Numerical Generation of Trajectories Statistically Consistent with Stochastic Differential Equations by Mykhaylo Evstigneev

“…A weak second-order numerical method for generating trajectories based on stochastic differential equations (SDE) is developed. The proposed approach bypasses direct noise realization by updating the system’s state using independent Gaussian random variables so as to reproduce the first three cumulants of the state variable at each time step to the second order in the time-step size. …”
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Simulation of Quantum Dynamics Based on the Quantum Stochastic Differential Equation by Ming Li

“…The quantum stochastic differential equation derived from the Lindblad form quantum master equation is investigated. …”
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Donsker-Type Theorem for Numerical Schemes of Backward Stochastic Differential Equations by Yi Guo, Naiqi Liu

Subjects: “…backward stochastic differential equations…”
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Stochastic PDEs and Infinite Horizon Backward Doubly Stochastic Differential Equations by Bo Zhu, Baoyan Han

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Fitting the Itô Stochastic differential equation to the COVID-19 data in Turkey by Fevzi Erdoğan, Sevda Özdemir Çalıkuşu

Subjects: “…itô stochastic differential equation…”
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Generalization of the Transformation Method to the Stratonovich Formula for Solving Stochastic Differential Equations by Ali alojedi, Abdulghafoor J. Salim

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Theoretical analysis of time fractal fractional pantograph stochastic differential equations by Muhammad Imran Liaqat, Muhammad Bilal Riaz, Ali Akgül

“…To the best of our knowledge, no existing work has addressed the well-posedness, regularity, and averaging principle for fractal-fractional pantograph stochastic differential equations (FFrPSDEs). In this study, we fill this gap by presenting results under the Atangana fractal-fractional derivative with the Riemann–Liouville (RL) definition and a power-law kernel. …”
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Convergence of the Euler Method of Stochastic Differential Equations with Piecewise Continuous Arguments by Ling Zhang, Minghui Song

“…The main purpose of this paper is to investigate the strong convergence of the Euler method to stochastic differential equations with piecewise continuous arguments (SEPCAs). …”
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Existence and Uniqueness of Solutions for a Class of Nonlinear Stochastic Differential Equations by Iryna Volodymyrivna Komashynska

“…By using successive approximation, we prove existence and uniqueness result for a class of nonlinear stochastic differential equations. Moreover, it is shown that the solution of such equations is a diffusion process and its diffusion coefficients are found.…”
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Existence and Uniqueness Theorem for Stochastic Differential Equations with Self-Exciting Switching by Guixin Hu, Ke Wang

“…We introduce a new kind of equation, stochastic differential equations with self-exciting switching. …”
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A GUARANTEED CONTROL PROBLEM FOR A LINEAR STOCHASTIC DIFFERENTIAL EQUATION by Valeriy L. Rozenberg

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Conditional Generation of Building Bubble Diagrams Based on Stochastic Differential Equations by Zhiwen Wei, Joonki Lee, Hyeongmo Gu, Seungyeon Choo, Jaeil Kim

“…This study introduces a novel conditional generative model based on stochastic differential equations (SDEs) for synthesizing architectural bubble diagrams that meet specific customer requirements. …”
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Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions by Pengju Duan, Min Ren, Shilong Fei

“…This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. …”
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Lyapunov Techniques for Stochastic Differential Equations Driven by Fractional Brownian Motion by Caibin Zeng, Qigui Yang, YangQuan Chen

“…Little seems to be known about evaluating the stochastic stability of stochastic differential equations (SDEs) driven by fractional Brownian motion (fBm) via stochastic Lyapunov technique. …”
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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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A deterministic criterion for approximate controllability of stochastic differential equations with jumps by Junfei Guo, Zhiyuan Huang, Rui Sun, Zhao Yikai

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Predictable and non-stationary processes of interval PREDICTION BASED ON stochastic differential equations by A. V. Ausiannikau

“…The task of interval prediction of non-stationary processes of stochastic differential equations described by models is considered. …”
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Comprehensive analysis of noise behavior influenced by random effects in stochastic differential equations by Maryam Kousar, Adil Jhangeer, Muhammad Muddassar

“…Stochastic differential equations are practical tools for modeling systems in which stochastic effects prevail, distinguishing it from deterministic models. …”
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Stochastic differential equations with bad coefficients: a short note on the weak approximations by Antanas Lenkšas

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