Beyn, Wolf-Jürgen; Kruse, Raphael Numerical analysis of stochastic processes (to appear). (English) Zbl 06865670 De Gruyter Textbook. Berlin: De Gruyter (ISBN 978-3-11-044337-0/pbk). xii, 300 p. (2025). MSC: 65-02 65C50 60-08 PDFBibTeX XMLCite \textit{W.-J. Beyn} and \textit{R. Kruse}, Numerical analysis of stochastic processes (to appear). Berlin: De Gruyter (2025; Zbl 06865670)
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 07824755 Numer. Algorithms 95, No. 4, 1921-1951 (2024). MSC: 65-XX 65C30 60H20 45G10 65M70 60J65 93E24 PDFBibTeX XMLCite \textit{E. Solhi} et al., Numer. Algorithms 95, No. 4, 1921--1951 (2024; Zbl 07824755) Full Text: DOI
Guidotti, Nicolas L.; Acebrón, Juan A.; Monteiro, José A stochastic method for solving time-fractional differential equations. (English) Zbl 07824632 Comput. Math. Appl. 159, 240-253 (2024). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{N. L. Guidotti} et al., Comput. Math. Appl. 159, 240--253 (2024; Zbl 07824632) Full Text: DOI arXiv
Dereziński, Michał; Rebrova, Elizaveta Sharp analysis of sketch-and-project methods via a connection to randomized singular value decomposition. (English) Zbl 07824350 SIAM J. Math. Data Sci. 6, No. 1, 127-153 (2024). MSC: 65F10 68W20 60B20 PDFBibTeX XMLCite \textit{M. Dereziński} and \textit{E. Rebrova}, SIAM J. Math. Data Sci. 6, No. 1, 127--153 (2024; Zbl 07824350) Full Text: DOI arXiv
Blier-Wong, Christopher; Cossette, Hélène; Legros, Sebastien; Marceau, Etienne A new method to construct high-dimensional copulas with Bernoulli and Coxian-2 distributions. (English) Zbl 07823258 J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024). MSC: 62Hxx 60E05 62H20 65C10 PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., J. Multivariate Anal. 201, Article ID 105261, 18 p. (2024; Zbl 07823258) Full Text: DOI arXiv
Wu, Dongxuan; Zhang, Yaru; Xu, Liping; Li, Zhi Strong convergence of Euler-Maruyama schemes for doubly perturbed McKean-Vlasov stochastic differential equations. (English) Zbl 07822394 Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107927, 20 p. (2024). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{D. Wu} et al., Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107927, 20 p. (2024; Zbl 07822394) Full Text: DOI
Chen, Liang; Chen, Yaru; Li, Qiuqi; Zhang, Zhiwen Stochastic domain decomposition based on variable-separation method. (English) Zbl 07822170 Comput. Methods Appl. Mech. Eng. 418, Part A, Article ID 116538, 19 p. (2024). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{L. Chen} et al., Comput. Methods Appl. Mech. Eng. 418, Part A, Article ID 116538, 19 p. (2024; Zbl 07822170) Full Text: DOI arXiv
Xiong, Zhe; Li, Lei; Zhu, Ya-Nan; Zhang, Xiaoqun On the convergence of continuous and discrete unbalanced optimal transport models for 1-Wasserstein distance. (English) Zbl 07821072 SIAM J. Numer. Anal. 62, No. 2, 749-774 (2024). MSC: 65K15 90C08 60A10 PDFBibTeX XMLCite \textit{Z. Xiong} et al., SIAM J. Numer. Anal. 62, No. 2, 749--774 (2024; Zbl 07821072) Full Text: DOI arXiv
Minh-Thang Do; Hoang-Long Ngo; Nhat-An Pho Tamed-adaptive Euler-Maruyama approximation for SDEs with superlinearly growing and piecewise continuous drift, superlinearly growing and locally Hölder continuous diffusion. (English) Zbl 07820044 J. Complexity 82, Article ID 101833, 40 p. (2024). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{Minh-Thang Do} et al., J. Complexity 82, Article ID 101833, 40 p. (2024; Zbl 07820044) Full Text: DOI arXiv
Nguwi, Jiang Yu; Penent, Guillaume; Privault, Nicolas A deep branching solver for fully nonlinear partial differential equations. (English) Zbl 07819059 J. Comput. Phys. 499, Article ID 112712, 14 p. (2024). MSC: 65Mxx 60Hxx 35Kxx PDFBibTeX XMLCite \textit{J. Y. Nguwi} et al., J. Comput. Phys. 499, Article ID 112712, 14 p. (2024; Zbl 07819059) Full Text: DOI arXiv
Bréhier, Charles-Edouard Uniform error bounds for numerical schemes applied to multiscale SDEs in a Wong-Zakai diffusion approximation regime. (English) Zbl 07815421 J. Comput. Dyn. 11, No. 2, 189-219 (2024). MSC: 65C30 60H35 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, J. Comput. Dyn. 11, No. 2, 189--219 (2024; Zbl 07815421) Full Text: DOI arXiv
Pogorui, Anatoliy A.; Rodríguez-Dagnino, Ramón M. Isotropic evolution process with Gauss-distributed particle position in \(\mathbb{R}^d\). (English) Zbl 07815333 J. Math. Sci., New York 279, No. 1, 92-98 (2024); and Ukr. Mat. Visn. 20, No. 4, 577-585 (2023). MSC: 60Dxx 60Kxx 65-XX PDFBibTeX XMLCite \textit{A. A. Pogorui} and \textit{R. M. Rodríguez-Dagnino}, J. Math. Sci., New York 279, No. 1, 92--98 (2024; Zbl 07815333) Full Text: DOI
Lang, Annika; Ljung, Per; Målqvist, Axel Localized orthogonal decomposition for a multiscale parabolic stochastic partial differential equation. (English) Zbl 07813974 Multiscale Model. Simul. 22, No. 1, 204-229 (2024). MSC: 65C30 65M12 65M60 60H35 60H15 65C05 PDFBibTeX XMLCite \textit{A. Lang} et al., Multiscale Model. Simul. 22, No. 1, 204--229 (2024; Zbl 07813974) Full Text: DOI arXiv
