Li, Pei Sen; Li, Zeng Hu Uniqueness problem for the backward differential equation of a continuous-state branching process. (English) Zbl 07914953 Acta Math. Sin., Engl. Ser. 40, No. 8, 1825-1836 (2024). MSC: 60J80 60H20 PDFBibTeX XMLCite \textit{P. S. Li} and \textit{Z. H. Li}, Acta Math. Sin., Engl. Ser. 40, No. 8, 1825--1836 (2024; Zbl 07914953) Full Text: DOI
Davie, Alexander; Germ, Fabian; Gyöngy, István On partially observed jump diffusions. II: The filtering density. (English) Zbl 07914046 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 3, 1628-1698 (2024). MSC: 60G35 60H15 60G57 60H20 PDFBibTeX XMLCite \textit{A. Davie} et al., Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 3, 1628--1698 (2024; Zbl 07914046) 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
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
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
Xu, Wei Stochastic Volterra equations for the local times of spectrally positive stable processes. (English) Zbl 07900398 Ann. Appl. Probab. 34, No. 3, 2733-2798 (2024). MSC: 60G52 60J55 60H20 60G22 60F17 60G55 PDFBibTeX XMLCite \textit{W. Xu}, Ann. Appl. Probab. 34, No. 3, 2733--2798 (2024; Zbl 07900398) Full Text: DOI arXiv Link
Kumar, Ankit; Mohan, Manil T. Uniform large deviation principle for the solutions of two-dimensional stochastic Navier-Stokes equations in vorticity form. (English) Zbl 07898798 Appl. Math. Optim. 90, No. 1, Paper No. 9, 48 p. (2024). MSC: 60F10 35Q30 37L55 60H20 PDFBibTeX XMLCite \textit{A. Kumar} and \textit{M. T. Mohan}, Appl. Math. Optim. 90, No. 1, Paper No. 9, 48 p. (2024; Zbl 07898798) Full Text: DOI arXiv
Chadad, Monir; Erraoui, Mohamed Reflected stochastic differential equations driven by standard and fractional Brownian motion. (English) Zbl 07895562 Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024). MSC: 60G22 60H05 60H20 PDFBibTeX XMLCite \textit{M. Chadad} and \textit{M. Erraoui}, Stoch. Dyn. 24, No. 2, Article ID 2450011, 34 p. (2024; Zbl 07895562) Full Text: DOI
Giordano, Michele; Yurchenko-Tytarenko, Anton Optimal control in linear-quadratic stochastic advertising models with memory. (English) Zbl 07890800 Decis. Econ. Finance 47, No. 1, 275-298 (2024). MSC: 90B60 60H20 92E20 91B70 49N10 PDFBibTeX XMLCite \textit{M. Giordano} and \textit{A. Yurchenko-Tytarenko}, Decis. Econ. Finance 47, No. 1, 275--298 (2024; Zbl 07890800) Full Text: DOI arXiv OA License
Xie, Bowen Multi-component matching queues in heavy traffic. (English) Zbl 07887287 Queueing Syst. 106, No. 3-4, 285-331 (2024). MSC: 60K25 90B22 68M20 91B68 60H20 PDFBibTeX XMLCite \textit{B. Xie}, Queueing Syst. 106, No. 3--4, 285--331 (2024; Zbl 07887287) Full Text: DOI arXiv
Singh, P. K.; Saha Ray, S. A novel operational matrix method based on Genocchi polynomials for solving \(n\)-dimensional stochastic Itô-Volterra integral equation. (English) Zbl 07886713 Math. Sci., Springer 18, No. 2, 305-315 (2024). MSC: 65R20 45R05 60H20 60H35 PDFBibTeX XMLCite \textit{P. K. Singh} and \textit{S. Saha Ray}, Math. Sci., Springer 18, No. 2, 305--315 (2024; Zbl 07886713) Full Text: DOI
Kazemi, Manochehr; Deep, Amar; Yaghoobnia, Alireza Application of fixed point theorem on the study of the existence of solutions in some fractional stochastic functional integral equations. (English) Zbl 07886701 Math. Sci., Springer 18, No. 2, 125-136 (2024). MSC: 60H20 47H10 PDFBibTeX XMLCite \textit{M. Kazemi} et al., Math. Sci., Springer 18, No. 2, 125--136 (2024; Zbl 07886701) Full Text: DOI
Lu, Liwei; Guo, Hailong; Yang, Xu; Zhu, Yi Temporal difference learning for high-dimensional PIDEs with jumps. (English) Zbl 07883829 SIAM J. Sci. Comput. 46, No. 4, C349-C368 (2024). MSC: 65C30 65R20 60H20 60H35 60J76 45K05 68T07 PDFBibTeX XMLCite \textit{L. Lu} et al., SIAM J. Sci. Comput. 46, No. 4, C349--C368 (2024; Zbl 07883829) 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
Capanna, Monia; Nakasato, Jean C.; Pereira, Marcone C.; Rossi, Julio D. Homogenization for nonlocal evolution problems with three different smooth kernels. (English) Zbl 07876076 J. Dyn. Differ. Equations 36, No. 2, 1247-1283 (2024). Reviewer: Narahari Parhi (Bhubaneswar) MSC: 45K05 45R05 60H20 35B27 PDFBibTeX XMLCite \textit{M. Capanna} et al., J. Dyn. Differ. Equations 36, No. 2, 1247--1283 (2024; Zbl 07876076) Full Text: DOI arXiv
