Liu, Zhe; Liu, Yang; Gao, Rong Maximum likelihood estimation for multi-factor uncertain differential equations. (English) Zbl 07901835 J. Comput. Appl. Math. 454, Article ID 116205, 10 p. (2025). MSC: 60H10 34A07 62G86 PDFBibTeX XMLCite \textit{Z. Liu} et al., J. Comput. Appl. Math. 454, Article ID 116205, 10 p. (2025; Zbl 07901835) Full Text: DOI
Han, Qiang; Ji, Shaolin Novel multi-step predictor-corrector schemes for backward stochastic differential equations. (English) Zbl 07912563 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108269, 16 p. (2024). MSC: 60H10 35K15 93E20 PDFBibTeX XMLCite \textit{Q. Han} and \textit{S. Ji}, Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108269, 16 p. (2024; Zbl 07912563) Full Text: DOI arXiv
Baltazar-Larios, Fernando; Delgado-Vences, Francisco; Diaz-Infante, Saul; Gomez, Eduardo Lince Statistical inference for a stochastic generalized logistic differential equation. (English) Zbl 07912557 Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108261, 12 p. (2024). MSC: 60H10 60H35 62F10 PDFBibTeX XMLCite \textit{F. Baltazar-Larios} et al., Commun. Nonlinear Sci. Numer. Simul. 139, Article ID 108261, 12 p. (2024; Zbl 07912557) Full Text: DOI arXiv
Yus’kovych, V. K. On transience of solutions of stochastic differential equations with jumps. (Ukrainian. English summary) Zbl 07909398 Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 44, No. 1, 51-57 (2024). MSC: 60H10 60J76 PDFBibTeX XMLCite \textit{V. K. Yus'kovych}, Nauk. Visn. Uzhgorod. Univ., Ser. Mat. Inform. 44, No. 1, 51--57 (2024; Zbl 07909398) Full Text: DOI
Hudde, Anselm; Hutzenthaler, Martin; Jentzen, Arnulf; Mazzonetto, Sara On the Itô-Alekseev-Gröbner formula for stochastic differential equations. (English. French summary) Zbl 07904819 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 904-922 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{A. Hudde} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 904--922 (2024; Zbl 07904819) Full Text: DOI arXiv Link
Schuh, Katharina Global contractivity for Langevin dynamics with distribution-dependent forces and uniform in time propagation of chaos. (English. French summary) Zbl 07904814 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 753-789 (2024). MSC: 60H10 60J60 82C31 PDFBibTeX XMLCite \textit{K. Schuh}, Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 753--789 (2024; Zbl 07904814) Full Text: DOI arXiv Link
León, Jorge A.; Liu, Yanghui; Tindel, Samy Euler scheme for SDEs driven by fractional Brownian motions: Malliavin differentiability and uniform upper-bound estimates. (English) Zbl 07904809 Stochastic Processes Appl. 175, Article ID 104412, 20 p. (2024). MSC: 60H10 60G22 60L20 PDFBibTeX XMLCite \textit{J. A. León} et al., Stochastic Processes Appl. 175, Article ID 104412, 20 p. (2024; Zbl 07904809) Full Text: DOI arXiv
Hu, Ying; Wen, Jiaqiang; Xiong, Jie Backward doubly stochastic differential equations and SPDEs with quadratic growth. (English) Zbl 07904808 Stochastic Processes Appl. 175, Article ID 104405, 22 p. (2024). MSC: 60H10 60H15 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Stochastic Processes Appl. 175, Article ID 104405, 22 p. (2024; Zbl 07904808) Full Text: DOI arXiv
Krylov, N. V. Once again on weak solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift. (English) Zbl 07904057 Electron. J. Probab. 29, Paper No. 95, 19 p. (2024). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{N. V. Krylov}, Electron. J. Probab. 29, Paper No. 95, 19 p. (2024; Zbl 07904057) Full Text: DOI arXiv Link OA License
Petrović, Aleksandra M. Convergence rate of the truncated Euler-Maruyama method for highly nonlinear neutral stochastic differential equations with time-dependent delay. (English) Zbl 07903489 Open Math. 22, Article ID 20240038, 29 p. (2024). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{A. M. Petrović}, Open Math. 22, Article ID 20240038, 29 p. (2024; Zbl 07903489) Full Text: DOI OA License
Jiang, Weimin; Li, Juan; Wei, Qingmeng General mean-field BSDEs with diagonally quadratic generator in multi-dimension. (English) Zbl 07901497 Discrete Contin. Dyn. Syst. 44, No. 10, 2957-2984 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{W. Jiang} et al., Discrete Contin. Dyn. Syst. 44, No. 10, 2957--2984 (2024; Zbl 07901497) Full Text: DOI arXiv
Li, Hanwu; Liu, Guomin Multi-dimensional reflected backward stochastic differential equations driven by \(G\)-Brownian motion with diagonal generators. (English) Zbl 07900859 J. Theor. Probab. 37, No. 3, 2615-2645 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{H. Li} and \textit{G. Liu}, J. Theor. Probab. 37, No. 3, 2615--2645 (2024; Zbl 07900859) Full Text: DOI arXiv