Archibald, Richard; Bao, Feng; Cao, Yanzhao; Sun, Hui Numerical analysis for convergence of a sample-wise backpropagation method for training stochastic neural networks. (English) Zbl 07813247 SIAM J. Numer. Anal. 62, No. 2, 593-621 (2024). MSC: 65C20 60H30 PDFBibTeX XMLCite \textit{R. Archibald} et al., SIAM J. Numer. Anal. 62, No. 2, 593--621 (2024; Zbl 07813247) Full Text: DOI
Foster, James M.; dos Reis, Gonçalo; Strange, Calum High order splitting methods for SDEs satisfying a commutativity condition. (English) Zbl 07813244 SIAM J. Numer. Anal. 62, No. 1, 500-532 (2024). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{J. M. Foster} et al., SIAM J. Numer. Anal. 62, No. 1, 500--532 (2024; Zbl 07813244) Full Text: DOI arXiv
Hong, Jialin; Hou, Baohui; Sun, Liying; Zhang, Xiaojing Novel structure-preserving schemes for stochastic Klein-Gordon-Schrödinger equations with additive noise. (English) Zbl 07811329 J. Comput. Phys. 500, Article ID 112740, 20 p. (2024). MSC: 60Hxx 65Mxx 65Cxx PDFBibTeX XMLCite \textit{J. Hong} et al., J. Comput. Phys. 500, Article ID 112740, 20 p. (2024; Zbl 07811329) Full Text: DOI arXiv
Kopperundevi, Sivarajan Almost sure exponential numerical stability of balanced Maruyama with two step approximations of stochastic time delay Hopfield neural networks. (English) Zbl 07811154 Comput. Methods Differ. Equ. 12, No. 1, 136-148 (2024). MSC: 65C30 34K50 60H35 65L06 PDFBibTeX XMLCite \textit{S. Kopperundevi}, Comput. Methods Differ. Equ. 12, No. 1, 136--148 (2024; Zbl 07811154) Full Text: DOI
Liu, Dongdong; Vong, Seak-Weng; Shen, Li Improved uniqueness conditions of solution for multilinear PageRank and its application. (English) Zbl 07808504 Linear Multilinear Algebra 72, No. 2, 203-233 (2024). MSC: 15-04 15A06 15B51 15A69 60J10 65F10 65H10 65C40 PDFBibTeX XMLCite \textit{D. Liu} et al., Linear Multilinear Algebra 72, No. 2, 203--233 (2024; Zbl 07808504) Full Text: DOI
Ulibarrena, Veronica Saz; Horn, Philipp; Zwart, Simon Portegies; Sellentin, Elena; Koren, Barry; Cai, Maxwell X. A hybrid approach for solving the gravitational \(N\)-body problem with artificial neural networks. (English) Zbl 07807998 J. Comput. Phys. 496, Article ID 112596, 17 p. (2024). MSC: 68Txx 65-XX 60Fxx PDFBibTeX XMLCite \textit{V. S. Ulibarrena} et al., J. Comput. Phys. 496, Article ID 112596, 17 p. (2024; Zbl 07807998) Full Text: DOI arXiv
Batlle, Pau; Darcy, Matthieu; Hosseini, Bamdad; Owhadi, Houman Kernel methods are competitive for operator learning. (English) Zbl 07807976 J. Comput. Phys. 496, Article ID 112549, 24 p. (2024). MSC: 65Nxx 65Cxx 60Hxx PDFBibTeX XMLCite \textit{P. Batlle} et al., J. Comput. Phys. 496, Article ID 112549, 24 p. (2024; Zbl 07807976) Full Text: DOI arXiv
Lang, Annika; Motschan-Armen, Ioanna Euler-Maruyama approximations of the stochastic heat equation on the sphere. (English) Zbl 07807505 J. Comput. Dyn. 11, No. 1, 23-42 (2024). MSC: 60H35 65C30 60H15 35R60 33C55 65M70 PDFBibTeX XMLCite \textit{A. Lang} and \textit{I. Motschan-Armen}, J. Comput. Dyn. 11, No. 1, 23--42 (2024; Zbl 07807505) Full Text: DOI arXiv
Parczewski, Peter Optimal pointwise approximation of anticipating SDEs. (English) Zbl 07807488 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730-1743 (2024). MSC: 60H07 65C30 60H10 PDFBibTeX XMLCite \textit{P. Parczewski}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730--1743 (2024; Zbl 07807488) Full Text: DOI arXiv
Kapllani, Lorenc; Teng, Long Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations. (English) Zbl 07807487 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1695-1729 (2024). MSC: 60H35 65C30 68T07 65C20 PDFBibTeX XMLCite \textit{L. Kapllani} and \textit{L. Teng}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1695--1729 (2024; Zbl 07807487) Full Text: DOI arXiv
Clausnitzer, Julian; Kleefeld, Andreas A spectral Galerkin exponential Euler time-stepping scheme for parabolic SPDEs on two-dimensional domains with a \(\mathcal{C}^2\) boundary. (English) Zbl 07807486 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1624-1651 (2024). MSC: 65C30 60H15 35P30 65M38 PDFBibTeX XMLCite \textit{J. Clausnitzer} and \textit{A. Kleefeld}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1624--1651 (2024; Zbl 07807486) Full Text: DOI arXiv
Zheng, Yueyang; Hu, Yaozhong The global maximum principle for optimal control of partially observed stochastic systems driven by fractional Brownian motion. (English) Zbl 07806771 SIAM J. Control Optim. 62, No. 1, 509-538 (2024). MSC: 60G15 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{Y. Zheng} and \textit{Y. Hu}, SIAM J. Control Optim. 62, No. 1, 509--538 (2024; Zbl 07806771) Full Text: DOI arXiv