Hamaguchi, Yushi; Wang, Tianxiao Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations. (English) Zbl 07871741 ESAIM, Control Optim. Calc. Var. 30, Paper No. 48, 42 p. (2024). MSC: 60H20 45A05 93E20 93B52 PDFBibTeX XMLCite \textit{Y. Hamaguchi} and \textit{T. Wang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 48, 42 p. (2024; Zbl 07871741) Full Text: DOI arXiv
Andrade da Silva, F.; Bonotto, E. M.; Federson, M. Stability for generalized stochastic equations. (English) Zbl 07869138 Stochastic Processes Appl. 173, Article ID 104358, 14 p. (2024). Reviewer: Alexandra Rodkina (College Station) MSC: 26A39 34A12 34G20 37H10 45N99 60H20 93D05 93E15 PDFBibTeX XMLCite \textit{F. Andrade da Silva} et al., Stochastic Processes Appl. 173, Article ID 104358, 14 p. (2024; Zbl 07869138) Full Text: DOI
Blouhi, Tayeb; Ferhat, Mohamed Coupled system of second-order stochastic differential inclusions driven by Lévy noise. (English) Zbl 1540.34124 Mem. Differ. Equ. Math. Phys. 91, 21-38 (2024). MSC: 34K09 34K30 34K45 60H15 60H20 PDFBibTeX XMLCite \textit{T. Blouhi} and \textit{M. Ferhat}, Mem. Differ. Equ. Math. Phys. 91, 21--38 (2024; Zbl 1540.34124) Full Text: Link
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
Wang, Bingjun; Gao, Hongjun; Yuan, Mingxia; Xiao, Qingkun Reflected backward stochastic differential equations driven by \(G\)-Brownian motion under monotonicity condition. (English) Zbl 07865989 J. Theor. Probab. 37, No. 2, 1902-1926 (2024). MSC: 60H05 60H10 60H20 PDFBibTeX XMLCite \textit{B. Wang} et al., J. Theor. Probab. 37, No. 2, 1902--1926 (2024; Zbl 07865989) Full Text: DOI
Arharas, Ihsan; Ouknine, Youssef Reflected and doubly reflected backward stochastic differential equations with irregular obstacles and a large set of stopping strategies. (English) Zbl 07865962 J. Theor. Probab. 37, No. 2, 1001-1038 (2024). MSC: 60H20 60H30 65C30 PDFBibTeX XMLCite \textit{I. Arharas} and \textit{Y. Ouknine}, J. Theor. Probab. 37, No. 2, 1001--1038 (2024; Zbl 07865962) Full Text: DOI arXiv
Mahmoud, Ayman M.; Tunç, Cemil On the qualitative behaviors of stochastic delay integro-differential equations of second order. (English) Zbl 1540.45015 J. Inequal. Appl. 2024, Paper No. 35, 14 p. (2024). MSC: 45J05 45R05 34K50 60H20 PDFBibTeX XMLCite \textit{A. M. Mahmoud} and \textit{C. Tunç}, J. Inequal. Appl. 2024, Paper No. 35, 14 p. (2024; Zbl 1540.45015) Full Text: DOI OA License
Diatta, Raphaël; Diedhiou, Alassane Large deviation for several fractional Brownian motions and diffusion process. (English) Zbl 07861711 Int. J. Numer. Methods Appl. 24, No. 1, 31-44 (2024). MSC: 60G22 60F10 60H20 60H40 PDFBibTeX XMLCite \textit{R. Diatta} and \textit{A. Diedhiou}, Int. J. Numer. Methods Appl. 24, No. 1, 31--44 (2024; Zbl 07861711) Full Text: DOI
Ahmadova, Arzu; Mahmudov, Nazim I. Picard approximation of a singular backward stochastic nonlinear Volterra integral equation. (English) Zbl 07859967 Qual. Theory Dyn. Syst. 23, No. 4, Paper No. 192, 20 p. (2024). MSC: 45R05 45D05 45L05 60H20 65R20 PDFBibTeX XMLCite \textit{A. Ahmadova} and \textit{N. I. Mahmudov}, Qual. Theory Dyn. Syst. 23, No. 4, Paper No. 192, 20 p. (2024; Zbl 07859967) Full Text: DOI arXiv OA License
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
Possamaï, Dylan; Rodrigues, Marco Reflections on BSDEs. (English) Zbl 07854763 Electron. J. Probab. 29, Paper No. 66, 82 p. (2024). MSC: 60H20 PDFBibTeX XMLCite \textit{D. Possamaï} and \textit{M. Rodrigues}, Electron. J. Probab. 29, Paper No. 66, 82 p. (2024; Zbl 07854763) Full Text: DOI arXiv
Behme, Anita; Oechsler, David Invariant measures of Lévy-type operators and their associated Markov processes. (English) Zbl 07854751 Electron. J. Probab. 29, Paper No. 59, 29 p. (2024). MSC: 60G10 60J25 60J35 45B05 45D05 60G51 60H10 60H20 PDFBibTeX XMLCite \textit{A. Behme} and \textit{D. Oechsler}, Electron. J. Probab. 29, Paper No. 59, 29 p. (2024; Zbl 07854751) Full Text: DOI arXiv
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
Kinra, Kush; Wang, Renhai; Mohan, Manil T. Asymptotic autonomy of random attractors for non-autonomous stochastic Navier-Stokes equations on bounded domains. (English) Zbl 07846980 Evol. Equ. Control Theory 13, No. 2, 349-381 (2024). MSC: 37L55 37L30 76D05 76D06 35Q30 35B41 35B40 60H20 35R60 PDFBibTeX XMLCite \textit{K. Kinra} et al., Evol. Equ. Control Theory 13, No. 2, 349--381 (2024; Zbl 07846980) Full Text: DOI arXiv