Ye, Wenjie Stochastic differential equations with local growth singular drifts. (English) Zbl 07900858 J. Theor. Probab. 37, No. 3, 2576-2614 (2024). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{W. Ye}, J. Theor. Probab. 37, No. 3, 2576--2614 (2024; Zbl 07900858) Full Text: DOI arXiv
Issoglio, Elena; Russo, Francesco Stochastic differential equations with singular coefficients: the martingale problem view and the stochastic dynamics view. (English) Zbl 07900852 J. Theor. Probab. 37, No. 3, 2352-2393 (2024). MSC: 60H10 60H30 60H50 PDFBibTeX XMLCite \textit{E. Issoglio} and \textit{F. Russo}, J. Theor. Probab. 37, No. 3, 2352--2393 (2024; Zbl 07900852) Full Text: DOI arXiv OA License
Hong, Wei; Hu, Shanshan; Liu, Wei McKean-Vlasov SDE and SPDE with locally monotone coefficients. (English) Zbl 07899442 Ann. Appl. Probab. 34, No. 2, 2136-2189 (2024). MSC: 60H10 60F10 PDFBibTeX XMLCite \textit{W. Hong} et al., Ann. Appl. Probab. 34, No. 2, 2136--2189 (2024; Zbl 07899442) Full Text: DOI arXiv Link
Kim, Kon-Gun; Kim, Mun-Chol; Hwang, Ho-Jin Representation of solutions to quadratic 2BSDEs with unbounded terminal values. (English) Zbl 07898566 Stat. Probab. Lett. 213, Article ID 110191, 11 p. (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{K.-G. Kim} et al., Stat. Probab. Lett. 213, Article ID 110191, 11 p. (2024; Zbl 07898566) Full Text: DOI
Chen, Ping; Zhang, Tusheng Exponential ergodicity for reflected SDEs with interaction in a multidimensional general domain. (English) Zbl 07898552 Stat. Probab. Lett. 213, Article ID 110168, 9 p. (2024). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{P. Chen} and \textit{T. Zhang}, Stat. Probab. Lett. 213, Article ID 110168, 9 p. (2024; Zbl 07898552) Full Text: DOI
Broux-Quemerais, Guillaume; Kaakaï, Sarah; Matoussi, Anis; Sabbagh, Wissal Deep learning scheme for forward utilities using ergodic BSDEs. (English) Zbl 07896279 Probab. Uncertain. Quant. Risk 9, No. 2, 149-180 (2024). MSC: 60H10 91G10 60H35 PDFBibTeX XMLCite \textit{G. Broux-Quemerais} et al., Probab. Uncertain. Quant. Risk 9, No. 2, 149--180 (2024; Zbl 07896279) Full Text: DOI arXiv
Touati, A. B.; Boutabia, H.; Redjil, A. On mean field stochastic differential equations driven by \(G\)-Brownian motion with averaging principle. (English) Zbl 07896218 Lobachevskii J. Math. 45, No. 3, 1296-1308 (2024). MSC: 60H10 91A60 60G65 PDFBibTeX XMLCite \textit{A. B. Touati} et al., Lobachevskii J. Math. 45, No. 3, 1296--1308 (2024; Zbl 07896218) Full Text: DOI
Tleubergenov, M. I.; Vassilina, G. K.; Azhymbaev, D. T. Stochastic Helmholtz problem and convergence almost surely. (English) Zbl 07896217 Lobachevskii J. Math. 45, No. 3, 1287-1295 (2024). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{M. I. Tleubergenov} et al., Lobachevskii J. Math. 45, No. 3, 1287--1295 (2024; Zbl 07896217) Full Text: DOI
Nakagawa, Takuya; Suzuki, Ryoichi Existence of density function for the running maximum of SDEs driven by nontruncated pure-jump Lévy processes. (English) Zbl 07892662 Mod. Stoch., Theory Appl. 11, No. 3, 303-321 (2024). MSC: 60H10 60G52 60H07 PDFBibTeX XMLCite \textit{T. Nakagawa} and \textit{R. Suzuki}, Mod. Stoch., Theory Appl. 11, No. 3, 303--321 (2024; Zbl 07892662) Full Text: DOI
Baguley, Samuel; Döring, Leif; Kyprianou, Andreas General path integrals and stable SDEs. (English) Zbl 07891439 J. Eur. Math. Soc. (JEMS) 26, No. 9, 3243-3286 (2024). MSC: 60H10 60J25 60G52 PDFBibTeX XMLCite \textit{S. Baguley} et al., J. Eur. Math. Soc. (JEMS) 26, No. 9, 3243--3286 (2024; Zbl 07891439) Full Text: DOI arXiv OA License
Nguyen, Hung D.; Oza, Anand U. The invariant measure of a walking droplet in hydrodynamic pilot-wave theory. (English) Zbl 07885192 Nonlinearity 37, No. 9, Article ID 095009, 37 p. (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{H. D. Nguyen} and \textit{A. U. Oza}, Nonlinearity 37, No. 9, Article ID 095009, 37 p. (2024; Zbl 07885192) Full Text: DOI arXiv
Shao, Yunze; Du, Junjie; Li, Xiaofei; Tan, Yuru; Song, Jia Caputo fractional backward stochastic differential equations driven by fractional Brownian motion with delayed generator. (English) Zbl 07880455 Bound. Value Probl. 2024, Paper No. 35, 15 p. (2024). MSC: 60H10 93E20 60H20 PDFBibTeX XMLCite \textit{Y. Shao} et al., Bound. Value Probl. 2024, Paper No. 35, 15 p. (2024; Zbl 07880455) Full Text: DOI OA License
