Studying the Ito ̃ ’s formula for some stochastic differential equation: (Quotient stochastic differential equation) by Abdulghafoor J. Salim, Ali F. Ali

Subjects: “…stochastic differential equation…”
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Discretizing a backward stochastic differential equation by Yinnan Zhang, Weian Zheng

“…We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi-linear PDEs.…”
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Symmetrized solutions for nonlinear stochastic differential equations by G. Adomian, L. H. Sibul

Subjects: “…nonlinear stochastic differential equation…”
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The Moments for Some Hyperbolic Stochastic Differential Equations by Noor Ramadan Mutter, Abdulghafoor J. Salim

Subjects: “…hyperbolic stochastic differential equation…”
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Averaging Principle for Backward Stochastic Differential Equations by Yuanyuan Jing, Zhi Li

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Stochastic Differential Equations with Multi-Markovian Switching by Meng Liu, Ke Wang

“…This paper is concerned with stochastic differential equations (SDEs) with multi-Markovian switching. …”
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Numerical implementation of a stochastic differential equation of motion by Saúl Moisés Torres Murga

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Limit theorems for solutions of stochastic differential equation problems by J. Vom Scheidt, W. Purkert

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Statistical Inference for Stochastic Differential Equations with Small Noises by Liang Shen, Qingsong Xu

“…This paper proposes the least squares method to estimate the drift parameter for the stochastic differential equations driven by small noises, which is more general than pure jump α-stable noises. …”
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The Moment for Some quotient Stochastic Differential Equation with Application by Abdulghafoor J. Salim, Ali F. Ali

Subjects: “…stochastic differential equations…”
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On stochastic differential equations driven by skew stable processes by Henrikas Pragarauskas

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Exponential Stability of Stochastic Differential Equation with Mixed Delay by Wenli Zhu, Jiexiang Huang, Xinfeng Ruan, Zhao Zhao

“…This paper focuses on a class of stochastic differential equations with mixed delay based on Lyapunov stability theory, Itô formula, stochastic analysis, and inequality technique. …”
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Modeling Cholera Epidemiology Using Stochastic Differential Equations by Wahab A. Iddrisu, Inusah Iddrisu, Abdul-Karim Iddrisu

“…Then, we formulated it as a stochastic differential equation for the number of infectious individuals It under the role of the aquatic environment. …”
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Existence and Uniqueness of Solution for a Class of Stochastic Differential Equations by Junfei Cao, Zaitang Huang, Caibin Zeng

“…A class of stochastic differential equations given by dx(t)=f(x(t))dt+g(x(t))dW(t),  x(t0)=x0,  t0≤t≤T<+∞, are investigated. …”
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Review of stochastic differential equations in statistical arbitrage pairs trading by Sylvia Endres

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Study on Controllability for Ψ-Hilfer Fractional Stochastic Differential Equations by Abdur Raheem, Fahad M. Alamrani, Javed Akhtar, Adel Alatawi, Esmail Alshaban, Areefa Khatoon, Faizan Ahmad Khan

“…The goal of this paper is to study the existence of a mild solution and controllability for a class of neutral stochastic differential equations (SDEs) involving the <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mi mathvariant="normal">Ψ</mi></semantics></math></inline-formula>-Hilfer fractional derivatives, a generalization of the well-known Riemann–Liouville fractional derivative using almost sectorial operators. …”
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Applied Lyapunov Stability for Some Nonlinear Stochastic Differential Equations by Nibal Sabah Abdurahman , Abdulghafoor Jasim  Salim

“… In this paper, we applied and explain the stability to some linear and  non-linear stochastic differential equations by using the Lyapunov direct second method, after finding the  stochastic differential equation which obtained by applying the (Ito-integrated formula) and the quadratic Lyapunov function be taken, we use the Lyapunov theorems to find and explain if the trivial (zero) solution are stochastically stabile (p-stable, mean square stable and stochastically asymptotically stable in the large ), then we explain the methods by some examples. …”
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Convergence solution for some Harmonic Stochastic Differential Equations with Application by Abdulghafoor J. Salim, Waleed A. Saeed

Subjects: “…Stochastic differential equations…”
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Optimal control for system of stochastic differential equations with Lévy jumps by Md. Abdullah Bin Masud, Mostak Ahmed

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Option pricing mechanisms driven by backward stochastic differential equations by Yufeng Shi, Bin Teng, Sicong Wang

Subjects: “…Backward stochastic differential equation…”
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