Masti, I.; Sayevand, K. On collocation-Galerkin method and fractional B-spline functions for a class of stochastic fractional integro-differential equations. (English) Zbl 1540.65023 Math. Comput. Simul. 216, 263-287 (2024). MSC: 65C30 60H20 26A33 45R05 60H35 65R20 PDFBibTeX XMLCite \textit{I. Masti} and \textit{K. Sayevand}, Math. Comput. Simul. 216, 263--287 (2024; Zbl 1540.65023) Full Text: DOI
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
Luo, Peng; Tangpi, Ludovic Laplace principle for large population games with control interaction. (English) Zbl 1533.91047 Stochastic Processes Appl. 171, Article ID 104314, 17 p. (2024). MSC: 91A16 91A12 28C20 60H20 60F25 PDFBibTeX XMLCite \textit{P. Luo} and \textit{L. Tangpi}, Stochastic Processes Appl. 171, Article ID 104314, 17 p. (2024; Zbl 1533.91047) Full Text: DOI arXiv
Shruthi, Gopal; Suvinthra, Murugan Large deviations for the stochastic functional integral equation with nonlocal condition. (English) Zbl 07825292 Arab J. Math. Sci. 30, No. 1, 81-94 (2024). MSC: 60F10 34B10 60H20 PDFBibTeX XMLCite \textit{G. Shruthi} and \textit{M. Suvinthra}, Arab J. Math. Sci. 30, No. 1, 81--94 (2024; Zbl 07825292) Full Text: DOI
Solhi, Erfan; Mirzaee, Farshid; Naserifar, Shiva Enhanced moving least squares method for solving the stochastic fractional Volterra integro-differential equations of Hammerstein type. (English) Zbl 1535.65018 Numer. Algorithms 95, No. 4, 1921-1951 (2024). MSC: 65C30 60H20 60H35 45D05 45G10 26A33 65R20 PDFBibTeX XMLCite \textit{E. Solhi} et al., Numer. Algorithms 95, No. 4, 1921--1951 (2024; Zbl 1535.65018) Full Text: DOI
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
Bet, Gianmarco; Coppini, Fabio; Nardi, Francesca Romana Weakly interacting oscillators on dense random graphs. (English) Zbl 07808670 J. Appl. Probab. 61, No. 1, 255-278 (2024). MSC: 60K35 05C80 82B20 60H20 35Q84 PDFBibTeX XMLCite \textit{G. Bet} et al., J. Appl. Probab. 61, No. 1, 255--278 (2024; Zbl 07808670) Full Text: DOI arXiv HAL
Ma, Rugang; Zhou, Xiaowen Explosion of continuous-state branching processes with competition in a Lévy environment. (English) Zbl 1534.60121 J. Appl. Probab. 61, No. 1, 68-81 (2024). Reviewer: Andrius Grigutis (Vilnius) MSC: 60J80 60H20 PDFBibTeX XMLCite \textit{R. Ma} and \textit{X. Zhou}, J. Appl. Probab. 61, No. 1, 68--81 (2024; Zbl 1534.60121) Full Text: DOI arXiv
Jie, Lijuan; Luo, Liangqing; Zhang, Hua One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients. (English) Zbl 1532.60146 Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024). MSC: 60H20 60H10 91G20 60H05 PDFBibTeX XMLCite \textit{L. Jie} et al., Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024; Zbl 1532.60146) 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 1533.45004 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 1533.45004) Full Text: DOI
Zhang, Zhixiang; Liu, Yiming; Pan, Guangming Tracy-Widom law for the extreme eigenvalues of large signal-plus-noise matrices. (English) Zbl 1532.15031 Bernoulli 30, No. 1, 448-474 (2024). Reviewer: Thomas Buc-d’Alché (Lyon) MSC: 15B52 60B20 60H20 PDFBibTeX XMLCite \textit{Z. Zhang} et al., Bernoulli 30, No. 1, 448--474 (2024; Zbl 1532.15031) Full Text: DOI
Bondi, Alessandro; Livieri, Giulia; Pulido, Sergio Affine Volterra processes with jumps. (English) Zbl 07787488 Stochastic Processes Appl. 168, Article ID 104264, 25 p. (2024). MSC: 60H20 60G22 45D05 91G20 PDFBibTeX XMLCite \textit{A. Bondi} et al., Stochastic Processes Appl. 168, Article ID 104264, 25 p. (2024; Zbl 07787488) Full Text: DOI arXiv HAL
Wang, Ya; Wu, Fuke; Yin, George Limit theorems of additive functionals for regime-switching diffusions with infinite delay. (English) Zbl 1531.60024 Stochastic Processes Appl. 167, Article ID 104215, 28 p. (2024). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60F05 60B12 60H20 PDFBibTeX XMLCite \textit{Y. Wang} et al., Stochastic Processes Appl. 167, Article ID 104215, 28 p. (2024; Zbl 1531.60024) Full Text: DOI
Bielert, Franziska Rough Functional Itô Formula. arXiv:2409.02532 Preprint, arXiv:2409.02532 [math.PR] (2024). MSC: 60L20 60H20 41A58 60L10 BibTeX Cite \textit{F. Bielert}, ``Rough Functional Itô Formula'', Preprint, arXiv:2409.02532 [math.PR] (2024) Full Text: arXiv OA License
