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
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
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
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
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
Nasiri, T.; Zakeri, A.; Aminataei, A. A numerical solution for a quasi solution of the time-fractional stochastic backward parabolic equation. (English) Zbl 1527.65088 J. Comput. Appl. Math. 437, Article ID 115441, 20 p. (2024). Reviewer: Abdallah Bradji (Annaba) MSC: 65M32 65M30 65M06 65T60 65K10 65J20 65F22 65M12 65M15 60G22 35A15 41A50 35A01 35A02 35R30 26A33 35R11 35R60 PDFBibTeX XMLCite \textit{T. Nasiri} et al., J. Comput. Appl. Math. 437, Article ID 115441, 20 p. (2024; Zbl 1527.65088) Full Text: DOI
Liang, Hui; Ma, Jingtang; Shi, Zhengguang Rough Heston models with variable vol-of-vol and option pricing. (English) Zbl 07814783 Ann. Appl. Math. 39, No. 2, 206-238 (2023). MSC: 60G22 60G55 65R20 91G20 PDFBibTeX XMLCite \textit{H. Liang} et al., Ann. Appl. Math. 39, No. 2, 206--238 (2023; Zbl 07814783) Full Text: DOI
He, Jie; Gao, Shuaibin; Zhan, Weijun; Guo, Qian Truncated Euler-Maruyama method for stochastic differential equations driven by fractional Brownian motion with super-linear drift coefficient. (English) Zbl 07804199 Int. J. Comput. Math. 100, No. 12, 2184-2195 (2023). MSC: 65C30 PDFBibTeX XMLCite \textit{J. He} et al., Int. J. Comput. Math. 100, No. 12, 2184--2195 (2023; Zbl 07804199) Full Text: DOI
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
Obeidat, Nazek A.; Rawashdeh, Mahmoud S. Theories of tempered fractional calculus applied to tempered fractional Langevin and Vasicek equations. (English) Zbl 07780227 Math. Methods Appl. Sci. 46, No. 8, 8582-8595 (2023). MSC: 35R11 60J65 60J60 65C20 65N35 65C30 PDFBibTeX XMLCite \textit{N. A. Obeidat} and \textit{M. S. Rawashdeh}, Math. Methods Appl. Sci. 46, No. 8, 8582--8595 (2023; Zbl 07780227) Full Text: DOI
Bisewski, Krzysztof; Jasnovidov, Grigori On the speed of convergence of Piterbarg constants. (English) Zbl 07778254 Queueing Syst. 105, No. 1-2, 129-137 (2023). MSC: 60G15 60G70 65C05 PDFBibTeX XMLCite \textit{K. Bisewski} and \textit{G. Jasnovidov}, Queueing Syst. 105, No. 1--2, 129--137 (2023; Zbl 07778254) Full Text: DOI arXiv
Liu, Xinfei; Yang, Xiaoyuan Conforming finite element method for the time-fractional nonlinear stochastic fourth-order reaction diffusion equation. (English) Zbl 07777373 Numer. Methods Partial Differ. Equations 39, No. 5, 3657-3676 (2023). MSC: 65M60 65M06 65N30 65M12 65M15 33E12 60J65 60G55 26A33 35R11 35R60 PDFBibTeX XMLCite \textit{X. Liu} and \textit{X. Yang}, Numer. Methods Partial Differ. Equations 39, No. 5, 3657--3676 (2023; Zbl 07777373) Full Text: DOI
Feng, Jing; Wang, Xiaolong; Liu, Qi; Li, Yongge; Xu, Yong Deep learning-based parameter estimation of stochastic differential equations driven by fractional Brownian motions with measurement noise. (English) Zbl 07759157 Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107589, 16 p. (2023). MSC: 65C30 60G22 60H10 PDFBibTeX XMLCite \textit{J. Feng} et al., Commun. Nonlinear Sci. Numer. Simul. 127, Article ID 107589, 16 p. (2023; Zbl 07759157) 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
Tudor, Ciprian A. The overdamped generalized Langevin equation with Hermite noise. (English) Zbl 1522.60059 Fract. Calc. Appl. Anal. 26, No. 3, 1082-1103 (2023). MSC: 60H15 60H07 65C30 60G22 PDFBibTeX XMLCite \textit{C. A. Tudor}, Fract. Calc. Appl. Anal. 26, No. 3, 1082--1103 (2023; Zbl 1522.60059) Full Text: DOI
Sheng, Changtao; Su, Bihao; Xu, Chenglong Efficient Monte Carlo method for integral fractional Laplacian in multiple dimensions. (English) Zbl 07744118 SIAM J. Numer. Anal. 61, No. 5, 2035-2061 (2023). MSC: 65Cxx 60G22 PDFBibTeX XMLCite \textit{C. Sheng} et al., SIAM J. Numer. Anal. 61, No. 5, 2035--2061 (2023; Zbl 07744118) Full Text: DOI arXiv
Fahim, K.; Hausenblas, E.; Kovács, M. Some approximation results for mild solutions of stochastic fractional order evolution equations driven by Gaussian noise. (English) Zbl 07742934 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 07742934) Full Text: DOI arXiv
Dai, Xinjie; Hong, Jialin; Sheng, Derui; Zhou, Tau Strong error analysis of Euler methods for overdamped generalized Langevin equations with fractional noise: nonlinear case. (English) Zbl 1525.65011 ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1981-2006 (2023). MSC: 65C30 60H35 65C05 60H07 PDFBibTeX XMLCite \textit{X. Dai} et al., ESAIM, Math. Model. Numer. Anal. 57, No. 4, 1981--2006 (2023; Zbl 1525.65011) Full Text: DOI arXiv
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 07735372 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 07735372) Full Text: DOI
