Zhang, Shuaiqi; Chen, Zhen-Qing Stochastic maximum principle for subdiffusions and its applications. (English) Zbl 07824417 SIAM J. Control Optim. 62, No. 2, 953-981 (2024). MSC: 93E20 60H10 60J60 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{Z.-Q. Chen}, SIAM J. Control Optim. 62, No. 2, 953--981 (2024; Zbl 07824417) Full Text: DOI arXiv
Chen, Huabin; Yuan, Chenggui Stability analysis for nonlinear neutral stochastic functional differential equations. (English) Zbl 07824416 SIAM J. Control Optim. 62, No. 2, 924-952 (2024). MSC: 34D20 34K20 93E15 34F05 60H10 PDFBibTeX XMLCite \textit{H. Chen} and \textit{C. Yuan}, SIAM J. Control Optim. 62, No. 2, 924--952 (2024; Zbl 07824416) Full Text: DOI
Lu, Shuaishuai; Yang, Xue Stability and rate of decay for solutions to stochastic differential equations with Markov switching. (English) Zbl 07823654 Electron. J. Differ. Equ. 2024, Paper No. 1, 16 p. (2024). MSC: 60H10 34D99 34F05 PDFBibTeX XMLCite \textit{S. Lu} and \textit{X. Yang}, Electron. J. Differ. Equ. 2024, Paper No. 1, 16 p. (2024; Zbl 07823654) Full Text: Link
Kiouach, Driss; Azami El-idrissi, Salim El; Sabbar, Yassine The impact of Lévy noise on the threshold dynamics of a stochastic susceptible-vaccinated-infected-recovered epidemic model with general incidence functions. (English) Zbl 07822430 Math. Methods Appl. Sci. 47, No. 1, 297-317 (2024). MSC: 37C10 92D30 34A12 34A26 60H30 60H10 PDFBibTeX XMLCite \textit{D. Kiouach} et al., Math. Methods Appl. Sci. 47, No. 1, 297--317 (2024; Zbl 07822430) Full Text: DOI
Qu, Shiduo; Gao, Hongjun The high-order approximation of SPDEs with multiplicative noise via amplitude equations. (English) Zbl 07822403 Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107937, 21 p. (2024). MSC: 60H15 35R60 60H10 PDFBibTeX XMLCite \textit{S. Qu} and \textit{H. Gao}, Commun. Nonlinear Sci. Numer. Simul. 132, Article ID 107937, 21 p. (2024; Zbl 07822403) Full Text: DOI arXiv
Boedihardjo, H.; Geng, X. On the lack of Gaussian tail for rough line integrals along fractional Brownian paths. (English) Zbl 07819905 Probab. Theory Relat. Fields 188, No. 3-4, 1287-1313 (2024). MSC: 60G22 60H10 60L20 PDFBibTeX XMLCite \textit{H. Boedihardjo} and \textit{X. Geng}, Probab. Theory Relat. Fields 188, No. 3--4, 1287--1313 (2024; Zbl 07819905) Full Text: DOI arXiv OA License
Chen, Zhang; Yang, Dandan; Zhong, Shitao Limiting dynamics for stochastic FitzHugh-Nagumo lattice systems in weighted spaces. (English) Zbl 07818462 J. Dyn. Differ. Equations 36, No. 1, 321-352 (2024). MSC: 37L40 37L55 60H10 PDFBibTeX XMLCite \textit{Z. Chen} et al., J. Dyn. Differ. Equations 36, No. 1, 321--352 (2024; Zbl 07818462) Full Text: DOI
Barrera, G.; Högele, M. A.; Pardo, J. C. The cutoff phenomenon in Wasserstein distance for nonlinear stable Langevin systems with small Lévy noise. (English) Zbl 07818460 J. Dyn. Differ. Equations 36, No. 1, 251-278 (2024). MSC: 60H10 37A25 60G51 15A16 PDFBibTeX XMLCite \textit{G. Barrera} et al., J. Dyn. Differ. Equations 36, No. 1, 251--278 (2024; Zbl 07818460) Full Text: DOI arXiv OA License
Kai, Hirotaka Long time behavior of jump-diffusion processes on Riemannian manifolds. (English) Zbl 07818445 Osaka J. Math. 61, No. 1, 25-52 (2024). MSC: 60H10 60H30 60J25 60J76 58J65 60G51 PDFBibTeX XMLCite \textit{H. Kai}, Osaka J. Math. 61, No. 1, 25--52 (2024; Zbl 07818445) Full Text: Link
Zhu, Hailong Robustness of nonuniform mean-square exponential dichotomies. (English) Zbl 07817027 Proc. R. Soc. Edinb., Sect. A, Math. 154, No. 2, 525-567 (2024). MSC: 60H10 34D09 PDFBibTeX XMLCite \textit{H. Zhu}, Proc. R. Soc. Edinb., Sect. A, Math. 154, No. 2, 525--567 (2024; Zbl 07817027) Full Text: DOI arXiv
Hu, Yaozhong; Kouritzin, Michael A.; Zheng, Jiayu Nonlinear McKean-Vlasov diffusions under the weak Hörmander condition with quantile-dependent coefficients. (English) Zbl 07815299 Potential Anal. 60, No. 3, 1093-1119 (2024). MSC: 60H10 60H30 60H07 PDFBibTeX XMLCite \textit{Y. Hu} et al., Potential Anal. 60, No. 3, 1093--1119 (2024; Zbl 07815299) Full Text: DOI arXiv
Redmann, Martin Model reduction for stochastic systems with nonlinear drift. (English) Zbl 07814094 J. Math. Anal. Appl. 535, No. 1, Article ID 128133, 29 p. (2024). MSC: 93B11 93E15 93D20 93C10 60G51 60H10 PDFBibTeX XMLCite \textit{M. Redmann}, J. Math. Anal. Appl. 535, No. 1, Article ID 128133, 29 p. (2024; Zbl 07814094) Full Text: DOI arXiv
Yang, Bixuan; Wu, Jinbiao; Guo, Tiexin Well-posedness and regularity of mean-field backward doubly stochastic Volterra integral equations and applications to dynamic risk measures. (English) Zbl 07814077 J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024). MSC: 60H10 60H20 60H05 91G10 93E20 PDFBibTeX XMLCite \textit{B. Yang} et al., J. Math. Anal. Appl. 535, No. 1, Article ID 128089, 23 p. (2024; Zbl 07814077) Full Text: DOI arXiv
