Kutoyants, Yury A.; Zhou, Li On parameter estimation of the hidden Gaussian process in perturbed SDE. (English) Zbl 07298088 Electron. J. Stat. 15, No. 1, 211-234 (2021). Reviewer: Oscar Bustos (Córdoba) MSC: 62M05 62M20 62F12 60H10 60G15 PDF BibTeX XML Cite \textit{Y. A. Kutoyants} and \textit{L. Zhou}, Electron. J. Stat. 15, No. 1, 211--234 (2021; Zbl 07298088) Full Text: DOI Euclid
Bogomolov, S. V.; Zakharova, T. V. Boltzmann equation without molecular chaos hypothesis. (Russian. English summary) Zbl 07292293 Mat. Model. 33, No. 1, 3-24 (2021). MSC: 82C31 82C40 35Q20 35Q84 35Q30 35R09 35R60 PDF BibTeX XML Cite \textit{S. V. Bogomolov} and \textit{T. V. Zakharova}, Mat. Model. 33, No. 1, 3--24 (2021; Zbl 07292293) Full Text: DOI MNR
Hao, Zimo; Röckner, Michael; Zhang, Xicheng Euler scheme for density dependent stochastic differential equations. (English) Zbl 07289122 J. Differ. Equations 274, 996-1014 (2021). MSC: 65C30 60H35 60H10 PDF BibTeX XML Cite \textit{Z. Hao} et al., J. Differ. Equations 274, 996--1014 (2021; Zbl 07289122) Full Text: DOI
Bertin, Karine; Klutchnikoff, Nicolas; Panloup, Fabien; Varvenne, Maylis Adaptive estimation of the stationary density of a stochastic differential equation driven by a fractional Brownian motion. (English) Zbl 1453.62439 Stat. Inference Stoch. Process. 23, No. 2, 271-300 (2020). Reviewer: Frank Werner (Würzburg) MSC: 62G07 62G10 60G22 60H10 60J60 62M09 PDF BibTeX XML Cite \textit{K. Bertin} et al., Stat. Inference Stoch. Process. 23, No. 2, 271--300 (2020; Zbl 1453.62439) Full Text: DOI
Brigo, Damiano; Jeanblanc, Monique; Vrins, Frédéric SDEs with uniform distributions: peacocks, conic martingales and mean reverting uniform diffusions. (English) Zbl 07203575 Stochastic Processes Appl. 130, No. 7, 3895-3919 (2020). MSC: 60H10 60J60 PDF BibTeX XML Cite \textit{D. Brigo} et al., Stochastic Processes Appl. 130, No. 7, 3895--3919 (2020; Zbl 07203575) Full Text: DOI
Clairon, Quentin; Samson, Adeline Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations. (English) Zbl 1436.62077 Stat. Inference Stoch. Process. 23, No. 1, 105-127 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62F10 60H15 49K20 PDF BibTeX XML Cite \textit{Q. Clairon} and \textit{A. Samson}, Stat. Inference Stoch. Process. 23, No. 1, 105--127 (2020; Zbl 1436.62077) Full Text: DOI
Cormier, Quentin; Tanré, Etienne; Veltz, Romain Long time behavior of a mean-field model of interacting neurons. (English) Zbl 1437.35708 Stochastic Processes Appl. 130, No. 5, 2553-2595 (2020). MSC: 35R60 60H15 35Q83 35R09 60B10 60G55 60K35 45D05 35Q92 PDF BibTeX XML Cite \textit{Q. Cormier} et al., Stochastic Processes Appl. 130, No. 5, 2553--2595 (2020; Zbl 1437.35708) Full Text: DOI
Li, Ruijing A general maximum principle for forward-backward stochastic control systems of mean-field type. (Chinese. English summary) Zbl 1438.93235 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 1, 143-155 (2019). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{R. Li}, Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 1, 143--155 (2019; Zbl 1438.93235)