Zhang, Kaixi; Liu, Baoding Higher-order derivative of uncertain process and higher-order uncertain differential equation. (English) Zbl 07879563 Fuzzy Optim. Decis. Mak. 23, No. 2, 295-318 (2024). MSC: 60H10 26B05 65C30 PDFBibTeX XMLCite \textit{K. Zhang} and \textit{B. Liu}, Fuzzy Optim. Decis. Mak. 23, No. 2, 295--318 (2024; Zbl 07879563) Full Text: DOI
Iguchi, Yuga; Beskos, Alexandros; Graham, Matthew M. Parameter inference for degenerate diffusion processes. (English) Zbl 07879397 Stochastic Processes Appl. 174, Article ID 104384, 40 p. (2024). MSC: 60H10 62M05 60J60 62M10 PDFBibTeX XMLCite \textit{Y. Iguchi} et al., Stochastic Processes Appl. 174, Article ID 104384, 40 p. (2024; Zbl 07879397) Full Text: DOI arXiv
Gliklikh, Yuriĭ Evgen’evich On global in time solutions of stochastic algebraic-differerential equations with forward mean derivatives. (English) Zbl 07879224 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 17, No. 2, 96-103 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{Y. E. Gliklikh}, Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 17, No. 2, 96--103 (2024; Zbl 07879224) Full Text: DOI MNR
Yuan, Haiyan; Zhu, Quanxin Some stabilities of stochastic differential equations with delay in the G-framework and Euler-Maruyama method. (English) Zbl 07876171 J. Comput. Appl. Math. 446, Article ID 115856, 15 p. (2024). MSC: 60H10 65C30 93E15 34K50 PDFBibTeX XMLCite \textit{H. Yuan} and \textit{Q. Zhu}, J. Comput. Appl. Math. 446, Article ID 115856, 15 p. (2024; Zbl 07876171) Full Text: DOI
Amine, Oussama; Baños, David; Proske, Frank \(C^{\infty}\)-regularization by noise of singular ODE’s. (English) Zbl 07876067 J. Dyn. Differ. Equations 36, No. 2, 915-974 (2024). MSC: 60H10 49N60 PDFBibTeX XMLCite \textit{O. Amine} et al., J. Dyn. Differ. Equations 36, No. 2, 915--974 (2024; Zbl 07876067) Full Text: DOI arXiv OA License
Hu, Mingshang; Ji, Shaolin; Li, Xiaojuan BSDEs driven by \(G\)-Brownian motion under degenerate case and its application to the regularity of fully nonlinear PDEs. (English) Zbl 07876047 Trans. Am. Math. Soc. 377, No. 5, 3287-3323 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{M. Hu} et al., Trans. Am. Math. Soc. 377, No. 5, 3287--3323 (2024; Zbl 07876047) Full Text: DOI arXiv
Manh Hong Duong; Hung Dang Nguyen Asymptotic analysis for the generalized Langevin equation with singular potentials. (English) Zbl 07875085 J. Nonlinear Sci. 34, No. 4, Paper No. 62, 63 p. (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{Manh Hong Duong} and \textit{Hung Dang Nguyen}, J. Nonlinear Sci. 34, No. 4, Paper No. 62, 63 p. (2024; Zbl 07875085) Full Text: DOI arXiv OA License
Yang, Fen-Fen Harnack inequalities for \(G\)-SDEs with multiplicative noise. (English) Zbl 07873903 Commun. Math. Stat. 12, No. 2, 279-305 (2024). MSC: 60H10 60E15 60G65 PDFBibTeX XMLCite \textit{F.-F. Yang}, Commun. Math. Stat. 12, No. 2, 279--305 (2024; Zbl 07873903) Full Text: DOI
Chen, Cui; Yu, Zhiyong Exact controllability for mean-field type linear game-based control systems. (English) Zbl 07873830 Appl. Math. Optim. 90, No. 1, Paper No. 3, 34 p. (2024). MSC: 60H10 49N10 93B05 PDFBibTeX XMLCite \textit{C. Chen} and \textit{Z. Yu}, Appl. Math. Optim. 90, No. 1, Paper No. 3, 34 p. (2024; Zbl 07873830) Full Text: DOI arXiv
Gradinaru, Mihai; Luirard, Emeline Kinetic time-inhomogeneous Lévy-driven model. (English) Zbl 07873668 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 815-835 (2024). MSC: 60H10 60F17 60G52 60G18 60J65 PDFBibTeX XMLCite \textit{M. Gradinaru} and \textit{E. Luirard}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 815--835 (2024; Zbl 07873668) Full Text: arXiv Link
Ju, Jingnan; Tang, Shanjian Markovian quadratic BSDEs with an unbounded sub-quadratic growth. (English) Zbl 07873316 Chin. Ann. Math., Ser. B 45, No. 3, 441-462 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{J. Ju} and \textit{S. Tang}, Chin. Ann. Math., Ser. B 45, No. 3, 441--462 (2024; Zbl 07873316) Full Text: DOI
Gliklikh, Yu. E. Stochastic equations and inclusions with mean derivatives and their applications. (English. Russian original) Zbl 07872261 J. Math. Sci., New York 282, No. 2, 111-253 (2024); translation from Sovrem. Mat., Fundam. Napravl. 68, No, 2, 191-337 (2022). MSC: 60H10 58J65 34A60 PDFBibTeX XMLCite \textit{Yu. E. Gliklikh}, J. Math. Sci., New York 282, No. 2, 111--253 (2024; Zbl 07872261); translation from Sovrem. Mat., Fundam. Napravl. 68, No, 2, 191--337 (2022) Full Text: DOI