Hudson, Thomas; Li, Xingjie Helen Dynamical properties of coarse-grained linear SDEs. (English) Zbl 07813980 Multiscale Model. Simul. 22, No. 1, 406-435 (2024). MSC: 60H10 82C31 34F05 PDFBibTeX XMLCite \textit{T. Hudson} and \textit{X. H. Li}, Multiscale Model. Simul. 22, No. 1, 406--435 (2024; Zbl 07813980) Full Text: DOI arXiv
Dung, Nguyen Tien; Hang, Nguyen Thu; Cuong, Tran Manh Optimal total variation bounds for stochastic differential delay equations with small noises. (English) Zbl 07812602 J. Stat. Phys. 191, No. 2, Paper No. 24, 20 p. (2024). Reviewer: Fraser Daly (Edinburgh) MSC: 60F05 60H07 60H10 35R60 PDFBibTeX XMLCite \textit{N. T. Dung} et al., J. Stat. Phys. 191, No. 2, Paper No. 24, 20 p. (2024; Zbl 07812602) Full Text: DOI
Wang, Mengmeng; Su, Dong; Wang, Wei Averaging on macroscopic scales with application to Smoluchowski-Kramers approximation. (English) Zbl 07812600 J. Stat. Phys. 191, No. 2, Paper No. 22, 17 p. (2024). MSC: 60H10 60H15 82C31 PDFBibTeX XMLCite \textit{M. Wang} et al., J. Stat. Phys. 191, No. 2, Paper No. 22, 17 p. (2024; Zbl 07812600) Full Text: DOI
Costantini, Cristina; Kurtz, Thomas G. Localization for constrained martingale problems and optimal conditions for uniqueness of reflecting diffusions in 2-dimensional domains. (English) Zbl 07812494 Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024). MSC: 60J60 60H10 60J55 60G17 60J65 PDFBibTeX XMLCite \textit{C. Costantini} and \textit{T. G. Kurtz}, Stochastic Processes Appl. 170, Article ID 104295, 15 p. (2024; Zbl 07812494) Full Text: DOI arXiv
Di Persio, Luca; Garbelli, Matteo; Maticiuc, Lucian; Zălinescu, Adrian Time-delayed generalized BSDEs. (English) Zbl 07812485 Stochastic Processes Appl. 170, Article ID 104277, 15 p. (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{L. Di Persio} et al., Stochastic Processes Appl. 170, Article ID 104277, 15 p. (2024; Zbl 07812485) Full Text: DOI arXiv
Bandini, Elena; Russo, Francesco Weak Dirichlet processes and generalized martingale problems. (English) Zbl 07812482 Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024). MSC: 60H10 60G48 60G57 PDFBibTeX XMLCite \textit{E. Bandini} and \textit{F. Russo}, Stochastic Processes Appl. 170, Article ID 104261, 37 p. (2024; Zbl 07812482) Full Text: DOI arXiv
Bahaj, Faiz; Hiderah, Kamal Existence and uniqueness of solutions for perturbed stochastic differential equations with reflected boundary. (English) Zbl 07812414 Monte Carlo Methods Appl. 30, No. 1, 31-41 (2024). MSC: 60H10 60J60 PDFBibTeX XMLCite \textit{F. Bahaj} and \textit{K. Hiderah}, Monte Carlo Methods Appl. 30, No. 1, 31--41 (2024; Zbl 07812414) Full Text: DOI
Hamed, Ikram; Chala, Adel Stochastic controls of fractional Brownian motion. (English) Zbl 07812408 Random Oper. Stoch. Equ. 32, No. 1, 27-39 (2024). MSC: 93E20 49N10 93C10 60H10 60G22 PDFBibTeX XMLCite \textit{I. Hamed} and \textit{A. Chala}, Random Oper. Stoch. Equ. 32, No. 1, 27--39 (2024; Zbl 07812408) Full Text: DOI
Inahama, Yuzuru Support theorem for pinned diffusion processes. (English) Zbl 07812249 Nagoya Math. J. 253, 241-264 (2024). MSC: 60L90 60H07 60H10 PDFBibTeX XMLCite \textit{Y. Inahama}, Nagoya Math. J. 253, 241--264 (2024; Zbl 07812249) Full Text: DOI arXiv
Arnaudon, Marc; Coulibaly-Pasquier, Koléhè; Miclo, Laurent Couplings of Brownian motions with set-valued dual processes on Riemannian manifolds. (Couplage des mouvements Browniens avec des processus duaux à valeurs ensembles sur des variétés Riemanniennes.) (English. French summary) Zbl 07811897 J. Éc. Polytech., Math. 11, 473-522 (2024). Reviewer: Pavel Stoynov (Sofia) MSC: 60J60 60J65 60H10 58J65 53E10 60J55 35K93 PDFBibTeX XMLCite \textit{M. Arnaudon} et al., J. Éc. Polytech., Math. 11, 473--522 (2024; Zbl 07811897) Full Text: DOI arXiv
Esaki, Syota; Tanemura, Hideki Stochastic differential equations for Infinite particle systems of jump type with long range interactions. (English) Zbl 07810916 J. Math. Soc. Japan 76, No. 1, 283-336 (2024). MSC: 60K35 60H10 60J76 60J46 PDFBibTeX XMLCite \textit{S. Esaki} and \textit{H. Tanemura}, J. Math. Soc. Japan 76, No. 1, 283--336 (2024; Zbl 07810916) Full Text: DOI arXiv Link
Zhang, Xicheng Weak solutions of McKean-Vlasov SDEs with supercritical drifts. (English) Zbl 07810749 Commun. Math. Stat. 12, No. 1, 1-14 (2024). MSC: 60H10 35K55 PDFBibTeX XMLCite \textit{X. Zhang}, Commun. Math. Stat. 12, No. 1, 1--14 (2024; Zbl 07810749) Full Text: DOI arXiv
Guo, Jin; Gao, Ting; Zhang, Peng; Han, Jiequn; Duan, Jinqiao Deep reinforcement learning in finite-horizon to explore the most probable transition pathway. (English) Zbl 07808475 Physica D 458, Article ID 133955, 25 p. (2024). MSC: 90C40 68T07 49N90 60H10 93E35 PDFBibTeX XMLCite \textit{J. Guo} et al., Physica D 458, Article ID 133955, 25 p. (2024; Zbl 07808475) Full Text: DOI arXiv
