Bréhier, Charles-Edouard Total variation error bounds for the approximation of the invariant distribution of parabolic semilinear SPDEs using the standard Euler scheme. (English) Zbl 07983626 Potential Anal. 62, No. 1, 101-136 (2025). MSC: 60H35 65C30 60H15 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Qiming; Liu, Wenbin An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint. (English) Zbl 07983273 J. Sci. Comput. 102, No. 3, Paper No. 71, 33 p. (2025). MSC: 60H35 60H10 93E20 49K45 65C30 65C05 65K10 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Akara-pipattana, Pawat; Evnin, Oleg Hammerstein equations for sparse random matrices. (English) Zbl 07982495 J. Phys. A, Math. Theor. 58, No. 3, Article ID 035006, 24 p. (2025). MSC: 65-XX 60-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fjordholm, Ulrik S.; Karlsen, Kenneth H.; Pang, Peter H. C. Convergent finite difference schemes for stochastic transport equations. (English) Zbl 07981227 SIAM J. Numer. Anal. 63, No. 1, 149-192 (2025). MSC: 60H35 60H15 65C30 65M12 60H50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Deugoue, G.; Fotso Fotso, G. P.; Tchoualag, L. Fully discretization of the stochastic magnetohydrodynamics system with multiplicative noise. (English) Zbl 07980844 J. Math. Anal. Appl. 545, No. 2, Article ID 129157, 47 p. (2025). MSC: 60H35 60H15 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Piatnitski, A.; Zhizhina, E. Homogenization of non-autonomous evolution problems for convolution type operators in randomly evolving media. (English. French summary) Zbl 07980663 J. Math. Pures Appl. (9) 194, Article ID 103660, 30 p. (2025). MSC: 35B27 35R09 37A25 45E10 45M05 × Cite Format Result Cite Review PDF Full Text: DOI
Jiang, Guo; Chen, Yuanqin; Ying, Jiayi Numerical solutions of stochastic delay integro-differential equations by block pulse functions. (English) Zbl 07980401 Appl. Numer. Math. 208, Part B, 214-230 (2025). MSC: 60H35 60H10 60H20 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Anton, Cristina A new class of symplectic methods for stochastic Hamiltonian systems. (English) Zbl 07980382 Appl. Numer. Math. 208, Part A, 43-59 (2025). MSC: 60H35 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Jiang, Lianzi Error estimates for the robust \(\alpha\)-stable central limit theorem under sublinear expectation by a discrete approximation method. (English) Zbl 07980357 J. Math. Anal. Appl. 543, No. 2, Part 3, Article ID 129028, 25 p. (2025). MSC: 60F05 60H30 60H35 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Tran, Ngoc Khue; Kieu, Trung-Thuy; Luong, Duc-Trong; Ngo, Hoang-Long On the infinite time horizon approximation for Lévy-driven McKean-Vlasov SDEs with non-globally Lipschitz continuous and super-linearly growth drift and diffusion coefficients. (English) Zbl 07980330 J. Math. Anal. Appl. 543, No. 2, Part 2, Article ID 128982, 38 p. (2025). MSC: 60H35 60H10 60G51 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Perkkiö, Ari-Pekka; Treviño-Aguilar, Erick Convex integral functionals of càdlàg processes. (English) Zbl 07979994 Stochastic Processes Appl. 181, Article ID 104561, 25 p. (2025). MSC: 60G07 60G40 46N30 93E20 91G80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alfonsi, Aurélien Nonnegativity preserving convolution kernels. Application to stochastic Volterra equations in closed convex domains and their approximation. (English) Zbl 07979980 Stochastic Processes Appl. 181, Article ID 104535, 23 p. (2025). MSC: 44A35 45D05 60H35 91G60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Goudenège, Ludovic; Haress, El Mehdi; Richard, Alexandre Numerical approximation of SDEs with fractional noise and distributional drift. (English) Zbl 07979978 Stochastic Processes Appl. 181, Article ID 104533, 38 p. (2025). MSC: 60H35 60H10 60G22 60H50 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Maltba, Tyler E.; Zhao, Hongli; Maldonado, D. Adrian Data-driven closures and assimilation for stiff multiscale random dynamics. (English) Zbl 07979703 SIAM J. Sci. Comput. 