Albani, Vinicius V. L.; Zubelli, Jorge P. Stochastic transmission in epidemiological models. (English) Zbl 07806704 J. Math. Biol. 88, No. 3, Paper No. 25, 32 p. (2024). MSC: 92D30 60H30 65L10 PDFBibTeX XMLCite \textit{V. V. L. Albani} and \textit{J. P. Zubelli}, J. Math. Biol. 88, No. 3, Paper No. 25, 32 p. (2024; Zbl 07806704) Full Text: DOI
Baccouch, Mahboub An efficient finite difference method for stochastic linear second-order boundary-value problems driven by additive white noises. (English) Zbl 07806680 J. Comput. Math. 42, No. 2, 432-453 (2024). MSC: 65C30 65L12 65L20 60H35 39A50 PDFBibTeX XMLCite \textit{M. Baccouch}, J. Comput. Math. 42, No. 2, 432--453 (2024; Zbl 07806680) Full Text: DOI
Karami, M.; Mohebbian, A.; Razaghian, S.; Namjoo, M.; Aminian, M. Numerical solutions for a class stochastic partial differential equations. (English) Zbl 07806568 J. Mahani Math. Res. Cent. 13, No. 1, 357-382 (2024). MSC: 60H15 65M12 PDFBibTeX XMLCite \textit{M. Karami} et al., J. Mahani Math. Res. Cent. 13, No. 1, 357--382 (2024; Zbl 07806568) Full Text: DOI
Ellinger, Simon Sharp lower error bounds for strong approximation of SDEs with piecewise Lipschitz continuous drift coefficient. (English) Zbl 07805477 J. Complexity 81, Article ID 101822, 29 p. (2024). MSC: 60Hxx 65Cxx 65Lxx PDFBibTeX XMLCite \textit{S. Ellinger}, J. Complexity 81, Article ID 101822, 29 p. (2024; Zbl 07805477) Full Text: DOI arXiv
Tran, Minh-Binh Book review of: D. J. Higham and P. E. Kloeden, An introduction to the numerical simulation of stochastic differential equations. (English) Zbl 07805469 SIAM Rev. 66, No. 1, 200-201 (2024). MSC: 00A17 65-01 60-01 65C30 65C05 PDFBibTeX XMLCite \textit{M.-B. Tran}, SIAM Rev. 66, No. 1, 200--201 (2024; Zbl 07805469) Full Text: DOI
Kim, Kyong-Hui; Kim, Jong-Kuk; Sin, Myong Guk Pricing formula for a barrier call option based on stochastic delay differential equation. (English) Zbl 07803468 Stat. Probab. Lett. 205, Article ID 109943, 11 p. (2024). MSC: 91G20 60H10 34K50 91G60 PDFBibTeX XMLCite \textit{K.-H. Kim} et al., Stat. Probab. Lett. 205, Article ID 109943, 11 p. (2024; Zbl 07803468) Full Text: DOI
Trogdon, Thomas; Zhang, Yiting Computing the Tracy-Widom distribution for arbitrary \(\beta>0\). (English) Zbl 07803228 SIGMA, Symmetry Integrability Geom. Methods Appl. 20, Paper 005, 26 p. (2024). MSC: 65M06 65N06 65N35 65N25 60B20 60H25 60K40 60G15 15B52 35R60 PDFBibTeX XMLCite \textit{T. Trogdon} and \textit{Y. Zhang}, SIGMA, Symmetry Integrability Geom. Methods Appl. 20, Paper 005, 26 p. (2024; Zbl 07803228) Full Text: arXiv Link
Caraballo, Tomas; Chen, Zhang; Li, Lingyu Convergence and approximation of invariant measures for neural field lattice models under noise perturbation. (English) Zbl 07803211 SIAM J. Appl. Dyn. Syst. 23, No. 1, 358-382 (2024). MSC: 60H10 37L40 37L55 PDFBibTeX XMLCite \textit{T. Caraballo} et al., SIAM J. Appl. Dyn. Syst. 23, No. 1, 358--382 (2024; Zbl 07803211) Full Text: DOI
Yang, Xu; Zhao, Weidong Strong convergence of jump-adapted implicit Milstein method for a class of nonlinear jump-diffusion problems. (English) Zbl 07803029 J. Comput. Math. 42, No. 1, 248-270 (2024). MSC: 60H35 65C30 65L20 PDFBibTeX XMLCite \textit{X. Yang} and \textit{W. Zhao}, J. Comput. Math. 42, No. 1, 248--270 (2024; Zbl 07803029) Full Text: DOI
Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong The truncated EM method for jump-diffusion SDDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 07803027 J. Comput. Math. 42, No. 1, 178-216 (2024). MSC: 60H10 60H35 65L20 PDFBibTeX XMLCite \textit{S. Deng} et al., J. Comput. Math. 42, No. 1, 178--216 (2024; Zbl 07803027) Full Text: DOI
Xu, Jiaohui; Caraballo, Tomás; Valero, José Dynamics and large deviations for fractional stochastic partial differential equations with Lévy noise. (English) Zbl 07802043 SIAM J. Math. Anal. 56, No. 1, 1016-1067 (2024). MSC: 35R11 35Q30 35R60 65F08 60H15 65F10 PDFBibTeX XMLCite \textit{J. Xu} et al., SIAM J. Math. Anal. 56, No. 1, 1016--1067 (2024; Zbl 07802043) Full Text: DOI
Blassel, N.; Stoltz, G. Fixing the flux: a dual approach to computing transport coefficients. (English) Zbl 07799946 J. Stat. Phys. 191, No. 2, Paper No. 17, 40 p. (2024). MSC: 82Cxx 60Jxx 82-XX PDFBibTeX XMLCite \textit{N. Blassel} and \textit{G. Stoltz}, J. Stat. Phys. 191, No. 2, Paper No. 17, 40 p. (2024; Zbl 07799946) Full Text: DOI arXiv
Sun, Yongwang; Zhao, Weidong; Zhao, Wenju A generalized finite element \(\theta\)-scheme for backward stochastic partial differential equations and its error estimates. (English) Zbl 07799050 ESAIM, Math. Model. Numer. Anal. 58, No. 1, 23-46 (2024). MSC: 65M60 65C30 65M06 65N30 65M12 65M15 65Y05 60H15 60H35 60J65 35R60 PDFBibTeX XMLCite \textit{Y. Sun} et al., ESAIM, Math. Model. Numer. Anal. 58, No. 1, 23--46 (2024; Zbl 07799050) Full Text: DOI
Zheng, Zhibao; Néron, David; Nackenhorst, Udo A stochastic LATIN method for stochastic and parameterized elastoplastic analysis. (English) Zbl 07796656 Comput. Methods Appl. Mech. Eng. 419, Article ID 116613, 26 p. (2024). MSC: 60-XX 65-XX PDFBibTeX XMLCite \textit{Z. Zheng} et al., Comput. Methods Appl. Mech. Eng. 419, Article ID 116613, 26 p. (2024; Zbl 07796656) Full Text: DOI arXiv