Chowdhury, Indranil; Ersland, Olav; Jakobsen, Espen R. On numerical approximations of fractional and nonlocal mean field games. (English) Zbl 1527.35428 Found. Comput. Math. 23, No. 4, 1381-1431 (2023). MSC: 35Q89 35Q84 91A16 47G20 49L12 49L25 45K05 35K61 35F21 65M12 65M22 93B52 93C20 60J65 60G55 26A33 35R11 35R06 PDFBibTeX XMLCite \textit{I. Chowdhury} et al., Found. Comput. Math. 23, No. 4, 1381--1431 (2023; Zbl 1527.35428) Full Text: DOI arXiv
Noupelah, Aurelien Junior; Tambue, Antoine; Woukeng, Jean Louis Strong convergence of a fractional exponential integrator scheme for finite element discretization of time-fractional SPDE driven by fractional and standard Brownian motions. (English) Zbl 07733040 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107371, 25 p. (2023). MSC: 65-XX 37-XX PDFBibTeX XMLCite \textit{A. J. Noupelah} et al., Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107371, 25 p. (2023; Zbl 07733040) Full Text: DOI arXiv
Uma, D.; Balachandar, S. Raja; Venkatesh, S. G.; Balasubramanian, K.; Masetshaba, Mantepu Tshepo Numerical solution of persistent processes-based fractional stochastic differential equations. (English) Zbl 1522.65015 Fractals 31, No. 4, Article ID 2340052, 14 p. (2023). MSC: 65C30 60G22 60H10 60H35 65R20 PDFBibTeX XMLCite \textit{D. Uma} et al., Fractals 31, No. 4, Article ID 2340052, 14 p. (2023; Zbl 1522.65015) Full Text: DOI
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
Jafari, Hossein; Farahani, Hamed An approximate approach to fuzzy stochastic differential equations under sub-fractional Brownian motion. (English) Zbl 1524.60010 Stoch. Dyn. 23, No. 3, Article ID 2350017, 16 p. (2023). MSC: 60A86 60H10 60G22 65C30 PDFBibTeX XMLCite \textit{H. Jafari} and \textit{H. Farahani}, Stoch. Dyn. 23, No. 3, Article ID 2350017, 16 p. (2023; Zbl 1524.60010) Full Text: DOI
Gao, Fei; Liu, Shuaiqiang; Oosterlee, Cornelis W.; Temme, Nico M. Evaluation of integrals with fractional Brownian motion for different Hurst indices. (English) Zbl 1524.60077 Int. J. Comput. Math. 100, No. 4, 847-866 (2023). MSC: 60G22 65D30 91G60 91G20 PDFBibTeX XMLCite \textit{F. Gao} et al., Int. J. Comput. Math. 100, No. 4, 847--866 (2023; Zbl 1524.60077) Full Text: DOI arXiv
Hendy, Ahmed S.; Zaky, Mahmoud A.; Doha, Eid H. On a discrete fractional stochastic Grönwall inequality and its application in the numerical analysis of stochastic FDEs involving a martingale. (English) Zbl 07702451 Int. J. Nonlinear Sci. Numer. Simul. 24, No. 2, 531-537 (2023). MSC: 65C30 60G22 60G42 PDFBibTeX XMLCite \textit{A. S. Hendy} et al., Int. J. Nonlinear Sci. Numer. Simul. 24, No. 2, 531--537 (2023; Zbl 07702451) Full Text: DOI
Li, Shengyue; Cao, Wanrong On spectral Petrov-Galerkin method for solving optimal control problem governed by fractional diffusion equations with fractional noise. (English) Zbl 07698826 J. Sci. Comput. 94, No. 3, Paper No. 62, 31 p. (2023). MSC: 65Nxx 44Axx 26Axx PDFBibTeX XMLCite \textit{S. Li} and \textit{W. Cao}, J. Sci. Comput. 94, No. 3, Paper No. 62, 31 p. (2023; Zbl 07698826) Full Text: DOI
Bayer, Christian; Breneis, Simon Markovian approximations of stochastic Volterra equations with the fractional kernel. (English) Zbl 1518.91311 Quant. Finance 23, No. 1, 53-70 (2023). MSC: 91G60 65C30 60G22 PDFBibTeX XMLCite \textit{C. Bayer} and \textit{S. Breneis}, Quant. Finance 23, No. 1, 53--70 (2023; Zbl 1518.91311) Full Text: DOI arXiv
Gassiat, Paul Weak error rates of numerical schemes for rough volatility. (English) Zbl 1517.91280 SIAM J. Financ. Math. 14, No. 2, 475-496 (2023). MSC: 91G60 65C20 60G22 PDFBibTeX XMLCite \textit{P. Gassiat}, SIAM J. Financ. Math. 14, No. 2, 475--496 (2023; Zbl 1517.91280) Full Text: DOI arXiv
Di Nunno, Giulia; Mishura, Yuliya; Yurchenko-Tytarenko, Anton Drift-implicit Euler scheme for sandwiched processes driven by Hölder noises. (English) Zbl 1522.65011 Numer. Algorithms 93, No. 2, 459-491 (2023). MSC: 65C30 60H10 60H35 60G22 91G30 PDFBibTeX XMLCite \textit{G. Di Nunno} et al., Numer. Algorithms 93, No. 2, 459--491 (2023; Zbl 1522.65011) Full Text: DOI arXiv
Muszkieta, Monika; Janczura, Joanna A compressed sensing approach to interpolation of fractional Brownian trajectories for a single particle tracking experiment. (English) Zbl 1511.94020 Appl. Math. Comput. 446, Article ID 127900, 12 p. (2023). MSC: 94A12 60G22 65C35 PDFBibTeX XMLCite \textit{M. Muszkieta} and \textit{J. Janczura}, Appl. Math. Comput. 446, Article ID 127900, 12 p. (2023; Zbl 1511.94020) Full Text: DOI
