Appl. Comput. Math. 15, No. 3, 319--330 (2016; Zbl 1364.35369) Full Text: Link
Naganuma, Nobuaki Exact convergence rate of the Wong-Zakai approximation to RDEs driven by Gaussian rough paths. (English) Zbl 1352.60100 Stochastics 88, No. 7, 1041-1059 (2016). MSC: 60H35 60H10 60G15 60G22 65C30 PDFBibTeX XMLCite \textit{N. Naganuma}, Stochastics 88, No. 7, 1041--1059 (2016; Zbl 1352.60100) Full Text: DOI
Chadha, Alka; Pandey, Dwijendra N. Existence of the mild solution for impulsive neutral stochastic fractional integro-differential inclusions with nonlocal conditions. (English) Zbl 1375.45008 Mediterr. J. Math. 13, No. 3, 1005-1031 (2016). Reviewer: Ioannis P. Stavroulakis (Ioannina) MSC: 45J05 26A33 45G10 45N05 PDFBibTeX XMLCite \textit{A. Chadha} and \textit{D. N. Pandey}, Mediterr. J. Math. 13, No. 3, 1005--1031 (2016; Zbl 1375.45008) Full Text: DOI
Inahama, Yuzuru Short time kernel asymptotics for Young SDE by means of Watanabe distribution theory. (English) Zbl 1343.60073 J. Math. Soc. Japan 68, No. 2, 535-577 (2016). Reviewer: Nikolaos Halidias (Athens) MSC: 60H10 60G22 60H07 60F99 60G15 PDFBibTeX XMLCite \textit{Y. Inahama}, J. Math. Soc. Japan 68, No. 2, 535--577 (2016; Zbl 1343.60073) Full Text: DOI arXiv Euclid
Catellier, R.; Gubinelli, M. Averaging along irregular curves and regularisation of ODEs. (English) Zbl 1348.60083 Stochastic Processes Appl. 126, No. 8, 2323-2366 (2016). MSC: 60H10 60G22 34F05 PDFBibTeX XMLCite \textit{R. Catellier} and \textit{M. Gubinelli}, Stochastic Processes Appl. 126, No. 8, 2323--2366 (2016; Zbl 1348.60083) Full Text: DOI arXiv
Arciga Alejandre, Martin P.; Ariza Hernandez, Francisco J.; Sanchez Ortiz, Jorge Stochastic evolution equation with Riesz-fractional derivative and white noise on the half-line. (English) Zbl 1336.65009 Appl. Numer. Math. 104, 103-109 (2016). MSC: 65C30 60H15 60H35 35R60 35R11 35K20 PDFBibTeX XMLCite \textit{M. P. Arciga Alejandre} et al., Appl. Numer. Math. 104, 103--109 (2016; Zbl 1336.65009) Full Text: DOI
Xue, Dingyü; Chen, YangQuan Scientific computing with MATLAB. 2nd edition. (English) Zbl 1344.65001 Boca Raton, FL: CRC Press (ISBN 978-1-4987-5777-5/hbk; 978-0-367-78313-6/pbk; 978-1-315-36785-9/ebook). xvii, 586 p. (2016). Reviewer: Rolf Dieter Grigorieff (Berlin) MSC: 65-01 00A06 68-04 68N15 68W30 65Mxx 65Nxx 65Fxx 65R10 65E05 65H05 65K05 65Lxx 65Dxx 65Cxx 65T60 PDFBibTeX XMLCite \textit{D. Xue} and \textit{Y. Chen}, Scientific computing with MATLAB. 2nd edition. Boca Raton, FL: CRC Press (2016; Zbl 1344.65001) Full Text: DOI
Malinowski, Marek T. Random fuzzy fractional integral equations – theoretical foundations. (English) Zbl 1361.45010 Fuzzy Sets Syst. 265, 39-62 (2015). MSC: 45N05 26A33 26E50 60H25 PDFBibTeX XMLCite \textit{M. T. Malinowski}, Fuzzy Sets Syst. 265, 39--62 (2015; Zbl 1361.45010) Full Text: DOI
Nadeem, Mohd; Dabas, Jaydev Existence of solution for fractional stochastic integro-differential equation with impulsive effect. (English) Zbl 1337.45004 Agrawal, P. N. (ed.) et al., Mathematical analysis and its applications. Proceedings of the international conference on recent trends in mathematical analyis and its applications, ICRTMAA 2014, Roorkee, India, December 21–23, 2014. New Delhi: Springer (ISBN 978-81-322-2484-6/hbk; 978-81-322-2485-3/ebook). Springer Proceedings in Mathematics & Statistics 143, 373-380 (2015). MSC: 45R05 45J05 60H20 26A33 45G10 PDFBibTeX XMLCite \textit{M. Nadeem} and \textit{J. Dabas}, Springer Proc. Math. Stat. 143, 373--380 (2015; Zbl 1337.45004) Full Text: DOI
Das, Sanjukta; Pandey, D. N.; Sukavanam, N. Approximation of solutions of a stochastic differential equation. (English) Zbl 1338.34147 Agrawal, P. N. (ed.) et al., Mathematical analysis and its applications. Proceedings of the international conference on recent trends in mathematical analyis and its applications, ICRTMAA 2014, Roorkee, India, December 21–23, 2014. New Delhi: Springer (ISBN 978-81-322-2484-6/hbk; 978-81-322-2485-3/ebook). Springer Proceedings in Mathematics & Statistics 143, 51-62 (2015). MSC: 34K37 34K30 34K50 47D06 34K07 47N20 PDFBibTeX XMLCite \textit{S. Das} et al., Springer Proc. Math. Stat. 143, 51--62 (2015; Zbl 1338.34147) Full Text: DOI
