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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Statistical Inference for Stochastic Differential Equations with Small Noises by Liang Shen, Qingsong Xu

“…This paper proposes the least squares method to estimate the drift parameter for the stochastic differential equations driven by small noises, which is more general than pure jump α-stable noises. …”
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Predictability and uniqueness of weak solutions of the stochastic differential equations by Merkle Ana

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A Simple Stochastic Differential Equation with Discontinuous Drift by Maria Simonsen, John Leth, Henrik Schioler, Horia Cornean

“…In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. …”
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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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Exponential Stability of Stochastic Differential Equation with Mixed Delay by Wenli Zhu, Jiexiang Huang, Xinfeng Ruan, Zhao Zhao

“…This paper focuses on a class of stochastic differential equations with mixed delay based on Lyapunov stability theory, Itô formula, stochastic analysis, and inequality technique. …”
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Stochastic differential equations with singular coefficients on the straight line by Rongrong Tian, Liang Ding, Jinlong Wei

“…Abstract Consider the following stochastic differential equation (SDE): X t = x + ∫ 0 t b ( s , X s ) d s + ∫ 0 t σ ( s , X s ) d B s , 0 ≤ t ≤ T , x ∈ R , $$ X_{t}=x+ \int _{0}^{t}b(s,X_{s})\,ds+ \int _{0}^{t}\sigma (s,X_{s}) \,dB_{s}, \quad 0\leq t\leq T, x\in \mathbb{R}, $$ where { B s } 0 ≤ s ≤ T $\{B_{s}\}_{0\leq s\leq T}$ is a 1-dimensional standard Brownian motion on [ 0 , T ] $[0,T]$ . …”
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Continuous dependence of recurrent solutions for stochastic differential equations by Haijing Qiu, Yan Wang

Subjects: “…stochastic differential equation…”
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Qualitative Analysis for the Solutions of Fractional Stochastic Differential Equations by Abdelhamid Mohammed Djaouti, Muhammad Imran Liaqat

“…Fractional pantograph stochastic differential equations (FPSDEs) combine elements of fractional calculus, pantograph equations, and stochastic processes to model complex systems with memory effects, time delays, and random fluctuations. …”
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A stochastic differential equation model for pest management by Xuewen Tan, Sanyi Tang, Xiaozhou Chen, Lianglin Xiong, Xinzhi Liu

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A limit theorem for singular stochastic differential equations by Andrey Pilipenko, Yuriy Prykhodko

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A Proposal Based on Stochastic Differential Equations for Income by Luis Ceferino Franco-Arbeláez, Luis Eduardo Franco-Ceballos, Héctor Alonso Olivares-Aguayo

“…In this paper, for life insurance and applying a stochastic approach under efficient markets, we use survival probabilities and stochastic differential equations to model the actuarial reserve, changes in the constituted actuarial reserve, and estimated income over time. …”
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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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The analysis of fractional neutral stochastic differential equations in space by Wedad Albalawi, Muhammad Imran Liaqat, Fahim Ud Din, Kottakkaran Sooppy Nisar, Abdel-Haleem Abdel-Aty

Subjects: “…fractional neutral stochastic differential equations…”
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Note on local mixing techniques for stochastic differential equations by Alexander Veretennikov

“…The paper discusses several techniques which may be used for applying the coupling method to solutions of stochastic differential equations (SDEs). The coupling techniques traditionally consist of two components: one is local mixing, the other is recurrence. …”
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Explosion time in stochastic differential equations with small diffusion by Julio D. Rossi, Pablo Groisman

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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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