Becherer, Dirk; Hesse, Stefanie Common Noise by Random Measures: Mean-Field Equilibria for Competitive Investment and Hedging. arXiv:2408.01175 Preprint, arXiv:2408.01175 [math.OC] (2024). MSC: 60G57 91A16 91G20 91G10 60H20 91A30 BibTeX Cite \textit{D. Becherer} and \textit{S. Hesse}, ``Common Noise by Random Measures: Mean-Field Equilibria for Competitive Investment and Hedging'', Preprint, arXiv:2408.01175 [math.OC] (2024) Full Text: arXiv OA License
Jaber, Eduardo Abi; Gérard, Louis-Amand; Huang, Yuxing Path-dependent processes from signatures. arXiv:2407.04956 Preprint, arXiv:2407.04956 [math.PR] (2024). MSC: 60L10 60L70 60H20 60G22 BibTeX Cite \textit{E. A. Jaber} et al., ``Path-dependent processes from signatures'', Preprint, arXiv:2407.04956 [math.PR] (2024) Full Text: arXiv OA License
Bondi, Alessandro; Pulido, Sergio Feller’s test for explosions of stochastic Volterra equations. arXiv:2406.13537 Preprint, arXiv:2406.13537 [math.PR] (2024). MSC: 60H20 45D05 60K50 BibTeX Cite \textit{A. Bondi} and \textit{S. Pulido}, ``Feller's test for explosions of stochastic Volterra equations'', Preprint, arXiv:2406.13537 [math.PR] (2024) Full Text: arXiv OA License
Miyazawa, Masakiyo Multi-level reflecting Brownian motion on the half line and its stationary distribution. arXiv:2405.16764 Preprint, arXiv:2405.16764 [math.PR] (2024). MSC: 60H20 60J25 60J55 60H30 60K25 BibTeX Cite \textit{M. Miyazawa}, ``Multi-level reflecting Brownian motion on the half line and its stationary distribution'', Preprint, arXiv:2405.16764 [math.PR] (2024) Full Text: arXiv OA License
Lee, Haesung; Trutnau, Gerald Pointwise well-posedness results for degenerate Itô-SDEs with locally bounded drifts. arXiv:2405.12048 Preprint, arXiv:2405.12048 [math.PR] (2024). MSC: 60H20 47D07 35K10 60J60 60J35 31C25 35B65 BibTeX Cite \textit{H. Lee} and \textit{G. Trutnau}, ``Pointwise well-posedness results for degenerate Itô-SDEs with locally bounded drifts'', Preprint, arXiv:2405.12048 [math.PR] (2024) Full Text: arXiv OA License
Ernst, Philip A.; Peskir, Goran The Gapeev-Shiryaev Conjecture. arXiv:2405.01685 Preprint, arXiv:2405.01685 [math.PR] (2024). MSC: 60G40 60J60 60H20 35H10 35K65 62C10 BibTeX Cite \textit{P. A. Ernst} and \textit{G. Peskir}, ``The Gapeev-Shiryaev Conjecture'', Preprint, arXiv:2405.01685 [math.PR] (2024) Full Text: arXiv OA License
Lee, Haesung; Trutnau, Gerald Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure. arXiv:2404.14902 Preprint, arXiv:2404.14902 [math.PR] (2024). MSC: 60H20 47D07 60J46 60J40 47B44 60J35 BibTeX Cite \textit{H. Lee} and \textit{G. Trutnau}, ``Uniqueness in law for singular degenerate SDEs with respect to a (sub-)invariant measure'', Preprint, arXiv:2404.14902 [math.PR] (2024) Full Text: arXiv OA License
Bonaccorsi, Stefano; Confortola, Fulvia Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels. arXiv:2403.12875 Preprint, arXiv:2403.12875 [math.OC] (2024). MSC: 60H20 93E20 BibTeX Cite \textit{S. Bonaccorsi} and \textit{F. Confortola}, ``Markovian lifting and optimal control for integral stochastic Volterra equations with completely monotone kernels'', Preprint, arXiv:2403.12875 [math.OC] (2024) Full Text: arXiv OA License
Klimsiak, Tomasz; Komorowski, Tomasz; Marino, Lorenzo Homogenization of Lévy type operators with random, ergodic coefficients. arXiv:2402.04752 Preprint, arXiv:2402.04752 [math.PR] (2024). MSC: 35B27 60H15 60H20 BibTeX Cite \textit{T. Klimsiak} et al., ``Homogenization of Lévy type operators with random, ergodic coefficients'', Preprint, arXiv:2402.04752 [math.PR] (2024) Full Text: arXiv OA License
Li, Hanwu The Skorokhod problem with two nonlinear constraints. (English) Zbl 1539.60078 Probab. Math. Stat. 43, No. 2, 207-239 (2023). MSC: 60H20 60J65 60G17 60H10 PDFBibTeX XMLCite \textit{H. Li}, Probab. Math. Stat. 43, No. 2, 207--239 (2023; Zbl 1539.60078) Full Text: DOI arXiv
Shukai, Chen; Xiangqi, Zheng Moment properties for two-type continuous-state branching processes in Lévy random environments. (English) Zbl 07850862 Markov Process. Relat. Fields 29, No. 3, 301-328 (2023). Reviewer: Andrius Grigutis (Vilnius) MSC: 60J80 60K37 60H20 60G51 PDFBibTeX XMLCite \textit{C. Shukai} and \textit{Z. Xiangqi}, Markov Process. Relat. Fields 29, No. 3, 301--328 (2023; Zbl 07850862) Full Text: Link
