Zhang, Tongqi; Xu, Yong; Feng, Lifang; Pei, Bin Averaging principle for McKean-Vlasov SDEs driven by FBMs. (English) Zbl 07902959 Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 2, 26 p. (2025). MSC: 60G22 60H10 34C29 PDFBibTeX XMLCite \textit{T. Zhang} et al., Qual. Theory Dyn. Syst. 24, No. 1, Paper No. 2, 26 p. (2025; Zbl 07902959) Full Text: DOI
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
Ranjbar, Hassan An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises. (English) Zbl 07901812 J. Comput. Appl. Math. 454, Article ID 116179, 15 p. (2025). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{H. Ranjbar}, J. Comput. Appl. Math. 454, Article ID 116179, 15 p. (2025; Zbl 07901812) Full Text: DOI
Gao, Dongdong; Kuang, Daipeng; Li, Jianli Exponential stability results for second-order impulsive neutral stochastic differential equations. (English) Zbl 07914179 Quaest. Math. 47, No. 8, 1631-1647 (2024). MSC: 60H10 39B72 34D20 PDFBibTeX XMLCite \textit{D. Gao} et al., Quaest. Math. 47, No. 8, 1631--1647 (2024; Zbl 07914179) Full Text: DOI
Durmus, Alain; Eberle, Andreas; Guillin, Arnaud; Schuh, Katharina Sticky nonlinear SDEs and convergence of McKean-Vlasov equations without confinement. (English) Zbl 07914051 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 3, 1855-1906 (2024). MSC: 60H10 60J60 82C31 PDFBibTeX XMLCite \textit{A. Durmus} et al., Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 3, 1855--1906 (2024; Zbl 07914051) Full Text: DOI arXiv OA License
Li, Yanfang; Zhao, Guohuan Euler-Maruyama scheme for SDE driven by Lévy process with Hölder drift. (English) Zbl 07913945 Stat. Probab. Lett. 215, Article ID 110220, 6 p. (2024). MSC: 39A50 60H10 60H20 65C30 PDFBibTeX XMLCite \textit{Y. Li} and \textit{G. Zhao}, Stat. Probab. Lett. 215, Article ID 110220, 6 p. (2024; Zbl 07913945) Full Text: DOI arXiv
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
Zhang, Tingting; Shen, Guangjun; Yin, Xiuwei Stochastic averaging principle for McKean-Vlasov SDEs driven by Lévy noise. (English) Zbl 07909544 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350025, 27 p. (2024). MSC: 60B10 60H10 60G51 34C29 35Q83 PDFBibTeX XMLCite \textit{T. Zhang} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 2, Article ID 2350025, 27 p. (2024; Zbl 07909544) Full Text: DOI
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
Guo, Li; Wu, Zhen Two-player zero-sum stochastic differential games with regime switching and corresponding Hamilton-Jacobi-Bellman-Isaacs’ equations. (English) Zbl 07908359 Commun. Pure Appl. Anal. 23, No. 8, 1140-1166 (2024). MSC: 91A15 90C39 60H10 PDFBibTeX XMLCite \textit{L. Guo} and \textit{Z. Wu}, Commun. Pure Appl. Anal. 23, No. 8, 1140--1166 (2024; Zbl 07908359) Full Text: DOI
Wang, Hanxiao; Yong, Jiongmin; Zhou, Chao Optimal controls for forward-backward stochastic differential equations: time-Inconsistency and time-consistent solutions. (English. French summary) Zbl 07906238 J. Math. Pures Appl. (9) 190, Article ID 103603, 60 p. (2024). MSC: 93E20 49N70 60H10 60H20 35K10 49L20 90C39 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Math. Pures Appl. (9) 190, Article ID 103603, 60 p. (2024; Zbl 07906238) Full Text: DOI arXiv
