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math.PR2025
On the existence, uniqueness and stability of solutions of SDEs with state-dependent variable exponent
Mustafa Avci
We study a time-inhomogeneous nonlinear SDE with drift and diffusion governed by state-dependent variable exponents. This framework generalizes models like the geometric Brownian m…
math.PR2025
Existence results for the Cox-Ingersoll-Ross model with variable exponent diffusion
Mustafa Avci
This study proposes a new stochastic model where the diffusion coefficient involves a state-dependent variable exponent function . This new theoretically flexible framewo…