Zhang, Xuekang; Deng, Shounian; Fei, Weiyin Nonparametric estimation of trend for stochastic processes driven by \(G\)-Brownian motion with small noise. (English) Zbl 1524.62158 Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 65, 14 p. (2023). MSC: 62G05 60G65 60H10 PDFBibTeX XMLCite \textit{X. Zhang} et al., Methodol. Comput. Appl. Probab. 25, No. 2, Paper No. 65, 14 p. (2023; Zbl 1524.62158) Full Text: DOI
Zhang, Yuqian; Fan, Yingbo; Liu, Meng Analysis of a stochastic single-species model with intraspecific cooperation. (English) Zbl 1506.92080 Methodol. Comput. Appl. Probab. 24, No. 4, 3101-3120 (2022). MSC: 92D25 60H30 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 3101--3120 (2022; Zbl 1506.92080) Full Text: DOI
Zhang, Yan; Zhao, Peibiao; Ma, Rufei Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk. (English) Zbl 1508.91491 Methodol. Comput. Appl. Probab. 24, No. 4, 2743-2777 (2022). MSC: 91G05 49L12 93E20 PDFBibTeX XMLCite \textit{Y. Zhang} et al., Methodol. Comput. Appl. Probab. 24, No. 4, 2743--2777 (2022; Zbl 1508.91491) Full Text: DOI
Mukherjee, Debasis Stochastic analysis of an eco-epidemic model with biological control. (English) Zbl 1506.92096 Methodol. Comput. Appl. Probab. 24, No. 4, 2539-2555 (2022). MSC: 92D30 92D40 34F05 60H10 PDFBibTeX XMLCite \textit{D. Mukherjee}, Methodol. Comput. Appl. Probab. 24, No. 4, 2539--2555 (2022; Zbl 1506.92096) Full Text: DOI
Ning, Wenxu; Liu, Zhijun; Wang, Lianwen; Tan, Ronghua Analysis of a stochastic competitive model with saturation effect and distributed delay. (English) Zbl 1480.92176 Methodol. Comput. Appl. Probab. 23, No. 4, 1435-1459 (2021). MSC: 92D25 60H10 PDFBibTeX XMLCite \textit{W. Ning} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1435--1459 (2021; Zbl 1480.92176) Full Text: DOI
Luu, Tung Duy; Fadili, Jalal; Chesneau, Christophe Sampling from non-smooth distributions through Langevin diffusion. (English) Zbl 1477.60009 Methodol. Comput. Appl. Probab. 23, No. 4, 1173-1201 (2021). MSC: 60-08 65C05 PDFBibTeX XMLCite \textit{T. D. Luu} et al., Methodol. Comput. Appl. Probab. 23, No. 4, 1173--1201 (2021; Zbl 1477.60009) Full Text: DOI HAL
Kounta, Moussa; Dawson, Nathan J. Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay. (English) Zbl 1475.93117 Methodol. Comput. Appl. Probab. 23, No. 3, 1155-1172 (2021). MSC: 93E20 49L25 49N10 60G40 60J20 PDFBibTeX XMLCite \textit{M. Kounta} and \textit{N. J. Dawson}, Methodol. Comput. Appl. Probab. 23, No. 3, 1155--1172 (2021; Zbl 1475.93117) Full Text: DOI
Zhao, Yuxiao; Wang, Linshan; Wang, Yangfan The periodic solutions to a stochastic two-prey one-predator population model with impulsive perturbations in a polluted environment. (English) Zbl 1473.92032 Methodol. Comput. Appl. Probab. 23, No. 3, 859-872 (2021). MSC: 92D25 34A37 34K13 34K45 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 859--872 (2021; Zbl 1473.92032) Full Text: DOI
Mardones, H. A.; Mora, C. M. First-order weak balanced schemes for stochastic differential equations. (English) Zbl 1484.65017 Methodol. Comput. Appl. Probab. 22, No. 2, 833-852 (2020). MSC: 65C30 60H35 60H10 65C05 93E15 PDFBibTeX XMLCite \textit{H. A. Mardones} and \textit{C. M. Mora}, Methodol. Comput. Appl. Probab. 22, No. 2, 833--852 (2020; Zbl 1484.65017) Full Text: DOI
Zhang, Qiang; Chen, Ping Optimal reinsurance and investment strategy for an insurer in a model with delay and jumps. (English) Zbl 1459.91169 Methodol. Comput. Appl. Probab. 22, No. 2, 777-801 (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 49L20 60H30 60J74 PDFBibTeX XMLCite \textit{Q. Zhang} and \textit{P. Chen}, Methodol. Comput. Appl. Probab. 22, No. 2, 777--801 (2020; Zbl 1459.91169) Full Text: DOI
Zhang, Xinhong; Jiang, Daqing Periodic solutions of a stochastic food-limited mutualism model. (English) Zbl 1447.60086 Methodol. Comput. Appl. Probab. 22, No. 1, 267-278 (2020). MSC: 60H10 34F05 92D25 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{D. Jiang}, Methodol. Comput. Appl. Probab. 22, No. 1, 267--278 (2020; Zbl 1447.60086) Full Text: DOI
