Classical and Impulse Stochastic Control on the Optimization of Dividends with Residual Capital at Bankruptcy by Peimin Chen, Bo Li

“…Maximization of both expected total discounted dividends before bankruptcy and expected discounted returned money at the state of terminal bankruptcy becomes a mixed classical-impulse stochastic control problem. In order to solve this problem, we reduce it to quasi-variational inequalities with a nonzero boundary condition. …”
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Dynamical Behaviors of the Stochastic Hopfield Neural Networks with Mixed Time Delays by Li Wan, Qinghua Zhou, Zhigang Zhou, Pei Wang

“…This paper investigates dynamical behaviors of the stochastic Hopfield neural networks with mixed time delays. …”
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Maximum Displacement Variability of Stochastic Structures Subject to Deterministic Earthquake Loading by L.L. Graham

“…The variability of the maximum response displacement of random frame structures under deterministic earthquake loading are examined in this paper using stochastic finite element techniques. The elastic modulus and the mass density are assumed to be described by cross-correlated stochastic fields. …”
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On Runge–Kutta-type methods for solving multidimensional stochastic differential equations by Jurgis Navikas

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The Optimal Control and MLE of Parameters of a Stochastic Single-Species System by Huili Xiang, Zhijun Liu

“…With the help of the techniques of stochastic analysis and mathematical statistics, sufficient conditions for the optimal control threshold value, the optimal control moment, and the maximum likelihood estimation of parameters are established, respectively. …”
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Synchronization Control for Stochastic Neural Networks with Mixed Time-Varying Delays by Qing Zhu, Aiguo Song, Shumin Fei, Yuequan Yang, Zhiqiang Cao

“…Synchronization control of stochastic neural networks with time-varying discrete and continuous delays has been investigated. …”
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Economic-Oriented Stochastic Optimization in Advanced Process Control of Chemical Processes by László Dobos, András Király, János Abonyi

“…Higher profit can be realized only by assuring a relatively low frequency of violation of these constraints. A multilevel stochastic optimization framework is proposed to determine the optimal setpoint values of control loops with respect to predetermined risk levels, uncertainties, and costs of violation of process constraints. …”
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Generalized Synchronization of Stochastic Discrete Chaotic System with Poisson Distribution Coefficient by Shao-juan Ma, Duan Dong, Jie Zheng

“…This paper addresses the generalized synchronization of stochastic discrete chaotic systems with Poisson distribution coefficient. …”
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Existence and Uniqueness of Mild Solutions for Nonlinear Stochastic Impulsive Differential Equation by L. J. Shen, J. T. Sun

“…This paper investigates the existence and uniqueness of mild solutions to the general nonlinear stochastic impulsive differential equations. By using Schaefer's fixed theorem and stochastic analysis technique, we propose sufficient conditions on existence and uniqueness of solution for stochastic differential equations with impulses. …”
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Pricing Vulnerable European Options under Lévy Process with Stochastic Volatility by Chaoqun Ma, Shengjie Yue, Yishuai Ren

“…This paper considers the pricing issue of vulnerable European option when the dynamics of the underlying asset value and counterparty’s asset value follow two correlated exponential Lévy processes with stochastic volatility, and the stochastic volatility is divided into the long-term and short-term volatility. …”
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Convergence of numerical solution of stochastic differential equation for the self-thinning process by Petras Rupšys

“…In this paper from a practical viewpoint we apply a simple numerical method for solution of the stochastic differential equations by the Milstein's higher order method. …”
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A Study on Iterative Algorithm for Stochastic Distribution Free Inventory Models by Jennifer Lin

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Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode by Arthit Intarasit

“…We propose that asset returns are modeled by a stochastic volatility Lévy process incorporating a regime switching model. …”
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Stability and Complexity Analysis of Temperature Index Model Considering Stochastic Perturbation by Jing Wang

“…A temperature index model with delay and stochastic perturbation is constructed in this paper. …”
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Detecting Different Road Infrastructural Elements Based on the Stochastic Characterization of Speed Patterns by Mario Muñoz-Organero, Ramona Ruiz-Blázquez

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Dynamics Analysis of a Stochastic Delay Gilpin-Ayala Model with Markovian Switching by Qiaoqin Gao, Zhijiang Luo, Guirong Liu

“…This paper considers a stochastic delay Gilpin-Ayala model with Markovian switching. …”
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Hopf Bifurcations of a Stochastic Fractional-Order Van der Pol System by Xiaojun Liu, Ling Hong, Lixin Yang

“…Firstly, the Chebyshev polynomial approximation is applied to study the stochastic fractional-order system. Based on the method, the stochastic system is reduced to the equivalent deterministic one, and then the responses of the stochastic system can be obtained by numerical methods. …”
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Mean-Square Asymptotically Almost Automorphic Solutions to Fractional Stochastic Relaxation Equations by Qiong Wu

“…Mild solutions generated by a a, k-regularized family to fractional stochastic relaxation equations are studied. The main objective is to establish the existence and uniqueness of square-mean asymptotically almost automorphic mild solutions to linear and semilinear case of these equations. …”
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Stochastic User Equilibrium Assignment in Schedule-Based Transit Networks with Capacity Constraints by Wangtu Xu, Lixin Miao, Wei-Hua Lin

“…This paper proposes a stochastic user equilibrium (SUE) assignment model for a schedule-based transit network with capacity constraint. …”
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A Regularization SAA Scheme for a Stochastic Mathematical Program with Complementarity Constraints by Yu-xin Li, Jie Zhang, Zun-quan Xia

“…To reflect uncertain data in practical problems, stochastic versions of the mathematical program with complementarity constraints (MPCC) have drawn much attention in the recent literature. …”
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