Stochastic Calculus

Latest research

1. Stochastic averaging and mean-field for a large system with fast varying environment with applications to free-floating car-sharing

   • Christine Fricker
   • Hanene Mohamed
   • Alessia Rigonat

   in Queueing Systems

   Article 18 October 2025

   

2. Model checking spatial-temporal features of cascading failures in wireless sensor networks

   • Junjie Li
   • Jun Niu

   in Computing

   Article 18 October 2025

   

3. A Hybrid Deep Reinforcement Learning Method for Insurance Portfolio Management

   • Xiang Cheng
   • Zhuo Jin
   • George Yin

   in Journal of Optimization Theory and Applications

   Article Open access 17 October 2025

   

4. AROUND THE INFINITE DIVISIBILITY OF THE DICKMAN DISTRIBUTION AND RELATED TOPICS

   • M. Grabchak
   • S. A. Molchanov
   • V. Panov

   in Journal of Mathematical Sciences

   Article 16 October 2025

   

5. Stochastic Control Barrier Function Based Fixed-Time Safe Attitude Control on SO(3)

   • Junhao Hou
   • Qiang Shen
   • Bo Li

   in Advances in Astronautics

   Article 16 October 2025

   

6. Pathwise uniform convergence of a full discretization for a three-dimensional stochastic Allen-Cahn equation with multiplicative noise

   • Binjie Li
   • Qin Zhou

   in Advances in Computational Mathematics

   Article 16 October 2025

7. Grüss–Ostrowski inequalities and bounded variation

   • Karol Gryszka

   in Journal of Inequalities and Applications

   Article Open access 16 October 2025

8. Functional time series forecasting of distributions: A Koopman-Wasserstein approach

   • Ziyue Wang
   • Yuko Araki

   in Behaviormetrika

   Article Open access 16 October 2025

   

9. Stochastic perturbation of SIS model with bounded time-dependent parameters: formulation and numerical approximation

   • Yofre H. García
   • Flor A. Gómez

   in Computational and Applied Mathematics

   Article 16 October 2025

   

10. APPROXIMATION OF MULTIPARAMETRIC ANDERSON–DARLING PROCESSES

    • A. A. Khartov

    in Journal of Mathematical Sciences

    Article 16 October 2025

11. PROBABILISTIC REPRESENTATION FOR THE RESOLVENT OF A FRACTIONAL DIFFERENTIAL OPERATOR

    • T. E. Abildaev

    in Journal of Mathematical Sciences

    Article 16 October 2025

12. From stochastic Zakharov system to multiplicative stochastic nonlinear Schrödinger equation

    • Grégoire Barrué
    • Anne de Bouard
    • Arnaud Debussche

    in Stochastics and Partial Differential Equations: Analysis and Computations

    Article 15 October 2025

13. Long-time dynamics of a second-order non-autonomous multi-valued stochastic lattice model with bounded variable and unbounded distributed delays

    • Meiyu Sui
    • Jia Hao
    • Tomás Caraballo

    in Computational and Applied Mathematics

    Article 15 October 2025

14. Fractional stochastic differential equations and degree theory: a unified perspective

    • M. Latha Maheswari
    • Karthik Muthusamy
    • E. Angeline Prashanthi

    in Boundary Value Problems

    Article Open access 15 October 2025

    

15. Measure Kernel Sections for Superlinear Stochastic Korteweg–de Vries Lattice Systems on Banach Spaces

    • Guifen Liu
    • Yangrong Li

    in Journal of Theoretical Probability

    Article 15 October 2025

16. Weak Error Analysis for Strong Approximation Schemes of SDEs with Super-Linear Coefficients II Finitely Many Bounded Moments and Higher-Order Schemes

    • Yuying Zhao
    • Xiaojie Wang
    • Zhongqiang Zhang

    in Journal of Scientific Computing

    Article 15 October 2025

    

17. Anderson stochastic quantization equation

    • Hugo Eulry
    • Antoine Mouzard
    • Tristan Robert

    in Stochastics and Partial Differential Equations: Analysis and Computations

    Article 15 October 2025

18. Algebraic formulas for first-passage times of Markov processes in the linear framework

    • Kee-Myoung Nam
    • Jeremy Gunawardena

    in Bulletin of Mathematical Biology

    Article Open access 14 October 2025

    

19. An online value iteration method for stochastic linear quadratic control with multiplicative noise

    • Shumei Li
    • Bing-Chang Wang
    • Baoqiang Zhang

    in Control Theory and Technology

    Article 14 October 2025

    

20. Convexity under ambiguity

    • Xueqi Dong
    • Shuo Li Liu

    in Economic Theory Bulletin

    Article Open access 14 October 2025

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