Jiang, Guo; Ke, Ting; Deng, Meng-ting Least square method based on Haar wavelet to solve multi-dimensional stochastic Itô-Volterra integral equations. (English) Zbl 07803427 Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 591-603 (2023). MSC: 60H20 45D99 65C30 PDFBibTeX XMLCite \textit{G. Jiang} et al., Appl. Math., Ser. B (Engl. Ed.) 38, No. 4, 591--603 (2023; Zbl 07803427) Full Text: DOI
Saci, Akram; Redjil, Amel; Boutabia, Hacene; Kebiri, Omar Fractional stochastic differential equations driven by \(G\)-Brownian motion with delays. (English) Zbl 1532.60111 Probab. Math. Stat. 43, No. 1, 1-21 (2023). MSC: 60H05 60G65 60H20 34C29 PDFBibTeX XMLCite \textit{A. Saci} et al., Probab. Math. Stat. 43, No. 1, 1--21 (2023; Zbl 1532.60111) Full Text: DOI
Qian, Hongchao; Peng, Jun Backward doubly-stochastic differential equations with mean reflection. (English) Zbl 1532.35556 Probab. Uncertain. Quant. Risk 8, No. 4, 417-444 (2023). MSC: 35R60 60H15 60H20 PDFBibTeX XMLCite \textit{H. Qian} and \textit{J. Peng}, Probab. Uncertain. Quant. Risk 8, No. 4, 417--444 (2023; Zbl 1532.35556) Full Text: DOI
Friesen, Martin; Jin, Peng; Kremer, Jonas; Rüdiger, Barbara Exponential ergodicity for stochastic equations of nonnegative processes with jumps. (English) Zbl 1536.60084 ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 593-627 (2023). Reviewer: Bastien Mallein (Toulouse) MSC: 60J80 60J25 60G10 60F17 60H20 PDFBibTeX XMLCite \textit{M. Friesen} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 20, No. 1, 593--627 (2023; Zbl 1536.60084) Full Text: arXiv Link
Ben Makhlouf, Abdellatif; Mchiri, Lassaad; Mtiri, Foued Existence, uniqueness, and averaging principle for Hadamard Itô-Doob stochastic delay fractional integral equations. (English) Zbl 1528.60070 Math. Methods Appl. Sci. 46, No. 14, 14814-14827 (2023). MSC: 60H20 45R05 26A33 PDFBibTeX XMLCite \textit{A. Ben Makhlouf} et al., Math. Methods Appl. Sci. 46, No. 14, 14814--14827 (2023; Zbl 1528.60070) Full Text: DOI
Nagargoje, A. D.; Borkar, V. C.; Muneshwar, R. A. Existence and uniqueness of square-mean pseudo almost automorphic solution for fractional stochastic evolution equations driven by G-Brownian motion. (English) Zbl 07793700 J. Appl. Math. Inform. 41, No. 5, 923-935 (2023). MSC: 34A12 60H20 60H10 PDFBibTeX XMLCite \textit{A. D. Nagargoje} et al., J. Appl. Math. Inform. 41, No. 5, 923--935 (2023; Zbl 07793700) Full Text: DOI
Wu, Zhen; Zhang, Detao Theory of forward backward stochastic differential equations and its applications. (Chinese. English summary) Zbl 1538.60105 Chin. J. Appl. Probab. Stat. 39, No. 3, 413-435 (2023). MSC: 60H10 60H05 60H20 60H30 93E03 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{D. Zhang}, Chin. J. Appl. Probab. Stat. 39, No. 3, 413--435 (2023; Zbl 1538.60105) Full Text: Link
Fukasawa, Masaaki; Ugai, Takuto Limit distributions for the discretization error of stochastic Volterra equations with fractional kernel. (English) Zbl 1538.60115 Ann. Appl. Probab. 33, No. 6B, 5071-5110 (2023). MSC: 60H20 60F17 PDFBibTeX XMLCite \textit{M. Fukasawa} and \textit{T. Ugai}, Ann. Appl. Probab. 33, No. 6B, 5071--5110 (2023; Zbl 1538.60115) Full Text: DOI arXiv
Kaliraj, K.; Muthuvel, K. Existence of solution for Volterra-Fredholm type stochastic fractional integro-differential system of order \(\mu \in (1, 2)\) with sectorial operators. (English) Zbl 1528.60060 Math. Methods Appl. Sci. 46, No. 12, 13142-13154 (2023). MSC: 60H10 34K37 45J05 60H20 PDFBibTeX XMLCite \textit{K. Kaliraj} and \textit{K. Muthuvel}, Math. Methods Appl. Sci. 46, No. 12, 13142--13154 (2023; Zbl 1528.60060) Full Text: DOI
Prömel, David J.; Scheffels, David On the existence of weak solutions to stochastic Volterra equations. (English) Zbl 07790357 Electron. Commun. Probab. 28, Paper No. 52, 12 p. (2023). MSC: 60H20 45D05 PDFBibTeX XMLCite \textit{D. J. Prömel} and \textit{D. Scheffels}, Electron. Commun. Probab. 28, Paper No. 52, 12 p. (2023; Zbl 07790357) Full Text: DOI arXiv
Alfonsi, Aurélien; Bally, Vlad Construction of Boltzmann and McKean-Vlasov type flows (the sewing lemma approach). (English) Zbl 1536.35234 Ann. Appl. Probab. 33, No. 5, 3351-3386 (2023). MSC: 35Q20 35Q83 60H20 76P05 35R09 45K05 35B65 35A01 35A02 35R60 PDFBibTeX XMLCite \textit{A. Alfonsi} and \textit{V. Bally}, Ann. Appl. Probab. 33, No. 5, 3351--3386 (2023; Zbl 1536.35234) Full Text: DOI arXiv Link
