On stochastic differential equations driven by skew stable processes by Henrikas Pragarauskas

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Computer modeling of solutions to stochastic differential equations: weak approximations by Antanas Lenkšas

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The Existence of Strong Solutions for a Class of Stochastic Differential Equations by Junfei Zhang

“…In this paper, we will consider the existence of a strong solution for stochastic differential equations with discontinuous drift coefficients. …”
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Implicit Numerical Solutions for Solving Stochastic Differential Equations with Jumps by Ying Du, Changlin Mei

“…To realize the applications of stochastic differential equations with jumps, much attention has recently been paid to the construction of efficient numerical solutions of the equations. …”
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Bilateral Harnack Inequalities for Stochastic Differential Equation with Multiplicative Noise by Zihao An, Gaofeng Zong

“…By constructing a coupling with unbounded time-dependent drift, a lower bound estimate of dimension-free Harnack inequality with power is obtained for a large class of stochastic differential equation with multiplicative noise. The key is an application of the inverse Hölder inequality. …”
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Solvency Evaluation Model of Insurance Company Based on Stochastic Differential Equation by Kai Wang, Ling Zhu

“…In this paper, from the perspective of capital flow, the insurance company’s capital flow is regarded as a dynamic system, the stochastic differential equations model is established to describe its flow characteristics, and the existence of positive equilibrium point of the system is proved, as well as the conditions of stability at equilibrium point, that is, the requirements of the insurance company’s solvency. …”
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Fractional Order Stochastic Differential Equation with Application in European Option Pricing by Qing Li, Yanli Zhou, Xinquan Zhao, Xiangyu Ge

“…In this paper, we establish a fractional order stochastic differential equation (FSDE) model to describe the effect of trend memory in financial pricing. …”
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On Runge–Kutta-type methods for solving multidimensional stochastic differential equations by Jurgis Navikas

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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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Fractional Brownian Motion for a System of Fuzzy Fractional Stochastic Differential Equation by Kinda Abuasbeh, Ramsha Shafqat

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Stochastic differential equations with bad coefficients: a short note on the weak approximations by Antanas Lenkšas

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Parameter Estimation for Stochastic Differential Equations Driven by Mixed Fractional Brownian Motion by Na Song, Zaiming Liu

“…We study the asymptotic properties of minimum distance estimator of drift parameter for a class of nonlinear scalar stochastic differential equations driven by mixed fractional Brownian motion. …”
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Existence and Uniqueness Results for a Class of Fractional Integro-Stochastic Differential Equations by Ayed. R. A. Alanzi, Shokrya S. Alshqaq, Raouf Fakhfakh, Abdellatif Ben Makhlouf

“…The objective of this paper is to demonstrate the existence and uniqueness (EU) of solutions to a class of Fractional Integro-Stochastic Differential Equations (FISDEs) by utilizing the fixed-point technique (FPT) and stochastic techniques. …”
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An Averaging Principle for Mckean–Vlasov-Type Caputo Fractional Stochastic Differential Equations by Weifeng Wang, Lei Yan, Junhao Hu, Zhongkai Guo

“…In this paper, we want to establish an averaging principle for Mckean–Vlasov-type Caputo fractional stochastic differential equations with Brownian motion. Compared with the classic averaging condition for stochastic differential equation, we propose a new averaging condition and obtain the averaging convergence results for Mckean–Vlasov-type Caputo fractional stochastic differential equations.…”
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The Convergence and MS Stability of Exponential Euler Method for Semilinear Stochastic Differential Equations by Chunmei Shi, Yu Xiao, Chiping Zhang

“…The numerical approximation of exponential Euler method is constructed for semilinear stochastic differential equations (SDEs). The convergence and mean-square (MS) stability of exponential Euler method are investigated. …”
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Runge–Kutta-type methods for solving two-dimensional stochastic differential equations by Jurgis Navikas

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Backward Stochastic Differential Equations Coupled with Value Function and Related Optimal Control Problems by Tao Hao, Juan Li

“…We get a new type of controlled backward stochastic differential equations (BSDEs), namely, the BSDEs, coupled with value function. …”
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Fractional Stochastic Differential Equations with Hilfer Fractional Derivative: Poisson Jumps and Optimal Control by Fathalla A. Rihan, Chinnathambi Rajivganthi, Palanisamy Muthukumar

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Fully Coupled Mean-Field Forward-Backward Stochastic Differential Equations and Stochastic Maximum Principle by Hui Min, Ying Peng, Yongli Qin

“…We discuss a new type of fully coupled forward-backward stochastic differential equations (FBSDEs) whose coefficients depend on the states of the solution processes as well as their expected values, and we call them fully coupled mean-field forward-backward stochastic differential equations (mean-field FBSDEs). …”
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Averaging Principle for Caputo Fractional Stochastic Differential Equations Driven by Fractional Brownian Motion with Delays by Pengju Duan, Hao Li, Jie Li, Pei Zhang

“…In this article, we investigate a class of Caputo fractional stochastic differential equations driven by fractional Brownian motion with delays. …”
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