Singh, P. K.; Saha Ray, S. Shifted Chebyshev spectral Galerkin method to solve stochastic Itô-Volterra integral equations driven by fractional Brownian motion appearing in mathematical physics. (English) Zbl 07671212 Comput. Appl. Math. 42, No. 3, Paper No. 120, 23 p. (2023). MSC: 65R20 60H30 60H35 45R05 60J65 PDFBibTeX XMLCite \textit{P. K. Singh} and \textit{S. Saha Ray}, Comput. Appl. Math. 42, No. 3, Paper No. 120, 23 p. (2023; Zbl 07671212) Full Text: DOI
Fareed, Aisha F.; Elbarawy, Menna T. M.; Semary, Mourad S. Fractional discrete Temimi-Ansari method with singular and nonsingular operators: applications to electrical circuits. (English) Zbl 07644553 Adv. Contin. Discrete Models 2023, Paper No. 5, 17 p. (2023). MSC: 65C30 65L12 26A33 35R11 PDFBibTeX XMLCite \textit{A. F. Fareed} et al., Adv. Contin. Discrete Models 2023, Paper No. 5, 17 p. (2023; Zbl 07644553) Full Text: DOI
Huang, Chuying; Wang, Xu Strong convergence rate of the Euler scheme for SDEs driven by additive rough fractional noises. (English) Zbl 1502.65006 Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023). MSC: 65C30 60H35 60G22 60H07 60L20 PDFBibTeX XMLCite \textit{C. Huang} and \textit{X. Wang}, Stat. Probab. Lett. 194, Article ID 109742, 10 p. (2023; Zbl 1502.65006) Full Text: DOI arXiv
Maama, Mohamed; Jasra, Ajay; Ombao, Hernando Bayesian parameter inference for partially observed stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1502.62021 Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023). MSC: 62-08 60H15 60G22 65C05 PDFBibTeX XMLCite \textit{M. Maama} et al., Stat. Comput. 33, No. 1, Paper No. 19, 9 p. (2023; Zbl 1502.62021) Full Text: DOI arXiv
Huang, Chuying Optimal convergence rate of modified Milstein scheme for SDEs with rough fractional diffusions. (English) Zbl 1510.60065 J. Differ. Equations 344, 325-351 (2023). MSC: 60H35 65C30 PDFBibTeX XMLCite \textit{C. Huang}, J. Differ. Equations 344, 325--351 (2023; Zbl 1510.60065) Full Text: DOI arXiv
Li, Min; Hu, Yaozhong; Huang, Chengming; Wang, Xiong Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion. (English) Zbl 1499.60193 J. Comput. Appl. Math. 420, Article ID 114804, 24 p. (2023). MSC: 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{M. Li} et al., J. Comput. Appl. Math. 420, Article ID 114804, 24 p. (2023; Zbl 1499.60193) Full Text: DOI arXiv
Bonesini, Ofelia; Jacquier, Antoine \(\mathfrak{X}\)PDE for \(\mathfrak{X} \in \{\mathrm{BS},\mathrm{FBS}, \mathrm{P}\}\): a rough volatility context. arXiv:2309.11183 Preprint, arXiv:2309.11183 [math.PR] (2023). MSC: 60G22 35K10 65C20 91G20 91G60 BibTeX Cite \textit{O. Bonesini} and \textit{A. Jacquier}, ``$\mathfrak{X}$PDE for $\mathfrak{X} \in \{\mathrm{BS},\mathrm{FBS}, \mathrm{P}\}$: a rough volatility context'', Preprint, arXiv:2309.11183 [math.PR] (2023) Full Text: arXiv OA License
Bonesini, Ofelia; Callegaro, Giorgia; Grasselli, Martino; Pagès, Gilles From elephant to goldfish (and back): memory in stochastic Volterra processes. arXiv:2306.02708 Preprint, arXiv:2306.02708 [q-fin.MF] (2023). MSC: 60G22 65C20 91G20 91G60 91G80 BibTeX Cite \textit{O. Bonesini} et al., ``From elephant to goldfish (and back): memory in stochastic Volterra processes'', Preprint, arXiv:2306.02708 [q-fin.MF] (2023) Full Text: arXiv OA License
Kavallaris, Nikos I.; Nikolopoulos, Çhristos V.; Yannacopoulos, Athanasios N. On the impact of noise on quennching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions. arXiv:2305.05946 Preprint, arXiv:2305.05946 [math.PR] (2023). MSC: 60G22 60G65 60H15 35R60 65M06 35A01 60J60 BibTeX Cite \textit{N. I. Kavallaris} et al., ``On the impact of noise on quennching for a nonlocal diffusion model driven by a mixture of Brownian and fractional Brownian motions'', Preprint, arXiv:2305.05946 [math.PR] (2023) Full Text: arXiv OA License
Jacquier, Antoine; Zuric, Zan Random neural networks for rough volatility. arXiv:2305.01035 Preprint, arXiv:2305.01035 [q-fin.PR] (2023). MSC: 60G22 35K10 65C20 68T07 91G60 BibTeX Cite \textit{A. Jacquier} and \textit{Z. Zuric}, ``Random neural networks for rough volatility'', Preprint, arXiv:2305.01035 [q-fin.PR] (2023) Full Text: arXiv OA License
Bonesini, Ofelia; Jacquier, Antoine; Pannier, Alexandre Rough volatility, path-dependent PDEs and weak rates of convergence. arXiv:2304.03042 Preprint, arXiv:2304.03042 [math.PR] (2023). MSC: 60G22 35K10 65C20 91G20 91G60 BibTeX Cite \textit{O. Bonesini} et al., ``Rough volatility, path-dependent PDEs and weak rates of convergence'', Preprint, arXiv:2304.03042 [math.PR] (2023) Full Text: arXiv OA License
Goudenège, Ludovic; Haress, El Mehdi; Richard, Alexandre Numerical approximation of SDEs with fractional noise and distributional drift. arXiv:2302.11455 Preprint, arXiv:2302.11455 [math.PR] (2023). MSC: 60H10 65C30 60G22 60H50 34A06 BibTeX Cite \textit{L. Goudenège} et al., ``Numerical approximation of SDEs with fractional noise and distributional drift'', Preprint, arXiv:2302.11455 [math.PR] (2023) Full Text: arXiv OA License