Govindan, T. E. Trotter-Kato approximations of stochastic differential equations in Infinite dimensions and applications (to appear). (English) Zbl 07795968 Cham: Springer (ISBN 978-3-031-42790-9/hbk; 978-3-031-42793-0/pbk; 978-3-031-42791-6/ebook). xx, 317 p. (2024). MSC: 65-01 60-01 65C30 60H15 PDFBibTeX XMLCite \textit{T. E. Govindan}, Trotter-Kato approximations of stochastic differential equations in Infinite dimensions and applications (to appear). Cham: Springer (2024; Zbl 07795968)
Han, Jiequn; Hu, Ruimeng; Long, Jihao Learning high-dimensional McKean-Vlasov forward-backward stochastic differential equations with general distribution dependence. (English) Zbl 07794520 SIAM J. Numer. Anal. 62, No. 1, 1-24 (2024). MSC: 60H35 68T07 65M99 93E20 49N80 68Q25 PDFBibTeX XMLCite \textit{J. Han} et al., SIAM J. Numer. Anal. 62, No. 1, 1--24 (2024; Zbl 07794520) Full Text: DOI arXiv
He, Jie; Gao, Shuaibin; Zhan, Weijun; Guo, Qian An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. (English) Zbl 07793570 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107763, 16 p. (2024). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{J. He} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107763, 16 p. (2024; Zbl 07793570) Full Text: DOI
Armstrong, John; Brigo, Damiano; Hanzon, Bernard Optimal projection filters with information geometry. (English) Zbl 07789565 Inf. Geom. 7, Suppl. 1, 525-540 (2024). MSC: 62M20 93E11 60G35 62B10 58J65 60H10 65D18 58A20 PDFBibTeX XMLCite \textit{J. Armstrong} et al., Inf. Geom. 7, 525--540 (2024; Zbl 07789565) Full Text: DOI OA License
Li, Xiaofei; Lin, Shengqi Asymptotic analysis of the narrow escape problem in general shaped domain with several absorbing necks. (English) Zbl 07787471 J. Phys. A, Math. Theor. 57, No. 1, Article ID 015206, 21 p. (2024). MSC: 60J65 35C20 35B40 65L10 PDFBibTeX XMLCite \textit{X. Li} and \textit{S. Lin}, J. Phys. A, Math. Theor. 57, No. 1, Article ID 015206, 21 p. (2024; Zbl 07787471) Full Text: DOI arXiv
Addario-Berry, Louigi; Beckman, Erin; Lin, Jessica Symmetric cooperative motion in one dimension. (English) Zbl 07785758 Probab. Theory Relat. Fields 188, No. 1-2, 625-666 (2024). MSC: 60F05 60K35 39A12 35K61 35K92 65M12 PDFBibTeX XMLCite \textit{L. Addario-Berry} et al., Probab. Theory Relat. Fields 188, No. 1--2, 625--666 (2024; Zbl 07785758) Full Text: DOI arXiv
Wang, Yibo; Cao, Wanrong Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise. (English) Zbl 07785653 Numer. Algorithms 95, No. 1, 423-450 (2024). MSC: 65C30 26A33 41A25 44A10 60H10 60H35 65L70 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{W. Cao}, Numer. Algorithms 95, No. 1, 423--450 (2024; Zbl 07785653) Full Text: DOI
Nhangumbe, Clarinda; Sousa, Ercília Numerical solutions of an option pricing rainfall weather derivatives model. (English) Zbl 07784325 Comput. Math. Appl. 153, 43-55 (2024). MSC: 91G60 91G20 62P12 60H15 60H35 PDFBibTeX XMLCite \textit{C. Nhangumbe} and \textit{E. Sousa}, Comput. Math. Appl. 153, 43--55 (2024; Zbl 07784325) Full Text: DOI
Alfonsi, Aurélien; Kebaier, Ahmed Approximation of stochastic Volterra equations with kernels of completely monotone type. (English) Zbl 07782515 Math. Comput. 93, No. 346, 643-677 (2024). MSC: 60H35 60G22 91G60 45D05 PDFBibTeX XMLCite \textit{A. Alfonsi} and \textit{A. Kebaier}, Math. Comput. 93, No. 346, 643--677 (2024; Zbl 07782515) Full Text: DOI arXiv
Bréhier, Charles-Edouard; Cohen, David; Giordano, Giuseppe Splitting schemes for FitzHugh-Nagumo stochastic partial differential equations. (English) Zbl 1524.60157 Discrete Contin. Dyn. Syst., Ser. B 29, No. 1, 214-244 (2024). MSC: 60H35 65C30 60H15 92C20 PDFBibTeX XMLCite \textit{C.-E. Bréhier} et al., Discrete Contin. Dyn. Syst., Ser. B 29, No. 1, 214--244 (2024; Zbl 1524.60157) Full Text: DOI arXiv
Wang, Guanjie; Liao, Qifeng Reduced basis stochastic Galerkin methods for partial differential equations with random inputs. (English) Zbl 07764805 Appl. Math. Comput. 463, Article ID 128375, 15 p. (2024). MSC: 60Hxx 65Cxx 65Nxx PDFBibTeX XMLCite \textit{G. Wang} and \textit{Q. Liao}, Appl. Math. Comput. 463, Article ID 128375, 15 p. (2024; Zbl 07764805) Full Text: DOI arXiv
Arezoomandan, Mahdieh; Soheili, Ali R. Finite element approximation of the linearized stochastic Cahn-Hilliard equation with fractional Brownian motion. (English) Zbl 07764061 Math. Comput. Simul. 215, 122-145 (2024). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{M. Arezoomandan} and \textit{A. R. Soheili}, Math. Comput. Simul. 215, 122--145 (2024; Zbl 07764061) Full Text: DOI
Huang, Fenglin; Chen, Yanping; Chen, Yuefen; Sun, Hui Stochastic collocation for optimal control problems with stochastic PDE constraints by meshless techniques. (English) Zbl 07759006 J. Math. Anal. Appl. 530, No. 1, Article ID 127634, 18 p. (2024). MSC: 65Nxx 41Axx 60Hxx PDFBibTeX XMLCite \textit{F. Huang} et al., J. Math. Anal. Appl. 530, No. 1, Article ID 127634, 18 p. (2024; Zbl 07759006) Full Text: DOI