Zou, Jing; Luo, Danfeng On the averaging principle of Caputo type neutral fractional stochastic differential equations. (English) Zbl 07808434 Qual. Theory Dyn. Syst. 23, No. 2, Paper No. 82, 24 p. (2024). MSC: 26A33 60H10 74H20 74H25 34C29 PDFBibTeX XMLCite \textit{J. Zou} and \textit{D. Luo}, Qual. Theory Dyn. Syst. 23, No. 2, Paper No. 82, 24 p. (2024; Zbl 07808434) Full Text: DOI
Grafke, Tobias; Schäfer, Tobias; Vanden-Eijnden, Eric Sharp asymptotic estimates for expectations, probabilities, and mean first passage times in stochastic systems with small noise. (English) Zbl 07807923 Commun. Pure Appl. Math. 77, No. 4, 2268-2330 (2024). MSC: 60F10 60H10 60H15 60K35 PDFBibTeX XMLCite \textit{T. Grafke} et al., Commun. Pure Appl. Math. 77, No. 4, 2268--2330 (2024; Zbl 07807923) Full Text: DOI arXiv
Baños, David; Bauer, Martin; Meyer-Brandis, Thilo; Proske, Frank Restoration of well-posedness of infinite-dimensional singular ODE’s via noise. (English) Zbl 07807787 Potential Anal. 60, No. 2, 759-805 (2024). MSC: 60H10 60H15 60H50 35R15 35R60 34F05 PDFBibTeX XMLCite \textit{D. Baños} et al., Potential Anal. 60, No. 2, 759--805 (2024; Zbl 07807787) Full Text: DOI arXiv OA License
Parczewski, Peter Optimal pointwise approximation of anticipating SDEs. (English) Zbl 07807488 Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730-1743 (2024). MSC: 60H07 65C30 60H10 PDFBibTeX XMLCite \textit{P. Parczewski}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 4, 1730--1743 (2024; Zbl 07807488) Full Text: DOI arXiv
Zheng, Yueyang; Hu, Yaozhong The global maximum principle for optimal control of partially observed stochastic systems driven by fractional Brownian motion. (English) Zbl 07806771 SIAM J. Control Optim. 62, No. 1, 509-538 (2024). MSC: 60G15 60H07 60H10 65C30 PDFBibTeX XMLCite \textit{Y. Zheng} and \textit{Y. Hu}, SIAM J. Control Optim. 62, No. 1, 509--538 (2024; Zbl 07806771) Full Text: DOI arXiv
O, Hun; Kim, Mun-Chol; Kim, Kon-Gun Wellposedness of second order reflected BSDEs: a new formulation. (English) Zbl 07806691 ESAIM, Probab. Stat. 28, 1-21 (2024). MSC: 60H10 60H30 PDFBibTeX XMLCite \textit{H. O} et al., ESAIM, Probab. Stat. 28, 1--21 (2024; Zbl 07806691) Full Text: DOI
Wang, Jintao; Jin, Weihao Regularity of pullback random attractors and invariant sample measures for nonautonomous stochastic \(p\)-Laplacian lattice systems. (English) Zbl 07805433 Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1344-1379 (2024). MSC: 60H10 37L60 37L30 37L40 PDFBibTeX XMLCite \textit{J. Wang} and \textit{W. Jin}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1344--1379 (2024; Zbl 07805433) Full Text: DOI
Wang, Bixiang Large deviation principles of stochastic reaction-diffusion lattice systems. (English) Zbl 07805432 Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1319-1343 (2024). MSC: 37L55 60F10 37L30 60H10 PDFBibTeX XMLCite \textit{B. Wang}, Discrete Contin. Dyn. Syst., Ser. B 29, No. 3, 1319--1343 (2024; Zbl 07805432) Full Text: DOI arXiv
Hartono, Aditya Dewanto; Nguyen, Linh Thi Hoai; Tạ, Tôn Việt A stochastic differential equation model for predator-avoidance fish schooling. (English) Zbl 07805075 Math. Biosci. 367, Article ID 109112, 13 p. (2024). MSC: 92D50 60H10 PDFBibTeX XMLCite \textit{A. D. Hartono} et al., Math. Biosci. 367, Article ID 109112, 13 p. (2024; Zbl 07805075) Full Text: DOI arXiv
Xu, Liguang; He, Danhua; Zhu, Quanxin Boundedness analysis of neutral stochastic systems driven by \(G\)-Brownian motion. (English) Zbl 07803813 Eur. J. Control 75, Article ID 100940, 8 p. (2024). MSC: 93E03 93C15 60G65 60H10 PDFBibTeX XMLCite \textit{L. Xu} et al., Eur. J. Control 75, Article ID 100940, 8 p. (2024; Zbl 07803813) Full Text: DOI
Liu, Shanqi; Gao, Hongjun The Onsager-Machlup action functional for degenerate stochastic differential equations in a class of norms. (English) Zbl 07803705 Stat. Probab. Lett. 206, Article ID 110009, 9 p. (2024). MSC: 60H10 37H10 82C35 PDFBibTeX XMLCite \textit{S. Liu} and \textit{H. Gao}, Stat. Probab. Lett. 206, Article ID 110009, 9 p. (2024; Zbl 07803705) Full Text: DOI
Mishura, Yuliya; Ralchenko, Kostiantyn Fractional diffusion Bessel processes with Hurst index \(H \in (0, \frac{1}{2})\). (English) Zbl 07803704 Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024). MSC: 60G22 60G17 60H10 PDFBibTeX XMLCite \textit{Y. Mishura} and \textit{K. Ralchenko}, Stat. Probab. Lett. 206, Article ID 110008, 8 p. (2024; Zbl 07803704) Full Text: DOI arXiv
Li, Ge; Liu, Jicheng Fluctuation analysis of synchronized system. (English) Zbl 07803689 Stat. Probab. Lett. 206, Article ID 109992, 11 p. (2024). MSC: 60H10 34F05 60F05 34E15 PDFBibTeX XMLCite \textit{G. Li} and \textit{J. Liu}, Stat. Probab. Lett. 206, Article ID 109992, 11 p. (2024; Zbl 07803689) Full Text: DOI