Dineshkumar, Chendrayan; Hoon Joo, Young A note concerning to approximate controllability of Atangana-Baleanu fractional neutral stochastic integro-differential system with infinite delay. (English) Zbl 1533.93064 Math. Methods Appl. Sci. 46, No. 9, 9922-9941 (2023). MSC: 93B05 34A08 34K30 34K40 60H20 45J05 93C43 PDFBibTeX XMLCite \textit{C. Dineshkumar} and \textit{Y. Hoon Joo}, Math. Methods Appl. Sci. 46, No. 9, 9922--9941 (2023; Zbl 1533.93064) Full Text: DOI
Wang, Tianxiao; Yong, Jiongmin Spike variations for stochastic Volterra integral equations. (English) Zbl 1530.45002 SIAM J. Control Optim. 61, No. 6, 3608-3634 (2023). MSC: 45D05 45R05 60H20 93C30 PDFBibTeX XMLCite \textit{T. Wang} and \textit{J. Yong}, SIAM J. Control Optim. 61, No. 6, 3608--3634 (2023; Zbl 1530.45002) Full Text: DOI arXiv
Thieu, Thi Kim Thoa; Muntean, Adrian; Melnik, Roderick Coupled stochastic systems of Skorokhod type: well-posedness of a mathematical model and its applications. (English) Zbl 1533.60100 Math. Methods Appl. Sci. 46, No. 6, 7368-7390 (2023). MSC: 60H10 60H20 92C20 PDFBibTeX XMLCite \textit{T. K. T. Thieu} et al., Math. Methods Appl. Sci. 46, No. 6, 7368--7390 (2023; Zbl 1533.60100) Full Text: DOI arXiv
Diouf, Moussa; Faye, Ibrahima; Ba, Demba Bocar Stochastic fractional integro-differential equations with continuous conditions. (English) Zbl 1532.45007 Gulf J. Math. 15, No. 2, 133-147 (2023). MSC: 45J05 45R05 34A08 26A33 60H10 60H20 PDFBibTeX XMLCite \textit{M. Diouf} et al., Gulf J. Math. 15, No. 2, 133--147 (2023; Zbl 1532.45007) Full Text: DOI
Grotto, Francesco; Luongo, Eliseo; Maurelli, Mario Uniform approximation of 2D Navier-Stokes equations with vorticity creation by stochastic interacting particle systems. (English) Zbl 1531.35216 Nonlinearity 36, No. 12, 7149-7190 (2023). Reviewer: Piotr Biler (Wrocław) MSC: 35Q30 35R60 60H20 35D30 PDFBibTeX XMLCite \textit{F. Grotto} et al., Nonlinearity 36, No. 12, 7149--7190 (2023; Zbl 1531.35216) Full Text: DOI arXiv OA License
Michta, Mariusz Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane. (English) Zbl 1537.60089 Stochastic Anal. Appl. 41, No. 6, 1191-1230 (2023). MSC: 60H20 60G60 60H05 PDFBibTeX XMLCite \textit{M. Michta}, Stochastic Anal. Appl. 41, No. 6, 1191--1230 (2023; Zbl 1537.60089) Full Text: DOI
Arioui, Fatima Zahra Weighted fractional stochastic integro-differential equation with infinite delay. (English) Zbl 1527.35462 Arab. J. Math. 12, No. 3, 499-511 (2023). MSC: 35R11 35R60 60H10 60H20 PDFBibTeX XMLCite \textit{F. Z. Arioui}, Arab. J. Math. 12, No. 3, 499--511 (2023; Zbl 1527.35462) Full Text: DOI OA License
Bishop, Sheila A.; Iyase, Samuel A. On Ulam type of stability for stochastic integral equations with Volterra noise. (English) Zbl 1534.45008 Random Oper. Stoch. Equ. 31, No. 4, 399-408 (2023). Reviewer: Stefan Tappe (Freiburg) MSC: 45M10 45R05 45D05 47H10 47N20 60H20 37L55 37L05 PDFBibTeX XMLCite \textit{S. A. Bishop} and \textit{S. A. Iyase}, Random Oper. Stoch. Equ. 31, No. 4, 399--408 (2023; Zbl 1534.45008) Full Text: DOI
Diop, Amadou; Diop, Mamadou Abdoul; Ezzinbi, Khalil; Kpizim, Essozimna Existence results for some stochastic functional integrodifferential systems driven by Rosenblatt process. (English) Zbl 1539.45005 Random Oper. Stoch. Equ. 31, No. 4, 371-387 (2023). Reviewer: Alexander Schnurr (Siegen) MSC: 45J05 45R05 60H20 47N20 PDFBibTeX XMLCite \textit{A. Diop} et al., Random Oper. Stoch. Equ. 31, No. 4, 371--387 (2023; Zbl 1539.45005) Full Text: DOI
Moulay Hachemi, Rahma Yasmina; Guendouzi, Toufik Stochastic fractional differential inclusion driven by fractional Brownian motion. (English) Zbl 1525.60076 Random Oper. Stoch. Equ. 31, No. 4, 303-313 (2023). MSC: 60H10 34F05 60H15 35R60 60H20 PDFBibTeX XMLCite \textit{R. Y. Moulay Hachemi} and \textit{T. Guendouzi}, Random Oper. Stoch. Equ. 31, No. 4, 303--313 (2023; Zbl 1525.60076) Full Text: DOI
Liu, Guomin; Tang, Shanjian Maximum principle for optimal control of stochastic evolution equations with recursive utilities. (English) Zbl 1530.93545 SIAM J. Control Optim. 61, No. 6, 3467-3500 (2023). MSC: 93E20 93C25 60H15 49K27 60H20 PDFBibTeX XMLCite \textit{G. Liu} and \textit{S. Tang}, SIAM J. Control Optim. 61, No. 6, 3467--3500 (2023; Zbl 1530.93545) Full Text: DOI arXiv
