A note on generalized exponential stability of impulsive stochastic functional differential equations

JOURNAL ARTICLE published October 2024 in Applied Mathematics Letters

Authors: Dehao Ruan | Yao Lu | Quanxin Zhu

A positivity preserving Milstein-type method for stochastic differential equations with positive solutions

JOURNAL ARTICLE published October 2024 in Journal of Computational and Applied Mathematics

Authors: Xingwei Hu | Mengjie Wang | Xinjie Dai | Yanyan Yu | Aiguo Xiao

Stationary distribution of periodic stochastic differential equations with Markov switching

JOURNAL ARTICLE published September 2024 in Journal of Mathematical Analysis and Applications

Authors: Yongmei Cai | Yuyuan Li | Xuerong Mao

Multi-surrogate-assisted stochastic fractal search based on scale-free network for high-dimensional expensive optimization

JOURNAL ARTICLE published September 2024 in Expert Systems with Applications

Research funded by National Natural Science Foundation of China (72288101,62173027)

Authors: Xiaodi Cheng | Wei Hu | Yongguang Yu | Ahmed Rahmani

Stochastic adaptive linear quadratic nonzero-sum differential games

JOURNAL ARTICLE published September 2024 in Applied Mathematics and Computation

Authors: Xiu-Qin Tian | Shu-Jun Liu | Xue Yang

Effect of random noises on pathwise solutions to the high-dimensional modified Euler-Poincaré system

JOURNAL ARTICLE published September 2024 in Journal of Differential Equations

Research funded by National Natural Science Foundation of China (12231008) | National Key Research and Development Program of China (2023YFC2206100)

Authors: Lei Zhang

Periodic solution for a free-boundary tumor model with small diffusion-to-growth ratio

JOURNAL ARTICLE published August 2024 in Journal of Differential Equations

Research funded by National Key Research and Development Program of China (2021YFA1002100) | National Natural Science Foundation of China (12301246)

Authors: Yaodan Huang | Bei Hu

Double weakly singular kernels in stochastic Volterra integral equations with application to the rough Heston model

JOURNAL ARTICLE published August 2024 in Applied Mathematics and Computation

Research funded by University of Tabriz (940)

Authors: O. Farkhondeh Rouz | S. Shahmorad | D. Ahmadian

Convergence order of one point large deviations rate functions for backward Euler method of stochastic delay differential equations with small noise

JOURNAL ARTICLE published August 2024 in Applied Numerical Mathematics

Authors: Ziheng Chen | Daoyan Wang | Lin Chen

CDRGN-SDE: Cross-Dimensional Recurrent Graph Network with neural Stochastic Differential Equation for temporal knowledge graph embedding

JOURNAL ARTICLE published August 2024 in Expert Systems with Applications

Research funded by National Natural Science Foundation of China (61976032)

Authors: Dong Zhang | Wenlong Feng | Zonghang Wu | Guanyu Li | Bo Ning

Singular limit of a stochastic Allen-Cahn equation with nonlinear diffusion

JOURNAL ARTICLE published August 2024 in Journal of Differential Equations

Research funded by Centre National de la Recherche Scientifique (43570WD)

Authors: Perla El Kettani | Danielle Hilhorst | Hyunjoon Park

Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients

JOURNAL ARTICLE published August 2024 in Journal of Differential Equations

Research funded by National Science Foundation (DMS-2305475) | National Natural Science Foundation of China (12322118,12271242)

Authors: Jingrui Sun | Jiongmin Yong

Parametric inference for ergodic McKean-Vlasov stochastic differential equations

JOURNAL ARTICLE published 1 August 2024 in Bernoulli

Authors: Valentine Genon-Catalot | Catherine Larédo

Some stabilities of stochastic differential equations with delay in the G-framework and Euler–Maruyama method

JOURNAL ARTICLE published August 2024 in Journal of Computational and Applied Mathematics

Authors: Haiyan Yuan | Quanxin Zhu

Long time behavior of stochastic differential equations driven by linear multiplicative fractional noise

JOURNAL ARTICLE published August 2024 in Journal of Differential Equations

Authors: Qiyong Cao | Hongjun Gao

The uniqueness for a class of ordinary and stochastic differential equations

JOURNAL ARTICLE published August 2024 in Journal of Differential Equations

Research funded by Dalian High-Level Talent Innovation Program (2020RD09) | Liaoning Revitalization Talents Program (XLYC2202042) | NSFC (11871132,11925102) | Key Technologies Research and Development Program (2023YFA1009200)

Authors: Zhenxin Liu | Ziting Liu

Non-asymptotic statistical tests of the diffusion coefficient of stochastic differential equations

JOURNAL ARTICLE published July 2024 in Stochastic Processes and their Applications

Authors: Anna Melnykova | Patricia Reynaud-Bouret | Adeline Samson

Pullback measure attractors for non-autonomous stochastic reaction-diffusion equations on thin domains

JOURNAL ARTICLE published July 2024 in Journal of Differential Equations

Authors: Dingshi Li | Bixiang Wang

Physics-informed generator-encoder adversarial networks with latent space matching for stochastic differential equations

JOURNAL ARTICLE published July 2024 in Journal of Computational Science

Research funded by Shandong Province Natural Science Foundation (ZR2021MA010)

Authors: Ruisong Gao | Min Yang | Jin Zhang

Analysis of a detailed multi-stage model of stochastic gene expression using queueing theory and model reduction

JOURNAL ARTICLE published July 2024 in Mathematical Biosciences

Research funded by Leverhulme Trust (RPG-2020-327)

Authors: Muhan Ma | Juraj Szavits-Nossan | Abhyudai Singh | Ramon Grima