Stochastic Differential Equations and Applications
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "C1: Difference and Differential Equations".
Deadline for manuscript submissions: 30 January 2026 | Viewed by 2
Special Issue Editors
2. Department of Surveying and Geoinformatics Engineering, University of West Attica, 12243 Athens, Greece
Interests: stochastic differential equations; numerical methods for stochastic differential equations; mathematical finance; statistical distributions
Interests: theoretical and applied statistics; optimal non-linear experimental design; enzyme kinetics; stochastic models; numerical methods; prediction; calibration; information theory-entropy; γ-order probability distributions; invariance; affine geometry in statistics
Special Issue Information
Dear Colleagues,
The Guest Editors welcome papers on stochastic differential equations either with one variable or more which describe an application either for physical sciences or from economics (for example, Brownian motion problems or stock-price problems). The theoretical developments of such problems either from analysis, numerical analysis, or even from stochastic processes are very welcome. The problems in analysis considering Ito–Stratonovic integrals or the investigation of the probability distribution function of the solution process will be appreciated.
In principle, applications can cover probability and mathematics; in addition, we would appreciate an algorithm describing solutions rather than the existence of the solution.
It is our pleasure to invite authors to contribute to this Special Issue by submitting research articles that will be subject to rigorous peer review, aiming to contribute to the development of relevant research in this field.
References:
- Halidias and I.S. Stamatiou (2026)-Stochastic Analysis: Financial Mathematics with Matlab , De Gruyter
- Kitsos (accepted 2023) - Generalizing the Heat Equation, REVSTAT-Statistical Journal
- Kitsos and I.S. Stamatiou (2025) - The γ-order generalized chi-square distribution, Research in Mathematics
- I.S. Stamatiou (2016)-Numerical Analysis of Stochastic Differential Equations with Applications in Financial Mathematics and Molecular Dynamics, Unpublished PhD Thesis, University of the Aegean, Greece
Dr. Ioannis S. Stamatiou
Prof. Dr. Christos P. Kitsos
Guest Editors
Manuscript Submission Information
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Keywords
- stochastic differential equations
- numerical methods for stochastic differential equations
- stochastic processes
- mathematical finance
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