Liu, Shuning; Lv, Guangying Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects. (English) Zbl 07803683 Stat. Probab. Lett. 206, Article ID 109980, 7 p. (2024). MSC: 93E15 93C27 60H10 PDFBibTeX XMLCite \textit{S. Liu} and \textit{G. Lv}, Stat. Probab. Lett. 206, Article ID 109980, 7 p. (2024; Zbl 07803683) Full Text: DOI
He, Wei Multi-dimensional mean-reflected BSDEs driven by \(G\)-Brownian motion with time-varying non-Lipschitz coefficients. (English) Zbl 07803680 Stat. Probab. Lett. 206, Article ID 109977, 10 p. (2024). MSC: 60H10 60G65 PDFBibTeX XMLCite \textit{W. He}, Stat. Probab. Lett. 206, Article ID 109977, 10 p. (2024; Zbl 07803680) Full Text: DOI
Jie, Lijuan; Luo, Liangqing; Zhang, Hua One-dimensional McKean-Vlasov stochastic Volterra equations with Hölder diffusion coefficients. (English) Zbl 07803482 Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024). MSC: 60H20 60H10 91G20 60H05 PDFBibTeX XMLCite \textit{L. Jie} et al., Stat. Probab. Lett. 205, Article ID 109970, 11 p. (2024; Zbl 07803482) Full Text: DOI
Zhou, Guangshuo; Du, Fengjiao; Fan, Shengjun Invariant representation for generators of general time interval quadratic BSDEs under stochastic growth conditions. (English) Zbl 07803480 Stat. Probab. Lett. 205, Article ID 109961, 8 p. (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{G. Zhou} et al., Stat. Probab. Lett. 205, Article ID 109961, 8 p. (2024; Zbl 07803480) Full Text: DOI arXiv
Kim, Kyong-Hui; Kim, Jong-Kuk; Sin, Myong Guk Pricing formula for a barrier call option based on stochastic delay differential equation. (English) Zbl 07803468 Stat. Probab. Lett. 205, Article ID 109943, 11 p. (2024). MSC: 91G20 60H10 34K50 91G60 PDFBibTeX XMLCite \textit{K.-H. Kim} et al., Stat. Probab. Lett. 205, Article ID 109943, 11 p. (2024; Zbl 07803468) Full Text: DOI
Caraballo, Tomas; Chen, Zhang; Li, Lingyu Convergence and approximation of invariant measures for neural field lattice models under noise perturbation. (English) Zbl 07803211 SIAM J. Appl. Dyn. Syst. 23, No. 1, 358-382 (2024). MSC: 60H10 37L40 37L55 PDFBibTeX XMLCite \textit{T. Caraballo} et al., SIAM J. Appl. Dyn. Syst. 23, No. 1, 358--382 (2024; Zbl 07803211) Full Text: DOI
Deng, Shounian; Fei, Chen; Fei, Weiyin; Mao, Xuerong The truncated EM method for jump-diffusion SDDEs with super-linearly growing diffusion and jump coefficients. (English) Zbl 07803027 J. Comput. Math. 42, No. 1, 178-216 (2024). MSC: 60H10 60H35 65L20 PDFBibTeX XMLCite \textit{S. Deng} et al., J. Comput. Math. 42, No. 1, 178--216 (2024; Zbl 07803027) Full Text: DOI
Hilder, Bastian; Sharma, Upanshu Quantitative coarse-graining of Markov chains. (English) Zbl 07802040 SIAM J. Math. Anal. 56, No. 1, 913-954 (2024). MSC: 60J10 60H10 60J27 82C31 60F10 34C29 PDFBibTeX XMLCite \textit{B. Hilder} and \textit{U. Sharma}, SIAM J. Math. Anal. 56, No. 1, 913--954 (2024; Zbl 07802040) Full Text: DOI arXiv
Oechsler, David Lévy Langevin Monte Carlo. (English) Zbl 07800674 Stat. Comput. 34, No. 1, Paper No. 37, 15 p. (2024). MSC: 62-08 60G51 60H10 60G10 65C05 PDFBibTeX XMLCite \textit{D. Oechsler}, Stat. Comput. 34, No. 1, Paper No. 37, 15 p. (2024; Zbl 07800674) Full Text: DOI arXiv OA License
Li, Xiaoyue; Mao, Xuerong; Song, Guoting An explicit approximation for super-linear stochastic functional differential equations. (English) Zbl 07800507 Stochastic Processes Appl. 169, Article ID 104275, 27 p. (2024). MSC: 60H10 60H35 PDFBibTeX XMLCite \textit{X. Li} et al., Stochastic Processes Appl. 169, Article ID 104275, 27 p. (2024; Zbl 07800507) Full Text: DOI arXiv
de Lima Feltes, Guilherme; Weber, Hendrik Brownian particle in the curl of 2-D stochastic heat equations. (English) Zbl 07799945 J. Stat. Phys. 191, No. 2, Paper No. 16, 31 p. (2024). MSC: 60J60 60H10 60K37 82C27 82D60 82C41 PDFBibTeX XMLCite \textit{G. de Lima Feltes} and \textit{H. Weber}, J. Stat. Phys. 191, No. 2, Paper No. 16, 31 p. (2024; Zbl 07799945) Full Text: DOI arXiv OA License
Chen, Zhang; Sun, Xiaoxiao; Yang, Dandan Central limit theorems and moderate deviations for stochastic reaction-diffusion lattice systems. (English) Zbl 07799943 J. Stat. Phys. 191, No. 2, Paper No. 14, 28 p. (2024). MSC: 37L55 60F05 60F10 60H10 PDFBibTeX XMLCite \textit{Z. Chen} et al., J. Stat. Phys. 191, No. 2, Paper No. 14, 28 p. (2024; Zbl 07799943) Full Text: DOI
Liu, Qun; Jiang, Daqing Analysis of a stochastic within-host model of dengue infection with immune response and Ornstein-Uhlenbeck process. (English) Zbl 07797096 J. Nonlinear Sci. 34, No. 1, Paper No. 28, 57 p. (2024). MSC: 34C60 92D30 34F05 34D05 60H10 PDFBibTeX XMLCite \textit{Q. Liu} and \textit{D. Jiang}, J. Nonlinear Sci. 34, No. 1, Paper No. 28, 57 p. (2024; Zbl 07797096) Full Text: DOI
