Construction of analytical solutions to systems of two stochastic differential equations

DOI10.1515/MATH-2023-0136zbMATH Open1546.60121MaRDI QIDQ6611482

Minvydas Ragulskis, Romas Marcinkevicius, Author name not available (Why is that?), Zenonas Navickas, Tadas Telksnys

Publication date: 26 September 2024

Published in: Open Mathematics (Search for Journal in Brave)

zbMATH Keywords

differential equationstochastic calculusItô equation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

• Construction of special soliton solutions to the stochastic Riccati equation
• Global asymptotic stability, extinction and ergodic stationary distribution in a stochastic model for dual variants of SARS-CoV-2
• A stochastic nonlinear differential propagation model for underwater acoustic propagation: theory and solution
• Environmental variability in a stochastic HIV infection model
• The Lambert W Function
• A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
• Stochastic differential equations. An introduction with applications.

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