Feng, Qi; Zhang, Jianfeng Cubature method for stochastic Volterra integral equations. (English) Zbl 1530.91612 SIAM J. Financ. Math. 14, No. 4, 959-1003 (2023). MSC: 91G60 65D32 60H20 26A33 PDFBibTeX XMLCite \textit{Q. Feng} and \textit{J. Zhang}, SIAM J. Financ. Math. 14, No. 4, 959--1003 (2023; Zbl 1530.91612) Full Text: DOI arXiv
Hess, Markus The stochastic Leibniz formula for Volterra integrals under enlarged filtrations. (English) Zbl 1537.60064 Stoch. Models 39, No. 4, 823-850 (2023). MSC: 60H05 60H20 60G20 60G44 60H10 60G51 60G57 PDFBibTeX XMLCite \textit{M. Hess}, Stoch. Models 39, No. 4, 823--850 (2023; Zbl 1537.60064) Full Text: DOI
Li, Ruinan; Wang, Xinyu Transportation cost-information inequality for a stochastic heat equation driven by fractional-colored noise. (English) Zbl 1538.60112 Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 6, 2519-2532 (2023). MSC: 60H15 60H20 PDFBibTeX XMLCite \textit{R. Li} and \textit{X. Wang}, Acta Math. Sci., Ser. B, Engl. Ed. 43, No. 6, 2519--2532 (2023; Zbl 1538.60112) Full Text: DOI
Rahimkhani, Parisa Numerical solution of nonlinear stochastic differential equations with fractional Brownian motion using fractional-order Genocchi deep neural networks. (English) Zbl 07758918 Commun. Nonlinear Sci. Numer. Simul. 126, Article ID 107466, 20 p. (2023). MSC: 65C30 60H35 60H20 65L60 65T60 PDFBibTeX XMLCite \textit{P. Rahimkhani}, Commun. Nonlinear Sci. Numer. Simul. 126, Article ID 107466, 20 p. (2023; Zbl 07758918) Full Text: DOI
Huang, Xiaomin; Hong, Wei; Liu, Wei Stochastic integral evolution equations with locally monotone and non-Lipschitz coefficients. (English) Zbl 1535.60119 Front. Math. (Beijing) 18, No. 2, 455-490 (2023). MSC: 60H20 35A15 PDFBibTeX XMLCite \textit{X. Huang} et al., Front. Math. (Beijing) 18, No. 2, 455--490 (2023; Zbl 1535.60119) Full Text: DOI
Gao, Dongdong; Li, Jianli New impulsive-integral inequality for stochastic differential equations with Poisson jumps and Caputo fractional derivative. (English) Zbl 1525.60082 J. Math. Inequal. 17, No. 3, 831-847 (2023). MSC: 60H15 60J76 93E03 60H20 PDFBibTeX XMLCite \textit{D. Gao} and \textit{J. Li}, J. Math. Inequal. 17, No. 3, 831--847 (2023; Zbl 1525.60082) Full Text: DOI
Owo, Jean-Marc Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator. (English) Zbl 1535.60103 Stochastic Anal. Appl. 41, No. 5, 958-973 (2023). MSC: 60H10 60H20 PDFBibTeX XMLCite \textit{J.-M. Owo}, Stochastic Anal. Appl. 41, No. 5, 958--973 (2023; Zbl 1535.60103) Full Text: DOI
Ahmadinia, M.; Afshariarjmand, H.; Salehi, M. Numerical solution of Itô-Volterra integral equations by the QR factorization method. (English) Zbl 07746747 J. Appl. Math. Comput. 69, No. 4, 3171-3188 (2023). MSC: 65C30 60H20 45A05 PDFBibTeX XMLCite \textit{M. Ahmadinia} et al., J. Appl. Math. Comput. 69, No. 4, 3171--3188 (2023; Zbl 07746747) Full Text: DOI
Dhanalakshmi, K.; Balasubramaniam, P. Exponential stability of impulsive fractional neutral stochastic integro-differential equations with nonlocal conditions. (English) Zbl 1532.45017 Stochastics 95, No. 7, 1260-1293 (2023). MSC: 45M10 45J05 45R05 47H10 60J65 60H20 60H10 PDFBibTeX XMLCite \textit{K. Dhanalakshmi} and \textit{P. Balasubramaniam}, Stochastics 95, No. 7, 1260--1293 (2023; Zbl 1532.45017) Full Text: DOI
Shu, Ji; Li, Hui; Huang, Xin; Zhang, Jian Limiting dynamics of stochastic heat equations with memory on thin domains. (English) Zbl 1528.37066 Appl. Anal. 102, No. 15, 4092-4113 (2023). MSC: 37L55 37L30 60H15 60H20 45R05 PDFBibTeX XMLCite \textit{J. Shu} et al., Appl. Anal. 102, No. 15, 4092--4113 (2023; Zbl 1528.37066) Full Text: DOI
Fahim, K.; Hausenblas, E.; Kovács, M. Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. (English) Zbl 1533.60117 Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 1044-1088 (2023). MSC: 60H20 60G22 65R20 45R05 45D05 45L05 PDFBibTeX XMLCite \textit{K. Fahim} et al., Stoch. Partial Differ. Equ., Anal. Comput. 11, No. 3, 1044--1088 (2023; Zbl 1533.60117) Full Text: DOI arXiv OA License
Lahmoudi, Ahmed; Lakhel, El Hassan Fractional neutral functional differential equations driven by the Rosenblatt process with an infinite delay. (English) Zbl 1525.60074 Random Oper. Stoch. Equ. 31, No. 3, 225-244 (2023). MSC: 60H10 34F05 60H15 35R60 60H20 60H30 60H05 PDFBibTeX XMLCite \textit{A. Lahmoudi} and \textit{E. H. Lakhel}, Random Oper. Stoch. Equ. 31, No. 3, 225--244 (2023; Zbl 1525.60074) Full Text: DOI