47, No. 1, C52-C76 (2025). MSC: 60H35 34F05 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Sun, Hui; Bao, Feng Solving high dimensional FBSDE with deep signature techniques with application to nonlinear options pricing. (English) Zbl 07978249 Discrete Contin. Dyn. Syst., Ser. B 30, No. 4, 1083-1105 (2025). MSC: 65C30 60H35 65M75 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Redmann, Martin; Riedel, Sebastian Exact dimension reduction for rough differential equations. (English) Zbl 07977314 BIT 65, No. 1, Paper No. 6, 23 p. (2025). MSC: 60H35 60H10 60L20 60L50 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
He, Junjie; Liao, Qifeng; Wan, Xiaoliang Adaptive deep density approximation for stochastic dynamical systems. (English) Zbl 07975330 J. Sci. Comput. 102, No. 3, Paper No. 57, 30 p. (2025). MSC: 34F05 60H35 62M45 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Guan, Ning; Zhang, Zhongqiang; Zhong, Xinghui Numerical solutions of stochastic PDEs driven by Ornstein-Uhlenbeck noise. (English) Zbl 07975329 J. Sci. Comput. 102, No. 3, Paper No. 56, 30 p. (2025). MSC: 60H35 60H15 35R60 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Mishra, Shivam Kumar; Grace, Said R.; Ayachi, Moez; Abbas, Syed Lyapunov exponent and existence of \(T\)-periodic positive solution of stochastic Nicholson model with discrete and distributed delays. (English) Zbl 07971726 Rend. Circ. Mat. Palermo (2) 74, No. 1, Paper No. 18, 20 p. (2025). MSC: 45J05 45M15 45R05 34K50 92D25 92D40 × Cite Format Result Cite Review PDF Full Text: DOI
Nie, Daxin; Sun, Jing; Deng, Weihua Numerical approximation for stochastic nonlinear fractional diffusion equation driven by rough noise. (English) Zbl 07971372 ESAIM, Math. Model. Numer. Anal. 59, No. 1, 389-418 (2025). MSC: 65M60 65M06 65N30 65D32 65C30 65M12 65M15 60G22 35B65 26A33 35R11 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Huang, Zhenyu; Jin, Shi; Li, Lei Mean field error estimate of the random batch method for large interacting particle system. (English) Zbl 07971368 ESAIM, Math. Model. Numer. Anal. 59, No. 1, 265-289 (2025). MSC: 60H35 60H10 60K35 65C30 65C35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Cai, Meng; Cohen, David; Wang, Xiaojie Strong convergence rates for a full discretization of stochastic wave equation with nonlinear damping. (English) Zbl 07969190 J. Sci. Comput. 102, No. 2, Paper No. 45, 26 p. (2025). MSC: 60H35 60H15 65C30 35R60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Haghighi, Amir Mean-square convergence of an explicit derivative-free truncated method for nonlinear SDEs covering the non-commutative noise case. (English) Zbl 07968721 J. Comput. Appl. Math. 460, Article ID 116416, 24 p. (2025). MSC: 65C30 60H35 60H10 × Cite Format Result Cite Review PDF Full Text: DOI
Cui, Jianbo Explicit approximation for stochastic nonlinear Schrödinger equation. (English) Zbl 07968326 J. Differ. Equations 419, 1-39 (2025). MSC: 60H35 60H15 35R60 35Q55 65C30 65M12 × Cite Format Result Cite Review PDF Full Text: DOI
Chen, Chuchu; Hong, Jialin; Ji, Lihai; Liang, Ge Invariant measures of stochastic Maxwell equations and ergodic numerical approximations. (English) Zbl 07967932 J. Differ. Equations 416, Part 3, 1899-1959 (2025). MSC: 60H15 60H35 35R60 35Q61 65C30 37M25 × Cite Format Result Cite Review PDF Full Text: DOI