Backhoff-Veraguas, Julio; Beiglböck, Mathias The most exciting game. (English) Zbl 07905723 Electron. Commun. Probab. 29, Paper No. 6, 12 p. (2024). MSC: 91A12 60G44 60H10 60J60 PDFBibTeX XMLCite \textit{J. Backhoff-Veraguas} and \textit{M. Beiglböck}, Electron. Commun. Probab. 29, Paper No. 6, 12 p. (2024; Zbl 07905723) Full Text: DOI arXiv Link OA License
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
Shen, Zhongwei; Wang, Shirou; Yi, Yingfei Concentration of quasi-stationary distributions for one-dimensional diffusions with applications. (English. French summary) Zbl 07904818 Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 874-903 (2024). MSC: 60J60 60J70 34F05 92D25 60H10 PDFBibTeX XMLCite \textit{Z. Shen} et al., Ann. Inst. Henri Poincaré, Probab. Stat. 60, No. 2, 874--903 (2024; Zbl 07904818) Full Text: DOI 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
Yamagishi, Hayate; Yoshida, Nakahiro Asymptotic expansion of the quadratic variation of fractional stochastic differential equation. (English) Zbl 07904801 Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024). MSC: 60F05 60G22 60H05 60H07 60H10 PDFBibTeX XMLCite \textit{H. Yamagishi} and \textit{N. Yoshida}, Stochastic Processes Appl. 175, Article ID 104389, 37 p. (2024; Zbl 07904801) 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
Tang, Shanjian; Zhang, Huilin Classical solution of path-dependent mean-field semilinear PDEs. (English) Zbl 07904052 Electron. J. Probab. 29, Paper No. 90, 55 p. (2024). MSC: 35A09 60H10 60H30 PDFBibTeX XMLCite \textit{S. Tang} and \textit{H. Zhang}, Electron. J. Probab. 29, Paper No. 90, 55 p. (2024; Zbl 07904052) Full Text: DOI arXiv Link OA License
Fan, Xiequan; Hu, Haijuan; Xu, Lihu Normalized and self-normalized Cramér-type moderate deviations for the Euler-Maruyama scheme for the SDE. (English) Zbl 07903798 Sci. China, Math. 67, No. 8, 1865-1880 (2024). MSC: 60F10 60E05 60H10 62F12 PDFBibTeX XMLCite \textit{X. Fan} et al., Sci. China, Math. 67, No. 8, 1865--1880 (2024; Zbl 07903798) Full Text: DOI
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
Luo, Peng; Schied, Alexander; Xue, Xiaole The perturbation method applied to a robust optimization problem with constraint. (English) Zbl 07903126 Math. Financ. Econ. 18, No. 1, 95-112 (2024). MSC: 91-XX 93E20 60H10 35K15 PDFBibTeX XMLCite \textit{P. Luo} et al., Math. Financ. Econ. 18, No. 1, 95--112 (2024; Zbl 07903126) Full Text: DOI arXiv
Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe Modelling the industrial production of electric and gas utilities through the \(CIR^3\) model. (English) Zbl 07903123 Math. Financ. Econ. 18, No. 1, 1-25 (2024). MSC: 91-XX 60H10 65Cxx 91-08 PDFBibTeX XMLCite \textit{C. Ceci} et al., Math. Financ. Econ. 18, No. 1, 1--25 (2024; Zbl 07903123) 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
Zhang, Shuaiqi; Chen, Zhen-Qing Fully coupled forward-backward stochastic differential equations driven by sub-diffusions. (English) Zbl 07901389 J. Differ. Equations 405, 337-358 (2024). MSC: 60K50 60H10 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{Z.-Q. Chen}, J. Differ. Equations 405, 337--358 (2024; Zbl 07901389) Full Text: DOI arXiv
Tang, Pusen; Chen, Lin; Gao, Dongdong Ulam-Hyers stability of Caputo-Hadamard fractional stochastic differential equations with time-delays and impulses. (English) Zbl 07900949 Z. Angew. Math. Phys. 75, No. 4, Paper No. 133, 15 p. (2024). MSC: 34A08 34D20 60H10 PDFBibTeX XMLCite \textit{P. Tang} et al., Z. Angew. Math. Phys. 75, No. 4, Paper No. 133, 15 p. (2024; Zbl 07900949) Full Text: DOI