Nassar, Elma; Pardoux, Etienne Small jumps asymptotic of the moving optimum Poissonian SDE. (English) Zbl 1426.60078 Stochastic Processes Appl. 129, No. 7, 2320-2340 (2019). MSC: 60H10 60F05 60F10 PDF BibTeX XML Cite \textit{E. Nassar} and \textit{E. Pardoux}, Stochastic Processes Appl. 129, No. 7, 2320--2340 (2019; Zbl 1426.60078) Full Text: DOI
Ren, Panpan; Yang, Fen-Fen Path independence of additive functionals for stochastic differential equations under \(G\)-framework. (English) Zbl 1414.60046 Front. Math. China 14, No. 1, 135-148 (2019). MSC: 60H10 60H15 PDF BibTeX XML Cite \textit{P. Ren} and \textit{F.-F. Yang}, Front. Math. China 14, No. 1, 135--148 (2019; Zbl 1414.60046) Full Text: DOI
Chassagneux, Jean-François; Crisan, Dan; Delarue, François Numerical method for FBSDEs of McKean-Vlasov type. (English) Zbl 07057463 Ann. Appl. Probab. 29, No. 3, 1640-1684 (2019). MSC: 60H10 65C30 91A13 PDF BibTeX XML Cite \textit{J.-F. Chassagneux} et al., Ann. Appl. Probab. 29, No. 3, 1640--1684 (2019; Zbl 07057463) Full Text: DOI Euclid
Gassiat, Paul; Gess, Benjamin Regularization by noise for stochastic Hamilton-Jacobi equations. (English) Zbl 1411.60096 Probab. Theory Relat. Fields 173, No. 3-4, 1063-1098 (2019). MSC: 60H15 65M12 35L65 PDF BibTeX XML Cite \textit{P. Gassiat} and \textit{B. Gess}, Probab. Theory Relat. Fields 173, No. 3--4, 1063--1098 (2019; Zbl 1411.60096) Full Text: DOI arXiv
Kupper, Michael; Luo, Peng; Tangpi, Ludovic Multidimensional Markovian FBSDEs with super-quadratic growth. (English) Zbl 1418.60058 Stochastic Processes Appl. 129, No. 3, 902-923 (2019). MSC: 60H10 60H07 60H30 PDF BibTeX XML Cite \textit{M. Kupper} et al., Stochastic Processes Appl. 129, No. 3, 902--923 (2019; Zbl 1418.60058) Full Text: DOI
Chen, Zhen-Qing; Song, Renming; Zhang, Xicheng Stochastic flows for Lévy processes with Hölder drifts. (English) Zbl 1420.60064 Rev. Mat. Iberoam. 34, No. 4, 1755-1788 (2018). MSC: 60H10 35K05 60H30 47G20 PDF BibTeX XML Cite \textit{Z.-Q. Chen} et al., Rev. Mat. Iberoam. 34, No. 4, 1755--1788 (2018; Zbl 1420.60064) Full Text: DOI
Hamadène, Said; Zhao, Xuzhe Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type. (English) Zbl 1406.49041 J. Dyn. Differ. Equations 30, No. 4, 1731-1756 (2018). Reviewer: Zhang Xian (Xiamen) MSC: 49N70 93E20 60H10 49J40 49L25 90C39 49J35 PDF BibTeX XML Cite \textit{S. Hamadène} and \textit{X. Zhao}, J. Dyn. Differ. Equations 30, No. 4, 1731--1756 (2018; Zbl 1406.49041) Full Text: DOI arXiv
Leonhard, Claudine; Rößler, Andreas Enhancing the order of the Milstein scheme for stochastic partial differential equations with commutative noise. (English) Zbl 1432.65161 SIAM J. Numer. Anal. 56, No. 4, 2585-2622 (2018). MSC: 65M75 60H35 60H15 35R60 65M12 PDF BibTeX XML Cite \textit{C. Leonhard} and \textit{A. Rößler}, SIAM J. Numer. Anal. 56, No. 4, 2585--2622 (2018; Zbl 1432.65161) Full Text: DOI arXiv