Enciso, Alberto; Peralta-Salas, Daniel; Romaniega, Álvaro Non-integrability and chaos for natural Hamiltonian systems with a random potential. (English) Zbl 07794575 Adv. Math. 437, Article ID 109448, 30 p. (2024). MSC: 37J35 37J30 60H10 34F05 PDFBibTeX XMLCite \textit{A. Enciso} et al., Adv. Math. 437, Article ID 109448, 30 p. (2024; Zbl 07794575) Full Text: DOI arXiv
Otunuga, Olusegun Michael Tumor growth and population modeling in a toxicant-stressed random environment. (English) Zbl 07793904 J. Math. Biol. 88, No. 2, Paper No. 18, 45 p. (2024). MSC: 82C31 92D25 60H10 92-10 PDFBibTeX XMLCite \textit{O. M. Otunuga}, J. Math. Biol. 88, No. 2, Paper No. 18, 45 p. (2024; Zbl 07793904) Full Text: DOI
Uda, Kenneth Random periodicity for stochastic Liénard equations. (English) Zbl 1528.60062 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107785, 16 p. (2024). MSC: 60H10 37H05 34F05 PDFBibTeX XMLCite \textit{K. Uda}, Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107785, 16 p. (2024; Zbl 1528.60062) Full Text: DOI
He, Jie; Gao, Shuaibin; Zhan, Weijun; Guo, Qian An explicit Euler-Maruyama method for McKean-Vlasov SDEs driven by fractional Brownian motion. (English) Zbl 07793570 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107763, 16 p. (2024). MSC: 65C30 60H10 PDFBibTeX XMLCite \textit{J. He} et al., Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107763, 16 p. (2024; Zbl 07793570) Full Text: DOI
Budhiraja, Amarjit; Zoubouloglou, Pavlos Large deviations for small noise diffusions over long time. (English) Zbl 07792054 Trans. Am. Math. Soc., Ser. B 11, 1-63 (2024). MSC: 60F10 60J60 60J25 60H10 PDFBibTeX XMLCite \textit{A. Budhiraja} and \textit{P. Zoubouloglou}, Trans. Am. Math. Soc., Ser. B 11, 1--63 (2024; Zbl 07792054) Full Text: DOI arXiv
Zhang, Yanjie; Huang, Qiao; Wang, Xiao; Wang, Zibo; Duan, Jinqiao Weak averaging principle for multiscale stochastic dynamical systems driven by stable processes. (English) Zbl 07791827 J. Differ. Equations 379, 721-761 (2024). MSC: 60H10 60H15 60G51 60J60 PDFBibTeX XMLCite \textit{Y. Zhang} et al., J. Differ. Equations 379, 721--761 (2024; Zbl 07791827) Full Text: DOI arXiv
Kurose, Takashi A certain ODE-system defining the geometric divergence. (English) Zbl 07789566 Inf. Geom. 7, Suppl. 1, 541-554 (2024). MSC: 53B12 62B11 60H10 PDFBibTeX XMLCite \textit{T. Kurose}, Inf. Geom. 7, 541--554 (2024; Zbl 07789566) Full Text: DOI
Armstrong, John; Brigo, Damiano; Hanzon, Bernard Optimal projection filters with information geometry. (English) Zbl 07789565 Inf. Geom. 7, Suppl. 1, 525-540 (2024). MSC: 62M20 93E11 60G35 62B10 58J65 60H10 65D18 58A20 PDFBibTeX XMLCite \textit{J. Armstrong} et al., Inf. Geom. 7, 525--540 (2024; Zbl 07789565) Full Text: DOI OA License
Armstrong, John; Brigo, Damiano; Ferrucci, Emilio Projections of SDEs onto submanifolds. (English) Zbl 07789561 Inf. Geom. 7, Suppl. 1, 397-427 (2024). Reviewer: Feng-Yu Wang (Tianjin) MSC: 58J65 34F05 60H10 PDFBibTeX XMLCite \textit{J. Armstrong} et al., Inf. Geom. 7, 397--427 (2024; Zbl 07789561) Full Text: DOI arXiv OA License
Wang, Jian; Yang, Hao; Zhai, Jianliang; Zhang, Tusheng Large deviation principles for SDEs under locally weak monotonicity conditions. (English) Zbl 07788886 Bernoulli 30, No. 1, 332-345 (2024). Reviewer: Ivan Podvigin (Novosibirsk) MSC: 60F10 60H10 60J25 60K40 92D25 92D30 PDFBibTeX XMLCite \textit{J. Wang} et al., Bernoulli 30, No. 1, 332--345 (2024; Zbl 07788886) Full Text: DOI arXiv
Dexheimer, Niklas; Strauch, Claudia On Lasso and Slope drift estimators for Lévy-driven Ornstein-Uhlenbeck processes. (English) Zbl 07788877 Bernoulli 30, No. 1, 88-116 (2024). MSC: 60G51 60H10 62M10 PDFBibTeX XMLCite \textit{N. Dexheimer} and \textit{C. Strauch}, Bernoulli 30, No. 1, 88--116 (2024; Zbl 07788877) Full Text: DOI arXiv
Zhang, Hua On the pathwise uniqueness of solutions of one-dimensional reflected stochastic differential equations with jumps. (English) Zbl 07788849 Acta Math. Appl. Sin., Engl. Ser. 40, No. 1, 149-163 (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{H. Zhang}, Acta Math. Appl. Sin., Engl. Ser. 40, No. 1, 149--163 (2024; Zbl 07788849) Full Text: DOI
Ye, Felix X.-F.; Yang, Sichen; Maggioni, Mauro Nonlinear model reduction for slow-fast stochastic systems near unknown invariant manifolds. (English) Zbl 07787314 J. Nonlinear Sci. 34, No. 1, Paper No. 22, 54 p. (2024). MSC: 37H30 60H10 60H30 PDFBibTeX XMLCite \textit{F. X. F. Ye} et al., J. Nonlinear Sci. 34, No. 1, Paper No. 22, 54 p. (2024; Zbl 07787314) Full Text: DOI arXiv