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
Aida, Shigeki Rough differential equations containing path-dependent bounded variation terms. (English) Zbl 07900845 J. Theor. Probab. 37, No. 3, 2130-2183 (2024). MSC: 60L20 60H10 60H20 60G22 PDFBibTeX XMLCite \textit{S. Aida}, J. Theor. Probab. 37, No. 3, 2130--2183 (2024; Zbl 07900845) Full Text: DOI arXiv OA License
Chen, Zhang; Yang, Dandan; Zhong, Shitao Large deviation principle for stochastic FitzHugh-Nagumo lattice systems. (English) Zbl 07900513 Commun. Nonlinear Sci. Numer. Simul. 136, Article ID 108070, 22 p. (2024). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 37L55 34F05 60H10 PDFBibTeX XMLCite \textit{Z. Chen} et al., Commun. Nonlinear Sci. Numer. Simul. 136, Article ID 108070, 22 p. (2024; Zbl 07900513) Full Text: DOI
Kazeykina, Anna; Ren, Zhenjie; Tan, Xiaolu; Yang, Junjian Ergodicity of the underdamped mean-field Langevin dynamics. (English) Zbl 07900407 Ann. Appl. Probab. 34, No. 3, 3181-3226 (2024). MSC: 37M25 60H10 60H30 60J60 PDFBibTeX XMLCite \textit{A. Kazeykina} et al., Ann. Appl. Probab. 34, No. 3, 3181--3226 (2024; Zbl 07900407) Full Text: DOI arXiv Link
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
Yang, Xiaoyu; Inahama, Yuzuru; Xu, Yong Moderate deviations for two-time scale systems with mixed fractional Brownian motion. (English) Zbl 07898807 Appl. Math. Optim. 90, No. 1, Paper No. 18, 41 p. (2024). MSC: 60G22 60F10 60H10 PDFBibTeX XMLCite \textit{X. Yang} et al., Appl. Math. Optim. 90, No. 1, Paper No. 18, 41 p. (2024; Zbl 07898807) Full Text: DOI arXiv
Boiko, M. V.; Osypchuk, M. M. Perturbation of an isotropic \(\alpha \)-stable stochastic process by a pseudo-gradient with a generalized coefficient. (English) Zbl 07898617 Carpathian Math. Publ. 16, No. 1, 53-60 (2024). MSC: 60G52 35S05 60H10 60J35 PDFBibTeX XMLCite \textit{M. V. Boiko} and \textit{M. M. Osypchuk}, Carpathian Math. Publ. 16, No. 1, 53--60 (2024; Zbl 07898617) Full Text: DOI OA License
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
Alia, Ishak; Alia, Mohamed Sofiane Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model. (English) Zbl 07897757 Math. Control Relat. Fields 14, No. 3, 918-971 (2024). MSC: 91B51 93E20 60H30 93E99 60H10 PDFBibTeX XMLCite \textit{I. Alia} and \textit{M. S. Alia}, Math. Control Relat. Fields 14, No. 3, 918--971 (2024; Zbl 07897757) Full Text: DOI
Li, Ran; Mi, Shaoyue; Li, Dingshi Pullback measure attractors for non-autonomous stochastic 3D globally modified Navier-Stokes equations. (English) Zbl 07896482 Qual. Theory Dyn. Syst. 23, No. 5, Paper No. 246, 19 p. (2024). MSC: 37L55 34F05 37L30 60H10 PDFBibTeX XMLCite \textit{R. Li} et al., Qual. Theory Dyn. Syst. 23, No. 5, Paper No. 246, 19 p. (2024; Zbl 07896482) 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
Sauro, Herbert M. Book review of: J. Lei, Systems biology. Modeling, analysis, and simulation. (English) Zbl 07894707 SIAM Rev. 66, No. 3, 608-610 (2024). MSC: 00A17 92-02 92C42 92C45 92C40 92C15 92C37 34K20 60H10 92-10 PDFBibTeX XMLCite \textit{H. M. Sauro}, SIAM Rev. 66, No. 3, 608--610 (2024; Zbl 07894707) 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