Mirzaee, Farshid; Rezaei, Shadi; Samadyar, Nasrin Solution of time-fractional stochastic nonlinear sine-Gordon equation via finite difference and meshfree techniques. (English) Zbl 07780602 Math. Methods Appl. Sci. 45, No. 7, 3426-3438 (2022). MSC: 65M06 65N35 65D12 60H15 60G22 60J65 26A33 35R11 35R60 35Q53 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., Math. Methods Appl. Sci. 45, No. 7, 3426--3438 (2022; Zbl 07780602) Full Text: DOI
Khudhair, Hatim K.; Zhang, Yanzhi; Fukawa, Nobuyuki Pattern selection in the Schnakenberg equations: from normal to anomalous diffusion. (English) Zbl 07779681 Numer. Methods Partial Differ. Equations 38, No. 6, 1843-1860 (2022). MSC: 65M70 65M06 65N35 80A30 60K50 60J65 35B35 35B32 35B36 35J05 26A33 35R11 PDFBibTeX XMLCite \textit{H. K. Khudhair} et al., Numer. Methods Partial Differ. Equations 38, No. 6, 1843--1860 (2022; Zbl 07779681) Full Text: DOI arXiv
Li, Yajing; Wang, Yejuan; Deng, Weihua; Nie, Daxin Galerkin finite element approximation for semilinear stochastic time-tempered fractional wave equations with multiplicative Gaussian noise and additive fractional Gaussian noise. (English) Zbl 1524.35704 Numer. Math., Theory Methods Appl. 15, No. 4, 1063-1098 (2022). MSC: 35R11 60H15 65M12 65M60 60G22 PDFBibTeX XMLCite \textit{Y. Li} et al., Numer. Math., Theory Methods Appl. 15, No. 4, 1063--1098 (2022; Zbl 1524.35704) Full Text: DOI arXiv
Sepehrian, B.; Shamohammadi, Z. Solution of the Liouville-Caputo time- and Riesz space-fractional Fokker-Planck equation via radial basis functions. (English) Zbl 1508.65146 Asian-Eur. J. Math. 15, No. 11, Article ID 2250195, 20 p. (2022). MSC: 65M70 65M06 65N35 65D12 35G16 60J65 26A33 35R11 35Q84 PDFBibTeX XMLCite \textit{B. Sepehrian} and \textit{Z. Shamohammadi}, Asian-Eur. J. Math. 15, No. 11, Article ID 2250195, 20 p. (2022; Zbl 1508.65146) Full Text: DOI
Rahimkhani, P.; Ordokhani, Y. Chelyshkov least squares support vector regression for nonlinear stochastic differential equations by variable fractional Brownian motion. (English) Zbl 1507.65034 Chaos Solitons Fractals 163, Article ID 112570, 12 p. (2022). MSC: 65C30 60H10 60G22 65R20 65L60 PDFBibTeX XMLCite \textit{P. Rahimkhani} and \textit{Y. Ordokhani}, Chaos Solitons Fractals 163, Article ID 112570, 12 p. (2022; Zbl 1507.65034) Full Text: DOI
Xu, Jiaohui; Caraballo, Tomás Well-posedness of stochastic time fractional 2D-Stokes models with finite and infinite delay. (English) Zbl 1505.35291 Electron. J. Differ. Equ. 2022, Paper No. 86, 29 p. (2022). MSC: 35Q30 35B65 35A01 35A02 33E12 60J65 60G22 60H15 65F08 65F10 26A33 35R11 35R07 35R60 PDFBibTeX XMLCite \textit{J. Xu} and \textit{T. Caraballo}, Electron. J. Differ. Equ. 2022, Paper No. 86, 29 p. (2022; Zbl 1505.35291) Full Text: Link
Yang, Zhiwei Numerical approximation and error analysis for Caputo-Hadamard fractional stochastic differential equations. (English) Zbl 1506.65176 Z. Angew. Math. Phys. 73, No. 6, Paper No. 253, 15 p. (2022). Reviewer: Piotr Biler (Wrocław) MSC: 65M75 65C30 60H35 60J65 35B65 35B35 34A08 26A33 35R11 35R60 PDFBibTeX XMLCite \textit{Z. Yang}, Z. Angew. Math. Phys. 73, No. 6, Paper No. 253, 15 p. (2022; Zbl 1506.65176) Full Text: DOI
He, Yue Stochastic processes with applications in physics and insurance. (Abstract of thesis). (English) Zbl 1502.60065 Bull. Aust. Math. Soc. 106, No. 3, 513-517 (2022). MSC: 60G51 60G22 60K50 65M15 91G05 PDFBibTeX XMLCite \textit{Y. He}, Bull. Aust. Math. Soc. 106, No. 3, 513--517 (2022; Zbl 1502.60065) Full Text: DOI
Feng, Xiaoli; Zhao, Lizhi The backward problem of stochastic convection-diffusion equation. (English) Zbl 1501.35455 Bull. Malays. Math. Sci. Soc. (2) 45, No. 6, 3535-3560 (2022). MSC: 35R30 35K20 35R60 60G22 65M32 PDFBibTeX XMLCite \textit{X. Feng} and \textit{L. Zhao}, Bull. Malays. Math. Sci. Soc. (2) 45, No. 6, 3535--3560 (2022; Zbl 1501.35455) Full Text: DOI
Jiang, Qianqian; Dai, Wanyang Reflecting time-space Gaussian random field on compact Riemannian manifold and excursion probability. (English) Zbl 1498.60141 Stochastics 94, No. 6, 865-890 (2022). MSC: 60G15 60G60 58D20 65C35 PDFBibTeX XMLCite \textit{Q. Jiang} and \textit{W. Dai}, Stochastics 94, No. 6, 865--890 (2022; Zbl 1498.60141) Full Text: DOI
Vasylyk, V. B.; Gavrilyuk, I. P.; Makarov, V. L. Exponentially convergent method for the approximation of a differential equation with fractional derivative and unbounded operator coefficient in a Banach space. (English. Ukrainian original) Zbl 1500.65090 Ukr. Math. J. 74, No. 2, 171-185 (2022); translation from Ukr. Mat. Zh. 74, No. 2, 151-163 (2022). MSC: 65M99 65J08 60J65 35K05 35B45 26A33 35R11 PDFBibTeX XMLCite \textit{V. B. Vasylyk} et al., Ukr. Math. J. 74, No. 2, 171--185 (2022; Zbl 1500.65090); translation from Ukr. Mat. Zh. 74, No. 2, 151--163 (2022) Full Text: DOI