Shi, Hongling; Song, Minghui; Liu, Mingzhu Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments. (English) Zbl 1522.65013 J. Comput. Appl. Math. 438, Article ID 115549, 16 p. (2024). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{H. Shi} et al., J. Comput. Appl. Math. 438, Article ID 115549, 16 p. (2024; Zbl 1522.65013) Full Text: DOI
Cai, Yongmei; Mao, Xuerong; Wei, Fengying An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients. (English) Zbl 1523.60097 J. Comput. Appl. Math. 437, Article ID 115472, 18 p. (2024). MSC: 60H10 65C30 60H35 34F05 92D25 PDFBibTeX XMLCite \textit{Y. Cai} et al., J. Comput. Appl. Math. 437, Article ID 115472, 18 p. (2024; Zbl 1523.60097) Full Text: DOI
Wang, Yibo; Cao, Wanrong Exponential integrator for stochastic strongly damped wave equation based on the Wong-Zakai approximation. (English) Zbl 1526.65048 J. Comput. Appl. Math. 437, Article ID 115459, 26 p. (2024). MSC: 65M60 65M06 65N30 65M70 65N35 65M12 65M15 65C30 60H35 60H15 60H40 35R60 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{W. Cao}, J. Comput. Appl. Math. 437, Article ID 115459, 26 p. (2024; Zbl 1526.65048) Full Text: DOI
Li, Yukun; Vo, Liet; Wang, Guanqian Higher order time discretization method for a class of semilinear stochastic partial differential equations with multiplicative noise. (English) Zbl 1523.60111 J. Comput. Appl. Math. 437, Article ID 115442, 24 p. (2024). MSC: 60H15 60H35 65C30 65M12 65M60 PDFBibTeX XMLCite \textit{Y. Li} et al., J. Comput. Appl. Math. 437, Article ID 115442, 24 p. (2024; Zbl 1523.60111) Full Text: DOI arXiv
Jiang, Yu; Lan, Guangqiang Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations. (English) Zbl 1519.65004 J. Comput. Appl. Math. 436, Article ID 115288, 23 p. (2024). MSC: 65C30 60H10 60H35 65L05 65L20 PDFBibTeX XMLCite \textit{Y. Jiang} and \textit{G. Lan}, J. Comput. Appl. Math. 436, Article ID 115288, 23 p. (2024; Zbl 1519.65004) Full Text: DOI arXiv
Maulen-Soto, Rodrigo; Fadili, Jalal; Attouch, Hedy; Ochs, Peter Stochastic Inertial Dynamics Via Time Scaling and Averaging. arXiv:2403.16775 Preprint, arXiv:2403.16775 [math.OC] (2024). MSC: 37N40 46N10 49M99 65B99 65K05 65K10 90B50 90C25 60H10 49J52 90C53 BibTeX Cite \textit{R. Maulen-Soto} et al., ``Stochastic Inertial Dynamics Via Time Scaling and Averaging'', Preprint, arXiv:2403.16775 [math.OC] (2024) Full Text: arXiv OA License
del Razo, Mauricio J.; Site, Luigi Delle Dynamics of systems with varying number of particles: from Liouville equations to general master equations for open systems. arXiv:2403.14517 Preprint, arXiv:2403.14517 [math-ph] (2024). MSC: 70-XX 82M37 60G07 37Jxx 37N30 65Cxx 65Pxx 37M05 BibTeX Cite \textit{M. J. del Razo} and \textit{L. D. Site}, ``Dynamics of systems with varying number of particles: from Liouville equations to general master equations for open systems'', Preprint, arXiv:2403.14517 [math-ph] (2024) Full Text: arXiv OA License
Jüngel, Ansgar; Schuh, Katharina Long-time behavior for discretization schemes of Fokker-Planck equations via couplings. arXiv:2403.10111 Preprint, arXiv:2403.10111 [math.PR] (2024). MSC: 60J10 60J27 65C40 65J08 65M08 BibTeX Cite \textit{A. Jüngel} and \textit{K. Schuh}, ``Long-time behavior for discretization schemes of Fokker-Planck equations via couplings'', Preprint, arXiv:2403.10111 [math.PR] (2024) Full Text: arXiv OA License
Robinson, Benjamin A.; Szölgyenyi, Michaela Bicausal optimal transport for SDEs with irregular coefficients. arXiv:2403.09941 Preprint, arXiv:2403.09941 [math.PR] (2024). MSC: 60H10 49Q22 65C30 60H35 BibTeX Cite \textit{B. A. Robinson} and \textit{M. Szölgyenyi}, ``Bicausal optimal transport for SDEs with irregular coefficients'', Preprint, arXiv:2403.09941 [math.PR] (2024) Full Text: arXiv OA License
Maulen-Soto, Rodrigo; Fadili, Jalal; Attouch, Hedy Tikhonov Regularization for Stochastic Non-Smooth Convex Optimization in Hilbert Spaces. arXiv:2403.06708 Preprint, arXiv:2403.06708 [math.OC] (2024). MSC: 37N40 46N10 49M99 65B99 65K05 65K10 90C25 60H10 49J52 BibTeX Cite \textit{R. Maulen-Soto} et al., ``Tikhonov Regularization for Stochastic Non-Smooth Convex Optimization in Hilbert Spaces'', Preprint, arXiv:2403.06708 [math.OC] (2024) Full Text: arXiv OA License
Müller-Gronbach, T.; Yaroslavtseva, L. On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. arXiv:2403.00637 Preprint, arXiv:2403.00637 [math.PR] (2024). MSC: 65C30 65C20 60H10 BibTeX Cite \textit{T. Müller-Gronbach} and \textit{L. Yaroslavtseva}, ``On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient'', Preprint, arXiv:2403.00637 [math.PR] (2024) Full Text: arXiv OA License