Sadki, Marya; Yaagoub, Zakaria; Allali, Karam Stochastic analysis of two-strain epidemic model with non-monotone incidence rates: application to COVID-19 pandemic. (English) Zbl 07871996 Math. Methods Appl. Sci. 47, No. 11, 8651-8668 (2024). MSC: 60H10 92D30 34F05 39A50 PDFBibTeX XMLCite \textit{M. Sadki} et al., Math. Methods Appl. Sci. 47, No. 11, 8651--8668 (2024; Zbl 07871996) Full Text: DOI
Samadyar, Nasrin; Ordokhani, Yadollah Simulating variable-order fractional Brownian motion and solving nonlinear stochastic differential equations. (English) Zbl 07871985 Math. Methods Appl. Sci. 47, No. 11, 8471-8489 (2024). MSC: 60H10 60G22 11B68 65G99 PDFBibTeX XMLCite \textit{N. Samadyar} and \textit{Y. Ordokhani}, Math. Methods Appl. Sci. 47, No. 11, 8471--8489 (2024; Zbl 07871985) Full Text: DOI
Ji, Shaolin; Jin, Hanqing; Shi, Xiaomin Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients. (English) Zbl 07871738 ESAIM, Control Optim. Calc. Var. 30, Paper No. 45, 29 p. (2024). MSC: 60H10 93E20 PDFBibTeX XMLCite \textit{S. Ji} et al., ESAIM, Control Optim. Calc. Var. 30, Paper No. 45, 29 p. (2024; Zbl 07871738) Full Text: DOI arXiv
Reis, Miguel; Brites, Nuno M.; Santos, Carla; Dias, Cristina Comparison of optimal harvesting policies with general logistic growth and a general harvesting function. (English) Zbl 07869459 Math. Methods Appl. Sci. 47, No. 10, 8076-8088 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{M. Reis} et al., Math. Methods Appl. Sci. 47, No. 10, 8076--8088 (2024; Zbl 07869459) Full Text: DOI
Yang, Yazhou; Liu, Meng Ergodic periodic measure of a stochastic budworm growth model with periodic coefficients. (English) Zbl 07869440 Math. Methods Appl. Sci. 47, No. 9, 7819-7826 (2024). MSC: 60H10 92D25 PDFBibTeX XMLCite \textit{Y. Yang} and \textit{M. Liu}, Math. Methods Appl. Sci. 47, No. 9, 7819--7826 (2024; Zbl 07869440) Full Text: DOI
Li, Hanwu Backward stochastic differential equations with double mean reflections. (English) Zbl 07869144 Stochastic Processes Appl. 173, Article ID 104371, 16 p. (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{H. Li}, Stochastic Processes Appl. 173, Article ID 104371, 16 p. (2024; Zbl 07869144) Full Text: DOI arXiv
Dong, Zhao; Gu, Fan; Li, Liang The concentration of zero-noise limits of invariant measures for stochastic dynamical systems. (English) Zbl 07869142 Stochastic Processes Appl. 173, Article ID 104363, 21 p. (2024). MSC: 60H10 60B10 60J60 60F10 37A50 PDFBibTeX XMLCite \textit{Z. Dong} et al., Stochastic Processes Appl. 173, Article ID 104363, 21 p. (2024; Zbl 07869142) Full Text: DOI arXiv
Pellat, Rhoss Likibi; Menoukeu Pamen, Olivier Density analysis for coupled forward-backward SDEs with non-Lipschitz drifts and applications. (English) Zbl 07869139 Stochastic Processes Appl. 173, Article ID 104359, 37 p. (2024). MSC: 60H10 35K59 35K10 60H07 PDFBibTeX XMLCite \textit{R. L. Pellat} and \textit{O. Menoukeu Pamen}, Stochastic Processes Appl. 173, Article ID 104359, 37 p. (2024; Zbl 07869139) Full Text: DOI arXiv
Chalishajar, Dimplekumar; Ravikumar, K.; Ramkumar, K.; Anguraj, A. Null controllability of Hilfer fractional stochastic differential equations with nonlocal conditions. (English) Zbl 07868842 Numer. Algebra Control Optim. 14, No. 2, 322-338 (2024). MSC: 60H10 60J65 34A08 93B05 PDFBibTeX XMLCite \textit{D. Chalishajar} et al., Numer. Algebra Control Optim. 14, No. 2, 322--338 (2024; Zbl 07868842) Full Text: DOI
Kypke, Kolja; Ditlevsen, Peter On the representation of multiplicative noise in modeling Dansgaard-Oeschger events. (English) Zbl 07868609 Physica D 466, Article ID 134215, 6 p. (2024). MSC: 60H10 60H05 82C31 PDFBibTeX XMLCite \textit{K. Kypke} and \textit{P. Ditlevsen}, Physica D 466, Article ID 134215, 6 p. (2024; Zbl 07868609) Full Text: DOI
Di Nunno, Giulia; Rosazza Gianin, Emanuela Fully dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs. (English) Zbl 07867065 SIAM J. Financ. Math. 15, No. 2, 399-435 (2024). MSC: 60H10 60H20 91B70 91G70 PDFBibTeX XMLCite \textit{G. Di Nunno} and \textit{E. Rosazza Gianin}, SIAM J. Financ. Math. 15, No. 2, 399--435 (2024; Zbl 07867065) Full Text: DOI arXiv
Xu, Liping; Li, Zhi On the viability of solutions to conformable stochastic differential equations. (English) Zbl 07867044 J. Partial Differ. Equations 37, No. 1, 47-58 (2024). MSC: 60H10 93E03 PDFBibTeX XMLCite \textit{L. Xu} and \textit{Z. Li}, J. Partial Differ. Equations 37, No. 1, 47--58 (2024; Zbl 07867044) Full Text: DOI
Lv, Guangying; Wang, Wei; Wei, Jinlong Coupled McKean-Vlasov equations over convex domains. (English) Zbl 07865986 J. Theor. Probab. 37, No. 2, 1824-1849 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{G. Lv} et al., J. Theor. Probab. 37, No. 2, 1824--1849 (2024; Zbl 07865986) Full Text: DOI