Qi, Weiwei; Shen, Zhongwei; Yi, Yingfei Large deviation principle for quasi-stationary distributions and multiscale dynamics of absorbed singular diffusions. (English) Zbl 07785759 Probab. Theory Relat. Fields 188, No. 1-2, 667-728 (2024). MSC: 60F10 60J60 60J70 34F05 92D25 60H10 PDFBibTeX XMLCite \textit{W. Qi} et al., Probab. Theory Relat. Fields 188, No. 1--2, 667--728 (2024; Zbl 07785759) Full Text: DOI
Wang, Yibo; Cao, Wanrong Strong \(1.5\) order scheme for fractional Langevin equation based on spectral approximation of white noise. (English) Zbl 07785653 Numer. Algorithms 95, No. 1, 423-450 (2024). MSC: 65C30 26A33 41A25 44A10 60H10 60H35 65L70 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{W. Cao}, Numer. Algorithms 95, No. 1, 423--450 (2024; Zbl 07785653) Full Text: DOI
Wang, Xiaohui; Fu, Xianlong \(p\)-th Besicovitch almost periodic solutions in distribution for semi-linear non-autonomous stochastic evolution equations. (English) Zbl 07785613 Bull. Malays. Math. Sci. Soc. (2) 47, No. 1, Paper No. 23, 26 p. (2024). MSC: 34F05 34C27 37C60 47H10 60H10 PDFBibTeX XMLCite \textit{X. Wang} and \textit{X. Fu}, Bull. Malays. Math. Sci. Soc. (2) 47, No. 1, Paper No. 23, 26 p. (2024; Zbl 07785613) Full Text: DOI
Moradi, Afsaneh; D’Ambrosio, Raffaele Random periodic solutions of SDEs: existence, uniqueness and numerical issues. (English) Zbl 07784246 Commun. Nonlinear Sci. Numer. Simul. 128, Article ID 107586, 21 p. (2024). MSC: 60H10 PDFBibTeX XMLCite \textit{A. Moradi} and \textit{R. D'Ambrosio}, Commun. Nonlinear Sci. Numer. Simul. 128, Article ID 107586, 21 p. (2024; Zbl 07784246) Full Text: DOI
Huang, Yuanfei; Huang, Qiao; Duan, Jinqiao The most probable transition paths of stochastic dynamical systems: a sufficient and necessary characterisation. (English) Zbl 07781012 Nonlinearity 37, No. 1, Article ID 015010, 45 p. (2024). MSC: 60H10 60J60 37H05 82C31 PDFBibTeX XMLCite \textit{Y. Huang} et al., Nonlinearity 37, No. 1, Article ID 015010, 45 p. (2024; Zbl 07781012) Full Text: DOI arXiv
Ramírez, Miriam; Uribe Bravo, Gerónimo The sticky Lévy process as a solution to a time change equation. (English) Zbl 1525.60056 J. Math. Anal. Appl. 530, No. 1, Article ID 127742, 18 p. (2024). MSC: 60G51 60H10 PDFBibTeX XMLCite \textit{M. Ramírez} and \textit{G. Uribe Bravo}, J. Math. Anal. Appl. 530, No. 1, Article ID 127742, 18 p. (2024; Zbl 1525.60056) Full Text: DOI arXiv
Shi, Hongling; Song, Minghui; Liu, Mingzhu Convergence and stability of an explicit method for nonlinear stochastic differential equations with piecewise continuous arguments. (English) Zbl 1522.65013 J. Comput. Appl. Math. 438, Article ID 115549, 16 p. (2024). MSC: 65C30 60H10 60H35 PDFBibTeX XMLCite \textit{H. Shi} et al., J. Comput. Appl. Math. 438, Article ID 115549, 16 p. (2024; Zbl 1522.65013) Full Text: DOI
Cai, Yongmei; Mao, Xuerong; Wei, Fengying An advanced numerical scheme for multi-dimensional stochastic Kolmogorov equations with superlinear coefficients. (English) Zbl 1523.60097 J. Comput. Appl. Math. 437, Article ID 115472, 18 p. (2024). MSC: 60H10 65C30 60H35 34F05 92D25 PDFBibTeX XMLCite \textit{Y. Cai} et al., J. Comput. Appl. Math. 437, Article ID 115472, 18 p. (2024; Zbl 1523.60097) Full Text: DOI
Jiang, Yu; Lan, Guangqiang Convergence and exponential stability of modified truncated Milstein method for stochastic differential equations. (English) Zbl 1519.65004 J. Comput. Appl. Math. 436, Article ID 115288, 23 p. (2024). MSC: 65C30 60H10 60H35 65L05 65L20 PDFBibTeX XMLCite \textit{Y. Jiang} and \textit{G. Lan}, J. Comput. Appl. Math. 436, Article ID 115288, 23 p. (2024; Zbl 1519.65004) Full Text: DOI arXiv
Abdeslami, M. M.; Basri, L.; El Fatini, M.; Sekkak, I.; Taki, R. Vaccination effect on a stochastic epidemic model with healing and relapse. (English) Zbl 1519.92118 Int. J. Biomath. 17, No. 1, Article ID 2350003, 31 p. (2024). MSC: 92C60 60H10 34B18 PDFBibTeX XMLCite \textit{M. M. Abdeslami} et al., Int. J. Biomath. 17, No. 1, Article ID 2350003, 31 p. (2024; Zbl 1519.92118) Full Text: DOI
Kwossek, Anna P.; Neuenkirch, Andreas; Prömel, David J. Functional differential equations driven by càdlàg rough paths. arXiv:2403.17573 Preprint, arXiv:2403.17573 [math.PR] (2024). MSC: 60L20 60H10 BibTeX Cite \textit{A. P. Kwossek} et al., ``Functional differential equations driven by c\`adl\`ag rough paths'', Preprint, arXiv:2403.17573 [math.PR] (2024) Full Text: arXiv OA License
Maulen-Soto, Rodrigo; Fadili, Jalal; Attouch, Hedy; Ochs, Peter Stochastic Inertial Dynamics Via Time Scaling and Averaging. arXiv:2403.16775 Preprint, arXiv:2403.16775 [math.OC] (2024). MSC: 37N40 46N10 49M99 65B99 65K05 65K10 90B50 90C25 60H10 49J52 90C53 BibTeX Cite \textit{R. Maulen-Soto} et al., ``Stochastic Inertial Dynamics Via Time Scaling and Averaging'', Preprint, arXiv:2403.16775 [math.OC] (2024) Full Text: arXiv OA License