Kireeva, Anastasia; Tropp, Joel A. Randomized matrix computations: Themes and variations. arXiv:2402.17873 Preprint, arXiv:2402.17873 [math.NA] (2024). MSC: 15-02 60-02 65-02 BibTeX Cite \textit{A. Kireeva} and \textit{J. A. Tropp}, ``Randomized matrix computations: Themes and variations'', Preprint, arXiv:2402.17873 [math.NA] (2024) Full Text: DOI arXiv OA License
Ellinger, Simon; Müller-Gronbach, Thomas; Yaroslavtseva, Larisa On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity. arXiv:2402.13732 Preprint, arXiv:2402.13732 [math.PR] (2024). MSC: 65C30 65C20 60H10 BibTeX Cite \textit{S. Ellinger} et al., ``On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity'', Preprint, arXiv:2402.13732 [math.PR] (2024) Full Text: arXiv OA License
Eberle, Andreas; Lörler, Francis Non-reversible lifts of reversible diffusion processes and relaxation times. arXiv:2402.05041 Preprint, arXiv:2402.05041 [math.PR] (2024). MSC: 60J25 60J60 60J35 60H10 65C40 BibTeX Cite \textit{A. Eberle} and \textit{F. Lörler}, ``Non-reversible lifts of reversible diffusion processes and relaxation times'', Preprint, arXiv:2402.05041 [math.PR] (2024) Full Text: arXiv OA License
Gess, Benjamin; Kassing, Sebastian; Rana, Nimit Stochastic Modified Flows for Riemannian Stochastic Gradient Descent. arXiv:2402.03467 Preprint, arXiv:2402.03467 [cs.LG] (2024). MSC: 62L20 58J65 60J20 65K05 BibTeX Cite \textit{B. Gess} et al., ``Stochastic Modified Flows for Riemannian Stochastic Gradient Descent'', Preprint, arXiv:2402.03467 [cs.LG] (2024) Full Text: arXiv OA License
Eigel, Martin; Miranda, Charles Functional SDE approximation inspired by a deep operator network architecture. arXiv:2402.03028 Preprint, arXiv:2402.03028 [math.NA] (2024). MSC: 65C30 60H10 91G60 60H35 68T07 BibTeX Cite \textit{M. Eigel} and \textit{C. Miranda}, ``Functional SDE approximation inspired by a deep operator network architecture'', Preprint, arXiv:2402.03028 [math.NA] (2024) Full Text: arXiv OA License
Liu, Siwei; Ma, Ke; Goetz, Stephan M. A Robbins–Monro Sequence That Can Exploit Prior Information For Faster Convergence. arXiv:2401.03206 Preprint, arXiv:2401.03206 [cs.LG] (2024). MSC: 62L20 62L05 62L10 60G99 60-08 65B99 65C99 90C15 BibTeX Cite \textit{S. Liu} et al., ``A Robbins--Monro Sequence That Can Exploit Prior Information For Faster Convergence'', Preprint, arXiv:2401.03206 [cs.LG] (2024) Full Text: arXiv OA License
Bossuyt, Ignace; Vandewalle, Stefan; Samaey, Giovanni Micro-macro Parareal, from ODEs to SDEs and back again. arXiv:2401.01798 Preprint, arXiv:2401.01798 [math.NA] (2024). MSC: 65L11 34E13 65C30 68Q10 65C35 60H35 BibTeX Cite \textit{I. Bossuyt} et al., ``Micro-macro Parareal, from ODEs to SDEs and back again'', Preprint, arXiv:2401.01798 [math.NA] (2024) Full Text: arXiv OA License
Kerimkulov, Bekzhan; Šiška, David; Szpruch, Łukasz; Zhang, Yufei Mirror Descent for Stochastic Control Problems with Measure-valued Controls. arXiv:2401.01198 Preprint, arXiv:2401.01198 [math.OC] (2024). MSC: 93E20 49M05 68Q25 60H30 BibTeX Cite \textit{B. Kerimkulov} et al., ``Mirror Descent for Stochastic Control Problems with Measure-valued Controls'', Preprint, arXiv:2401.01198 [math.OC] (2024) Full Text: arXiv OA License
Vasilyev, Sergey A.; Bouatta, Mohamed A.; Kanzitdinov, Shahmurad K.; Tsareva, Galina O. Numerical analysis of shortest queue problem for time-scale queueing system with a small parameter. (English) Zbl 07823939 Dudin, Alexander (ed.) et al., Information technologies and mathematical modelling. Queueing theory and applications. 21st international conference, ITMM 2022, Karshi, Uzbekistan, October 25–29, 2022. Revised selected papers. Cham: Springer. Commun. Comput. Inf. Sci. 1803, 16-28 (2023). MSC: 60K25 68M20 90B22 PDFBibTeX XMLCite \textit{S. A. Vasilyev} et al., Commun. Comput. Inf. Sci. 1803, 16--28 (2023; Zbl 07823939) Full Text: DOI
Bao, Gang Mathematical analysis and numerical methods for inverse scattering problems. (English) Zbl 07822583 Beliaev, Dmitry (ed.) et al., International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6–14, 2022. Volume 7. Sections 15–20. Berlin: European Mathematical Society (EMS). 5034-5055 (2023). MSC: 65N21 65N20 65C05 65H10 65N12 35A01 35R30 35R25 78A46 78A25 78M31 81V45 60H40 35Q60 35R60 PDFBibTeX XMLCite \textit{G. Bao}, in: International congress of mathematicians 2022, ICM 2022, Helsinki, Finland, virtual, July 6--14, 2022. Volume 7. Sections 15--20. Berlin: European Mathematical Society (EMS). 5034--5055 (2023; Zbl 07822583) Full Text: DOI OA License
Fang, Shuixin; Zhao, Weidong ODE-based multistep schemes for backward stochastic differential equations. (English) Zbl 07814777 Numer. Math., Theory Methods Appl. 16, No. 4, 1053-1086 (2023). MSC: 65C30 60H35 65C20 PDFBibTeX XMLCite \textit{S. Fang} and \textit{W. Zhao}, Numer. Math., Theory Methods Appl. 16, No. 4, 1053--1086 (2023; Zbl 07814777) Full Text: DOI
Haghighi, Amir An explicit split-step truncated Milstein method for stochastic differential equations. (English) Zbl 07809625 Comput. Methods Differ. Equ. 11, No. 4, 676-695 (2023). MSC: 65H10 65C30 60H35 PDFBibTeX XMLCite \textit{A. Haghighi}, Comput. Methods Differ. Equ. 11, No. 4, 676--695 (2023; Zbl 07809625) Full Text: DOI
