Stochastic Analysis and Applications

Article	Citations
Stochastic inclusions and set-valued stochastic equations with mixed integrals in the plane	14
Nonparametric estimation of trend for SDEs with delay driven by a fractional brownian motion with small noise	12
Probabilistic interpretations of nonclassic Adomian polynomials	11
On a multi-dimensional McKean-Vlasov SDE with memorial and singular interaction associated to the parabolic-parabolic Keller-Segel model	9
Convergence uniform on compacts in probability with applications to stochastic analysis in duals of nuclear spaces	8
Asymptotics for multifactor Volterra type stochastic volatility models	7
Synchronization of stochastic lattice equations and upper semicontinuity of attractors	7
Central limit theorems for martingales-II: convergence in the weak dual topology	6
Diffusion processes and a random ODE arising in macroeconomics	6
Stochastic pseudo-parabolic equations with fractional derivative and fractional Brownian motion	6
On stochastic aspects of impact modeling of the innovation incentive system and business internationalization: evidence from Portuguese SMEs	6
A Taylor method for stochastic differential equations with time-dependent delay via the polynomial condition	5
Hybrid fractional derivative for modeling and analysis of cancer treatment with virotherapy	5
Strong and weak divergence of the backward Euler method for neutral stochastic differential equations with time-dependent delay	5
Solution representation formula and Hopf lemma to Pucci’s equation	5
Comparison theorem for path dependent SDEs driven by G-Brownian motion	4
Gaussian fluctuations of spatial averages of a system of stochastic heat equations	4
Well-posedness and regularity for solutions of caputo stochastic fractional differential equations in Lp spaces	4
Lipschitz continuity in the Hurst index of the solutions of fractional stochastic volterra integro-differential equations	4
Weak mean attractor and periodic measure for stochastic lattice systems driven by Lévy noises	4
Stochastic calculus for tempered fractional Brownian motion and stability for SDEs driven by TFBM	4
Hilfer fractional stochastic system driven by mixed Brownian motion and Lêvy noise suffered by non-instantaneous impulses	3
L p -solutions of backward doubly stochastic differential equations with time delayed generators	3
On initial-boundary value problem of the stochastic Navier–Stokes equations in the half space	3
Feller property of regime-switching jump diffusion processes with hybrid jumps	3