Nualart, David; Sönmez, Ercan Regularization of differential equations by two fractional noises. (English) Zbl 1505.60064 Stoch. Dyn. 22, No. 6, Article ID 2250029, 19 p. (2022). Reviewer: Lucio Galeati (Lausanne) MSC: 60H10 65C30 PDFBibTeX XMLCite \textit{D. Nualart} and \textit{E. Sönmez}, Stoch. Dyn. 22, No. 6, Article ID 2250029, 19 p. (2022; Zbl 1505.60064) Full Text: DOI arXiv
Deya, Aurélien; Marty, Renaud A full discretization of the rough fractional linear heat equation. (English) Zbl 07596280 Electron. J. Probab. 27, Paper No. 122, 41 p. (2022). MSC: 65-XX 35K05 35R60 35R11 60H15 60G22 60H35 PDFBibTeX XMLCite \textit{A. Deya} and \textit{R. Marty}, Electron. J. Probab. 27, Paper No. 122, 41 p. (2022; Zbl 07596280) Full Text: DOI arXiv Link
Shi, Jiankang; Chen, Minghua; Yan, Yubin; Cao, Jianxiong Correction of high-order \(L_k\) approximation for subdiffusion. (English) Zbl 1497.65195 J. Sci. Comput. 93, No. 1, Paper No. 31, 27 p. (2022). MSC: 65M70 65M06 65N35 65M15 65D32 60J65 26A33 35R11 PDFBibTeX XMLCite \textit{J. Shi} et al., J. Sci. Comput. 93, No. 1, Paper No. 31, 27 p. (2022; Zbl 1497.65195) Full Text: DOI arXiv
He, Jie; Guo, Qian An explicit method for the self-interacting diffusion driven by fractional Brownian motion under global Lipschitz conditions. (English) Zbl 1497.65124 Appl. Math. Lett. 134, Article ID 108379, 6 p. (2022). MSC: 65M06 65M12 60G22 60J70 35R60 PDFBibTeX XMLCite \textit{J. He} and \textit{Q. Guo}, Appl. Math. Lett. 134, Article ID 108379, 6 p. (2022; Zbl 1497.65124) Full Text: DOI
Gao, Xiangyu; Wang, Jianqiao; Wang, Yanxia; Yang, Hongfu The truncated Euler-Maruyama method for CIR model driven by fractional Brownian motion. (English) Zbl 1498.60287 Stat. Probab. Lett. 189, Article ID 109573, 12 p. (2022). MSC: 60H35 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{X. Gao} et al., Stat. Probab. Lett. 189, Article ID 109573, 12 p. (2022; Zbl 1498.60287) Full Text: DOI
Khieu, Tran Thi; Vo, Hoang-Hung Stability results for backward nonlinear diffusion equations with temporal coupling operator of local and nonlocal type. (English) Zbl 1498.65148 SIAM J. Numer. Anal. 60, No. 4, 1665-1700 (2022). Reviewer: Christian Clason (Graz) MSC: 65M30 65M32 65T50 65M06 65N06 60J65 47J06 35R25 35R30 26A33 35R11 92D25 PDFBibTeX XMLCite \textit{T. T. Khieu} and \textit{H.-H. Vo}, SIAM J. Numer. Anal. 60, No. 4, 1665--1700 (2022; Zbl 1498.65148) Full Text: DOI
Eftekhari, Tahereh; Rashidinia, Jalil A novel and efficient operational matrix for solving nonlinear stochastic differential equations driven by multi-fractional Gaussian noise. (English) Zbl 1510.60064 Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022). MSC: 60H35 65G99 PDFBibTeX XMLCite \textit{T. Eftekhari} and \textit{J. Rashidinia}, Appl. Math. Comput. 429, Article ID 127218, 14 p. (2022; Zbl 1510.60064) Full Text: DOI
Mahmoudi, Fatemeh; Tahmasebi, Mahdieh The convergence of exponential Euler method for weighted fractional stochastic equations. (English) Zbl 1499.65018 Comput. Methods Differ. Equ. 10, No. 2, 538-548 (2022). MSC: 65C30 60H05 60H07 60G22 PDFBibTeX XMLCite \textit{F. Mahmoudi} and \textit{M. Tahmasebi}, Comput. Methods Differ. Equ. 10, No. 2, 538--548 (2022; Zbl 1499.65018) Full Text: DOI
Aryani, Elnaz; Babaei, Afshin; Valinejad, Ali A numerical technique for solving nonlinear fractional stochastic integro-differential equations with \(n\)-dimensional Wiener process. (English) Zbl 1499.65736 Comput. Methods Differ. Equ. 10, No. 1, 61-76 (2022). MSC: 65R20 65C30 60G22 26A33 45J05 PDFBibTeX XMLCite \textit{E. Aryani} et al., Comput. Methods Differ. Equ. 10, No. 1, 61--76 (2022; Zbl 1499.65736) Full Text: DOI
Farhadi, Afshin; Hanert, Emmanuel A fractional diffusion model of CD\(8^+\) T cells response to parasitic infection in the brain. (English) Zbl 1492.35362 Math. Model. Nat. Phenom. 17, Paper No. 3, 21 p. (2022). MSC: 35Q92 92D30 92C37 82C41 60K50 60J65 35K57 65M60 92-08 26A33 35R11 PDFBibTeX XMLCite \textit{A. Farhadi} and \textit{E. Hanert}, Math. Model. Nat. Phenom. 17, Paper No. 3, 21 p. (2022; Zbl 1492.35362) Full Text: DOI
Cao, Wanrong; Hao, Zhaopeng; Zhang, Zhongqiang Optimal strong convergence of finite element methods for one-dimensional stochastic elliptic equations with fractional noise. (English) Zbl 1496.65208 J. Sci. Comput. 91, No. 1, Paper No. 1, 23 p. (2022). MSC: 65N30 60H10 60H35 60H40 60G22 35J61 35B65 41A25 65L60 65L70 35R60 PDFBibTeX XMLCite \textit{W. Cao} et al., J. Sci. Comput. 91, No. 1, Paper No. 1, 23 p. (2022; Zbl 1496.65208) Full Text: DOI