Brehier, Charles-Edouard Approximation of the invariant distribution for a class of ergodic SDEs with one-sided Lipschitz continuous drift coefficient using an explicit tamed Euler scheme. (English) Zbl 07806688 ESAIM, Probab. Stat. 27, 841-866 (2023). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{C.-E. Brehier}, ESAIM, Probab. Stat. 27, 841--866 (2023; Zbl 07806688) Full Text: DOI arXiv
Gerstenberg, Julian; Neininger, Ralph; Spiegel, Denis On solutions of the distributional Bellman equation. (English) Zbl 07804350 Electron. Res. Arch. 31, No. 8, 4459-4483 (2023). MSC: 65C30 65Q10 65C40 68Q32 60G10 60H25 PDFBibTeX XMLCite \textit{J. Gerstenberg} et al., Electron. Res. Arch. 31, No. 8, 4459--4483 (2023; Zbl 07804350) Full Text: DOI arXiv
Flandoli, Franco; Luongo, Eliseo Stochastic partial differential equations in fluid mechanics. (English) Zbl 07803859 Lecture Notes in Mathematics 2330. Singapore: Springer (ISBN 978-981-9903-87-0/pbk; 978-981-9903-85-6/ebook). viii, 199 p. (2023). MSC: 35Q35 35-02 76-02 76D05 76F65 35R60 60H15 35K05 35A01 35A02 PDFBibTeX XMLCite \textit{F. Flandoli} and \textit{E. Luongo}, Stochastic partial differential equations in fluid mechanics. Singapore: Springer (2023; Zbl 07803859) Full Text: DOI
Hardel, Vincent; Hervieux, Paul-Antoine; Manfredi, Giovanni Relaxation to quantum equilibrium and the Born rule in Nelson’s stochastic dynamics. (English) Zbl 07803512 Found. Phys. 53, No. 6, Paper No. 89, 28 p. (2023). MSC: 81Pxx 60Hxx 65Cxx PDFBibTeX XMLCite \textit{V. Hardel} et al., Found. Phys. 53, No. 6, Paper No. 89, 28 p. (2023; Zbl 07803512) Full Text: DOI arXiv
Kuznetsov, Dmitriy Feliksovich A new proof of the expansion of iterated Itô stochastic integrals with respect to the components of a multidimensional Wiener process based on generalized multiple Fourier series and Hermite polynomials. (English) Zbl 07797144 Differ. Uravn. Protsessy Upr. 2023, No. 4, 67-124 (2023). MSC: 60-XX 65-XX PDFBibTeX XMLCite \textit{D. F. Kuznetsov}, Differ. Uravn. Protsessy Upr. 2023, No. 4, 67--124 (2023; Zbl 07797144) Full Text: arXiv Link
Lazari, Alexandru Zero-order Markov processes with multiple final sequences of states. (English) Zbl 07796773 Bul. Acad. Științe Repub. Mold., Mat. 2023, No. 2(102), 110-115 (2023). MSC: 65C40 60J22 90C39 90C40 PDFBibTeX XMLCite \textit{A. Lazari}, Bul. Acad. Științe Repub. Mold., Mat. 2023, No. 2(102), 110--115 (2023; Zbl 07796773) Full Text: DOI
Chen, Chuchu; Hong, Jialin; Ji, Lihai Numerical approximations of stochastic Maxwell equations. Via structure-preserving algorithms. (English) Zbl 07795963 Lecture Notes in Mathematics 2341. Singapore: Springer (ISBN 978-981-99-6685-1/pbk; 978-981-99-6686-8/ebook). xvii, 284 p. (2023). MSC: 65-01 60-01 65C30 60H35 60H15 35Q61 PDFBibTeX XMLCite \textit{C. Chen} et al., Numerical approximations of stochastic Maxwell equations. Via structure-preserving algorithms. Singapore: Springer (2023; Zbl 07795963) Full Text: DOI
Kuznetsov, Dmitriy Feliksovich Mean-square approximation of iterated Ito and Stratonovich stochastic integrals: method of generalized multiple Fourier series. Application to numerical integration of Ito SDEs and semilinear SPDEs. 3rd edition. (English) Zbl 1528.60002 Differ. Uravn. Protsessy Upr. 2023, No. 1, 947 p. (2023). MSC: 60-02 65-02 35Q62 60H05 60H10 65C30 PDFBibTeX XML Full Text: Link
Eftekhari, Tahereh; Rashidinia, Jalil A new hybrid approach for nonlinear stochastic differential equations driven by multifractional Gaussian noise. (English) Zbl 1528.60057 Math. Methods Appl. Sci. 46, No. 12, 13469-13484 (2023). MSC: 60H10 60G22 65L20 PDFBibTeX XMLCite \textit{T. Eftekhari} and \textit{J. Rashidinia}, Math. Methods Appl. Sci. 46, No. 12, 13469--13484 (2023; Zbl 1528.60057) Full Text: DOI
Li, Yao; Yuan, Yaping Sensitivity analysis of quasi-stationary distributions (QSDs) of mass-action systems. (English) Zbl 07787061 SIAM/ASA J. Uncertain. Quantif. 11, 1164-1194 (2023). MSC: 60J28 60J60 65C30 60H35 65C05 PDFBibTeX XMLCite \textit{Y. Li} and \textit{Y. Yuan}, SIAM/ASA J. Uncertain. Quantif. 11, 1164--1194 (2023; Zbl 07787061) Full Text: DOI arXiv
Zheng, Chao Multilevel Monte Carlo simulation for the Heston stochastic volatility model. (English) Zbl 07785127 Adv. Comput. Math. 49, No. 6, Paper No. 81, 37 p. (2023). MSC: 60H35 65C30 91G60 PDFBibTeX XMLCite \textit{C. Zheng}, Adv. Comput. Math. 49, No. 6, Paper No. 81, 37 p. (2023; Zbl 07785127) Full Text: DOI
Torii, André Jacomel; Begnini, Riccelli; Kroetz, Henrique Machado; Matar, Omar Mohamad Ismail; Holdorf Lopez, Rafael; Fleck Fadel Miguel, Leandro Global sensitivity analysis for mathematical models comparison. (English) Zbl 07784396 Comput. Appl. Math. 42, No. 8, Paper No. 345, 17 p. (2023). MSC: 00A71 60-08 62-08 PDFBibTeX XMLCite \textit{A. J. Torii} et al., Comput. Appl. Math. 42, No. 8, Paper No. 345, 17 p. (2023; Zbl 07784396) Full Text: DOI