On the superposition and thinning of generalized counting processes	3
Hybrid impulses for almost sure quasi-synchronization of stochastic complex networks: an indefinite Lyapunov function method	3
Numerical approximations of coupled forward–backward SPDEs	3
Numerical solution of stochastic Itô-Volterra integral equations driven by fractional Brownian motion using quintic B-spline collocation method	3
Irregular barrier reflected BSDEs driven by a Lévy process	2
Modeling and analysis of COVID-19 in India with treatment function through different phases of lockdown and unlock	2
Stationary distribution of a stochastic model for the transmission dynamics of criminality and victimization with migration	2
Harnack inequalities for functional SDEs driven by subordinate Volterra-Gaussian processes	2
A dynamic version of the super-replication theorem under proportional transaction costs	2
Inhomogeneous time change equations for Markov chains and their applications	2
Forward-backward stochastic equations: a functional fixed point approach	2
On the approximation and simulation of iterated stochastic integrals and the corresponding Lévy areas in terms of a multidimensional Brownian motion	2
The harmonic mean formula for random processes	2
Weak martingale solution of stochastic critical Oldroyd-B type models perturbed by pure jump noise	2
Zero-sum games for piecewise deterministic Markov decision processes with risk-sensitive finite-horizon cost criterion	2
A comparison of stochastic and deterministic dynamics of tuberculosis model	2
L 2 convergence of smooth approximations of stochastic differential equations with unbounded coefficients	2
Stationary distribution and extinction of a stochastic multigroup DS-DI-a model for the transmission of HIV	2
Mixed Poisson process with Stacy mixing variable	1
A note on reflected BSDEs in infinite horizon with stochastic Lipschitz coefficients	1
Brenier–Schrödinger problem on compact manifolds with boundary	1
Statistical inference for a stochastic wave equation with Malliavin–Stein method	1
Two reliable methods for numerical solution of nonlinear stochastic Itô–Volterra integral equation	1
Schauder estimates for stationary and evolution equations associated to stochastic reaction-diffusion equations driven by colored noise	1
On the fractional stochastic integration for random non-smooth integrands	1
Inference for fractional Ornstein-Uhlenbeck type processes with periodic mean in the non-ergodic case	1
On existence results of boundary value problems of Caputo fractional difference equations for weak-form efficient market hypothesis	1
The ergodicity and uniform large deviations for the 1D stochastic Landau-Lifshitz-Bloch equation	1
Cameron–Martin type theorem for a class of non-Gaussian measures	1
Total controllability of stochastic non-instantaneous impulsive Hilfer fractional switched dynamic systems with deviated arguments	1
The first-passage area of Ornstein-Uhlenbeck process revisited	1
Large deviation principle for a class of stochastic hydrodynamical type systems driven by multiplicative Lévy noises	1
Modeling social media addiction with case detection and treatment	1
A Lyapunov approach to stability of positive semigroups: an overview with illustrations	1
Optimal asset allocation with restrictions on liquidity	1
On the heat equation with a moving boundary and applications to hitting times for Brownian motion	1
The dynamics and application of a stochastic delayed SIS epidemic model with vaccination	1
Estimation for misspecification when theoretical model for signal is smooth but real signal is of cusp-type and driven by a fractional Brownian motion	1
Ergodicity for three-dimensional stochastic Navier–Stokes equations with Markovian switching	1
Exponential synchronization of 2D cellular neural networks with boundary feedback	1
Total variation distance and compound poisson approximations for random sums	1
Locally risk minimizing pricing of Asian option in a semi-Markov modulated market	1
A representation theorem for set-valued submartingales	1
A Wasserstein coupled particle filter for multilevel estimation	1
Strong convergence of the Euler-Maruyama approximation for SDEs with unbounded drift	1
Spatial average for the solution to the heat equation with Rosenblatt noise	1
On analysis of complex administrative data: neural networks, modelling and prediction	1
Tamed-adaptive Euler-Maruyama approximation for SDEs with locally Lipschitz continuous drift and locally Hölder continuous diffusion coefficients	1
Backward doubly stochastic differential equations with discontinuous and stochastic linear growth generator	1
A Skorohod measurable universal functional representation of solutions to semimartingale SDEs	1

