Editorial Board
Stochastic Volterra integral equations with jumps and the strong superconvergence of the Euler–Maruyama approximation
Combination of Lucas wavelets with Legendre–Gauss quadrature for fractional Fredholm–Volterra integro-differential equations
Finite element error analysis of a time-fractional nonlocal diffusion equation with the Dirichlet energy
Applying deep learning method in TVP-VAR model under systematic financial risk monitoring and early warning
Dynamics of fractional order HIV infection model with antibody and cytotoxic T-lymphocyte immune responses
Stability of lattice rules and polynomial lattice rules constructed by the component-by-component algorithm
On computational applications of the Levi-Civita field
Inferences on the performance index of Weibull distribution based on k-record values
Application of differential quadrature and Newmark methods for dynamic response in pad concrete foundation covered by piezoelectric layer
An improved regression type estimator of population mean with two auxiliary variables and its variant using robust regression method
Delay dependent asymptotic mean square stability analysis of the stochastic exponential Euler method
Partially penalized IFE methods and convergence analysis for elasticity interface problems
Analysis of a Moore–Gibson–Thompson thermoelastic problem
Correspondence between multiwavelet shrinkage and nonlinear diffusion
On strong convergence of explicit numerical methods for stochastic delay differential equations under non-global Lipschitz conditions
Local RBF-based penalized least-squares approximation on the sphere with noisy scattered data
A two-step accelerated Levenberg–Marquardt method for solving multilinear systems in tensor-train format
Solvability of implicit semidefinite and implicit copositive complementarity problems
A Morse index formula for minimax type saddle points by a Ljusternik–Schnirelman minimax algorithm and its application in computation of multiple solutions of semilinear elliptic equation
Mean-square stability and convergence of a split-step theta method for stochastic Volterra integral equations
The geometric structure on a degradation model with application to optimal design under a cost constraint
Optimal excess-of-loss reinsurance and investment problem with thinning dependent risks under Heston model
Vieta–Fibonacci operational matrices for spectral solutions of variable-order fractional integro-differential equations
A note on linearly constrained Bayes estimator in elliptical models
Asymptotic behavior of solutions to time fractional neutral functional differential equations
An efficient algorithm for finding all solutions of nonlinear equations using parallelogram LP test
Lanczos-based fast blind deconvolution methods
Compact operators for existence of solution and projection method with multi-wavelet bases to solve (F.IES) and error analysis in Sobolev space
Optimal design of multiple constant-stress accelerated life testing for the extension of the exponential distribution under type-II censoring
Transportation network with externalities
Minimum-energy measures for singular kernels
The generalized Marcum function of the second kind: Monotonicity patterns and tight bounds
Fast and accurate scattered Hermite interpolation by triangular Shepard operators
Isogeometric analysis of the new integral formula for elastic energy change of heterogeneous materials
Reinsurance–investment game between two mean–variance insurers under model uncertainty
Strong convergence of the split-step backward Euler method for stochastic delay differential equations with a nonlinear diffusion coefficient
A posteriori error estimation for the spectral deferred correction method
Approximation of monotone clothoid segments by degree 7 Pythagorean–hodograph curves
The extensions of convergence rates of Kaczmarz-type methods
The taut string approach to statistical inverse problems: Theory and applications
Foreword