Feng, Xiaoli; Zhao, Meixia; Li, Peijun; Wang, Xu An inverse source problem for the stochastic wave equation. (English) Zbl 1484.35409 Inverse Probl. Imaging 16, No. 2, 397-415 (2022). MSC: 35R30 35R60 65M32 PDFBibTeX XMLCite \textit{X. Feng} et al., Inverse Probl. Imaging 16, No. 2, 397--415 (2022; Zbl 1484.35409) Full Text: DOI arXiv
Wang, Mengjie; Dai, Xinjie; Xiao, Aiguo Optimal convergence rate of \(\theta\)-Maruyama method for stochastic Volterra integro-differential equations with Riemann-Liouville fractional Brownian motion. (English) Zbl 1499.65024 Adv. Appl. Math. Mech. 14, No. 1, 202-217 (2022). MSC: 65C30 45R05 45D05 60G22 60H20 60H35 65R20 65L20 PDFBibTeX XMLCite \textit{M. Wang} et al., Adv. Appl. Math. Mech. 14, No. 1, 202--217 (2022; Zbl 1499.65024) Full Text: DOI
Bréhier, Charles-Edouard Asymptotic preserving schemes for SDEs driven by fractional Brownian motion in the averaging regime. (English) Zbl 1490.60207 J. Math. Anal. Appl. 509, No. 1, Article ID 125940, 20 p. (2022). MSC: 60H35 60G22 60H10 65C20 65C30 PDFBibTeX XMLCite \textit{C.-E. Bréhier}, J. Math. Anal. Appl. 509, No. 1, Article ID 125940, 20 p. (2022; Zbl 1490.60207) Full Text: DOI arXiv
Mirzaee, Farshid; Rezaei, Shadi; Samadyar, Nasrin Application of combination schemes based on radial basis functions and finite difference to solve stochastic coupled nonlinear time fractional sine-Gordon equations. (English) Zbl 1499.35744 Comput. Appl. Math. 41, No. 1, Paper No. 10, 16 p. (2022). MSC: 35R60 60H15 26A33 65M06 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., Comput. Appl. Math. 41, No. 1, Paper No. 10, 16 p. (2022; Zbl 1499.35744) Full Text: DOI
Mahmoudi, Fatemeh; Tahmasebi, Mahdieh The convergence of a numerical scheme for additive fractional stochastic delay equations with \(H>\frac 12\). (English) Zbl 07431702 Math. Comput. Simul. 191, 219-231 (2022). MSC: 65-XX 60-XX PDFBibTeX XMLCite \textit{F. Mahmoudi} and \textit{M. Tahmasebi}, Math. Comput. Simul. 191, 219--231 (2022; Zbl 07431702) Full Text: DOI
Gao, Wei; Veeresha, Pundikala; Prakasha, Doddabhadrappla Gowda; Baskonus, Haci Mehmet New numerical simulation for fractional Benney-Lin equation arising in falling film problems using two novel techniques. (English) Zbl 07777696 Numer. Methods Partial Differ. Equations 37, No. 1, 210-243 (2021). MSC: 65M99 44A10 60J65 33E12 76A20 35R60 35Q35 PDFBibTeX XMLCite \textit{W. Gao} et al., Numer. Methods Partial Differ. Equations 37, No. 1, 210--243 (2021; Zbl 07777696) Full Text: DOI
Wang, Qingbo; Shen, Guangjun; Gao, Zhenlong Least squares estimator for Ornstein-Uhlenbeck processes driven by small fractional Lévy noises. (English) Zbl 07530939 Commun. Stat., Theory Methods 50, No. 8, 1838-1855 (2021). MSC: 60G18 60G22 65C30 93E24 62-XX PDFBibTeX XMLCite \textit{Q. Wang} et al., Commun. Stat., Theory Methods 50, No. 8, 1838--1855 (2021; Zbl 07530939) Full Text: DOI
Hong, Jialin; Huang, Chuying; Wang, Xu Optimal rate of convergence for two classes of schemes to stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1509.65003 IMA J. Numer. Anal. 41, No. 2, 1608-1638 (2021). MSC: 65C30 65L06 60H35 60G22 PDFBibTeX XMLCite \textit{J. Hong} et al., IMA J. Numer. Anal. 41, No. 2, 1608--1638 (2021; Zbl 1509.65003) Full Text: DOI arXiv
Aryani, Elnaz; Babaei, Afshin; Valinejad, Ali An accurate approach based on modified hat functions for solving a system of fractional stochastic integro-differential equations. (English) Zbl 1492.60199 J. Math. Ext. 15, No. 5, Paper No. 2, 28 p. (2021). MSC: 60H20 45J05 65C30 PDFBibTeX XMLCite \textit{E. Aryani} et al., J. Math. Ext. 15, No. 5, Paper No. 2, 28 p. (2021; Zbl 1492.60199)
Wang, Wei; Cai, Guanghui; Tao, Xiangxing Pricing geometric Asian power options in the sub-fractional Brownian motion environment. (English) Zbl 1494.91164 Chaos Solitons Fractals 145, Article ID 110754, 6 p. (2021). MSC: 91G20 91G60 65C05 PDFBibTeX XMLCite \textit{W. Wang} et al., Chaos Solitons Fractals 145, Article ID 110754, 6 p. (2021; Zbl 1494.91164) Full Text: DOI
Nuugulu, Samuel M.; Gideon, Frednard; Patidar, Kailash C. A robust numerical scheme for a time-fractional Black-Scholes partial differential equation describing stock exchange dynamics. (English) Zbl 1498.91497 Chaos Solitons Fractals 145, Article ID 110753, 17 p. (2021). MSC: 91G60 65M06 35R11 60G22 65M12 91G20 PDFBibTeX XMLCite \textit{S. M. Nuugulu} et al., Chaos Solitons Fractals 145, Article ID 110753, 17 p. (2021; Zbl 1498.91497) Full Text: DOI
Butkovsky, Oleg; Dareiotis, Konstantinos; Gerencsér, Máté Approximation of SDEs: a stochastic sewing approach. (English) Zbl 1490.60211 Probab. Theory Relat. Fields 181, No. 4, 975-1034 (2021). MSC: 60H50 60H10 65C30 PDFBibTeX XMLCite \textit{O. Butkovsky} et al., Probab. Theory Relat. Fields 181, No. 4, 975--1034 (2021; Zbl 1490.60211) Full Text: DOI arXiv