The exponential behavior and stabilizability of a stochastic 3D magnetohydrodynamic – Alpha model with cylindrical multiplicative noise	1
Time regularity of stochastic convolutions and stochastic evolution equations in duals of nuclear spaces	0
On the sensitivity analysis of energy quanto options	0
Critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity	0
Approximate controllability of stochastic differential system with non-Lipschitz conditions	0
Asymptotic properties for quadratic functionals of linear self-repelling diffusion process and applications	0
Gaussian and hermite Ornstein–Uhlenbeck processes	0
On dose-response modeling for evaluation of drugs combinations	0
Parameter-dependent filtering of Gaussian processes in Hilbert spaces	0
Analysis of a stochastic coronavirus (COVID-19) Lévy jump model with protective measures	0
Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters	0
A note on the stochastic version of the Gronwall lemma	0
Large deviations for invariant measures of multivalued stochastic differential equations	0
Large deviation principle for occupation measures of two dimensional stochastic convective Brinkman-Forchheimer equations	0
Modeling high frequency stock market data by using stochastic models	0
Large deviation principle for pseudo-monotone evolutionary equation	0
A mild approach to spatial discretization for backward stochastic differential equations in infinite dimensions	0
REDACS: Regional emergency-driven adaptive cluster sampling for effective COVID-19 management	0
Rare events analysis and computation for stochastic evolution of bacterial populations	0
Modeling the facets of burnout in Lisbon airport border officers using PLSc-SEM estimator	0
Gaussian fluctuation for spatial average of super-Brownian motion	0
Exact characterisation of asymptotic running time for approximate gradient descent on random graphs	0
Liouville’s equations for random systems	0
On the Ayed-Kuo stochastic integration for anticipating integrands	0
Exponential inequalities for exit times for two dimensional stochastic tidal dynamics equations	0
Convergence of nonlinear filterings for stochastic dynamical systems with Lévy noises	0
Operator-stable-like processes	0
A mathematical model for the removal of pollutants from the atmosphere through artificial rain	0
Hilbert–Schmidt regularity of symmetric integral operators on bounded domains with applications to SPDE approximations	0
Existence of periodic measures of fractional stochastic delay FitzHugh-Nagumo systems on ℝ n	0
Kolmogorov equations on the space of probability measures associated to the nonlinear filtering equation: the viscosity approach	0
Stochastic interconnected hybrid dynamic modeling for time-to-event processes	0
Dynamics of a stochastic multigroup SEI epidemic model	0
Stochastic approach to heterogeneity in short-time announcement effects on the Chilean stock market indexes within 2016-2019	0
The role of zooplankton in the growth of algal bloom: a mathematical study	0
Mixtures of multivariate Gaussians	0
Well-posedness and averaging principle of McKean-Vlasov SPDEs driven by cylindrical α-stable process	0
Input-to-state stability for large-scale stochastic impulsive systems with state delay	0
Continuous-time zero-sum games for markov decision processes with discounted risk-sensitive cost criterion on a general state space	0
Feynman-Kac formula for tempered fractional general diffusion equations driven by TFBM	0
A stochastic differential equation SIS model on network under Markovian switching	0
Well-posedness of stochastic Cahn-Hilliard-Brinkman system with regular potential	0
Stochastic applications of Caputo-type convolution operators with nonsingular kernels	0
Flexible extreme value inference	0
Semilinear Feynman–Kac formulae for B -continuous viscosity solutions	0
Weak compactness of weak solutions sets of forward-backward stochastic differential inclusions	0
A probabilistic interpretation of the Bell polynomials	0
The stochastic p -Laplace equation on ℝ d	0
On a special class of gibbs hard-core point processes modeling random patterns of non-overlapping grains	0
Stable distributions and pseudo-processes related to fractional Airy functions	0
Existence and pathwise uniqueness of solutions for stochastic differential equations involving the local time at point zero	0
On sensitivity analysis for Fisher-Behrens comparisons of soil contaminants in Arica, Chile	0
First-passage time distribution of a Brownian motion: two unexpected journeys	0
Zero and non-zero sum risk-sensitive Semi-Markov games	0
Approximate controllability for Hilfer fractional stochastic evolution inclusion with nonlocal conditions	0
Mathematical modeling of smoking habits in the society	0
Existence of relaxed stochastic optimal control for G-SDEs with controlled jumps	0
Large deviation principle for the stochastic Cahn-Hilliard/Allen-Cahn equation with fractional noise	0
On set-valued Itô’s integrals and set-valued martingales	0
Large deviation principle for additive functionals of semi-Markov processes	0
Periodic measures of impulsive stochastic Hopfield-type lattice systems	0
A zero-noise limit to a symmetric system of conservation laws	0
Wong-Zakai approximations and attractors for non-autonomous stochastic FitzHugh-Nagumo system on unbounded domains	0
Singular paths spaces and applications	0
High-order stability for a stochastic reaction-diffusion equation under random fluctuation on ℝ N	0
Dynamics of a stochastic SIR epidemic model driven by Lévy jumps with saturated incidence rate and saturated treatment function	0
Notion of quadratic variation in Banach spaces	0
Ergodicity and approximations of invariant measures for stochastic lattice systems with Markovian switching	0
On the inverse gamma subordinator	0
Higher-order robust attractors for stochastic retarded degenerate parabolic equations	0
New discussion on the approximate controllability of Sobolev-type Hilfer fractional stochastic mixed Volterra-Fredholm integrodifferential inclusions of order 1 < μ < 2	0
Renormalization group method for singular perturbation system with additive fractional Gaussian noise	0
First passage times for some classes of fractional time-changed diffusions	0
Existence and uniqueness of solutions of nonlinear fractional stochastic differential systems with nonlocal functional boundary conditions	0
Carathéodory approximate solutions for a class of perturbed reflected stochastic differential equations with irregular coefficients	0
Asymptotic of the running maximum distribution of a Gaussian Bridge	0
A note on regularity property of stochastic convolutions for a class of functional differential equations	0
A Jurdjevic-Quinn theorem for nonlinear stochastic systems	0
Existence and Hölder continuity conditions for self-intersection local time of Rosenblatt process	0
Correction	0

Stochastic SIS epidemic model on network with Lévy noise

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