| Stability of random impulsive coupled systems on networks with Markovian switching |
30 |
| Time-space fractional stochastic Ginzburg-Landau equation driven by Gaussian white noise |
9 |
| Retarded stochastic differential equations with infinite delay driven by Rosenblatt process |
8 |
| Asymptotic separation between solutions of Caputo fractional stochastic differential equations |
7 |
| Computational scheme for solving nonlinear fractional stochastic differential equations with delay |
6 |
| McKean-Vlasov limit for interacting systems with simultaneous jumps |
5 |
| Study a class of Hilfer fractional stochastic integrodifferential equations with Poisson jumps |
4 |
| Modeling treatment of cancer using virotherapy with generalized logistic growth of tumor cells |
4 |
| Random differential equations with discrete delay |
4 |
| Limiting measure and stationarity of solutions to stochastic evolution equations with Volterra noise |
4 |
| On impulsive Hilfer fractional stochastic differential system driven by Rosenblatt process |
3 |
| Causal transport plans and their Monge-Kantorovich problems |
3 |
| Stationary distribution and extinction of a stochastic one-prey two-predator model with Holling type II functional response |
3 |
| Dynamical behavior of a hybrid switching SIS epidemic model with vaccination and Levy jumps |
3 |
| An SDE model for deterioration of rock surfaces |
3 |
| Existence results for a class of impulsive neutral fractional stochastic integro-differential systems with state dependent delay |
3 |
| Nonparametric estimation of trend for stochastic differential equations driven by mixed fractional Brownian motion |
3 |
| Time-inhomogeneous fractional Poisson processes defined by the multistable subordinator |
3 |
| A note on a derivation method for SDE models: Applications in biology and viability criteria |
3 |
| Stochastic averaging principles for multi-valued stochastic differential equations driven by poisson point Processes |
3 |
| A variational approach to nonlinear and interacting diffusions |
3 |
| An inverse first-passage problem revisited: the case of fractional Brownian motion, and time-changed Brownian motion |
3 |
| Risk-sensitive stochastic differential games with reflecting diffusions |
2 |
| The regularity of fractional stochastic evolution equations in Hilbert space |
2 |
| Almost sure exponential stabilization by stochastic feedback control based on discrete-time observations |
2 |
| The Euler-Maruyama method for S(F) DEs with Holder drift and alpha-stable noise |
2 |
| Stationary distribution and extinction of a stochastic SIRI epidemic model with relapse |
2 |
| On ecological aspects of dynamics for zero slope regression for water pollution in Chile |
2 |
| The Heston stochastic volatility model in Hilbert space |
2 |
| Stochastic semi-linear degenerate parabolic model with multiplicative noise and deterministic non-autonomous forcing |
2 |
| On mean field games with common noise and McKean-Vlasov SPDEs |
2 |
| Random attractors for stochastic differential equations driven by two-sided Levy processes |
2 |
| Hermite-Hadamard's inequality for pseudo-fractional integral operators |
2 |
| Non-homogeneous space-time fractional Poisson processes |
2 |
| Hybrid competitive Lotka-Volterra ecosystems: countable switching states and two-time-scale models |
2 |
| A novel approach for stochastic solutions of wick-type stochastic time-fractional Benjamin-Bona-Mahony equation for modeling long surface gravity waves of small amplitude |
1 |
| Dynamic risk measure for BSVIE with jumps and semimartingale issues |
1 |
| Multilevel Monte Carlo in approximate Bayesian computation |
1 |
| Random attractor for the stochastic Cahn-Hilliard-Navier-Stokes system with small additive noise |
1 |
| Some criteria for the existence of invariant measures and asymptotic stability for random dynamical systems on polish spaces |
1 |
| Approximation theorems for set-valued stochastic integrals |
1 |
| A note on random walks with absorbing barriers and sequential Monte Carlo methods |
1 |
| Caratheodory approximate solutions for a class of perturbed stochastic differential equations with reflecting boundary |
1 |
| On intensities of perturbed random measures on Hausdorff spaces |
1 |
| Support of solutions of stochastic differential equations in exponential Besov-Orlicz spaces |
1 |
| On the convolution of Mittag-Leffler distributions and its applications to fractional point processes |
1 |
| Model uncertainty stochastic mean-field control |
1 |
| Unbiased multi-index Monte Carlo |
1 |
| Forward-backward SDEs with discontinuous coefficients |
1 |
| A contact process with a semi-infected state on the complete graph |
1 |