Baňas, Ľubomír; Ferrari, Giorgio; Randrianasolo, Tsiry Avisoa Numerical approximation of Dynkin games with asymmetric information. (English) Zbl 07966990 SIAM J. Control Optim. 63, No. 1, 256-291 (2025). MSC: 60G40 60H35 49N70 49L25 65C20 65C30 65M12 65K15 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Meng, Weijun; Shi, Jingtao; Wang, Tianxiao; Zhang, Ji-Feng A general maximum principle for optimal control of stochastic differential delay systems. (English) Zbl 07966987 SIAM J. Control Optim. 63, No. 1, 175-205 (2025). MSC: 93E20 60H20 34K50 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Xiao-dong; Wang, Kai The dynamics of a stochastic SEITR model for tuberculosis with incomplete treatment. (English) Zbl 07965924 Acta Math. Appl. Sin., Engl. Ser. 41, No. 1, 99-113 (2025). MSC: 35C15 35Q51 35R60 35Q92 × Cite Format Result Cite Review PDF Full Text: DOI
Bentaleb, Abdellatif; Hafidi, Ali Integral inequalities related to the uniform measure on \([0,1]\). (English) Zbl 07965335 Rend. Circ. Mat. Palermo (2) 74, No. 1, Paper No. 8, 5 p. (2025). MSC: 35A23 35J20 35K10 46E35 60E15 × Cite Format Result Cite Review PDF Full Text: DOI
Zhang, Xueli; Huang, Jin; Wen, Xiaoxia A new numerical algorithm based on least squares method for solving stochastic Itô-Volterra integral equations. (English) Zbl 07965172 Numer. Algorithms 98, No. 1, 117-132 (2025). MSC: 65-XX × Cite Format Result Cite Review PDF Full Text: DOI
Ueda, Kento Error distribution for one-dimensional stochastic differential equations driven by fractional Brownian motion. (English) Zbl 07964593 J. Theor. Probab. 38, No. 1, Paper No. 20, 61 p. (2025). MSC: 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Krylov, N. V. On weak and strong solutions of time inhomogeneous Itô’s equations with VMO diffusion and Morrey drift. (English) Zbl 07963483 Stochastic Processes Appl. 179, Article ID 104505, 23 p. (2025). MSC: 60H20 60H10 60J60 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ben Rached, Nadhir; Haji-Ali, Abdul-Lateef; Subbiah Pillai, Shyam Mohan; Tempone, Raúl Multilevel importance sampling for rare events associated with the McKean-Vlasov equation. (English) Zbl 07962620 Stat. Comput. 35, No. 1, Paper No. 1, 21 p. (2025). MSC: 60-08 60H35 60H10 65C05 65C30 65C35 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Wang, Feng; Wang, Zhenyu; Ma, Qiang; Ding, Xiaohua A novel explicit fully-discrete momentum-preserving scheme of damped nonlinear stochastic wave equation influenced by multiplicative space-time noise. (English) Zbl 07961465 Appl. Math. Lett. 160, Article ID 109325, 7 p. (2025). MSC: 60H35 60H15 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Kazemi, Manochehr; Rahul, Rahul; Yaghoobnia, Alireza Applications of measure of noncompactness for solvability of Hadamard fractional integral equations. (English) Zbl 07959246 Comput. Appl. Math. 44, No. 1, Paper No. 30, 14 p. (2025). MSC: 60H20 47H10 × Cite Format Result Cite Review PDF Full Text: DOI
Shi, Hongling; Song, Minghui; Liu, Mingzhu Convergence and stability of an explicit numerical method for stochastic differential equations with piecewise continuous arguments. (English) Zbl 07959239 Comput. Appl. Math. 44, No. 1, Paper No. 23, 20 p. (2025). MSC: 65C30 60H10 60H35 65L20 × Cite Format Result Cite Review PDF Full Text: DOI
Wang, Chen; Li, Yong The central limit theorems for integrable Hamiltonian systems perturbed by white noise. (English) Zbl 07957281 J. Differ. Equations 416, Part 1, 28-51 (2025). MSC: 60F05 60H20 60H40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Fu, Zongkui; Fei, Dandan General mean-field reflected backward stochastic differential equations with locally monotone coefficients. (English) Zbl 07955930 Stat. Probab. Lett. 216, Article ID 110273, 10 p. (2025). MSC: 60H10 60H20 × Cite Format Result Cite Review PDF Full Text: DOI