Menoukeu Pamen, Olivier On some applications of Sobolev flows of SDEs with unbounded drift coefficients. (English) Zbl 1395.60065 Stat. Probab. Lett. 141, 114-124 (2018). MSC: 60H10 60H15 60H40 60H07 PDF BibTeX XML Cite \textit{O. Menoukeu Pamen}, Stat. Probab. Lett. 141, 114--124 (2018; Zbl 1395.60065) Full Text: DOI
Chen, Zhen-Qing; Fukushima, Masatoshi Stochastic Komatu-Loewner evolutions and BMD domain constant. (English) Zbl 1380.60076 Stochastic Processes Appl. 128, No. 2, 545-594 (2018). MSC: 60J67 60J70 30C20 60H10 60H30 PDF BibTeX XML Cite \textit{Z.-Q. Chen} and \textit{M. Fukushima}, Stochastic Processes Appl. 128, No. 2, 545--594 (2018; Zbl 1380.60076) Full Text: DOI arXiv
Diomande, Bakarime; Maticiuc, Lucian Multivalued stochastic delay differential equations and related stochastic control problems. (English) Zbl 1423.60090 Quaest. Math. 40, No. 6, 769-802 (2017). MSC: 60H10 93E20 49L20 49L25 PDF BibTeX XML Cite \textit{B. Diomande} and \textit{L. Maticiuc}, Quaest. Math. 40, No. 6, 769--802 (2017; Zbl 1423.60090) Full Text: DOI arXiv
Li, Lei; Liu, Jian-Guo; Lu, Jianfeng Fractional stochastic differential equations satisfying fluctuation-dissipation theorem. (English) Zbl 1386.82053 J. Stat. Phys. 169, No. 2, 316-339 (2017). MSC: 82C31 60H10 60G22 34A08 37A60 60H15 35R11 PDF BibTeX XML Cite \textit{L. Li} et al., J. Stat. Phys. 169, No. 2, 316--339 (2017; Zbl 1386.82053) Full Text: DOI
Singla, Rohit; Parthasarathy, Harish; Agarwal, Vijyant Classical robots perturbed by Lévy processes: analysis and Lévy disturbance rejection methods. (English) Zbl 1374.93256 Nonlinear Dyn. 89, No. 1, 553-575 (2017). MSC: 93C85 93E12 93D30 60H10 PDF BibTeX XML Cite \textit{R. Singla} et al., Nonlinear Dyn. 89, No. 1, 553--575 (2017; Zbl 1374.93256) Full Text: DOI
Umarov, Sabir Fractional Fokker-Planck-Kolmogorov equations associated with SDEs on a bounded domain. (English) Zbl 1374.60109 Fract. Calc. Appl. Anal. 20, No. 5, 1281-1304 (2017). MSC: 60H10 35K20 35S11 PDF BibTeX XML Cite \textit{S. Umarov}, Fract. Calc. Appl. Anal. 20, No. 5, 1281--1304 (2017; Zbl 1374.60109) Full Text: DOI
Fedrizzi, Ennio; Flandoli, Franco; Priola, Enrico; Vovelle, Julien Regularity of stochastic kinetic equations. (English) Zbl 1371.35372 Electron. J. Probab. 22, Paper No. 48, 42 p. (2017). MSC: 35R60 60H15 35R05 60H30 60H10 35B65 PDF BibTeX XML Cite \textit{E. Fedrizzi} et al., Electron. J. Probab. 22, Paper No. 48, 42 p. (2017; Zbl 1371.35372) Full Text: DOI Euclid arXiv
Buckdahn, Rainer; Li, Juan; Ma, Jin A stochastic maximum principle for general mean-field systems. (English) Zbl 1359.93528 Appl. Math. Optim. 74, No. 3, 507-534 (2016). MSC: 93E20 60H30 60H10 35Q91 35R60 91G80 PDF BibTeX XML Cite \textit{R. Buckdahn} et al., Appl. Math. Optim. 74, No. 3, 507--534 (2016; Zbl 1359.93528) Full Text: DOI