Ma, Shu Fang; Gao, Jian Fang; Yang, Zhan Wen Strong convergence of the Euler-Maruyama method for nonlinear stochastic convolution Itô-Volterra integral equations with constant delay. (English) Zbl 1439.65228 Methodol. Comput. Appl. Probab. 22, No. 1, 223-235 (2020). MSC: 65R20 60H20 45D05 45R05 65C30 PDFBibTeX XMLCite \textit{S. F. Ma} et al., Methodol. Comput. Appl. Probab. 22, No. 1, 223--235 (2020; Zbl 1439.65228) Full Text: DOI
Wu, Jian Analysis of a three-species stochastic delay predator-prey system with imprecise parameters. (English) Zbl 1411.60091 Methodol. Comput. Appl. Probab. 21, No. 1, 43-67 (2019). MSC: 60H10 60H30 92D25 PDFBibTeX XMLCite \textit{J. Wu}, Methodol. Comput. Appl. Probab. 21, No. 1, 43--67 (2019; Zbl 1411.60091) Full Text: DOI
Wang, Sheng; Hu, Guixin; Wang, Linshan Stability in distribution of a stochastic competitive Lotka-Volterra system with S-type distributed time delays. (English) Zbl 1411.60090 Methodol. Comput. Appl. Probab. 20, No. 4, 1241-1257 (2018). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{S. Wang} et al., Methodol. Comput. Appl. Probab. 20, No. 4, 1241--1257 (2018; Zbl 1411.60090) Full Text: DOI
Kebaier, Ahmed; Lelong, Jérôme Coupling importance sampling and multilevel Monte Carlo using sample average approximation. (English) Zbl 1394.60018 Methodol. Comput. Appl. Probab. 20, No. 2, 611-641 (2018). MSC: 60F05 60H35 62F12 65C05 PDFBibTeX XMLCite \textit{A. Kebaier} and \textit{J. Lelong}, Methodol. Comput. Appl. Probab. 20, No. 2, 611--641 (2018; Zbl 1394.60018) Full Text: DOI arXiv
Wang, Sheng; Wang, Linshan; Wei, Tengda Optimal harvesting for a stochastic predator-prey model with S-type distributed time delays. (English) Zbl 1391.92043 Methodol. Comput. Appl. Probab. 20, No. 1, 37-68 (2018). MSC: 92D25 60H10 60H30 PDFBibTeX XMLCite \textit{S. Wang} et al., Methodol. Comput. Appl. Probab. 20, No. 1, 37--68 (2018; Zbl 1391.92043) Full Text: DOI
Wang, Sheng; Wang, Linshan; Wei, Tengda Well-posedness and asymptotic behaviors for a predator-prey system with Lévy noise. (English) Zbl 1391.92044 Methodol. Comput. Appl. Probab. 19, No. 3, 715-725 (2017). MSC: 92D25 60H10 60H30 PDFBibTeX XMLCite \textit{S. Wang} et al., Methodol. Comput. Appl. Probab. 19, No. 3, 715--725 (2017; Zbl 1391.92044) Full Text: DOI
Hyndman, Cody B.; Ngou, Polynice Oyono A convolution method for numerical solution of backward stochastic differential equations. (English) Zbl 1360.60109 Methodol. Comput. Appl. Probab. 19, No. 1, 1-29 (2017). MSC: 60H10 60H35 65C30 60H30 91G80 91G60 PDFBibTeX XMLCite \textit{C. B. Hyndman} and \textit{P. O. Ngou}, Methodol. Comput. Appl. Probab. 19, No. 1, 1--29 (2017; Zbl 1360.60109) Full Text: DOI arXiv
Momeya, Romuald Hervé; Morales, Manuel On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model. (English) Zbl 1411.91576 Methodol. Comput. Appl. Probab. 18, No. 1, 107-135 (2016). MSC: 91G20 91G60 60G44 60G51 PDFBibTeX XMLCite \textit{R. H. Momeya} and \textit{M. Morales}, Methodol. Comput. Appl. Probab. 18, No. 1, 107--135 (2016; Zbl 1411.91576) Full Text: DOI
Lv, Jingliang; Wang, Ke; Chen, Dongdong Analysis on a stochastic two-species ratio-dependent predator-prey model. (English) Zbl 1319.60131 Methodol. Comput. Appl. Probab. 17, No. 2, 403-418 (2015). MSC: 60H10 92D25 PDFBibTeX XMLCite \textit{J. Lv} et al., Methodol. Comput. Appl. Probab. 17, No. 2, 403--418 (2015; Zbl 1319.60131) Full Text: DOI
Ramponi, Alessandro Mixture dynamics and regime switching diffusions with application to option pricing. (English) Zbl 1223.60063 Methodol. Comput. Appl. Probab. 13, No. 2, 349-368 (2011). Reviewer: Rainer Klages (London) MSC: 60J60 60J27 65C05 60H30 91G60 PDFBibTeX XMLCite \textit{A. Ramponi}, Methodol. Comput. Appl. Probab. 13, No. 2, 349--368 (2011; Zbl 1223.60063) Full Text: DOI Link