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2. Analysis of a predator-prey model with Lévy jumps.
3. The existence and uniqueness of mild solutions to stochastic differential equations with Lévy noise.
4. Weak convergence of the complex fractional Brownian motion.
5. Maximum likelihood estimation for stochastic Lotka-Volterra model with jumps.
6. Wavelets optimization method for evaluation of fractional partial differential equations: an application to financial modelling
7. Global well-posedness of a class of stochastic equations with jumps
8. Mean-field anticipated BSDEs driven by time-changed Lévy noises.
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