Parameter estimation of stochastic differential equation by Haliza Abd. Rahman, Arifah Bahar, Norhayati Rosli, Madihah Md. Salleh

“…Regression spline with Bayesian approach is considered in the first step of a two-step method in estimating the structural parameters for stochastic differential equation (SDE). The selection of knot and order of spline can be done heuristically based on the scatter plot. …”
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Parameter estimation in stochastic differential equations by Weber, Gerhard-Wilhelm, Gorgulu, Zafer-Korcan, Abd.Rahman, Haliza, Bahar, Arifah

“…Financial processes as processes in nature, are subject to stochastic fluctuations. Stochastic differential equations turn out to be an advantageous representation of such noisy, real-world problems, and together with their identification, they play an important role in the sectors of finance, but also in physics and biotechnology. …”

Fundamental Properties of Nonlinear Stochastic Differential Equations by Linna Liu, Feiqi Deng, Boyang Qu, Yanhong Meng

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Efficient Memristive Stochastic Differential Equation Solver by Xuening Dong, Louis Primeau, Roman Genov, Mostafa Rahimi Azghadi, Amirali Amirsoleimani

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On Caputo–Katugampola Fractional Stochastic Differential Equation by McSylvester Ejighikeme Omaba, Hamdan Al Sulaimani

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Data-Driven Discovery of Stochastic Differential Equations by Yasen Wang, Huazhen Fang, Junyang Jin, Guijun Ma, Xin He, Xing Dai, Zuogong Yue, Cheng Cheng, Hai-Tao Zhang, Donglin Pu, Dongrui Wu, Ye Yuan, Jorge Gonçalves, Jürgen Kurths, Han Ding

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Derivation of stochastic Taylor methods for stochastic differential equations by Noor Amalina Nisa, Ariffin, Norhayati, Rosli

“…This paper demonstrates a derivation of stochastic Taylor methods for stochastic differential equations (SDEs). The stochastic Taylor series is extended and truncated at certain terms to achieve the order of convergence of stochatsic Taylor methods for SDEs. …”
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Polynomial asymptotic stability of damped stochastic differential equations by John Appleby, D. Mackey

“…The paper studies the polynomial convergence of solutions of a scalar nonlinear It\^{o} stochastic differential equation\[dX(t) = -f(X(t))\,dt + \sigma(t)\,dB(t)\] where it is known, {\it a priori}, that $\lim_{t\rightarrow\infty} X(t)=0$, a.s. …”
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Affine periodic solutions for some stochastic differential equations by Ruichao Guo, Hongren Wang

Subjects: “…Stochastic differential equations…”
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Latent Stochastic Differential Equations for Change Point Detection by Artem Ryzhikov, Mikhail Hushchyn, Denis Derkach

“…In this paper, we present a novel change point detection algorithm based on Latent Neural Stochastic Differential Equations (SDE). Our method learns a non-linear deep learning transformation of the process into a latent space and estimates a SDE that describes its evolution over time. …”
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Predictability and uniqueness of weak solutions of the stochastic differential equations by Merkle Ana

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Synthesis Weibull Stochastic Differential Equation: Properties and application by John Abonongo, Patrick Chidzalo

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On the Asymptotic Equivalence of Ordinary and Functional Stochastic Differential Equations by Olexandr M. Stanzhytskyi, Grygoriy O. Petryna, Maryna V. Hrysenko

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

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Lie-Point Symmetries and Backward Stochastic Differential Equations by Na Zhang, Guangyan Jia

Subjects: “…backward stochastic differential equation…”
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Stability results for neutral fractional stochastic differential equations by Omar Kahouli, Saleh Albadran, Zied Elleuch, Yassine Bouteraa, Abdellatif Ben Makhlouf

“…In this paper, we investigate the concept of Ulam-Hyers stability for a class of neutral fractional stochastic differential equations by using the Banach fixed point theorem and the stochastic analysis techniques. …”
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Fractional Stochastic Differential Equation Approach for Spreading of Diseases by Leonardo dos Santos Lima

“…The rises and falls of novel cases daily or the fluctuations in the official data are treated as a random term in the stochastic differential equation for the fractional Brownian motion. …”
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Construction of stochastic differential equations of motion in canonical variables by M.I. Tleubergenov, G.K. Vassilina, S.R. Seisenbayeva

Subjects: “…stochastic differential equation…”
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Numerical methods for Stochastic differential equations: two examples by de Raynal Paul-Éric Chaudru, Pagès Gilles, Rey Clément

“…First we present a contribution to a recently introduced problem: stochastic differential equations with constraints in law, investigated through various theoretical and numerical viewpoints. …”
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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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