Wang, Weibin; Luo, Maokang Corrected implicit schemes for fractional stochastic differential equation. (Chinese. English summary) Zbl 1340.65010 J. Sichuan Univ., Nat. Sci. Ed. 52, No. 3, 451-455 (2015). MSC: 65C30 60H10 34F05 34A08 65L20 PDFBibTeX XMLCite \textit{W. Wang} and \textit{M. Luo}, J. Sichuan Univ., Nat. Sci. Ed. 52, No. 3, 451--455 (2015; Zbl 1340.65010) Full Text: DOI
Chadha, Alka; Pandey, Dwijendra N. Existence results for an impulsive neutral stochastic fractional integro-differential equation with infinite delay. (English) Zbl 1328.34074 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 128, 149-175 (2015). MSC: 34K30 34K37 34K45 45J05 60H20 34K40 34K50 47N20 PDFBibTeX XMLCite \textit{A. Chadha} and \textit{D. N. Pandey}, Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 128, 149--175 (2015; Zbl 1328.34074) Full Text: DOI
Yamada, Toshihiro A small noise asymptotic expansion for Young SDE driven by fractional Brownian motion: a sharp error estimate with Malliavin calculus. (English) Zbl 1333.60130 Stochastic Anal. Appl. 33, No. 5, 882-902 (2015). MSC: 60H10 60H07 60G22 60H35 65C30 41A25 41A60 PDFBibTeX XMLCite \textit{T. Yamada}, Stochastic Anal. Appl. 33, No. 5, 882--902 (2015; Zbl 1333.60130) Full Text: DOI
Wijeratne, Chandana; Bessaih, Hakima Fractional Brownian motion and an application to fluids. (English) Zbl 1323.60057 Heinz, Stefan (ed.) et al., Stochastic equations for complex systems. Theoretical and computational topics. Lecture notes of the Rocky Mountain Mathematics Consortium, RMMC, summer school “Stochastic equations for complex systems: theory and applications”, Laramie, WY, USA, June 2014. Cham: Springer (ISBN 978-3-319-18205-6/hbk; 978-3-319-18206-3/ebook). Mathematical Engineering, 37-52 (2015). MSC: 60G22 60H05 60H20 60H15 60G15 76B03 PDFBibTeX XMLCite \textit{C. Wijeratne} and \textit{H. Bessaih}, in: Stochastic equations for complex systems. Theoretical and computational topics. Lecture notes of the Rocky Mountain Mathematics Consortium, RMMC, summer school ``Stochastic equations for complex systems: theory and applications'', Laramie, WY, USA, June 2014. Cham: Springer. 37--52 (2015; Zbl 1323.60057) Full Text: DOI arXiv
Hu, Guannan; Hu, Yaozhong Fractional diffusion in Gaussian noisy environment. (English) Zbl 1321.60135 Mathematics 3, No. 2, 131-152 (2015). MSC: 60H15 60G22 60G15 60H05 35R60 35K40 26A33 PDFBibTeX XMLCite \textit{G. Hu} and \textit{Y. Hu}, Mathematics 3, No. 2, 131--152 (2015; Zbl 1321.60135) Full Text: DOI arXiv
Zheng, Mengdi; Karniadakis, George Em Numerical methods for SPDEs with tempered stable processes. (English) Zbl 1320.65020 SIAM J. Sci. Comput. 37, No. 3, A1197-A1217 (2015). MSC: 65C30 65M75 35R60 35R11 35Q84 60G51 60H15 60H35 60H40 PDFBibTeX XMLCite \textit{M. Zheng} and \textit{G. E. Karniadakis}, SIAM J. Sci. Comput. 37, No. 3, A1197--A1217 (2015; Zbl 1320.65020) Full Text: DOI Link
Melnikov, Alexander; Mishura, Yuliya; Shevchenko, Georgiy Stochastic viability and comparison theorems for mixed stochastic differential equations. (English) Zbl 1310.60087 Methodol. Comput. Appl. Probab. 17, No. 1, 169-188 (2015). MSC: 60H10 60G22 60G15 26A33 91G80 PDFBibTeX XMLCite \textit{A. Melnikov} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 169--188 (2015; Zbl 1310.60087) Full Text: DOI arXiv
Baeumer, Boris; Geissert, Matthias; Kovács, Mihály Existence, uniqueness and regularity for a class of semilinear stochastic Volterra equations with multiplicative noise. (English) Zbl 1318.60067 J. Differ. Equations 258, No. 2, 535-554 (2015). Reviewer: Ruhollah Jahanipur (Kashan) MSC: 60H15 35R60 35B65 45D05 34A08 PDFBibTeX XMLCite \textit{B. Baeumer} et al., J. Differ. Equations 258, No. 2, 535--554 (2015; Zbl 1318.60067) Full Text: DOI arXiv
Tudor, Ciprian A. Recent developments on stochastic heat equation with additive fractional-colored noise. (English) Zbl 1322.60124 Fract. Calc. Appl. Anal. 17, No. 1, 224-246 (2014). MSC: 60H15 60G22 60F05 60H05 60G18 PDFBibTeX XMLCite \textit{C. A. Tudor}, Fract. Calc. Appl. Anal. 17, No. 1, 224--246 (2014; Zbl 1322.60124) Full Text: DOI