Asymptotic expansions as control variates for deep solvers to fully-coupled forward-backward stochastic differential equations. by Makoto Naito, Taiga Saito, Akihiko Takahashi, Kohta Takehara

“…Coupled forward-backward stochastic differential equations (FBSDEs) are closely related to financially important issues such as optimal investment. …”
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Dynamical behavior of tempered φ-Caputo type fractional order stochastic differential equations driven by Lévy noise by M. Latha Maheswari, Karthik Muthusamy

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High-Order Spectral Method of Density Estimation for Stochastic Differential Equation Driven by Multivariate Gaussian Random Variables by Hongling Xie

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Peano Theorems for Pedjeu–Ladde-Type Multi-Time Scale Stochastic Differential Equations Driven by Fractional Noises by Arcady Ponosov, Lev Idels

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Mean-Field Forward-Backward Doubly Stochastic Differential Equations and Related Nonlocal Stochastic Partial Differential Equations by Qingfeng Zhu, Yufeng Shi

“…Mean-field forward-backward doubly stochastic differential equations (MF-FBDSDEs) are studied, which extend many important equations well studied before. …”
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Square-Mean Asymptotically Almost Automorphic Mild Solutions to a Class of Semi-linear Stochastic Differential Equations by YAO Hui-li, HUO Gui-zhen, SUN Hai-tong, WANG Jing-nan

“…The applications of the theories of square-mean almost automorphic type functions have attracted more and more attention by mathematics researchers, square-mean asymptotically almost automorphic solutions of this class of differential equations have a wider range of applications than square-mean almost automorphic solutions.Square-mean asymptotically almost automorphic mild solutions to a class of semi-linear stochastic differential equations are investigated. The existence and uniqueness of square-mean asymptotically almost automorphic mild solutions for this kind of equation are discussed by using the principle of Banach compressed image, combining with the definition and properties of square-mean asymptotically almost automorphic stochastic processes， Cauchy-Schwarz inequality, Lipschtiz conditions and Ito integrals isometry.…”
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Numerical Implementation of Stochastic Operational Matrix Driven by a Fractional Brownian Motion for Solving a Stochastic Differential Equation by R. Ezzati, M. Khodabin, Z. Sadati

“…An efficient method to determine a numerical solution of a stochastic differential equation (SDE) driven by fractional Brownian motion (FBM) with Hurst parameter H∈(1/2,1) and n independent one-dimensional standard Brownian motion (SBM) is proposed. …”
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A Maximum Principle for Controlled Time-Symmetric Forward-Backward Doubly Stochastic Differential Equation with Initial-Terminal Sate Constraints by Shaolin Ji, Qingmeng Wei, Xiumin Zhang

“…We study the optimal control problem of a controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints. …”
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Convergence and Stability of the Truncated Stochastic Theta Method for McKean-Vlasov Stochastic Differential Equations Under Local Lipschitz Conditions by Hongxia Chu, Haiyan Yuan, Quanxin Zhu

Subjects: “…McKean-Vlasov stochastic differential equation…”
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The Estimation of a Signal Generated by a Dynamical System Modeled by McKean–Vlasov Stochastic Differential Equations Under Sampled Measurements by Vasile Dragan, Samir Aberkane

“…This paper addresses the problem of optimal <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><msub><mi>H</mi><mn>2</mn></msub></semantics></math></inline-formula>-filtering for a class of continuous-time linear McKean–Vlasov stochastic differential equations under sampled measurements. The main tool used to solve the filtering problem is a forward jump matrix linear differential equation with a Riccati-type jumping operator. …”
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Geometric Brownian Motion Based on Stochastic Differential Equation Modeling Considering the Change Point Estimation for the Fluctuation of the Turkish Lira Against the US Dollar by Nihal İnce, Fevzi Erdoğan, Sevda Ozdemır Calikusu

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The Modified Stochastic Theta Scheme for Mean-Field Stochastic Differential Equations Driven by G-Brownian Motion Under Local One-Sided Lipschitz Conditions by Pengfei Zhao, Haiyan Yuan

“…In this paper, we focus on mean-field stochastic differential equations driven by G-Brownian motion (G-MFSDEs for short) with a drift coefficient satisfying the local one-sided Lipschitz condition with respect to the state variable and the global Lipschitz condition with respect to the law. …”
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Basic stochastic models for viral infection within a host by Sukhitha W. Vidurupola, Linda J. S. Allen

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A stochastic model for the dynamics of electromagnetic waves connected to each other on the mirror by A.M. Basharov

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Application of stochastic logistic laws and their density mixtures to the growth analysis by Petras Rupšys, Danutė Raškinienė

Subjects: “…stochastic differential equation…”
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Analysis of solitary wave behavior under stochastic noise in the generalized schamel equation by Khalid A. Alsatami

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Collective intermittent exploration in fish schools is mediated by visual cues by Deze Liu, Daniel Burbano

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Asymptotic Analysis of Poverty Dynamics via Feller Semigroups by Lahcen Boulaasair, Mehmet Yavuz, Hassane Bouzahir

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On the Change of Measure for Brownian Processes by Francis J. Pinski

Subjects: “…stochastic differential equations…”
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LINEAR QUADRATIC OPTIMAL CONTROL UNDER STOCHASTIC UNIFORM OBSERVABILITY AND DETECTABILITY CONDITIONS by V.M. Ungureanu

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