Articles

• Preface：Special Issue on Recent Progresses in Stochastic Differential Equations and Stochastic Partial Differential Equations

  Panpan Ren, Jiang-Lun Wu

  i-ii

  https://doi.org/10.4208/cmaa.v4n4.preface

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  522 9

• Asymptotics in Wasserstein Distance for Empirical Measures of Markov Processes

  Feng-Yu Wang

  495-524

  https://doi.org/10.4208/cmaa.2025-0014

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  505 29

• Smooth Densities of Stochastic Differential Equations Forced by Degenerate Stable Type Noises

  Lihu Xu

  525-549

  https://doi.org/10.4208/cmaa.2025-0015

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  494 21

• Long Time Behavior of the Stochastic 2D Navier-Stokes Equations

  Benedetta Ferrario, Margherita Zanella

  550-576

  https://doi.org/10.4208/cmaa.2025-0016

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  510 29

• A Stochastic Maximum Principle for Relaxed Control with General Risk Measure and Its Application in Finance

  Shuaiqi Zhang, Jie Xiong, Xin Zhang

  577-593

  https://doi.org/10.4208/cmaa.2025-0017

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  489 24

• Strong Convergence of Functional Stochastic Differential Equations via the Functional Itô Calculus

  Jianhai Bao, Jiaqing Hao

  594-625

  https://doi.org/10.4208/cmaa.2025-0018

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  492 27

• Recent Progress on Stochastic Fractional Diffusion Equations with Space-Time White Noise

  Yuhui Guo, Jiang-Lun Wu

  626-646

  https://doi.org/10.4208/cmaa.2025-0019

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  499 25