Wu, Xiaojuan; Gan, Siqing An explicit positivity-preserving scheme for the Heston 3/2-model with order-one strong convergence. (English) Zbl 07954690 Commun. Nonlinear Sci. Numer. Simul. 140, Part 1, Article ID 108372, 13 p. (2025). MSC: 65C30 65C05 60H30 91B70 × Cite Format Result Cite Review PDF Full Text: DOI
Grigoriu, Mircea D. Numerical methods for extreme responses of dynamical systems. Finite dimensional models. (English) Zbl 07954540 Cham: Springer (ISBN 978-3-031-75022-9/hbk; 978-3-031-75025-0/pbk; 978-3-031-75023-6/ebook). x, 308 p. (2025). MSC: 65-02 65C30 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Cacitti-Holland, Dorian; Denis, Laurent; Popier, Alexandre Continuity problem for BSDE and IPDE with singular terminal condition. (English) Zbl 07946866 J. Math. Anal. Appl. 543, No. 1, Article ID 128845, 49 p. (2025). MSC: 60H10 60H35 35R09 45K05 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Dare, Emil; Kiderlen, Markus; Thäle, Christoph A Blaschke-Petkantschin formula for linear and affine subspaces with application to intersection probabilities. (English) Zbl 07943135 Nonlinear Anal., Theory Methods Appl., Ser. A, Theory Methods 250, Article ID 113672, 14 p. (2025). MSC: 52A22 53C65 60D05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Visonà, Tommaso Intersections of randomly translated sets. (English) Zbl 07939471 J. Theor. Probab. 38, No. 1, Paper No. 3, 17 p. (2025). MSC: 60D05 60G55 52A22 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Kiouvrekis, Yiannis; Stamatiou, Ioannis S. Domain preserving and strongly converging explicit scheme for the stochastic SIS epidemic model. (English) Zbl 07939175 J. Comput. Appl. Math. 456, Article ID 116219, 12 p. (2025). MSC: 60H35 60H10 60H30 65C30 92D30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Curry, Charles Simulating elliptic diffusions and orthogonal invariance. (English) Zbl 07938687 J. Comput. Dyn. 12, No. 1, 83-91 (2025). MSC: 65C30 65M75 58J65 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Dung, Nguyen Tien Some new concentration inequalities for the Itô stochastic integral. (English) Zbl 07938585 Bernoulli 31, No. 1, 692-708 (2025). MSC: 60H05 60H07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Iguchi, Yuga; Beskos, Alexandros; Graham, Matthew Parameter estimation with increased precision for elliptic and hypo-elliptic diffusions. (English) Zbl 07938570 Bernoulli 31, No. 1, 333-358 (2025). MSC: 60H35 60H10 65C30 62F15 × Cite Format Result Cite Review PDF Full Text: DOI arXiv Link
Mickel, Annalena; Neuenkirch, Andreas On the convergence order of the Euler scheme for scalar SDEs with Hölder-type diffusion coefficients. (English) Zbl 07933910 J. Math. Anal. Appl. 542, No. 1, Article ID 128788, 25 p. (2025). MSC: 60H35 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Alshekhi, Azzah; Ding, Jiu; Rhee, Noah A cubic spline projection method for computing stationary densities for random maps. (English) Zbl 1546.37088 J. Math. Anal. Appl. 541, No. 1, Article ID 128721, 10 p. (2025). MSC: 37H12 65C30 65D07 × Cite Format Result Cite Review PDF Full Text: DOI