Gu, Zihao; Lin, Yiqing; Xu, Kun Mean reflected BSDE driven by a marked point process and application in insurance risk management. (English) Zbl 07891423 ESAIM, Control Optim. Calc. Var. 30, Paper No. 51, 23 p. (2024). MSC: 60G55 60H10 91G20 PDFBibTeX XMLCite \textit{Z. Gu} et al., ESAIM, Control Optim. Calc. Var. 30, Paper No. 51, 23 p. (2024; Zbl 07891423) Full Text: DOI arXiv OA License
Kasinathan, Dhanalakshmi; Chalishajar, Dimplekumar; Kasinathan, Ramkumar; Kasinathan, Ravikumar Exponential stability of non-instantaneous impulsive second-order fractional neutral stochastic differential equations with state-dependent delay. (English) Zbl 07890864 J. Comput. Appl. Math. 451, Article ID 116012, 20 p. (2024). MSC: 26A33 34A08 34K50 47H10 60H10 PDFBibTeX XMLCite \textit{D. Kasinathan} et al., J. Comput. Appl. Math. 451, Article ID 116012, 20 p. (2024; Zbl 07890864) Full Text: DOI
Li, Chao; Shi, Peilin Dynamics of a stochastic modified Leslie-Gower predator-prey system with hunting cooperation. (English) Zbl 07889794 J. Biol. Dyn. 18, No. 1, Article ID 2366495, 20 p. (2024). MSC: 92D25 60H10 PDFBibTeX XMLCite \textit{C. Li} and \textit{P. Shi}, J. Biol. Dyn. 18, No. 1, Article ID 2366495, 20 p. (2024; Zbl 07889794) Full Text: DOI OA License
Chau, H.; Kirkby, J. L.; D. H. Nguyen; D. Nguyen; N. Nguyen; T. Nguyen An efficient method to simulate diffusion bridges. (English) Zbl 07889757 Stat. Comput. 34, No. 4, Paper No. 131, 22 p. (2024). MSC: 62-08 60J60 60H10 62M05 PDFBibTeX XMLCite \textit{H. Chau} et al., Stat. Comput. 34, No. 4, Paper No. 131, 22 p. (2024; Zbl 07889757) Full Text: DOI
Kolliopoulos, Nikolaos; Sanchez, David; Xiao, Amy Large-population asymptotics for the maximum of diffusive particles with mean-field interaction in the noises. (English) Zbl 07888228 Stat. Probab. Lett. 212, Article ID 110150, 8 p. (2024). MSC: 60K35 60F05 60H10 PDFBibTeX XMLCite \textit{N. Kolliopoulos} et al., Stat. Probab. Lett. 212, Article ID 110150, 8 p. (2024; Zbl 07888228) Full Text: DOI arXiv
Fan, Shengjun; Hu, Ying; Tang, Shanjian Scalar BSDEs of iterated-logarithmically sub-linear generators with integrable terminal values. (English) Zbl 07885782 Syst. Control Lett. 188, Article ID 105805, 9 p. (2024). MSC: 93E03 93C15 60H10 PDFBibTeX XMLCite \textit{S. Fan} et al., Syst. Control Lett. 188, Article ID 105805, 9 p. (2024; Zbl 07885782) Full Text: DOI arXiv
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
Chen, Siyu; Liu, Zhijun; Zhang, Xinan; Wang, Lianwen Dynamics and optimal therapy of a stochastic HTLV-1 model incorporating Ornstein-Uhlenbeck process. (English) Zbl 07883061 Math. Methods Appl. Sci. 47, No. 12, 9874-9896 (2024). MSC: 92D30 60H10 PDFBibTeX XMLCite \textit{S. Chen} et al., Math. Methods Appl. Sci. 47, No. 12, 9874--9896 (2024; Zbl 07883061) Full Text: DOI
Averina, T. A.; Rybakov, K. A. Rosenbrock-type methods for solving stochastic differential equations. (Russian. English summary) Zbl 07881459 Sib. Zh. Vychisl. Mat. 27, No. 2, 123-145 (2024). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{T. A. Averina} and \textit{K. A. Rybakov}, Sib. Zh. Vychisl. Mat. 27, No. 2, 123--145 (2024; Zbl 07881459) Full Text: DOI MNR
Hu, Xingwei; Wang, Mengjie; Dai, Xinjie; Yu, Yanyan; Xiao, Aiguo A positivity preserving Milstein-type method for stochastic differential equations with positive solutions. (English) Zbl 07881058 J. Comput. Appl. Math. 449, Article ID 115963, 23 p. (2024). MSC: 65C30 60H10 60H35 65C20 PDFBibTeX XMLCite \textit{X. Hu} et al., J. Comput. Appl. Math. 449, Article ID 115963, 23 p. (2024; Zbl 07881058) Full Text: DOI