Aryasova, Olga; Pavlyukevich, Ilya; Pilipenko, Andrey Homogenization of a multivariate diffusion with semipermeable interfaces. (English) Zbl 07865985 J. Theor. Probab. 37, No. 2, 1787-1823 (2024). MSC: 60H10 60F05 60H17 60J55 PDFBibTeX XMLCite \textit{O. Aryasova} et al., J. Theor. Probab. 37, No. 2, 1787--1823 (2024; Zbl 07865985) Full Text: DOI arXiv OA License
Elhachemy, Mohammed; El Otmani, Mohamed Doubly reflected generalized BSDEs with jumps and an obstacle problem of parabolic IPDEs with nonlinear Neumann boundary conditions. (English) Zbl 07864358 Random Oper. Stoch. Equ. 32, No. 2, 107-134 (2024). MSC: 60H10 60H30 35D40 35R09 PDFBibTeX XMLCite \textit{M. Elhachemy} and \textit{M. El Otmani}, Random Oper. Stoch. Equ. 32, No. 2, 107--134 (2024; Zbl 07864358) Full Text: DOI
Mao, Mingzhi; He, Xuyang Existence of a class of doubly perturbed stochastic functional differential equations with Poisson jumps. (English) Zbl 07863445 J. Nonlinear Math. Phys. 31, No. 1, Paper No. 24, 19 p. (2024). MSC: 60H10 34K50 PDFBibTeX XMLCite \textit{M. Mao} and \textit{X. He}, J. Nonlinear Math. Phys. 31, No. 1, Paper No. 24, 19 p. (2024; Zbl 07863445) Full Text: DOI OA License
Liu, Huoxia; Yang, Qigui Asymptotic behaviors of solutions to Sobolev-type stochastic differential equations. (English) Zbl 07860695 J. Math. Phys. 65, No. 5, Article ID 051501, 25 p. (2024). MSC: 60H10 60G22 34F05 34D05 PDFBibTeX XMLCite \textit{H. Liu} and \textit{Q. Yang}, J. Math. Phys. 65, No. 5, Article ID 051501, 25 p. (2024; Zbl 07860695) Full Text: DOI
Nickl, Richard Consistent inference for diffusions from low frequency measurements. (English) Zbl 1539.60070 Ann. Stat. 52, No. 2, 519-549 (2024). MSC: 60H10 62F15 62G20 62H25 62M15 PDFBibTeX XMLCite \textit{R. Nickl}, Ann. Stat. 52, No. 2, 519--549 (2024; Zbl 1539.60070) Full Text: DOI arXiv
di Nunno, Giulia; Giordano, Michele Stochastic Volterra equations with time-changed Lévy noise and maximum principles. (English) Zbl 07859373 Ann. Oper. Res. 336, No. 1-2, 1265-1287 (2024). MSC: 60H10 60H20 93E20 60G60 91B70 PDFBibTeX XMLCite \textit{G. di Nunno} and \textit{M. Giordano}, Ann. Oper. Res. 336, No. 1--2, 1265--1287 (2024; Zbl 07859373) Full Text: DOI arXiv OA License
Ling, Chengcheng; Scheutzow, Michael Expansion and attraction of RDS: long time behavior of the solution to singular SDE. (English) Zbl 07854755 Electron. J. Probab. 29, Paper No. 60, 33 p. (2024). MSC: 60H10 60G17 60J60 60H50 PDFBibTeX XMLCite \textit{C. Ling} and \textit{M. Scheutzow}, Electron. J. Probab. 29, Paper No. 60, 33 p. (2024; Zbl 07854755) Full Text: DOI arXiv
Grube, Sebastian Strong solutions to McKean-Vlasov SDEs with coefficients of Nemytskii type: the time-dependent case. (English) Zbl 07854120 J. Evol. Equ. 24, No. 2, Paper No. 37, 14 p. (2024). MSC: 60H10 60G17 35C99 PDFBibTeX XMLCite \textit{S. Grube}, J. Evol. Equ. 24, No. 2, Paper No. 37, 14 p. (2024; Zbl 07854120) Full Text: DOI arXiv OA License
Sun, Yifan; Wang, Falei \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE. (English) Zbl 1539.60072 Probab. Uncertain. Quant. Risk 9, No. 1, 85-106 (2024). MSC: 60H10 60H30 91G10 91G80 PDFBibTeX XMLCite \textit{Y. Sun} and \textit{F. Wang}, Probab. Uncertain. Quant. Risk 9, No. 1, 85--106 (2024; Zbl 1539.60072) Full Text: DOI
Li, Hanwu Reflected BSDEs driven by \(G\)-Brownian motion with time-varying Lipschitz coefficients. (English) Zbl 1537.60069 Stoch. Dyn. 24, No. 1, Article ID 2450007, 31 p. (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{H. Li}, Stoch. Dyn. 24, No. 1, Article ID 2450007, 31 p. (2024; Zbl 1537.60069) Full Text: DOI
Liu, Wei; Pei, Bin; Yu, Qian Rate of convergence for the Smoluchowski-Kramers approximation for distribution-dependent SDEs driven by fractional Brownian motions. (English) Zbl 1537.60070 Stoch. Dyn. 24, No. 1, Article ID 2450002, 20 p. (2024). MSC: 60H10 60G22 PDFBibTeX XMLCite \textit{W. Liu} et al., Stoch. Dyn. 24, No. 1, Article ID 2450002, 20 p. (2024; Zbl 1537.60070) Full Text: DOI
Elmansouri, Badr; El Otmani, Mohamed Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient. (English) Zbl 1537.60067 Stoch. Dyn. 24, No. 1, Article ID 2450001, 39 p. (2024). MSC: 60H10 60G44 PDFBibTeX XMLCite \textit{B. Elmansouri} and \textit{M. El Otmani}, Stoch. Dyn. 24, No. 1, Article ID 2450001, 39 p. (2024; Zbl 1537.60067) Full Text: DOI
Liu, Zhenxin; Liu, Ziting The uniqueness for a class of ordinary and stochastic differential equations. (English) Zbl 07850180 J. Differ. Equations 400, 90-109 (2024). MSC: 60H10 60H20 34A12 PDFBibTeX XMLCite \textit{Z. Liu} and \textit{Z. Liu}, J. Differ. Equations 400, 90--109 (2024; Zbl 07850180) Full Text: DOI
