Entropy Dissipation for Degenerate Stochastic Differential Equations via Sub-Riemannian Density Manifold by Qi Feng, Wuchen Li

“…We studied the dynamical behaviors of degenerate stochastic differential equations (SDEs). We selected an auxiliary Fisher information functional as the Lyapunov functional. …”
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Forecasting Inflation based on Stochastic Differential Equations and Alternative Models (A Comparative Study) by Ahmad Molabahrami, Hassan Khodavaisi, Reza Hossaini

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Backward Stochastic Differential Equations (BSDEs) Using Infinite-Dimensional Martingales with Subdifferential Operator by Pei Zhang, Adriana Irawati Nur Ibrahim, Nur Anisah Mohamed

Subjects: “…backward stochastic differential equations (BSDEs)…”
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On a class of stochastic differential equations driven by the generalized stochastic mixed variational inequalities by Zeng Qiaofeng, Min Chao, Fan Feifei

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Some results on the existence and stability of impulsive delayed stochastic differential equations with Poisson jumps by Dongdong Gao, Daipeng Kuang, Jianli Li

“…This paper is concerned with the existence, uniqueness and exponential stability of mild solutions for a class of impulsive stochastic differential equations driven by Poisson jumps and time-varying delays. …”
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Renormalization Group Method for a Stochastic Differential Equation with Multiplicative Fractional White Noise by Lihong Guo

“…In this paper, we present an application of the renormalization group method developed by Chen, Goldenfeld and Oono for a stochastic differential equation in a space of Hilbert space-valued generalized random variables with multiplicative noise. …”
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Newton's method for stochastic differential equations and its probabilistic second-order error estimate by Kazuo Amano

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General Time-Symmetric Mean-Field Forward-Backward Doubly Stochastic Differential Equations by Nana Zhao, Jinghan Wang, Yufeng Shi, Qingfeng Zhu

Subjects: “…forward-backward doubly stochastic differential equations…”
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An Analysis and Global Identification of Smoothless Variable Order of a Fractional Stochastic Differential Equation by Qiao Li, Xiangcheng Zheng, Hong Wang, Zhiwei Yang, Xu Guo

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Existence and Stability Results of Stochastic Differential Equations with Non-instantaneous Impulse and Poisson jumps by Varshini S., Banupriya K., Ramkumar K., Ravikumar K.

“…This paper focuses on a new class of non-instantaneous impulsive stochastic differential equations generated by mixed fractional Brownian motion with poisson jump in real separable Hilbert space. …”
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Stochastic stability of solutions for a fourth-order stochastic differential equation with constant delay by Ayman M. Mahmoud, Adebayo O. Adewumi, Adeleke T. Ademola

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Latent Stochastic Differential Equations for Modeling Quasar Variability and Inferring Black Hole Properties by Joshua Fagin, Ji Won Park, Henry Best, James H. H. Chan, K. E. Saavik Ford, Matthew J. Graham, V. Ashley Villar, Shirley Ho, Matthew O’Dowd

“…The UV/optical variability is thought to be a stochastic process, often represented as a damped random walk described by a stochastic differential equation (SDE). Upcoming wide-field telescopes such as the Rubin Observatory Legacy Survey of Space and Time (LSST) are expected to observe tens of millions of AGN in multiple filters over a ten year period, so there is a need for efficient and automated modeling techniques that can handle the large volume of data. …”
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Fractional Itô–Doob Stochastic Differential Equations Driven by Countably Many Brownian Motions by Abdellatif Ben Makhlouf, Lassaad Mchiri, Hakeem A. Othman, Hafedh M. S. Rguigui

“…This article is devoted to showing the existence and uniqueness (EU) of a solution with non-Lipschitz coefficients (NLC) of fractional Itô-Doob stochastic differential equations driven by countably many Brownian motions (FIDSDECBMs) of order <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>ϰ</mi><mo>∈</mo><mo>(</mo><mn>0</mn><mo>,</mo><mn>1</mn><mo>)</mo></mrow></semantics></math></inline-formula> by using the Picard iteration technique (PIT) and the semimartingale local time (SLT).…”
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Author Correction: Sparse inference and active learning of stochastic differential equations from data by Yunfei Huang, Youssef Mabrouk, Gerhard Gompper, Benedikt Sabass

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Some existence results for advanced backward stochastic differential equations with a jump time*** by Jeanblanc Monique, Lim Thomas, Agram Nacira

“…In this paper, we are interested by advanced backward stochastic differential equations (ABSDEs), in a probability space equipped with a Brownian motion and a single jump process, with a jump at time τ. …”
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Asymptotic behaviour and boundedness of solutions for third-order stochastic differential equation with multi-delay by A. M. Mahmoud, D. A. Eisa, R. O. A. Taie, D. A. M. Bakhit

“…Abstract In the present paper, we study stochastic stability and stochastic boundedness for the stochastic differential equation (SDE) with multi-delay of third order. …”
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Multi-level Monte Carlo methods for the approximation of invariant measures of stochastic differential equations by Giles, M, Majka, M, Szpruch, L, Vollmer, S, Zygalakis, K

A randomized Milstein method for stochastic differential equations with non-differentiable drift coefficients by Kruse, R, Wu, Y

“…In this paper a drift-randomized Milstein method is introduced for the numerical solution of non-autonomous stochastic differential equations with non-differentiable drift coefficient functions. …”

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration by Granita, Granita, Bahar, A.

“…This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. …”

New Proof for the Theorem of Existence And Uniqueness of a Class of Fractional Stochastic Differential Equations by Alhagyan, Mohammed, Misiran, Masnita, Omar, Zurni

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