Blom, Henk A. P. Feller property of regime-switching jump diffusion processes with hybrid jumps. (English) Zbl 07880486 Stochastic Anal. Appl. 42, No. 3, 516-532 (2024). MSC: 60J60 60G57 60H10 60J05 PDFBibTeX XMLCite \textit{H. A. P. Blom}, Stochastic Anal. Appl. 42, No. 3, 516--532 (2024; Zbl 07880486) Full Text: DOI OA License
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
Vlasenko, L. A.; Rutkas, A. A.; Rutkas, A. G.; Chikrii, A. A. Stochastic descriptor pursuit game. (English. Ukrainian original) Zbl 07879512 Cybern. Syst. Anal. 60, No. 3, 433-441 (2024); translation from Kibern. Sist. Anal. 60, No. 3, 109-119 (2024). MSC: 91A15 91A24 34A09 60H10 PDFBibTeX XMLCite \textit{L. A. Vlasenko} et al., Cybern. Syst. Anal. 60, No. 3, 433--441 (2024; Zbl 07879512); translation from Kibern. Sist. Anal. 60, No. 3, 109--119 (2024) 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
Behme, Anita; Di Tella, Paolo; Sideris, Apostolos On moments of integrals with respect to Markov additive processes and of Markov modulated generalized Ornstein-Uhlenbeck processes. (English) Zbl 07879395 Stochastic Processes Appl. 174, Article ID 104382, 21 p. (2024). MSC: 60G10 60G51 60H10 60J27 PDFBibTeX XMLCite \textit{A. Behme} et al., Stochastic Processes Appl. 174, Article ID 104382, 21 p. (2024; Zbl 07879395) 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
Liu, Shenyu; Wen, Penghui Nonconservative stability criteria for semi-Markovian impulsive switched systems. (English) Zbl 07878642 SIAM J. Control Optim. 62, No. 3, 1783-1808 (2024). MSC: 60K15 60H10 93D30 93E15 PDFBibTeX XMLCite \textit{S. Liu} and \textit{P. Wen}, SIAM J. Control Optim. 62, No. 3, 1783--1808 (2024; Zbl 07878642) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich A new approach to the series expansion of iterated Stratonovich stochastic integrals with respect to components of a multidimensional Wiener process. The case of arbitrary complete orthonormal systems in Hilbert space. (English) Zbl 07878166 Differ. Uravn. Protsessy Upr. 2024, No. 2, 73-180 (2024). MSC: 60H05 60H10 65C30 60H35 PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2024, No. 2, 73--180 (2024; Zbl 07878166) Full Text: Link
Takeuchi, Atsushi Wasserstein distance on solutions to stochastic differential equations with jumps. (English) Zbl 07877930 Osaka J. Math. 61, No. 3, 391-407 (2024). MSC: 60J76 58J65 60H10 PDFBibTeX XMLCite \textit{A. Takeuchi}, Osaka J. Math. 61, No. 3, 391--407 (2024; Zbl 07877930) Full Text: Link
Zatitskii, P.; Stolyarov, D. On locally concave functions on simplest nonconvex domains. (English. Russian original) Zbl 07877113 J. Math. Sci., New York 282, No. 4, 482-510 (2024); translation from Zap. Nauchn. Semin. POMI 512, 40-87 (2022). MSC: 42B15 42B20 42B25 60H10 42B35 49K20 35J70 PDFBibTeX XMLCite \textit{P. Zatitskii} and \textit{D. Stolyarov}, J. Math. Sci., New York 282, No. 4, 482--510 (2024; Zbl 07877113); translation from Zap. Nauchn. Semin. POMI 512, 40--87 (2022) Full Text: DOI arXiv
Yuan, Haiyan; Zhu, Quanxin Some stabilities of stochastic differential equations with delay in the G-framework and Euler-Maruyama method. (English) Zbl 1540.60133 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 1540.60133) 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 1540.60120 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 1540.60120) Full Text: DOI arXiv OA License