Bao, Jianhai; Sun, Xiaobin; Wang, Jian; Xie, Yingchao Quantitative estimates for Lévy driven SDEs with different drifts and applications. (English) Zbl 07849977 J. Differ. Equations 398, 182-217 (2024). MSC: 60H10 60J76 37A25 PDFBibTeX XMLCite \textit{J. Bao} et al., J. Differ. Equations 398, 182--217 (2024; Zbl 07849977) Full Text: DOI
Huang, Xing; Wang, Shen; Yang, Fen-Fen Weak solution and invariant probability measure for McKean-Vlasov SDEs with integrable drifts. (English) Zbl 07845465 J. Math. Anal. Appl. 537, No. 2, Article ID 128318, 15 p. (2024). Reviewer: Martin Ondreját (Praha) MSC: 60H10 PDFBibTeX XMLCite \textit{X. Huang} et al., J. Math. Anal. Appl. 537, No. 2, Article ID 128318, 15 p. (2024; Zbl 07845465) Full Text: DOI arXiv
Ulander, Johan Boundary-preserving Lamperti-splitting schemes for some stochastic differential equations. (English) Zbl 07845387 J. Comput. Dyn. 11, No. 3, 289-317 (2024). MSC: 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{J. Ulander}, J. Comput. Dyn. 11, No. 3, 289--317 (2024; Zbl 07845387) Full Text: DOI arXiv
Santacroce, Marina; Siri, Paola; Trivellato, Barbara Forward backward SDEs systems for utility maximization in jump diffusion models. (English) Zbl 1535.60106 Appl. Math. Optim. 89, No. 3, Paper No. 65, 22 p. (2024). MSC: 60H10 91G80 60H30 PDFBibTeX XMLCite \textit{M. Santacroce} et al., Appl. Math. Optim. 89, No. 3, Paper No. 65, 22 p. (2024; Zbl 1535.60106) Full Text: DOI arXiv OA License
Yuskovych, Viktor On the asymptotics of solutions of stochastic differential equations with jumps. (English. Ukrainian original) Zbl 07841472 Ukr. Math. J. 75, No. 11, 1778-1795 (2024); translation from Ukr. Mat. Zh. 75, No. 11, 1570-1584 (2023). MSC: 60H10 PDFBibTeX XMLCite \textit{V. Yuskovych}, Ukr. Math. J. 75, No. 11, 1778--1795 (2024; Zbl 07841472); translation from Ukr. Mat. Zh. 75, No. 11, 1570--1584 (2023) Full Text: DOI
Kohatsu-Higa, A. A stochastic interpretation of the parametrix method. (English) Zbl 1535.60101 Ukr. Math. J. 75, No. 11, 1673-1692 (2024) and Ukr. Mat. Zh. 75, No. 11, 1479-1496 (2023). MSC: 60H10 60H15 60H35 PDFBibTeX XMLCite \textit{A. Kohatsu-Higa}, Ukr. Math. J. 75, No. 11, 1673--1692 (2024; Zbl 1535.60101) Full Text: DOI
Veretennikov, Alexander On higher order moments and rates of convergence for SDEs with switching. (English) Zbl 1535.60108 Mosc. Math. J. 24, No. 1, 107-124 (2024). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{A. Veretennikov}, Mosc. Math. J. 24, No. 1, 107--124 (2024; Zbl 1535.60108) Full Text: arXiv Link
Dambrine, M.; Dossal, Ch.; Puig, B.; Rondepierre, A. Stochastic differential equations for modeling first order optimization methods. (English) Zbl 07836050 SIAM J. Optim. 34, No. 2, 1402-1426 (2024). MSC: 60H10 65K10 90C25 90C30 PDFBibTeX XMLCite \textit{M. Dambrine} et al., SIAM J. Optim. 34, No. 2, 1402--1426 (2024; Zbl 07836050) Full Text: DOI
Gao, Yue; Jiang, Xiaomeng; Li, Yong Recurrence and periodicity for stochastic differential equations with regime-switching jump diffusions. (English) Zbl 07835192 Discrete Contin. Dyn. Syst., Ser. B 29, No. 6, 2679-2709 (2024). MSC: 60H10 34C25 34C27 37B20 PDFBibTeX XMLCite \textit{Y. Gao} et al., Discrete Contin. Dyn. Syst., Ser. B 29, No. 6, 2679--2709 (2024; Zbl 07835192) Full Text: DOI
Pathiraja, Sahani \(L^2\) convergence of smooth approximations of stochastic differential equations with unbounded coefficients. (English) Zbl 1535.60104 Stochastic Anal. Appl. 42, No. 2, 354-369 (2024). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{S. Pathiraja}, Stochastic Anal. Appl. 42, No. 2, 354--369 (2024; Zbl 1535.60104) Full Text: DOI arXiv
Kisielewicz, Michał Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions. (English) Zbl 1535.60100 Stochastic Anal. Appl. 42, No. 2, 306-326 (2024). MSC: 60H10 47H04 PDFBibTeX XMLCite \textit{M. Kisielewicz}, Stochastic Anal. Appl. 42, No. 2, 306--326 (2024; Zbl 1535.60100) Full Text: DOI
Zhang, Lijuan; Wang, Yejuan; Hu, Yaozhong Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM. (English) Zbl 1535.60110 Stochastic Anal. Appl. 42, No. 1, 64-97 (2024). MSC: 60H10 60G22 60H05 60H30 PDFBibTeX XMLCite \textit{L. Zhang} et al., Stochastic Anal. Appl. 42, No. 1, 64--97 (2024; Zbl 1535.60110) Full Text: DOI
Akiyama, Naho; Yamada, Toshihiro A weak approximation for Bismut’s formula: an algorithmic differentiation method. (English) Zbl 07833292 Math. Comput. Simul. 216, 386-396 (2024). MSC: 60H10 65C05 65C30 PDFBibTeX XMLCite \textit{N. Akiyama} and \textit{T. Yamada}, Math. Comput. Simul. 216, 386--396 (2024; Zbl 07833292) Full Text: DOI