Neufeld, Ariel; Nguyen, Tuan Anh Rectified deep neural networks overcome the curse of dimensionality when approximating solutions of McKean-Vlasov stochastic differential equations. (English) Zbl 1548.65042 J. Math. Anal. Appl. 541, No. 1, Article ID 128661, 25 p. (2025). MSC: 65C30 60H35 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ranjbar, Hassan An explicit Euler scheme for generalized \(n\)-dimensional second-order differential equations with initial value conditions driven by additive Gaussian white noises. (English) Zbl 1546.65008 J. Comput. Appl. Math. 454, Article ID 116179, 15 p. (2025). MSC: 65C30 60H10 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Breiding, Paul; Bürgisser, Peter; Lerario, Antonio; Mathis, Léo Probabilistic intersection theory in Riemannian homogeneous spaces. arXiv:2502.08256 Preprint, arXiv:2502.08256 [math.DG] (2025). MSC: 52A22 52A39 43A85 53C65 60D05 14C17 × Cite Format Result Cite Full Text: arXiv OA License
Dũng, Dinh Simultaneous spatial-parametric collocation approximation for parametric PDEs with log-normal random inputs. arXiv:2502.07799 Preprint, arXiv:2502.07799 [math.NA] (2025). MSC: 65C30 65N15 65N35 41A25 × Cite Format Result Cite Full Text: arXiv OA License
Jian, Jiamin; Song, Qingshuo; Wang, Xiaojie; Zhang, Zhongqiang; Zhao, Yuying On modified Euler methods for McKean-Vlasov stochastic differential equations with super-linear coefficients. arXiv:2502.05057 Preprint, arXiv:2502.05057 [math.NA] (2025). MSC: 65C30 × Cite Format Result Cite Full Text: arXiv OA License
Dubois, Juliette; Herty, Michael; Müller, Siegfried High-dimensional stochastic finite volumes using the tensor train format. arXiv:2502.04868 Preprint, arXiv:2502.04868 [math.NA] (2025). MSC: 35L65 65M08 65C30 × Cite Format Result Cite Full Text: arXiv
Li, Xiaotong; Liu, Wei; Mao, Xuerong; Tian, Hongjiong; Wu, Yue Explicit positivity preserving numerical method for linear stochastic volatility models driven by \(\alpha\)-stable process. arXiv:2502.00788 Preprint, arXiv:2502.00788 [math.PR] (2025). MSC: 60H35 65C30 60J76 × Cite Format Result Cite Full Text: arXiv OA License
Hug, Daniel; Klatt, Michael A.; Pabst, Dominik Minkowski tensors for voxelized data: robust, asymptotically unbiased estimators. arXiv:2502.00092 Preprint, arXiv:2502.00092 [math.ST] (2025). MSC: 94A08 68U10 60D05 53C65 28A75 62H35 52A22 × Cite Format Result Cite Full Text: arXiv
Bossuyt, Ignace; Samaey, Giovanni; Vandewalle, Stefan Convergence of the micro-macro Parareal Method for a Linear Scale-Separated Ornstein-Uhlenbeck SDE: extended version. arXiv:2501.19210 Preprint, arXiv:2501.19210 [math.NA] (2025). MSC: 65L11 34E13 65C30 68Q10 60H35 × Cite Format Result Cite Full Text: arXiv
Pavlyukevich, Ilya; Thipyarat, Sooppawat Strong uniform Wong–Zakai approximations of Lévy-driven Marcus SDEs. arXiv:2501.19175 Preprint, arXiv:2501.19175 [math.PR] (2025). MSC: 65C30 60H10 60G51 60H35 × Cite Format Result Cite Full Text: arXiv
Kabluchko, Zakhar; Panzo, Hugo A refinement of the Sylvester problem: Probabilities of combinatorial types. arXiv:2501.16166 Preprint, arXiv:2501.16166 [math.PR] (2025). MSC: 60D05 52A22 52B11 52B35 52B05 62G30 60C05 × Cite Format Result Cite Full Text: arXiv OA License
Casabán, M. -C.; Company, R.; Egorova, V. N.; Jódar, L. Integral Transform Solution of Random Coupled Parabolic Partial Differential Models. arXiv:2501.15943 Preprint, arXiv:2501.15943 [math.NA] (2025). MSC: 35R60 60H15 60H35 62M15 65D30 65R10 68U20 × Cite Format Result Cite Full Text: DOI arXiv
Bao, Jianhai; Wu, Yue Randomised Euler-Maruyama method for SDEs with Hölder continuous drift coefficient. arXiv:2501.15527 Preprint, arXiv:2501.15527 [math.PR] (2025). MSC: 65C30 65C05 60H10 60H35 60L90 × Cite Format Result Cite Full Text: arXiv OA License
Bühler, Tillmann; Hug, Daniel; Thaele, Christoph Intersection density and visibility for Boolean models in hyperbolic space. arXiv:2501.13447 Preprint, arXiv:2501.13447 [math.PR] (2025). MSC: 52A22 52A55 60D05 × Cite Format Result Cite Full Text: arXiv