Muszkieta, Monika; Janczura, Joanna; Weron, Aleksander Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach. (English) Zbl 1508.62211 Appl. Math. Comput. 396, Article ID 125902, 17 p. (2021). MSC: 62M09 60G22 65C35 PDFBibTeX XMLCite \textit{M. Muszkieta} et al., Appl. Math. Comput. 396, Article ID 125902, 17 p. (2021; Zbl 1508.62211) Full Text: DOI
Dhesi, Gurjeet; Shakeel, Bilal; Ausloos, Marcel Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach. (English) Zbl 1477.62287 Ann. Oper. Res. 299, No. 1-2, 1397-1410 (2021). MSC: 62P05 62M10 62M20 65C20 60G22 PDFBibTeX XMLCite \textit{G. Dhesi} et al., Ann. Oper. Res. 299, No. 1--2, 1397--1410 (2021; Zbl 1477.62287) Full Text: DOI
Vogrinc, Jure; Kendall, Wilfrid S. Counterexamples for optimal scaling of Metropolis-Hastings chains with rough target densities. (English) Zbl 1476.60125 Ann. Appl. Probab. 31, No. 2, 972-1019 (2021). MSC: 60J22 60F05 65C05 60G22 PDFBibTeX XMLCite \textit{J. Vogrinc} and \textit{W. S. Kendall}, Ann. Appl. Probab. 31, No. 2, 972--1019 (2021; Zbl 1476.60125) Full Text: DOI arXiv Link
Hu, Yaozhong; Liu, Yanghui; Nualart, David Crank-Nicolson scheme for stochastic differential equations driven by fractional Brownian motions. (English) Zbl 1476.60075 Ann. Appl. Probab. 31, No. 1, 39-83 (2021). MSC: 60G22 60H10 60H35 65C30 PDFBibTeX XMLCite \textit{Y. Hu} et al., Ann. Appl. Probab. 31, No. 1, 39--83 (2021; Zbl 1476.60075) Full Text: arXiv Link
Hao, Zhaopeng; Zhang, Zhongqiang Numerical approximation of optimal convergence for fractional elliptic equations with additive fractional Gaussian noise. (English) Zbl 1503.65304 SIAM/ASA J. Uncertain. Quantif. 9, 1013-1033 (2021). Reviewer: Wenlin Qiu (Changsha) MSC: 65N35 65M70 65M60 65M12 65M15 35A01 35A02 35B65 60G22 60J65 60H50 41A25 26A33 35R11 PDFBibTeX XMLCite \textit{Z. Hao} and \textit{Z. Zhang}, SIAM/ASA J. Uncertain. Quantif. 9, 1013--1033 (2021; Zbl 1503.65304) Full Text: DOI
Noupelah, Aurelien; Tambue, Antoine Optimal strong convergence rates of some Euler-type timestepping schemes for the finite element discretization SPDEs driven by additive fractional Brownian motion and Poisson random measure. (English) Zbl 1489.65016 Numer. Algorithms 88, No. 1, 315-363 (2021). MSC: 65C30 60H15 74S05 74S60 PDFBibTeX XMLCite \textit{A. Noupelah} and \textit{A. Tambue}, Numer. Algorithms 88, No. 1, 315--363 (2021; Zbl 1489.65016) Full Text: DOI arXiv
Du, Rui-lian; Sun, Zhi-zhong Temporal second-order difference methods for solving multi-term time fractional mixed diffusion and wave equations. (English) Zbl 1496.65111 Numer. Algorithms 88, No. 1, 191-226 (2021). MSC: 65M06 65N06 65M12 35B65 60J65 26A33 35R11 PDFBibTeX XMLCite \textit{R.-l. Du} and \textit{Z.-z. Sun}, Numer. Algorithms 88, No. 1, 191--226 (2021; Zbl 1496.65111) Full Text: DOI
Abedini, Nazanin; Foroush Bastani, Ali; Zohouri Zangeneh, Bijan A Petrov-Galerkin finite element method using polyfractonomials to solve stochastic fractional differential equations. (English) Zbl 1480.65245 Appl. Numer. Math. 169, 64-86 (2021). MSC: 65M60 65M70 60H30 60G22 60G15 60H50 26A33 35R11 35R30 35R60 PDFBibTeX XMLCite \textit{N. Abedini} et al., Appl. Numer. Math. 169, 64--86 (2021; Zbl 1480.65245) Full Text: DOI
Chen, Yi; Dong, Jing; Ni, Hao \(\epsilon\)-strong simulation of fractional Brownian motion and related stochastic differential equations. (English) Zbl 07371743 Math. Oper. Res. 46, No. 2, 559-594 (2021). MSC: 65C05 60G22 PDFBibTeX XMLCite \textit{Y. Chen} et al., Math. Oper. Res. 46, No. 2, 559--594 (2021; Zbl 07371743) Full Text: DOI arXiv Link
Cai, Chunhao; Xiao, Weilin Simulation of an integro-differential equation and application in estimation of ruin probability with mixed fractional Brownian motion. (English) Zbl 1504.65010 J. Integral Equations Appl. 33, No. 1, 1-17 (2021). MSC: 65C30 35R09 45K05 60G15 60G44 60G22 65R20 PDFBibTeX XMLCite \textit{C. Cai} and \textit{W. Xiao}, J. Integral Equations Appl. 33, No. 1, 1--17 (2021; Zbl 1504.65010) Full Text: DOI arXiv
Jamshidi, Nahid; Kamrani, Minoo Convergence of a numerical scheme associated to stochastic differential equations with fractional Brownian motion. (English) Zbl 1467.65002 Appl. Numer. Math. 167, 108-118 (2021). MSC: 65C30 60H10 60G22 PDFBibTeX XMLCite \textit{N. Jamshidi} and \textit{M. Kamrani}, Appl. Numer. Math. 167, 108--118 (2021; Zbl 1467.65002) Full Text: DOI
Harms, Philipp Strong convergence rates for Markovian representations of fractional processes. (English) Zbl 1462.60050 Discrete Contin. Dyn. Syst., Ser. B 26, No. 10, 5567-5579 (2021). MSC: 60G22 60G15 65C05 91G60 PDFBibTeX XMLCite \textit{P. Harms}, Discrete Contin. Dyn. Syst., Ser. B 26, No. 10, 5567--5579 (2021; Zbl 1462.60050) Full Text: DOI arXiv