Cai, Yongmei; Guo, Qian; Mao, Xuerong Strong convergence of an explicit numerical approximation for \(n\)-dimensional superlinear SDEs with positive solutions. (English) Zbl 07833282 Math. Comput. Simul. 216, 198-212 (2024). MSC: 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{Y. Cai} et al., Math. Comput. Simul. 216, 198--212 (2024; Zbl 07833282) Full Text: DOI
Sin, Myong-Guk; Ji, Kang-Yu; Cha, Sang-Jin Properties of solution for fully coupled fractional mean-field forward-backward stochastic differential equation. (English) Zbl 1534.60079 Braz. J. Probab. Stat. 38, No. 1, 128-147 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{M.-G. Sin} et al., Braz. J. Probab. Stat. 38, No. 1, 128--147 (2024; Zbl 1534.60079) Full Text: DOI
Pak, Ji-Gwon; Kim, Mun-Chol; Kim, Kon-Gun Wellposedness of anticipated BSDEs with quadratic growth and unbounded terminal value. (English) Zbl 1534.60077 Braz. J. Probab. Stat. 38, No. 1, 108-127 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{J.-G. Pak} et al., Braz. J. Probab. Stat. 38, No. 1, 108--127 (2024; Zbl 1534.60077) Full Text: DOI
Mao, Yong-Hua; Shao, Jinghai Averaging principle for two time-scale regime-switching processes. (English) Zbl 07829926 Electron. J. Probab. 29, Paper No. 14, 21 p. (2024). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 60H10 34K33 37A30 60J76 PDFBibTeX XMLCite \textit{Y.-H. Mao} and \textit{J. Shao}, Electron. J. Probab. 29, Paper No. 14, 21 p. (2024; Zbl 07829926) Full Text: DOI arXiv
Shen, Hao; Smith, Scott A.; Zhu, Rongchan A new derivation of the finite \(N\) master loop equation for lattice Yang-Mills. (English) Zbl 1535.60107 Electron. J. Probab. 29, Paper No. 29, 18 p. (2024). MSC: 60H10 60H15 35R60 81T13 81T25 81S20 PDFBibTeX XMLCite \textit{H. Shen} et al., Electron. J. Probab. 29, Paper No. 29, 18 p. (2024; Zbl 1535.60107) Full Text: DOI arXiv
Maksimov, A. O. Symmetry of the stochastic Rayleigh equation and features of bubble dynamics near the Blake threshold. (English) Zbl 1533.60092 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107975, 9 p. (2024). MSC: 60H10 34C14 35R60 60H30 PDFBibTeX XMLCite \textit{A. O. Maksimov}, Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107975, 9 p. (2024; Zbl 1533.60092) Full Text: DOI
Masullo, Fabrizio; Zanolin, Fabio; Bonet Avalos, Josep Folding domain functions (FDF): a random variable transformation technique for the non-invertible case, with applications to RDEs. (English) Zbl 1534.60075 Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107948, 21 p. (2024). MSC: 60H10 34F05 60E05 60H35 65C30 PDFBibTeX XMLCite \textit{F. Masullo} et al., Commun. Nonlinear Sci. Numer. Simul. 133, Article ID 107948, 21 p. (2024; Zbl 1534.60075) Full Text: DOI arXiv
Ren, Jiagang; Zhang, Hua One-dimensional SDEs with LPS-type singular drift coefficients and Hölder continuous diffusion coefficients. (English) Zbl 1534.60078 J. Math. Anal. Appl. 536, No. 1, Article ID 128166, 27 p. (2024). MSC: 60H10 60H20 60J60 58J65 PDFBibTeX XMLCite \textit{J. Ren} and \textit{H. Zhang}, J. Math. Anal. Appl. 536, No. 1, Article ID 128166, 27 p. (2024; Zbl 1534.60078) Full Text: DOI
Hu, Ying; Moreau, Remi; Wang, Falei General mean reflected backward stochastic differential equations. (English) Zbl 1534.60072 J. Theor. Probab. 37, No. 1, 877-904 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{Y. Hu} et al., J. Theor. Probab. 37, No. 1, 877--904 (2024; Zbl 1534.60072) Full Text: DOI
Coffie, Emmanuel; Mao, Xuerong; Proske, Frank On the analysis of Ait-Sahalia-type model for rough volatility modelling. (English) Zbl 1539.60068 J. Theor. Probab. 37, No. 1, 744-767 (2024). Reviewer: Javad Asadzade (Famagusta) MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{E. Coffie} et al., J. Theor. Probab. 37, No. 1, 744--767 (2024; Zbl 1539.60068) Full Text: DOI OA License
Geiss, Sarah Sharp convex generalizations of stochastic Gronwall inequalities. (English) Zbl 07825937 J. Differ. Equations 392, 74-127 (2024). MSC: 60H10 60G44 60G51 60J65 26D15 PDFBibTeX XMLCite \textit{S. Geiss}, J. Differ. Equations 392, 74--127 (2024; Zbl 07825937) Full Text: DOI arXiv OA License
Cheng, Mengyu; Hao, Zimo; Röckner, Michael Strong and weak convergence for the averaging principle of DDSDE with singular drift. (English) Zbl 07824115 Bernoulli 30, No. 2, 1586-1610 (2024). MSC: 60H10 60H15 34C29 35R60 60G22 PDFBibTeX XMLCite \textit{M. Cheng} et al., Bernoulli 30, No. 2, 1586--1610 (2024; Zbl 07824115) Full Text: DOI arXiv Link
