Stochastic Calculus

Latest research

1. Bayesian Updating of constitutive parameters under hybrid uncertainties with a novel surrogate model applied to biofilms

   • Lukas Fritsch
   • Hendrik Geisler
   • Michael Beer

   in Computational Mechanics

   Article Open access 29 April 2026

   

2. Stochastic Gradient Descent Based Variational Inference for Infinite-Dimensional Inverse Problems

   • Jiaming Sui
   • Junxiong Jia
   • Jinglai Li

   in Communications on Applied Mathematics and Computation

   Article 29 April 2026

   

3. Fractional calculus modifications to the kinetic equations of statistical mechanics

   • Richard L. Magin
   • Ervin K. Lenzi

   in Fractional Calculus and Applied Analysis

   Article Open access 28 April 2026

   

4. Biodiversity and ecosystem dynamics: stochastic transitions in a Holling–Tanner model with harvesting and fear

   • Bapin Mondal

   in The European Physical Journal Plus

   Article 26 April 2026

   

5. S-shaped Utility Maximization with VaR Constraint and Partial Information

   • Dongmei Zhu
   • Ashley Davey
   • Harry Zheng

   in Journal of Optimization Theory and Applications

   Article Open access 25 April 2026

   

6. The chaos expansion of fractional Brownian motion and fractional white noise with distributed-order Hurst parameter

   • Dora Seleši
   • Stefan Tošić

   in Periodica Mathematica Hungarica

   Article 24 April 2026

   

7. Asymptotics of minimum distance estimation for self-exciting load sharing point processes

   • Mirko A. Jakubzik
   • Christine H. Müller

   in Statistical Papers

   Article Open access 21 April 2026

   

8. On the Communication Complexity of Decentralized Stochastic Bilevel Optimization

   • Yihan Zhang
   • My T. Thai
   • Hongchang Gao

   in Machine Learning

   Article Open access 20 April 2026

   

9. Existence for stochastic 2D Euler equations with positive \(H^{-1}\) vorticity

   • Zdzisław Brze��niak
   • Mario Maurelli

   in Stochastics and Partial Differential Equations: Analysis and Computations

   Article 20 April 2026

10. A game-theoretic approach to the parabolic normalized p-Laplacian obstacle problem

    • Hamid El Bahja

    in Stochastics and Partial Differential Equations: Analysis and Computations

    Article 20 April 2026

11. Homogenization of stochastic predator–prey model with nonlinear functional response

    • Aurelien Fouetio
    • Evaristus Chuyeh Nfor

    in Journal of Elliptic and Parabolic Equations

    Article 18 April 2026

12. Equivalence of Definitions of Fractional Caloric Functions

    • Artur Rutkowski

    in Potential Analysis

    Article 18 April 2026

13. Estimation of service value parameters for a queue with unobserved balking

    • Daniel Podorojnyi
    • Liron Ravner

    in Queueing Systems

    Article Open access 17 April 2026

    

14. Trajectory inference for a branching SDE model of cell differentiation via lineage tracing

    • Elias Ventre
    • Aden Forrow
    • Geoffrey Schiebinger

    in Journal of Mathematical Biology

    Article Open access 17 April 2026

    

15. Forward Asymptotic Autonomy of Attractors for Stochastic Reaction Diffusion Equations Driven by Nonlinear Colored Noise

    • Xiaoying Zhu
    • Xuping Zhang
    • Donal O’Regan

    in Qualitative Theory of Dynamical Systems

    Article 17 April 2026

16. Asymptotic Behavior of Fractional Stochastic Discrete Klein-Gordon-Schrödinger Equations with Nonlinear Noise

    • Yiju Chen

    in Applied Mathematics & Optimization

    Article 17 April 2026

17. Boundary contacts for reflected random walks in the quarter plane

    • Viet Hung Hoang
    • Kilian Raschel

    in Queueing Systems

    Article 17 April 2026

    

18. Nonparametric estimation of hitting-time variance

    • Julian Kota Kikuchi
    • Chang Yuan Li
    • Yoann Potiron

    in Annals of the Institute of Statistical Mathematics

    Article 17 April 2026

    

19. Stochastic dynamics of a stage-structured plant-pollinator mutualism model: stationary distribution, probability density, and extinction

    • Xingwang Yu
    • Haoran Sun
    • Yanjiao Ma

    in Nonlinear Dynamics

    Article 17 April 2026

    

20. Semi-Markov Stopping Games with Risk-Sensitive Discounted Cost Criterion

    • Bivakar Bose
    • Chandan Pal
    • Subhamay Saha

    in Dynamic Games and Applications

    Article 17 April 2026

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