Beck, Dominik The Probability that a Random Triangle in a Cube is Obtuse. arXiv:2501.11611 Preprint, arXiv:2501.11611 [math.MG] (2025). MSC: 60D05 52A22 × Cite Format Result Cite Full Text: arXiv OA License
Negyesi, Balint; Oosterlee, Cornelis W. A numerical Fourier cosine expansion method with higher order Taylor schemes for fully coupled FBSDEs. arXiv:2501.10988 Preprint, arXiv:2501.10988 [math.NA] (2025). MSC: 65C30 65T99 × Cite Format Result Cite Full Text: arXiv
Bossy, Mireille; Martinez, Kerlyns; Maurer, Paul Weak rough kernel comparison via PPDEs for integrated Volterra processes. arXiv:2501.07509 Preprint, arXiv:2501.07509 [math.PR] (2025). MSC: 60G22 60H20 60H30 60G15 35K10 × Cite Format Result Cite Full Text: arXiv OA License
Guo, Yujia; Wang, Xiaojie; Wu, Yue Order-one explicit approximations of random periodic solutions of semi-linear SDEs with multiplicative noise. arXiv:2501.01474 Preprint, arXiv:2501.01474 [math.PR] (2025). MSC: 37H99 60H10 60H35 65C30 × Cite Format Result Cite Full Text: arXiv OA License
Kasinathan, Ravikumar; Kasinathan, Ramkumar; Sandrasekaran, Varshini; Dhayal, Rajesh Solvability and optimal control for second-order stochastic differential systems under the influence of delay and impulses. (English) Zbl 07983448 Stochastics 96, No. 6, 1796-1816 (2024). MSC: 34K30 65C30 93E20 34K45 47D09 × Cite Format Result Cite Review PDF Full Text: DOI
Ansari, Shahin; Malik, Muslim Finite dimensional approximation to fractional stochastic integro-differential equations with non-instantaneous impulses. (English) Zbl 07983440 Stochastics 96, No. 5, 1582-1608 (2024). MSC: 60H20 34A08 34G20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Ahadi, Azam; Saadati, Reza; O’Regan, Donal Approximation of a nonlinear stochastic fractional Volterra integro-differential equation with measures of quality and certainty. (English) Zbl 07983209 Linear Nonlinear Anal. 10, No. 2, 45-55 (2024). MSC: 54C40 14E20 46E25 47H10 20C20 × Cite Format Result Cite Review PDF Full Text: Link
Ji, Un Cig Anticipating quantum stochastic integrals. (English) Zbl 07981658 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 27, No. 4, Article ID 2440007, 41 p. (2024). MSC: 81S25 60H40 46F25 × Cite Format Result Cite Review PDF Full Text: DOI
Paikaray, Prit Pritam; Parida, Nigam Chandra; Beuria, Sanghamitra; Nikan, Omid Numerical approximation of nonlinear stochastic Volterra integral equation based on Walsh function. (English) Zbl 07980271 S\(\vec{\text{e}}\)MA J. 81, No. 4, 665-678 (2024). MSC: 65C30 60H05 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Baber, Muhammad Zafarullah; Shahzad, Tahir; Munir, Muskan; Ahmed, Nauman; Yasin, Muhammad Waqas Bifurcation, chaotic behavior and effects of noise on the solitons for the stochastic Jaulent-Miodek hierarchy model. (English) Zbl 07980175 Int. J. Theor. Phys. 63, No. 11, Paper No. 287, 18 p. (2024). MSC: 35C08 35C07 35A22 35B32 35G25 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Long; Shi, Changcheng; Yu, Hui; Hou, Ling Fusion estimation for state-saturated multi-rate systems with integral measurement and sensor resolution. (English) Zbl 07979125 J. Franklin Inst. 361, No. 18, Article ID 107281, 15 p. (2024). MSC: 93E10 × Cite Format Result Cite Review PDF Full Text: DOI
Khaider, Hassan; Azanzal, Achraf; Raji, Abderrahmane Well-posedness of solutions for the 2D stochastic quasi-geostrophic equation in critical Fourier-Besov-Morrey spaces. (English) Zbl 07978350 Electron. J. Differ. Equ. 2024, Paper No. 74, 10 p. (2024). MSC: 35Q35 42B37 35Q85 35R60 × Cite Format Result Cite Review PDF Full Text: DOI
