Differential Equations and Stochastic Processes: Trends and Challenges
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "Difference and Differential Equations".
Deadline for manuscript submissions: 30 November 2024 | Viewed by 905
Special Issue Editor
Interests: differential equations; nonlinear analysis; variational approach and optimization; monotone operator theory; topological methods stochastic processes and their applications: optimal control problems in finance governed by stochastic differential equations (and systems)
Special Issue Information
Dear Colleagues,
Differential equations are used to model natural phenomena from various scientific fields. Many dynamic processes can be analyzed and understood through the solutions to problems expressed via differential equations. Differential equations involving a stochastic process, also known as stochastic differential equations (SDEs), can enable modeling of chaotic and random structures evolving over time at a very high level of accuracy. As such, since the first appearance of SDEs in the literature, presented by Uhlenbeck and Ornstein (1930) in their seminal work Ornstein–Uhlenbeck model of Brownian motion, the theory of SDEs has developed significantly, fueled by Itô’s contributions (1951), with applications in physics, astronomy, electronics, civil engineering, chemistry, biology, economics, finance, etc.
The aim of this Special Issue is to collect original and high-quality research and review articles related to the development, trends, and challenges in the theory of stochastic processes and its applications.
Potential topics include (but are not limited to):
- Trends and challenges related to stochastic processes and their applications;
- Stochastic differential equations;
- Optimal control problems governed by stochastic differential equations (and systems);
- Variational approach for solving stochastic differential equations;
- Iterative algorithms for solving stochastic differential equations;
- Numerical methods for solving stochastic differential equations.
Dr. Mustafa Avci
Guest Editor
Manuscript Submission Information
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Keywords
- stochastic processes
- stochastic differential equations
- variational approach
- optimization
- Brownian process
- Wiener process
- numerical methods
- iterative algorithms
