Mathematical Modeling for Economics and Finance: Probability, Stochastic Processes, and Differential Equations
A special issue of Mathematics (ISSN 2227-7390). This special issue belongs to the section "D1: Probability and Statistics".
Deadline for manuscript submissions: 15 February 2026 | Viewed by 78
Special Issue Editors
Interests: financial mathematics; backward stochastic differential equations; stochastic optimal control
Special Issue Information
Dear Colleagues,
Probability theory and stochastic processes lie at the heart of modern economic and financial analysis, providing advanced mathematical frameworks essential for analyzing dynamic economic and financial systems. From quantifying systemic risks to optimizing dynamic decision-making, these mathematical frameworks underpin groundbreaking advancements in asset pricing, behavioral finance, and macroeconomic policy.
We are pleased to invite you to submit your most recent research to this Special Issue titled “Mathematical Modeling for Economics and Finance: Probability, Stochastic Processes, and Differential Equations”.
This Special Issue aims to highlight cutting-edge research at the intersection of advanced mathematics and economic/financial theory, focusing on probability, stochastic processes, and differential equations as pivotal tools for modeling complex systems. It aims to promote the integration of theoretical research in uncertainty modeling with practical applications. This Special Issue encourages the development of innovative and rigorous mathematical models to address complex real-world problems and to advance the theory of rational decision-making under uncertainty.
In this Special Issue, original research articles and reviews are welcome. Topics of interest include (but are not limited to) the following research areas:
- The applications of nonlinear expectation and backward stochastic differential equations in modeling economic behavior;
- Mean-field games in economics;
- Derivative pricing under uncertainty;
- Strategy formulation under incomplete information and stochastic optimization in portfolio management;
- Machine learning-enhanced financial forecasting.
We look forward to receiving your contributions.
Dr. Xinwei Feng
Dr. Panyu Wu
Guest Editors
Manuscript Submission Information
Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.
Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. Mathematics is an international peer-reviewed open access semimonthly journal published by MDPI.
Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 2600 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.
Keywords
- backward stochastic differential equations
- nonlinear expectation
- mean-field games
- asset pricing models
- risk management
- portfolio optimization
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