Han, Xiyue; Schied, Alexander A criterion for absolute continuity relative to the law of fractional Brownian motion. (English) Zbl 07977952 Electron. Commun. Probab. 29, Paper No. 80, 10 p. (2024). MSC: 60G22 60H20 26A33 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Appuhamillage, Thilanka; Bokil, Vrushali; Thomann, Enrique; Waymire, Edward; Wood, Brian Errata to: “Occupation and local times for skew Brownian motion with applications to dispersion across an interface”. (English) Zbl 07977935 Ann. Appl. Probab. 34, No. 6, 5842-5844 (2024). MSC: 60J70 60K40 60G44 60J55 35C15 35R05 47D07 × Cite Format Result Cite Review PDF Full Text: DOI
Bandeira, Afonso S.; Maillard, Antoine; Mendelson, Shahar; Paquette, Elliot Fitting an ellipsoid to a quadratic number of random points. (English) Zbl 07976497 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 2, 1835-1852 (2024). MSC: 60D05 52A22 90C22 60B20 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Hausenblas, Erika; Randrianasolo, Tsiry Avisoa Wong-Zakai approximation of a stochastic partial differential equation with multiplicative noise. (English) Zbl 07976471 Appl. Anal. 103, No. 16, 3029-3048 (2024). MSC: 60H15 35R60 60H35 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Ferrara, Massimiliano A Laplace-type problem for a lattice with cell composed by regular polygons with obstacles. (English) Zbl 07975476 Atti Accad. Peloritana Pericolanti, Cl. Sci. Fis. Mat. Nat. 102, No. 2, Paper No. A4, 9 p. (2024). MSC: 60D05 52C20 68T99 × Cite Format Result Cite Review PDF Full Text: DOI
Petrović, Aleksandra; Milošević, Marija Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay. (English) Zbl 07972602 Stochastic Anal. Appl. 42, No. 5, 920-944 (2024). MSC: 60H35 60H10 65C30 × Cite Format Result Cite Review PDF Full Text: DOI
Duyen, Hoang Thi; Tran, Ky Quan Exponential contraction in impulsive stochastic differential equations: analysis of exact and numerical solutions. (English) Zbl 07972574 Numer. Algebra Control Optim. 14, No. 4, 853-871 (2024). MSC: 60H10 60H35 65C30 93E15 × Cite Format Result Cite Review PDF Full Text: DOI
Tang, Wenpin; Wu, Yuhang; Zhou, Xun Yu Discrete-time simulated annealing: a convergence analysis via the Eyring-Kramers law. (English) Zbl 07972571 Numer. Algebra Control Optim. 14, No. 4, 778-794 (2024). MSC: 60H35 60H10 90C30 65C30 39B62 × Cite Format Result Cite Review PDF Full Text: DOI
Botija-Munoz, Ulises; Yuan, Chenggui Multilevel Monte Carlo EM scheme for MV-SDEs with small noise. (English) Zbl 07972570 Numer. Algebra Control Optim. 14, No. 4, 748-777 (2024). MSC: 60H35 60H10 65C05 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Li, Xun-Jian; Li, Shuang; Tian, Guo-Liang A new MM algorithm for root-finding problems. (English) Zbl 07972520 Stat. Neerl. 78, No. 4, 692-701 (2024). MSC: 62Nxx 65Cxx 90Cxx × Cite Format Result Cite Review PDF Full Text: DOI
Hirsch, Max; Zanoni, Andrea Stochastic gradient descent in continuous time for drift identification in multiscale diffusions. (English) Zbl 07971359 ESAIM, Math. Model. Numer. Anal. 58, No. 6, 2387-2414 (2024). MSC: 60H35 60H10 60J60 62F12 62M05 62M20 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Leimkuhler, Benedict; Paulin, Daniel; Whalley, Peter A. Contraction rate estimates of stochastic gradient kinetic Langevin integrators. (English) Zbl 07971355 ESAIM, Math. Model. Numer. Anal. 58, No. 6, 2255-2286 (2024). MSC: 65C05 65C30 65C40 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Jiang, Lianzi; Hu, Mingshang Discrete-time approximation for backward stochastic differential equations driven by \(G\)-Brownian motion. (English) Zbl 07969384 Stoch. Dyn. 24, No. 6, Article ID 2450042, 34 p. (2024). MSC: 60H35 60H10 60G65 65C30 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Han, Chaoyi; Hu, Peng The linearly backward Milstein method with truncated Wiener process for the stochastic SIS epidemic model. (English) Zbl 07969277 Commun. Anal. Comput. 