Bartmanski, Bartosz J.; Baker, Ruth E. Effects of different discretisations of the Laplacian upon stochastic simulations of reaction-diffusion systems on both static and growing domains. (English) Zbl 1476.65162 J. Comput. Appl. Math. 395, Article ID 113570, 24 p. (2021). Reviewer: Bülent Karasözen (Ankara) MSC: 65M06 65M08 65M60 65M75 65C35 35B36 35K05 35K57 60J76 60J74 60J65 92C15 35Q84 35Q79 35R11 26A33 PDFBibTeX XMLCite \textit{B. J. Bartmanski} and \textit{R. E. Baker}, J. Comput. Appl. Math. 395, Article ID 113570, 24 p. (2021; Zbl 1476.65162) Full Text: DOI arXiv
Mirzaee, Farshid; Rezaei, Shadi; Samadyar, Nasrin Numerical solution of two-dimensional stochastic time-fractional Sine-Gordon equation on non-rectangular domains using finite difference and meshfree methods. (English) Zbl 1464.65150 Eng. Anal. Bound. Elem. 127, 53-63 (2021). MSC: 65M70 35R11 60H15 65D12 65M75 PDFBibTeX XMLCite \textit{F. Mirzaee} et al., Eng. Anal. Bound. Elem. 127, 53--63 (2021; Zbl 1464.65150) Full Text: DOI
Gong, Yuxuan; Li, Peijun; Wang, Xu; Xu, Xiang Numerical solution of an inverse random source problem for the time fractional diffusion equation via PhaseLift. (English) Zbl 1475.35432 Inverse Probl. 37, No. 4, Article ID 045001, 23 p. (2021). Reviewer: Robert Plato (Siegen) MSC: 35R60 26A33 35A01 35A02 35R11 35R30 35R25 49M37 60G60 60H40 60J65 65M30 65M32 65T50 90C25 35K20 PDFBibTeX XMLCite \textit{Y. Gong} et al., Inverse Probl. 37, No. 4, Article ID 045001, 23 p. (2021; Zbl 1475.35432) Full Text: DOI arXiv
Arezoomandan, Mahdieh; Soheili, Ali R. Spectral collocation method for stochastic partial differential equations with fractional Brownian motion. (English) Zbl 1459.65006 J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021). MSC: 65C30 60H35 60H15 PDFBibTeX XMLCite \textit{M. Arezoomandan} and \textit{A. R. Soheili}, J. Comput. Appl. Math. 389, Article ID 113369, 19 p. (2021; Zbl 1459.65006) Full Text: DOI
Shahnazi-Pour, A.; Moghaddam, B. Parsa; Babaei, A. Numerical simulation of the Hurst index of solutions of fractional stochastic dynamical systems driven by fractional Brownian motion. (English) Zbl 1466.60121 J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021). MSC: 60H10 34A08 65C30 PDFBibTeX XMLCite \textit{A. Shahnazi-Pour} et al., J. Comput. Appl. Math. 386, Article ID 113210, 14 p. (2021; Zbl 1466.60121) Full Text: DOI
Dai, Xinjie; Xiao, Aiguo A note on Euler method for the overdamped generalized Langevin equation with fractional noise. (English) Zbl 1450.65002 Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021). MSC: 65C30 65R20 35R11 60G22 60H15 PDFBibTeX XMLCite \textit{X. Dai} and \textit{A. Xiao}, Appl. Math. Lett. 111, Article ID 106669, 6 p. (2021; Zbl 1450.65002) Full Text: DOI
Liu, Weiguo; Jiang, Yan; Li, Zhi Rate of convergence of Euler approximation of time-dependent mixed SDEs driven by Brownian motions and fractional Brownian motions. (English) Zbl 1484.65013 AIMS Math. 5, No. 3, 2163-2195 (2020). MSC: 65C30 60G22 60H10 PDFBibTeX XMLCite \textit{W. Liu} et al., AIMS Math. 5, No. 3, 2163--2195 (2020; Zbl 1484.65013) Full Text: DOI
Fadugba, Sunday Emmanuel Homotopy analysis method and its applications in the valuation of European call options with time-fractional Black-Scholes equation. (English) Zbl 1496.91100 Chaos Solitons Fractals 141, Article ID 110351, 7 p. (2020). MSC: 91G60 35R11 35Q91 65M99 91G20 PDFBibTeX XMLCite \textit{S. E. Fadugba}, Chaos Solitons Fractals 141, Article ID 110351, 7 p. (2020; Zbl 1496.91100) Full Text: DOI
Liu, He; Song, Wanqing; Li, Ming; Kudreyko, Aleksey; Zio, Enrico Fractional Lévy stable motion: finite difference iterative forecasting model. (English) Zbl 1483.60060 Chaos Solitons Fractals 133, Article ID 109632, 11 p. (2020). MSC: 60G18 65C30 62M10 60G22 PDFBibTeX XMLCite \textit{H. Liu} et al., Chaos Solitons Fractals 133, Article ID 109632, 11 p. (2020; Zbl 1483.60060) Full Text: DOI
Feng, Xiaoli; Li, Peijun; Wang, Xu An inverse random source problem for the time fractional diffusion equation driven by a fractional Brownian motion. (English) Zbl 1469.35251 Inverse Probl. 36, No. 4, Article ID 045008, 30 p. (2020). MSC: 35R30 35K20 35R11 35R60 65M32 PDFBibTeX XMLCite \textit{X. Feng} et al., Inverse Probl. 36, No. 4, Article ID 045008, 30 p. (2020; Zbl 1469.35251) Full Text: DOI arXiv
Jia, Yijia; Xue, Hong; Hu, Miao American option pricing in bi-fractional Brownian motion. (Chinese. English summary) Zbl 1474.91246 Basic Sci. J. Text. Univ. 33, No. 4, 129-138 (2020). MSC: 91G60 65M06 65C05 91G20 60G40 60G22 60H10 PDFBibTeX XMLCite \textit{Y. Jia} et al., Basic Sci. J. Text. Univ. 33, No. 4, 129--138 (2020; Zbl 1474.91246) Full Text: DOI