Fatemion Aghda, A. S.; Hosseini, S. Mohammad Linear mean-square stability properties of semi-implicit weak order 2.0 Taylor schemes for systems of stochastic differential equations. (English) Zbl 1382.65017 J. Comput. Appl. Math. 302, 94-105 (2016). MSC: 65C30 60H35 34D20 PDF BibTeX XML Cite \textit{A. S. Fatemion Aghda} and \textit{S. M. Hosseini}, J. Comput. Appl. Math. 302, 94--105 (2016; Zbl 1382.65017) Full Text: DOI
Singla, F. Rohit; Agarwal, S. Vijyant; Parthasarathy, T. Harish Statistical analysis of tracking and parametric estimation errors in a 2-link robot based on Lyapunov function. (English) Zbl 1348.93201 Nonlinear Dyn. 82, No. 1-2, 217-238 (2015). MSC: 93C85 70E60 93B18 93E99 PDF BibTeX XML Cite \textit{F. R. Singla} et al., Nonlinear Dyn. 82, No. 1--2, 217--238 (2015; Zbl 1348.93201) Full Text: DOI
Li, Ruijing; Liu, Bin Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls. (English) Zbl 1338.93404 Asian J. Control 17, No. 4, 1209-1221 (2015). MSC: 93E20 49L20 49L25 60H10 PDF BibTeX XML Cite \textit{R. Li} and \textit{B. Liu}, Asian J. Control 17, No. 4, 1209--1221 (2015; Zbl 1338.93404) Full Text: DOI
Tang, Shanjian; Zhang, Fu Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations. (English) Zbl 1332.93384 Discrete Contin. Dyn. Syst. 35, No. 11, 5521-5553 (2015). MSC: 93E20 49L20 60H10 PDF BibTeX XML Cite \textit{S. Tang} and \textit{F. Zhang}, Discrete Contin. Dyn. Syst. 35, No. 11, 5521--5553 (2015; Zbl 1332.93384) Full Text: DOI arXiv
Chakravarty, Saswata; Padakandla, Sindhu; Bhatnagar, Shalabh A simulation-based algorithm for optimal pricing policy under demand uncertainty. (English) Zbl 1307.90123 Int. Trans. Oper. Res. 21, No. 5, 737-760 (2014). MSC: 90C15 91B24 PDF BibTeX XML Cite \textit{S. Chakravarty} et al., Int. Trans. Oper. Res. 21, No. 5, 737--760 (2014; Zbl 1307.90123) Full Text: DOI
Fan, Hua; Ren, Yong; Shan, Xiuming Estimation of the variances of TCP/RED using stochastic differential equation. (English) Zbl 1286.93165 Asian J. Control 14, No. 2, 454-465 (2012). MSC: 93E10 60H10 93C05 93A30 PDF BibTeX XML Cite \textit{H. Fan} et al., Asian J. Control 14, No. 2, 454--465 (2012; Zbl 1286.93165) Full Text: DOI
Hahn, Marjorie; Umarov, Sabir Fractional Fokker-Planck-Kolmogorov type equations and their associated stochastic differential equations. (English) Zbl 1273.35293 Fract. Calc. Appl. Anal. 14, No. 1, 56-79 (2011). MSC: 35R11 35-02 35R60 60H10 82C31 35Q84 PDF BibTeX XML Cite \textit{M. Hahn} and \textit{S. Umarov}, Fract. Calc. Appl. Anal. 14, No. 1, 56--79 (2011; Zbl 1273.35293) Full Text: DOI
Buckdahn, Rainer; Djehiche, Boualem; Li, Juan A general stochastic maximum principle for SDEs of mean-field type. (English) Zbl 1245.49036 Appl. Math. Optim. 64, No. 2, 197-216 (2011). MSC: 49K45 60H10 93E20 PDF BibTeX XML Cite \textit{R. Buckdahn} et al., Appl. Math. Optim. 64, No. 2, 197--216 (2011; Zbl 1245.49036) Full Text: DOI