Barrera, Gerardo; Bjarkason, Eyleifur; Hafstein, Sigurdur The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem. arXiv:2403.16765 Preprint, arXiv:2403.16765 [math.PR] (2024). MSC: 60H10 93D05 93D30 34F05 37H30 93D23 BibTeX Cite \textit{G. Barrera} et al., ``The stability of the multivariate geometric Brownian motion as a bilinear matrix inequality problem'', Preprint, arXiv:2403.16765 [math.PR] (2024) Full Text: arXiv OA License
Mertz, Laurent; Nersesyan, Vahagn; Rissel, Manuel Exponential mixing of constrained random dynamical systems via controllability conditions. arXiv:2403.16058 Preprint, arXiv:2403.16058 [math.OC] (2024). MSC: 37A25 37A30 49J52 60H10 74C05 93B05 BibTeX Cite \textit{L. Mertz} et al., ``Exponential mixing of constrained random dynamical systems via controllability conditions'', Preprint, arXiv:2403.16058 [math.OC] (2024) Full Text: arXiv OA License
Jing, Guangdong Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs. arXiv:2403.15710 Preprint, arXiv:2403.15710 [math.OC] (2024). MSC: 93E20 60H07 60H10 BibTeX Cite \textit{G. Jing}, ``Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs'', Preprint, arXiv:2403.15710 [math.OC] (2024) Full Text: arXiv OA License
Jing, Guangdong Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty. arXiv:2403.15703 Preprint, arXiv:2403.15703 [math.OC] (2024). MSC: 93E20 60H07 60H10 BibTeX Cite \textit{G. Jing}, ``Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty'', Preprint, arXiv:2403.15703 [math.OC] (2024) Full Text: arXiv OA License
Jing, Guangdong; Wang, Penghui; Wang, Shan \(L^p\)-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients. arXiv:2403.15695 Preprint, arXiv:2403.15695 [math.PR] (2024). MSC: 46L51 47J25 60H10 81S25 BibTeX Cite \textit{G. Jing} et al., ``$L^p$-solutions of QSDE driven by Fermion fields with nonlocal conditions under non-Lipschitz coefficients'', Preprint, arXiv:2403.15695 [math.PR] (2024) Full Text: DOI arXiv OA License
Rickelhoff, Sebastian; Schnurr, Alexander Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations. arXiv:2403.12613 Preprint, arXiv:2403.12613 [math.PR] (2024). MSC: 60G07 60H10 60J76 BibTeX Cite \textit{S. Rickelhoff} and \textit{A. Schnurr}, ``Fixing a Minor Mistake in the Theory of Stochastic Integration and Differential Equations'', Preprint, arXiv:2403.12613 [math.PR] (2024) Full Text: arXiv OA License
Robinson, Benjamin A.; Szölgyenyi, Michaela Bicausal optimal transport for SDEs with irregular coefficients. arXiv:2403.09941 Preprint, arXiv:2403.09941 [math.PR] (2024). MSC: 60H10 49Q22 65C30 60H35 BibTeX Cite \textit{B. A. Robinson} and \textit{M. Szölgyenyi}, ``Bicausal optimal transport for SDEs with irregular coefficients'', Preprint, arXiv:2403.09941 [math.PR] (2024) Full Text: arXiv OA License
Maulen-Soto, Rodrigo; Fadili, Jalal; Attouch, Hedy Tikhonov Regularization for Stochastic Non-Smooth Convex Optimization in Hilbert Spaces. arXiv:2403.06708 Preprint, arXiv:2403.06708 [math.OC] (2024). MSC: 37N40 46N10 49M99 65B99 65K05 65K10 90C25 60H10 49J52 BibTeX Cite \textit{R. Maulen-Soto} et al., ``Tikhonov Regularization for Stochastic Non-Smooth Convex Optimization in Hilbert Spaces'', Preprint, arXiv:2403.06708 [math.OC] (2024) Full Text: arXiv OA License
Ragunathan, Sankarasubramanian; Hoel, Håkon Andreas Higher-order spring-coupled multilevel Monte Carlo method for invariant measures. arXiv:2403.06310 Preprint, arXiv:2403.06310 [math.NA] (2024). MSC: 60H10 60H35 65C05 37M25 BibTeX Cite \textit{S. Ragunathan} and \textit{H. A. Hoel}, ``Higher-order spring-coupled multilevel Monte Carlo method for invariant measures'', Preprint, arXiv:2403.06310 [math.NA] (2024) Full Text: arXiv OA License
Galeati, Lucio; Lê, Khoa; Mayorcas, Avi Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion. arXiv:2403.05454 Preprint, arXiv:2403.05454 [math.PR] (2024). MSC: 60H10 82C22 60H50 60G22 60L90 BibTeX Cite \textit{L. Galeati} et al., ``Quantitative Propagation of Chaos for Singular Interacting Particle Systems Driven by Fractional Brownian Motion'', Preprint, arXiv:2403.05454 [math.PR] (2024) Full Text: arXiv OA License
Budhiraja, A. On Some Extensions of the Boué-Dupuis Variational Formula. arXiv:2403.01562 Preprint, arXiv:2403.01562 [math.PR] (2024). MSC: 60F10 60H10 60H15 BibTeX Cite \textit{A. Budhiraja}, ``On Some Extensions of the Bou\'e-Dupuis Variational Formula'', Preprint, arXiv:2403.01562 [math.PR] (2024) Full Text: arXiv OA License
Müller-Gronbach, T.; Yaroslavtseva, L. On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient. arXiv:2403.00637 Preprint, arXiv:2403.00637 [math.PR] (2024). MSC: 65C30 65C20 60H10 BibTeX Cite \textit{T. Müller-Gronbach} and \textit{L. Yaroslavtseva}, ``On the complexity of strong approximation of stochastic differential equations with a non-Lipschitz drift coefficient'', Preprint, arXiv:2403.00637 [math.PR] (2024) Full Text: arXiv OA License