Derchu, Joffrey; Mastrolia, Thibaut On Z-mean reflected BSDEs. (English) Zbl 07824112 Bernoulli 30, No. 2, 1502-1524 (2024). MSC: 60H10 60H07 60H30 91G20 PDFBibTeX XMLCite \textit{J. Derchu} and \textit{T. Mastrolia}, Bernoulli 30, No. 2, 1502--1524 (2024; Zbl 07824112) Full Text: DOI arXiv Link
Lu, Shuaishuai; Yang, Xue Stability and rate of decay for solutions to stochastic differential equations with Markov switching. (English) Zbl 07823654 Electron. J. Differ. Equ. 2024, Paper No. 1, 16 p. (2024). Reviewer: Feng Chen (Changchun) MSC: 60H10 34D99 34F05 PDFBibTeX XMLCite \textit{S. Lu} and \textit{X. Yang}, Electron. J. Differ. Equ. 2024, Paper No. 1, 16 p. (2024; Zbl 07823654) Full Text: Link
Barrera, G.; Högele, M. A.; Pardo, J. C. The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise. (English) Zbl 07818460 J. Dyn. Differ. Equations 36, No. 1, 251-278 (2024). MSC: 60H10 37A25 60G51 15A16 PDFBibTeX XMLCite \textit{G. Barrera} et al., J. Dyn. Differ. Equations 36, No. 1, 251--278 (2024; Zbl 07818460) Full Text: DOI arXiv OA License
Kai, Hirotaka Long time behavior of jump-diffusion processes on Riemannian manifolds. (English) Zbl 07818445 Osaka J. Math. 61, No. 1, 25-52 (2024). Reviewer: Athanasios Yannacopoulos (Athína) MSC: 60H10 60H30 60J25 60J76 58J65 60G51 PDFBibTeX XMLCite \textit{H. Kai}, Osaka J. Math. 61, No. 1, 25--52 (2024; Zbl 07818445) Full Text: Link
Zhu, Hailong Robustness of nonuniform mean-square exponential dichotomies. (English) Zbl 07817027 Proc. R. Soc. Edinb., Sect. A, Math. 154, No. 2, 525-567 (2024). MSC: 60H10 34D09 PDFBibTeX XMLCite \textit{H. Zhu}, Proc. R. Soc. Edinb., Sect. A, Math. 154, No. 2, 525--567 (2024; Zbl 07817027) Full Text: DOI arXiv
Hu, Yaozhong; Kouritzin, Michael A.; Zheng, Jiayu Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients. (English) Zbl 07815299 Potential Anal. 60, No. 3, 1093-1119 (2024). MSC: 60H10 60H30 60H07 PDFBibTeX XMLCite \textit{Y. Hu} et al., Potential Anal. 60, No. 3, 1093--1119 (2024; Zbl 07815299) Full Text: DOI arXiv
Yang, Bixuan; Wu, Jinbiao; Guo, Tiexin Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures. (English) Zbl 1532.60133 J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024). MSC: 60H10 60H20 60H05 91G10 93E20 PDFBibTeX XMLCite \textit{B. Yang} et al., J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024; Zbl 1532.60133) Full Text: DOI arXiv
Hudson, Thomas; Li, Xingjie Helen Dynamical properties of coarse-grained linear SDEs. (English) Zbl 1532.60122 Multiscale Model. Simul. 22, No. 1, 406-435 (2024). MSC: 60H10 82C31 34F05 PDFBibTeX XMLCite \textit{T. Hudson} and \textit{X. H. Li}, Multiscale Model. Simul. 22, No. 1, 406--435 (2024; Zbl 1532.60122) Full Text: DOI arXiv
Wang, Mengmeng; Su, Dong; Wang, Wei Averaging on macroscopic scales with application to Smoluchowski-Kramers approximation. (English) Zbl 1532.60131 J. Stat. Phys. 191, No. 2, Paper No. 22, 17 p. (2024). MSC: 60H10 60H15 82C31 PDFBibTeX XMLCite \textit{M. Wang} et al., J. Stat. Phys. 191, No. 2, Paper No. 22, 17 p. (2024; Zbl 1532.60131) Full Text: DOI
Di Persio, Luca; Garbelli, Matteo; Maticiuc, Lucian; Zălinescu, Adrian Time-delayed generalized BSDEs. (English) Zbl 07812485 Stochastic Processes Appl. 170, Article ID 104277, 15 p. (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{L. Di Persio} et al., Stochastic Processes Appl. 170, Article ID 104277, 15 p. (2024; Zbl 07812485) Full Text: DOI arXiv OA License
Bandini, Elena; Russo, Francesco Weak Dirichlet processes and generalized martingale problems. (English) Zbl 07812482 Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024). MSC: 60H10 60G48 60G57 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{F. Russo}, Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024; Zbl 07812482) Full Text: DOI arXiv
Bahaj, Faiz; Hiderah, Kamal Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. (English) Zbl 1532.60113 Monte Carlo Methods Appl. 30, No. 1, 31-41 (2024). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{F. Bahaj} and \textit{K. Hiderah}, Monte Carlo Methods Appl. 30, No. 1, 31--41 (2024; Zbl 1532.60113) Full Text: DOI
Ndiaye, Assane; Aidara, Sadibou; Sow, Ahmadou Bamba Backward doubly stochastic differential equations driven by fractional Brownian motion with stochastic integral-Lipschitz coefficients. (English) Zbl 07812407 Random Oper. Stoch. Equ. 32, No. 1, 13-25 (2024). MSC: 60H10 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{A. Ndiaye} et al., Random Oper. Stoch. Equ. 32, No. 1, 13--25 (2024; Zbl 07812407) Full Text: DOI