Fink, Holger; Klüppelberg, Claudia Fractional Lévy-driven Ornstein-Uhlenbeck processes and stochastic differential equations. (English) Zbl 1284.60080 Bernoulli 17, No. 1, 484-506 (2011). MSC: 60G22 60G51 60H10 PDF BibTeX XML Cite \textit{H. Fink} and \textit{C. Klüppelberg}, Bernoulli 17, No. 1, 484--506 (2011; Zbl 1284.60080) Full Text: DOI arXiv
Xiong, Jie Particle approximations to the filtering problem in continuous time. (English) Zbl 1223.93117 Crisan, Dan (ed.) et al., The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press (ISBN 978-0-19-953290-2/hbk). 635-655 (2011). MSC: 93E11 60H10 60H15 PDF BibTeX XML Cite \textit{J. Xiong}, in: The Oxford handbook of nonlinear filtering. Oxford: Oxford University Press. 635--655 (2011; Zbl 1223.93117)
Andersson, Daniel; Djehiche, Boualem A maximum principle for SDEs of mean-field type. (English) Zbl 1215.49034 Appl. Math. Optim. 63, No. 3, 341-356 (2011). MSC: 49K45 93E20 60H10 PDF BibTeX XML Cite \textit{D. Andersson} and \textit{B. Djehiche}, Appl. Math. Optim. 63, No. 3, 341--356 (2011; Zbl 1215.49034) Full Text: DOI
Luo, Dejun Pathwise uniqueness of multi-dimensional stochastic differential equations with Hölder diffusion coefficients. (English) Zbl 1213.60101 Front. Math. China 6, No. 1, 129-136 (2011). MSC: 60H10 PDF BibTeX XML Cite \textit{D. Luo}, Front. Math. China 6, No. 1, 129--136 (2011; Zbl 1213.60101) Full Text: DOI
Rawat, Tarun Kumar; Parthasarathy, Harish On stochastic modelling of linear circuits. (English) Zbl 1210.94121 Int. J. Circuit Theory Appl. 38, No. 3, 259-274 (2010). MSC: 94C05 34H05 60H10 PDF BibTeX XML Cite \textit{T. K. Rawat} and \textit{H. Parthasarathy}, Int. J. Circuit Theory Appl. 38, No. 3, 259--274 (2010; Zbl 1210.94121) Full Text: DOI
Kunita, Hiroshi Itô’s stochastic calculus: its surprising power for applications. (English) Zbl 1202.60079 Stochastic Processes Appl. 120, No. 5, 622-652 (2010). Reviewer: Claudia Hein (Berlin) MSC: 60H05 60-03 01A60 60H30 60G51 91G80 PDF BibTeX XML Cite \textit{H. Kunita}, Stochastic Processes Appl. 120, No. 5, 622--652 (2010; Zbl 1202.60079) Full Text: DOI
Zhang, Xicheng On stochastic evolution equations with non-Lipschitz coefficients. (English) Zbl 1204.60059 Stoch. Dyn. 9, No. 4, 549-595 (2009). Reviewer: Michael Röckner (Bielefeld) MSC: 60H15 35R60 60H10 PDF BibTeX XML Cite \textit{X. Zhang}, Stoch. Dyn. 9, No. 4, 549--595 (2009; Zbl 1204.60059) Full Text: DOI arXiv
Li, Yangrong; Guo, Boling Random attractors of Boussinesq equations with multiplicative noise. (English) Zbl 1209.37061 Acta Math. Sin., Engl. Ser. 25, No. 3, 481-490 (2009). Reviewer: Henri Schurz (Carbondale) MSC: 37H10 37L30 34D45 35Q30 PDF BibTeX XML Cite \textit{Y. Li} and \textit{B. Guo}, Acta Math. Sin., Engl. Ser. 25, No. 3, 481--490 (2009; Zbl 1209.37061) Full Text: DOI
Peng, Shige; Yang, Zhe Anticipated backward stochastic differential equations. (English) Zbl 1186.60053 Ann. Probab. 37, No. 3, 877-902 (2009). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 60H20 93E03 PDF BibTeX XML Cite \textit{S. Peng} and \textit{Z. Yang}, Ann. Probab. 37, No. 3, 877--902 (2009; Zbl 1186.60053) Full Text: DOI arXiv