Chen, Ping; Wei, Rong; Zhang, Tusheng Large deviations of reflected weakly interacting particle systems. (English) Zbl 07874411 Bernoulli 30, No. 3, 2052-2073 (2024). MSC: 60F10 60H10 60K35 PDFBibTeX XMLCite \textit{P. Chen} et al., Bernoulli 30, No. 3, 2052--2073 (2024; Zbl 07874411) Full Text: DOI arXiv Link
Xu, Yafei; Zhao, Weidong Richardson extrapolation of the Crank-Nicolson scheme for backward stochastic differential equations. (English) Zbl 07874382 Int. J. Numer. Anal. Model. 21, No. 2, 268-294 (2024). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Xu} and \textit{W. Zhao}, Int. J. Numer. Anal. Model. 21, No. 2, 268--294 (2024; Zbl 07874382) Full Text: DOI
Yang, Fen-Fen Harnack inequalities for \(G\)-SDEs with multiplicative noise. (English) Zbl 1540.60130 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 1540.60130) Full Text: DOI
Maity, Sasanka Shekhar; Tiwari, Pankaj Kumar; Pal, Samares Comprehensive analysis of deterministic and stochastic eco-epidemic models incorporating fear, refuge, supplementary resources, and selective predation effects. (English) Zbl 1540.92127 Acta Appl. Math. 191, Paper No. 5, 29 p. (2024). MSC: 92D25 92D30 34C60 37N25 60H10 92D40 PDFBibTeX XMLCite \textit{S. S. Maity} et al., Acta Appl. Math. 191, Paper No. 5, 29 p. (2024; Zbl 1540.92127) Full Text: DOI
Chen, Cui; Yu, Zhiyong Exact controllability for mean-field type linear game-based control systems. (English) Zbl 1540.60107 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 1540.60107) Full Text: DOI arXiv
Gradinaru, Mihai; Luirard, Emeline Kinetic time-inhomogeneous Lévy-driven model. (English) Zbl 1540.60113 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 1540.60113) Full Text: arXiv Link
Le Bris, Pierre; Poquet, Christophe A note on uniform in time mean-field limit in graphs. (English) Zbl 07873666 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 775-790 (2024). MSC: 60K37 60J60 60H10 05C80 PDFBibTeX XMLCite \textit{P. Le Bris} and \textit{C. Poquet}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 775--790 (2024; Zbl 07873666) Full Text: arXiv Link
Cardona-Tobón, Natalia; Pardo, Juan Carlos Speed of extinction for continuous state branching processes in subcritical Lévy environments: the strongly and intermediate regimes. (English) Zbl 07873664 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 741-766 (2024). MSC: 60J80 60G51 60H10 60K37 PDFBibTeX XMLCite \textit{N. Cardona-Tobón} and \textit{J. C. Pardo}, ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 741--766 (2024; Zbl 07873664) Full Text: arXiv Link
Shi, Yinghui; Sun, Xiaobin; Wang, Liqiong; Xie, Yingchao Asymptotic behavior for multi-scale SDEs with monotonicity coefficients driven by Lévy processes. (English) Zbl 07873621 Potential Anal. 61, No. 1, 111-152 (2024). MSC: 34F05 34E15 34D05 34C29 60H10 60G65 PDFBibTeX XMLCite \textit{Y. Shi} et al., Potential Anal. 61, No. 1, 111--152 (2024; Zbl 07873621) Full Text: DOI arXiv
Zhang, Xinhong; Zhang, Xiaoshan; Jiang, Daqing Dynamics analysis of an influenza epidemic model with virus mutation incorporating log-normal Ornstein-Uhlenbeck process. (English) Zbl 07873513 J. Math. Phys. 65, No. 6, Article ID 061503, 36 p. (2024). MSC: 92D30 60H10 34F05 34C60 92D25 PDFBibTeX XMLCite \textit{X. Zhang} et al., J. Math. Phys. 65, No. 6, Article ID 061503, 36 p. (2024; Zbl 07873513) Full Text: DOI
