Stochastic differential equations (SDEs) and random processes form a central framework for modelling systems influenced by inherent uncertainties. These mathematical constructs are used to rigorously ...

We discuss nonparametric estimation of the density of random effects in models governed by a stochastic differential equation driven by a mixed fractional Brownian motion. Journal Information Sankhya, ...

The goal of this study is to investigate the existence and uniqueness of mild solutions, as well as controllability outcomes, for random integrodifferential equations with state-dependent delay. We ...