Existence and uniqueness theorems are given for RODEs under classical and Carathéodory
assumptions. In the latter case the measurability of solutions is also established. Conditions …

The numerical approximation of stochastic partial differential equations (SPDEs),
specifically, stochastic evolution equations of the parabolic or hyperbolic type, encounters all …

The existence of random attractors for a large class of stochastic partial differential equations
(SPDE) driven by general additive noise is established. The main results are applied to …

In this article, we study the numerical approximation of stochastic differential equations
driven by a multidimensional fractional Brownian motion (fBm) with Hurst parameter greater …

In this paper, we investigate the optimal strong convergence rate of numerical
approximations for the Cox–Ingersoll–Ross model driven by fractional Brownian motion with …

The main goal of this article is to prove the existence of a random attractor for a stochastic
evolution equation driven by a fractional Brownian motion with Hurst parameter H∈(1/2,1) …

We derive the strong consistency of the least squares estimator (LSE) for the drift coefficient
of a fractional stochastic differential system. The drift coefficient is one-sided dissipative …

Many stochastic differential equations that occur in financial modelling do not satisfy the
standard assumptions made in convergence proofs of numerical schemes that are given in …

We study a least square-type estimator for an unknown parameter in the drift coefficient of a
stochastic differential equation with additive fractional noise of Hurst parameter H> 1/2 H> …

In this paper, we propose a truncated Euler–Maruyama scheme for stochastic differential
equations driven by fractional Brownian motion with super-linear drift coefficient. Meanwhile …