2, No. 4, 414-431 (2024). MSC: 65C30 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Khachatryan, Khachatur Agavardovich; Petrosyan, Aĭkanush Samvelovna On an integral equation with concave nonlinearity. (Russian. English summary) Zbl 07967579 Izv. Irkutsk. Gos. Univ., Ser. Mat. 50, 66-82 (2024). MSC: 45G05 45M05 45R05 60H20 × Cite Format Result Cite Review PDF Full Text: DOI Link
Han, Yingying; Zhou, Shaosheng Parameterization to fault detection filtering for Itô stochastic T-S fuzzy systems. (English) Zbl 07967349 Asian J. Control 26, No. 6, 3102-3117 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI
Xiao, Jichang; Wang, Xiaoqun Error analysis for empirical risk minimization over clipped ReLU networks in solving linear Kolmogorov partial differential equations. (English) Zbl 07966454 Numer. Math., Theory Methods Appl. 17, No. 4, 996-1017 (2024). MSC: 60H30 65C30 62M45 68T07 × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Tang, Xiao; Xiong, Jie A class of efficient multistep methods for forward backward stochastic differential equations. (English) Zbl 07966451 Numer. Math., Theory Methods Appl. 17, No. 4, 904-932 (2024). MSC: 65C30 60H10 65L06 × Cite Format Result Cite Review PDF Full Text: DOI
Xu, Yafei; Zhao, Weidong Richardson extrapolation of the Euler scheme for backward stochastic differential equations. (English) Zbl 07966435 Numer. Math., Theory Methods Appl. 17, No. 2, 463-493 (2024). MSC: 65C30 60H10 60H35 × Cite Format Result Cite Review PDF Full Text: DOI
Sun, Yabing; Yang, Jie; Zhao, Weidong An accurate numerical scheme for mean-field forward and backward SDEs with jumps. (English) Zbl 07966427 Numer. Math., Theory Methods Appl. 17, No. 1, 243-274 (2024). MSC: 65C30 60H10 60H35 65C05 × Cite Format Result Cite Review PDF Full Text: DOI
Coulibaly, Harouna; Aman, Auguste Backward stochastic Volterra integral equations with time delayed generators. (English) Zbl 07966232 Asian J. Control 26, No. 5, 2719-2731 (2024). MSC: 93-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Samadyar, Nasrin; Ordokhani, Yadollah Approximate solution of stochastic Allen-Cahn equation of fractional order using finite difference and RBF-based meshfree method. (English) Zbl 07964492 Lith. Math. J. 64, No. 4, 514-529 (2024). MSC: 60H35 60H15 35R60 65C30 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Moussaten, Soufiane On the cross-variation of a class of stochastic processes. (English) Zbl 07962222 Results Appl. Math. 24, Article ID 100509, 13 p. (2024). MSC: 60G15 60G18 60H05 60G22 60F05 × Cite Format Result Cite Review PDF Full Text: DOI
Badawi, Haneen; Abu Arqub, Omar; Shawagfeh, Nabil Existence, uniqueness, and collocation solutions using the shifted Legendre spectral method for the Hilfer fractional stochastic integro-differential equations regarding stochastic Brownian motion. (English) Zbl 07962217 Results Appl. Math. 24, Article ID 100504, 17 p. (2024). MSC: 65R20 65C30 60H20 45R05 26A33 × Cite Format Result Cite Review PDF Full Text: DOI
Tokmachev, A. S. The mean distance between random points on the boundary of a convex figure. (English. Russian original) Zbl 07962168 J. Math. Sci., New York 286, No. 5, 798-806 (2024); translation from Zap. Nauchn. Semin. POMI 510, 248-261 (2022). Reviewer: Kinga Nagy (Osnabrück) MSC: 52A22 52A10 60D05 × Cite Format Result Cite Review PDF Full Text: DOI