Lázaro-Camí, Joan-Andreu; Ortega, Juan-Pablo Reduction, reconstruction, and skew-product decomposition of symmetric stochastic differential equations. (English) Zbl 1187.60045 Stoch. Dyn. 9, No. 1, 1-46 (2009). Reviewer: Rainer Buckdahn (Brest) MSC: 60H10 34A26 37J15 PDF BibTeX XML Cite \textit{J.-A. Lázaro-Camí} and \textit{J.-P. Ortega}, Stoch. Dyn. 9, No. 1, 1--46 (2009; Zbl 1187.60045) Full Text: DOI
Ungureanu, Viorica Mariela Stochastic uniform observability of linear differential equations with multiplicative noise. (English) Zbl 1147.60043 J. Math. Anal. Appl. 343, No. 1, 446-463 (2008). Reviewer: Rainer Buckdahn (Brest) MSC: 60H15 93B07 35B40 PDF BibTeX XML Cite \textit{V. M. Ungureanu}, J. Math. Anal. Appl. 343, No. 1, 446--463 (2008; Zbl 1147.60043) Full Text: DOI
Cruzeiro, Ana-Bela; Flandoli, Franco; Malliavin, Paul Brownian motion on volume preserving diffeomorphisms group and existence of global solutions of 2D stochastic Euler equation. (English) Zbl 1109.58035 J. Funct. Anal. 242, No. 1, 304-326 (2007). Reviewer: Alexandr B. Vasil’ev (Odessa) MSC: 58J65 60H10 PDF BibTeX XML Cite \textit{A.-B. Cruzeiro} et al., J. Funct. Anal. 242, No. 1, 304--326 (2007; Zbl 1109.58035) Full Text: DOI
Boetius, Frederik Bounded variation singular stochastic control and Dynkin game. (English) Zbl 1139.93038 SIAM J. Control Optim. 44, No. 4, 1289-1321 (2005). MSC: 93E20 49J30 60G40 60H10 60K30 90B05 90B50 91A15 PDF BibTeX XML Cite \textit{F. Boetius}, SIAM J. Control Optim. 44, No. 4, 1289--1321 (2005; Zbl 1139.93038) Full Text: DOI
Lesmono, D.; Tonkes, E. J.; Burrage, K. A continuous time model for election timing. (English) Zbl 1183.91044 Aust. Math. Soc. Gaz. 32, No. 5, 329-338 (2005). MSC: 91B12 91F10 60H30 PDF BibTeX XML Cite \textit{D. Lesmono} et al., Aust. Math. Soc. Gaz. 32, No. 5, 329--338 (2005; Zbl 1183.91044)
Yong, Jiongmin A leader-follower stochastic linear quadratic differential game. (English) Zbl 1039.93070 SIAM J. Control Optimization 41, No. 4, 1015-1041 (2002). Reviewer: Alexander Yu. Veretennikov (Leeds) MSC: 93E20 91A15 49N10 60H10 PDF BibTeX XML Cite \textit{J. Yong}, SIAM J. Control Optim. 41, No. 4, 1015--1041 (2002; Zbl 1039.93070) Full Text: DOI
Malliavin, Paul A robust resolution for the Zakai equation and infinitesimal generator of the asymptotic filtering process. (English) Zbl 0921.60045 Bristeau, M.-O. (ed.) et al., Computational science for the 21st century. Dedicated to Prof. Roland Glowinski on the occasion of his 60th birthday. Symposium, Tours, France, May 5–7, 1997. Chichester: John Wiley & Sons. 827-830 (1997). Reviewer: T.N.Pham (Hanoi) MSC: 60H10 93E11 PDF BibTeX XML Cite \textit{P. Malliavin}, in: Computational science for the 21st century. Dedicated to Prof. Roland Glowinski on the occasion of his 60th birthday. Symposium, Tours, France, May 5--7, 1997. Chichester: John Wiley \& Sons. 827--830 (1997; Zbl 0921.60045)