Ju, Jingnan; Tang, Shanjian Markovian quadratic BSDEs with an unbounded sub-quadratic growth. (English) Zbl 1540.60115 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 1540.60115) Full Text: DOI
Gliklikh, Yu. E. Stochastic equations and inclusions with mean derivatives and their applications. (English. Russian original) Zbl 1540.60112 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 1540.60112); translation from Sovrem. Mat., Fundam. Napravl. 68, No, 2, 191--337 (2022) Full Text: DOI
Alkhazzan, Abdulwasea; Wang, Jungang; Nie, Yufeng; Khan, Hasib; Alzabut, Jehad A stochastic susceptible vaccinees infected recovered epidemic model with three types of noises. (English) Zbl 07872001 Math. Methods Appl. Sci. 47, No. 11, 8748-8770 (2024). MSC: 60G51 60J25 60H10 92B05 92D30 PDFBibTeX XMLCite \textit{A. Alkhazzan} et al., Math. Methods Appl. Sci. 47, No. 11, 8748--8770 (2024; Zbl 07872001) 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
Wu, Zengchao; Jiang, Daqing Dynamics and density function of a stochastic SICA model of a standard incidence rate with Ornstein-Uhlenbeck process. (English) Zbl 07871730 Qual. Theory Dyn. Syst. 23, No. 5, Paper No. 219, 46 p. (2024). MSC: 34C60 92D30 92C60 34F05 60H10 60G22 34D05 34C05 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{D. Jiang}, Qual. Theory Dyn. Syst. 23, No. 5, Paper No. 219, 46 p. (2024; Zbl 07871730) Full Text: DOI
Jing, Guangdong; Wang, Penghui; Wang, Shan Well-posedness of quantum stochastic differential equations driven by fermion Brownian motion in noncommutative \(L^p\)-space. (English) Zbl 07871696 Math. Methods Appl. Sci. 47, No. 8, 6990-7016 (2024). MSC: 46L51 47J25 60H10 PDFBibTeX XMLCite \textit{G. Jing} et al., Math. Methods Appl. Sci. 47, No. 8, 6990--7016 (2024; Zbl 07871696) Full Text: DOI
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
Melese, Zinabu Teka; Berhe, Hailay Weldegiorgis; Woldegerima, Woldegebriel Assefa On the exponential stability of a stochastic model for transmission dynamics of antimicrobial-resistant infections. (English) Zbl 07869381 Math. Methods Appl. Sci. 47, No. 7, 6382-6402 (2024). MSC: 37N25 34D10 34D23 60H10 60H35 92B05 PDFBibTeX XMLCite \textit{Z. T. Melese} et al., Math. Methods Appl. Sci. 47, No. 7, 6382--6402 (2024; Zbl 07869381) Full Text: DOI
Li, Hanwu Backward stochastic differential equations with double mean reflections. (English) Zbl 1540.60118 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 1540.60118) 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 1540.60124 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 1540.60124) 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 1540.60116 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 1540.60116) Full Text: DOI
Criens, David Stochastic processes under parameter uncertainty. (English) Zbl 1540.60092 J. Math. Anal. Appl. 538, No. 2, Article ID 128388, 45 p. (2024). MSC: 60G65 60H10 PDFBibTeX XMLCite \textit{D. Criens}, J. Math. Anal. Appl. 538, No. 2, Article ID 128388, 45 p. (2024; Zbl 1540.60092) Full Text: DOI arXiv
Di Nunno, Giulia; Rosazza Gianin, Emanuela Fully dynamic risk measures: horizon risk, time-consistency, and relations with BSDEs and BSVIEs. (English) Zbl 1540.60109 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 1540.60109) Full Text: DOI arXiv