Stability of a Class of Hybrid Neutral Stochastic Differential Equations with Unbounded Delay by Boliang Lu, Ruili Song

“…This paper studies the stability of hybrid neutral stochastic differential equations with unbounded delay. Some novel exponential stability criteria and boundedness conditions are established based on the generalized Itô formula and Lyapunov functions. …”
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Mean Square Almost Periodic Solutions for Impulsive Stochastic Differential Equations with Delays by Ruojun Zhang, Nan Ding, Linshan Wang

“…We establish a result on existence and uniqueness on mean square almost periodic solutions for a class of impulsive stochastic differential equations with delays, which extends some earlier works reported in the literature.…”
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Closed-Form Optimal Strategies of Continuous-Time Options with Stochastic Differential Equations by Wei Yan

“…The optimal investment-consumption problem is formulated as a continuous-time mathematical model with stochastic differential equations. The prices processes follow jump-diffusion processes (Weiner process and Poisson process). …”
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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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Averaged Systems of Stochastic Differential Equations with Lévy Noise and Fractional Brownian Motion by Tayeb Blouhi, Hussien Albala, Fatima Zohra Ladrani, Amin Benaissa Cherif, Abdelkader Moumen, Khaled Zennir, Keltoum Bouhali

“…In special cases, when incorporating randomness, equations can be reduced to systems of stochastic differential Equations (SDEs). Stochastic averaging for a class of stochastic differential equations with fractional Brownian motion and non-Gaussian Lévy noise is considered. …”
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Stochastic differential equation modeling approach for grading astrocytomas on brain MRI images by Mahsa Raisi-Nafchi, Mahnoosh Tajmirriahi, Hossein Rabbani, Zahra Amini

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Numerical Schemes for Stochastic Differential Equations with Variable and Distributed Delays: The Interpolation Approach by Xueyan Zhao, Feiqi Deng, Shifang Kuang

“…A kind of the Euler-Maruyama schemes in discrete forms for stochastic differential equations with variable and distributed delays is proposed. …”
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Runge–Kutta-type methods for solving two-dimensional stochastic differential equations by Jurgis Navikas

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Influence of noninstantaneous impulsive on null controllability of Atangana–Baleanu fractional stochastic differential equations by M. Elsaid Ramadan, Mahmoud M. El-Borai, Taher A. Nofal, Adel Darwish, Hamdy M. Ahmed

“…Abstract This study explores the sufficient conditions for the null controllability of noninstantaneous impulsive Atangana–Baleanu fractional stochastic differential equations with Poisson jumps in a Hilbert space. …”
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Existence and Stability of Solutions of Fuzzy Fractional Stochastic Differential Equations with Fractional Brownian Motions by Elhoussain Arhrrabi, M’hamed Elomari, Said Melliani, Lalla Saadia Chadli

“…The existence, uniqueness, and stability of solutions to fuzzy fractional stochastic differential equations (FFSDEs) driven by a fractional Brownian motion (fBm) with the Lipschitzian condition are investigated. …”
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INTERVAL PREDICTION OF NON-STATIONARY PROCESSES, DESCRIBED BY STOCHASTIC DIFFERENTIAL EQUATIONS WITH VARIABLE PARAMETERS by A. V. Ausiannikau

“…The task of interval prediction of non-stationary processes of stochastic differential equations described by models with variable parameters is considered. …”
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The Analytic solution for some non-linear stochastic differential equation by linearization (Linear-transform) by Abdulghafoor J. Salim, Nibal Abdulrhman

Subjects: “…stochastic differential equation…”
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Sufficient Conditions on the Exponential Stability of Neutral Stochastic Differential Equations with Time-Varying Delays by Yanwei Tian, Baofeng Chen

“…The exponential stability is investigated for neutral stochastic differential equations with time-varying delays. Based on the Lyapunov stability theory and linear matrix inequalities (LMIs) technique, some delay-dependent criteria are established to guarantee the exponential stability in almost sure sense. …”
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Parameter Estimation of Population Pharmacokinetic Models with Stochastic Differential Equations: Implementation of an Estimation Algorithm by Fang-Rong Yan, Ping Zhang, Jun-Lin Liu, Yu-Xi Tao, Xiao Lin, Tao Lu, Jin-Guan Lin

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Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion by Zhonghao Zheng, Xiuchun Bi, Shuguang Zhang

“…Based on the theory of backward stochastic differential equations driven by G-Brownian motion, which was introduced in Hu et al. (2012), we can investigate the more general stochastic optimal control problems under G-expectation than that were constructed in Zhang (2011). …”
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EXISTENCE AND UNIQUENESS OF THE SOLUTIONS FOR A CLASSOF STOCHASTIC DIFFERENTIAL EQUATIONS WITH INFINITE MARKOVIAN JUMPS by Viorica Mariela UNGUREANU

Subjects: “…Stochastic differential equations…”
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Numerical Solutions of Stochastic Differential Equations with Piecewise Continuous Arguments under Khasminskii-Type Conditions by Minghui Song, Ling Zhang

“…The main purpose of this paper is to investigate the convergence of the Euler method to stochastic differential equations with piecewise continuous arguments (SEPCAs). …”
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Joint Modeling of Quasar Variability and Accretion Disk Reprocessing Using Latent Stochastic Differential Equations by Joshua Fagin, James Hung-Hsu Chan, Henry Best, Matthew O’Dowd, K. E. Saavik Ford, Matthew J. Graham, Ji Won Park, V. Ashley Villar

“…We encode the light curves using a transformer encoder, and the driving variability is reconstructed using latent stochastic differential equations, a physically motivated generative deep learning method that can model continuous-time stochastic dynamics. …”
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Square-Mean Asymptotically Almost Periodic Solutions for a Class of Fractional Stochastic Differential Equation by YAO Huili, LIU Mengran, WANG Jingnan

Subjects: “…fractional stochastic differential equation…”
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The Impact of Financial Risks on Financial Investment in Infrastructure: Based on a Two-Factor Stochastic Differential Equation by Qiming Zhang, Xuemeng Guo, Hongchang Li

“…Accordingly, this study builds a stochastic differential equation model based on inflation rate and interest rate, through which the expression of government subsidies in public-private partnership is optimised. …”
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