Gao, Chengfan; Gao, Siping; Hu, Ruimeng; Zhu, Zimu Convergence of the backward deep BSDE method with applications to optimal stopping problems. (English) Zbl 1527.60031 SIAM J. Financ. Math. 14, No. 4, 1290-1303 (2023). MSC: 60G40 60H35 65C30 PDFBibTeX XMLCite \textit{C. Gao} et al., SIAM J. Financ. Math. 14, No. 4, 1290--1303 (2023; Zbl 1527.60031) Full Text: DOI arXiv
Uma, D.; Jafari, H.; Raja Balachandar, S.; Venkatesh, S. G. A mathematical modeling and numerical study for stochastic Fisher-SI model driven by space uniform white noise. (English) Zbl 07783891 Math. Methods Appl. Sci. 46, No. 9, 10886-10902 (2023). MSC: 65C30 60H35 60H15 65C10 60H20 60H35 PDFBibTeX XMLCite \textit{D. Uma} et al., Math. Methods Appl. Sci. 46, No. 9, 10886--10902 (2023; Zbl 07783891) Full Text: DOI
Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong Positivity-preserving truncated Euler-Maruyama method for generalised Ait-Sahalia-type interest model. (English) Zbl 07782835 BIT 63, No. 4, Paper No. 59, 29 p. (2023). Reviewer: Jaromír Antoch (Praha) MSC: 65C30 60H35 60H15 PDFBibTeX XMLCite \textit{S. Deng} et al., BIT 63, No. 4, Paper No. 59, 29 p. (2023; Zbl 07782835) Full Text: DOI
Banks, Jess; Garza-Vargas, Jorge; Kulkarni, Archit; Srivastava, Nikhil Pseudospectral shattering, the sign function, and diagonalization in nearly matrix multiplication time. (English) Zbl 07781553 Found. Comput. Math. 23, No. 6, 1959-2047 (2023). MSC: 65F15 60B20 68Q25 PDFBibTeX XMLCite \textit{J. Banks} et al., Found. Comput. Math. 23, No. 6, 1959--2047 (2023; Zbl 07781553) Full Text: DOI arXiv OA License
Huang, Jianfei; Huo, Zhenyang; Zhang, Jingna; Tang, Yifa An Euler-Maruyama method and its fast implementation for multiterm fractional stochastic differential equations. (English) Zbl 07781263 Math. Methods Appl. Sci. 46, No. 2, 1556-1573 (2023). MSC: 60H10 65C10 PDFBibTeX XMLCite \textit{J. Huang} et al., Math. Methods Appl. Sci. 46, No. 2, 1556--1573 (2023; Zbl 07781263) Full Text: DOI
Ruzayqat, Hamza; Chada, Neil K.; Jasra, Ajay Unbiased estimation using underdamped Langevin dynamics. (English) Zbl 07781030 SIAM J. Sci. Comput. 45, No. 6, A3047-A3070 (2023). MSC: 60J22 65C05 65C40 82C31 62G08 35Q56 PDFBibTeX XMLCite \textit{H. Ruzayqat} et al., SIAM J. Sci. Comput. 45, No. 6, A3047--A3070 (2023; Zbl 07781030) Full Text: DOI arXiv
Jiang, Yanan; Hu, Liangjian; Lv, Can; Lu, Jianqiu Invariant measure of the backward Euler method for stochastic differential equations driven by \(\alpha\)-stable process. (English) Zbl 1527.65004 Math. Methods Appl. Sci. 46, No. 8, 8806-8815 (2023). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{Y. Jiang} et al., Math. Methods Appl. Sci. 46, No. 8, 8806--8815 (2023; Zbl 1527.65004) Full Text: DOI
Feeman, Timothy G. Applied linear algebra and matrix methods. (English) Zbl 07779789 Springer Undergraduate Texts in Mathematics and Technology. Cham: Springer (ISBN 978-3-031-39561-1/hbk; 978-3-031-39564-2/pbk; 978-3-031-39562-8/ebook). xiii, 321 p. (2023). MSC: 15-01 62-01 65-01 60-01 15Axx 00A06 PDFBibTeX XMLCite \textit{T. G. Feeman}, Applied linear algebra and matrix methods. Cham: Springer (2023; Zbl 07779789) Full Text: DOI
Di Nunno, Giulia; Mishura, Yuliya; Yurchenko-Tytarenko, Anton Sandwiched SDEs with unbounded drift driven by Hölder noises. (English) Zbl 07779237 Adv. Appl. Probab. 55, No. 3, 927-964 (2023). MSC: 60H10 60H35 60G22 91G30 PDFBibTeX XMLCite \textit{G. Di Nunno} et al., Adv. Appl. Probab. 55, No. 3, 927--964 (2023; Zbl 07779237) Full Text: DOI arXiv
Cheng, Kai; Zimmermann, Ralf Sliced gradient-enhanced Kriging for high-dimensional function approximation. (English) Zbl 07779191 SIAM J. Sci. Comput. 45, No. 6, A2858-A2885 (2023). Reviewer: Steven B. Damelin (Ann Arbor) MSC: 65D05 60G15 62G08 PDFBibTeX XMLCite \textit{K. Cheng} and \textit{R. Zimmermann}, SIAM J. Sci. Comput. 45, No. 6, A2858--A2885 (2023; Zbl 07779191) Full Text: DOI arXiv
Wang, Li; Zheng, Mengdi; Sun, Juhe; Liu, Hao Research on optimality conditions for SSOCCVI problem. (English) Zbl 1527.60051 Pac. J. Optim. 19, No. 4, 625-643 (2023). MSC: 60H35 65K99 PDFBibTeX XMLCite \textit{L. Wang} et al., Pac. J. Optim. 19, No. 4, 625--643 (2023; Zbl 1527.60051) Full Text: Link
Jornet, Marc Theory and methods for random differential equations: a survey. (English) Zbl 07778310 S\(\vec{\text{e}}\)MA J. 80, No. 4, 549-579 (2023). MSC: 34F05 35R60 60H35 65C30 PDFBibTeX XMLCite \textit{M. Jornet}, S\(\vec{\text{e}}\)MA J. 80, No. 4, 549--579 (2023; Zbl 07778310) Full Text: DOI
Chen, Zhang; Sun, Xiaoxiao; Yang, Dandan Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching. (English) Zbl 07775336 Stochastic Anal. Appl. 41, No. 6, 1155-1190 (2023). MSC: 37L40 37L60 37L55 60H10 60H35 PDFBibTeX XMLCite \textit{Z. Chen} et al., Stochastic Anal. Appl. 41, No. 6, 1155--1190 (2023; Zbl 07775336) Full Text: DOI