Mei, Hongwei; Nguyen, Son Luu; Yin, George Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs. arXiv:2403.00227 Preprint, arXiv:2403.00227 [math.OC] (2024). MSC: 60H10 91A16 93E03 34K50 BibTeX Cite \textit{H. Mei} et al., ``Closed-loop Equilibria for Mean-Field Games in Randomly Switching Environments with General Discounting Costs'', Preprint, arXiv:2403.00227 [math.OC] (2024) Full Text: arXiv OA License
Jiang, Jifa; Wang, Jian; Zhai, Jianliang; Zhang, Tusheng Uniform large deviations and metastability of random dynamical systems. arXiv:2402.16522 Preprint, arXiv:2402.16522 [math.PR] (2024). MSC: 60B10 60F10 60H10 37A50 37C70 BibTeX Cite \textit{J. Jiang} et al., ``Uniform large deviations and metastability of random dynamical systems'', Preprint, arXiv:2402.16522 [math.PR] (2024) Full Text: arXiv OA License
Fan, Hongjie; Wang, Kai; Zhu, Yanling A Markovian regime-switching stochastic SEQIR epidemic model with governmental policy. arXiv:2402.15970 Preprint, arXiv:2402.15970 [math.PR] (2024). MSC: 37N25 60H10 60J10 92B05 BibTeX Cite \textit{H. Fan} et al., ``A Markovian regime-switching stochastic SEQIR epidemic model with governmental policy'', Preprint, arXiv:2402.15970 [math.PR] (2024) Full Text: arXiv OA License
Barrera, Gerardo; Esquivel, Liliana Profile cut-off phenomenon for the ergodic Feller root process. arXiv:2402.15457 Preprint, arXiv:2402.15457 [math.PR] (2024). MSC: 60H10 37A25 60B10 34D10 BibTeX Cite \textit{G. Barrera} and \textit{L. Esquivel}, ``Profile cut-off phenomenon for the ergodic Feller root process'', Preprint, arXiv:2402.15457 [math.PR] (2024) Full Text: arXiv OA License
Belomestny, Denis; Podolskij, Mark; Zhou, Shi-Yuan On nonparametric estimation of the interaction function in particle system models. arXiv:2402.14419 Preprint, arXiv:2402.14419 [math.ST] (2024). MSC: 62G20 62M05 60G07 60H10 BibTeX Cite \textit{D. Belomestny} et al., ``On nonparametric estimation of the interaction function in particle system models'', Preprint, arXiv:2402.14419 [math.ST] (2024) Full Text: arXiv OA License
Ellinger, Simon; Müller-Gronbach, Thomas; Yaroslavtseva, Larisa On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity. arXiv:2402.13732 Preprint, arXiv:2402.13732 [math.PR] (2024). MSC: 65C30 65C20 60H10 BibTeX Cite \textit{S. Ellinger} et al., ``On optimal error rates for strong approximation of SDEs with a drift coefficient of fractional Sobolev regularity'', Preprint, arXiv:2402.13732 [math.PR] (2024) Full Text: arXiv OA License
Bugini, Fabio; Coghi, Michele; Nilssen, Torstein Malliavin Calculus for rough stochastic differential equations. arXiv:2402.12056 Preprint, arXiv:2402.12056 [math.PR] (2024). MSC: 60H07 60H10 60L20 BibTeX Cite \textit{F. Bugini} et al., ``Malliavin Calculus for rough stochastic differential equations'', Preprint, arXiv:2402.12056 [math.PR] (2024) Full Text: arXiv OA License
Chalishajar, Dimplekumar; Dhanalakshmi, K.; Ramkumar, K.; Ravikumar, K. Exponential Stability of Higher-Order Fractional Neutral Stochastic Differential Equation via Integral Contractors. arXiv:2402.09590 Preprint, arXiv:2402.09590 [math.DS] (2024). MSC: 26A33 34A08 34K50 47H10 60H10 BibTeX Cite \textit{D. Chalishajar} et al., ``Exponential Stability of Higher-Order Fractional Neutral Stochastic Differential Equation via Integral Contractors'', Preprint, arXiv:2402.09590 [math.DS] (2024) Full Text: arXiv OA License
Avelin, Benny; Kuusi, Tuomo; Nummi, Patrik; Saksman, Eero; Tölle, Jonas M.; Viitasaari, Lauri 1D stochastic pressure equation with log-correlated Gaussian coefficients. arXiv:2402.09127 Preprint, arXiv:2402.09127 [math.PR] (2024). MSC: 34F05 35J57 46F10 60G15 60G57 60G60 60H10 60H40 BibTeX Cite \textit{B. Avelin} et al., ``1D stochastic pressure equation with log-correlated Gaussian coefficients'', Preprint, arXiv:2402.09127 [math.PR] (2024) Full Text: arXiv OA License
Luo, Peng; Schied, Alexander; Xue, Xiaole The perturbation method applied to a robust optimization problem with constraint. arXiv:2402.08260 Preprint, arXiv:2402.08260 [math.OC] (2024). MSC: 93E20 60H10 35K15 BibTeX Cite \textit{P. Luo} et al., ``The perturbation method applied to a robust optimization problem with constraint'', Preprint, arXiv:2402.08260 [math.OC] (2024) Full Text: arXiv OA License
Dianetti, Jodi; Riedel, Frank; Stanca, Lorenzo Optimal consumption and investment under relative performance criteria with Epstein-Zin utility. arXiv:2402.07698 Preprint, arXiv:2402.07698 [math.OC] (2024). MSC: 93E20 91A15 91A30 60H10 60H30 BibTeX Cite \textit{J. Dianetti} et al., ``Optimal consumption and investment under relative performance criteria with Epstein-Zin utility'', Preprint, arXiv:2402.07698 [math.OC] (2024) Full Text: arXiv OA License