Elmansouri, Badr; El Otmani, Mohamed Generalized backward stochastic differential equations with jumps in a general filtration. (English) Zbl 1539.60069 Random Oper. Stoch. Equ. 31, No. 3, 205-216 (2023). MSC: 60H10 34F05 60H15 35R60 60H20 60H30 60H05 PDFBibTeX XMLCite \textit{B. Elmansouri} and \textit{M. El Otmani}, Random Oper. Stoch. Equ. 31, No. 3, 205--216 (2023; Zbl 1539.60069) Full Text: DOI
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 1538.60116 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 1538.60116) Full Text: DOI
Tomašević, Milica Propagation of chaos for stochastic particle systems with singular mean-field interaction of \(L^q - L^p\) type. (English) Zbl 1533.60101 Electron. Commun. Probab. 28, Paper No. 33, 13 p. (2023). MSC: 60H10 60K35 60H20 PDFBibTeX XMLCite \textit{M. Tomašević}, Electron. Commun. Probab. 28, Paper No. 33, 13 p. (2023; Zbl 1533.60101) Full Text: DOI arXiv Link
Wang, Hanxiao; Yong, Jiongmin; Zhou, Chao Linear-quadratic optimal controls for stochastic Volterra integral equations: causal state feedback and path-dependent Riccati equations. (English) Zbl 1520.93617 SIAM J. Control Optim. 61, No. 4, 2595-2629 (2023). MSC: 93E20 49N10 60H20 45D05 PDFBibTeX XMLCite \textit{H. Wang} et al., SIAM J. Control Optim. 61, No. 4, 2595--2629 (2023; Zbl 1520.93617) Full Text: DOI arXiv
Hamaguchi, Yushi; Taguchi, Dai Approximations for adapted M-solutions of Type-II backward stochastic Volterra integral equations. (English) Zbl 1517.60078 ESAIM, Probab. Stat. 27, 19-79 (2023). MSC: 60H20 65C30 60H07 PDFBibTeX XMLCite \textit{Y. Hamaguchi} and \textit{D. Taguchi}, ESAIM, Probab. Stat. 27, 19--79 (2023; Zbl 1517.60078) Full Text: DOI arXiv OA License
Mirzaee, Farshid; Naserifar, Shiva; Solhi, Erfan Accurate and stable numerical method based on the Floater-Hormann interpolation for stochastic Itô-Volterra integral equations. (English) Zbl 1523.65104 Numer. Algorithms 94, No. 1, 275-292 (2023). MSC: 65R20 60H20 82M22 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., Numer. Algorithms 94, No. 1, 275--292 (2023; Zbl 1523.65104) Full Text: DOI
Reker, Jana Short-time behavior of solutions to Lévy-driven stochastic differential equations. (English) Zbl 1517.60067 J. Appl. Probab. 60, No. 3, 765-780 (2023). MSC: 60H10 60G51 60F15 60H20 PDFBibTeX XMLCite \textit{J. Reker}, J. Appl. Probab. 60, No. 3, 765--780 (2023; Zbl 1517.60067) Full Text: DOI arXiv
Essaky, E. H.; Hassani, M.; Rhazlane, C. E. Doubly reflected BSDEs with stochastic quadratic growth: around the predictable obstacles. (English) Zbl 1517.60061 Stochastic Processes Appl. 163, 473-497 (2023). MSC: 60H10 60H20 60H05 PDFBibTeX XMLCite \textit{E. H. Essaky} et al., Stochastic Processes Appl. 163, 473--497 (2023; Zbl 1517.60061) Full Text: DOI arXiv
Fontana, Claudio; Gnoatto, Alessandro; Szulda, Guillaume CBI-time-changed Lévy processes. (English) Zbl 1517.60050 Stochastic Processes Appl. 163, 323-349 (2023). MSC: 60G51 91G20 91G30 60H20 60J25 60G44 60J80 PDFBibTeX XMLCite \textit{C. Fontana} et al., Stochastic Processes Appl. 163, 323--349 (2023; Zbl 1517.60050) Full Text: DOI arXiv
Singh, P. K.; Saha Ray, S. A novel study based on shifted Jacobi polynomials to find the numerical solutions of nonlinear stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1522.65014 Comput. Methods Appl. Math. 23, No. 3, 715-728 (2023). MSC: 65C30 65R20 60H20 45D05 60G22 PDFBibTeX XMLCite \textit{P. K. Singh} and \textit{S. Saha Ray}, Comput. Methods Appl. Math. 23, No. 3, 715--728 (2023; Zbl 1522.65014) Full Text: DOI
Ponosov, Arcady V. Existence and uniqueness of solutions to stochastic fractional differential equations in multiple time scales. (English) Zbl 1538.60117 Vestn. Ross. Univ., Mat. 28, No. 141, 51-59 (2023). MSC: 60H20 34K50 PDFBibTeX XMLCite \textit{A. V. Ponosov}, Vestn. Ross. Univ., Mat. 28, No. 141, 51--59 (2023; Zbl 1538.60117) Full Text: DOI MNR
Galane, Lesiba Ch.; Łochowski, Rafał M.; Mhlanga, Farai J. On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales. (English) Zbl 1540.60151 Electron. Commun. Probab. 28, Paper No. 14, 12 p. (2023). MSC: 60H20 91G99 PDFBibTeX XMLCite \textit{L. Ch. Galane} et al., Electron. Commun. Probab. 28, Paper No. 14, 12 p. (2023; Zbl 1540.60151) Full Text: DOI arXiv