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

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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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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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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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Construction of stochastic differential equations of motion in canonical variables by M.I. Tleubergenov, G.K. Vassilina, S.R. Seisenbayeva

“…The obtained necessary and sufficient conditions for the solvability of the problem of constructing stochastic differential equations of both Hamiltonian and Birkhoffian structure by the given properties of motion are illustrated by the example of the motion of an artificial Earth satellite under the action of gravitational and aerodynamic forces.…”
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Anticipated Generalized Backward Doubly Stochastic Differential Equations by Tie Wang, Jiaxin Yu

Subjects: “…anticipated generalized backward doubly stochastic differential equation…”
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On the existence and the applications of modified equations for stochastic differential equations by Zygalakis, K

“… In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. …”

Random bit multilevel algorithms for stochastic differential equations by Giles, MB, Hefter, M, Mayer, L, Ritter, K

Backward problems for stochastic differential equations on the Sierpinski gasket by Liu, X, Qian, Z

“…In this paper, we study the non-linear backward problems (with deterministic or stochastic durations) of stochastic differential equations on the Sierpinski gasket. We prove the existence and uniqueness of solutions of backward stochastic differential equations driven by Brownian martingale (defined in Section 2) on the Sierpinski gasket constructed by S. …”

Topics in ergodic control and backward stochastic differential equations by Fedyashov, V

“…<p>The core of this thesis focuses on a number of different aspects of ergodic stochastic control in connection with backward stochastic differential equations (BSDEs for short). Chapter 1 serves as an introduction to the problem formulation in various contexts and states a number of results we will be using in the sequel. …”

Flexible mobility models using stochastic differential equations by Smith, P, Singh, I, Dmochowski, P, Coon, J, Green, R

“…Based on a system of coupled stochastic differential equations, the resulting models exhibit realistic trajectories and flexible covariance structures, making them suitable for both small scale and large scale applications. …”

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

“…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. …”

Stochastic differential equation for two-phase growth model by Granita, Granita

“…To overcome this problem, stochastic differential equation (SDE) for two-phase growth model is proposed in this study. …”
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Elementary applications of probability theory : with an introduction to stochastic differential equations / by 427385 Tuckwell, Henry C.

Stochastic methods and their applications to communications : stochastic differential equations approach / by 248554 Primak, Serguei, Kontorovich, V. IA. (Valerii IAkovlevich), Lyandres, Vladimir

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Application of Ito's stochastic differential equations in pricing foreign exchanges / by 494113 Nurul Adibah Nubahari, Arifah Bahar, Fakulti Sains