Publications


Papers:

[27] J. Đorđević, Bernt Øksendal, “Stochastic differential equations driven by fractional Brownian motion”, on arXiv, https://arxiv.org/pdf/2306.08324.

[26] J. Đorđević, Andrey Dorogovtsev, “Backward Stochastic Differential Equations with interaction”, on arXiv, https://arxiv.org/abs/2212.13446.

[25] Coşkun Çetin, J. Đorđević, “Approximate moment functions for logistic stochastic differential equations”, Numer Algor (2024). DOI: https://doi.org/10.1007/s11075-024-01911-y.

[24] J. Đorđević, M. Milošević, N. Šuvak, “Non-linear stochastic model for dopamine cycle“, Chaos, Solitons & Fractals 177 (2023), 114220, DOI: https://doi.org/10.1016/j.chaos.2023.114220

[23] J. Ðorđević, Backward Doubly Stochastic Integral Equations of the Volterra Type and Some Related Problems, Communications in Mathematics and Statistics, accepted, 2023, DOI: https://doi.org/10.1007/s40304-023-00349-3

[22] J. Ðorđević, B. Jovanović, Dynamical analysis of a stochastic delayed epidemic model with Lévy jumps and regime switching“, Journal of the Franklin Institute, Volume 360, Issue 2,  January 2023, Pages 1252-1283,
DOI: https://doi.org/10.1016/j.jfranklin.2022.12.009

[21] A. Aman, H. Coulibaly, J. Đorđević, “Forward backward stochastic differential equations with delayed generators, Stochastics and Dynamics, Vol. 23, No. 02, 2350012 (2023),
DOI: https://doi.org/10.1142/S0219493723500120

[20]   J. Đorđević,  “A stochastic model for malaria and its behavior under insecticide-treated nets, July 2022, Studies in Applied Mathematics,
DOI: https://doi.org/10.1111/sapm.12515.

[19]  J. Đorđević, K.  Rognlien Dahl, “Stochastic optimal control of pre-exposure prophylaxis for HIV infection“,  Mathematical Medicine and Biology: A Journal of the IMA, Volume 39, Issue 3, September 2022, Pages 197–225.
DOI: https://doi.org/10.1093/imammb/dqac003

[18] B. Jovanović, J. Ðorđević, J. Manojlović, N. Šuvak, Analysis of stability and sensitivity of deterministic and stochastic models for the spread of the new corona virus SARS-CoV-2“, Filomat (2021), Volume 35, Issue 3, 1045–1063,
DOI: https://doi.org/10.2298/FIL2103045J

[17] J. Djordjevic, S. Konjik, D. Mitrovic, A. Novak, Global Controllability for Quasi- linear Non-negative Definite System of ODEs and SDEs, Journal of optimization theory and applications, (2021), Volume 190, Issue 1, 316–338,
DOI: https://doi.org/10.1007/s10957-021-01886-z

[16] J. Ðorđević, A. Dorogovtsev, “Clark representation formula for the solution to equation with interaction“, Theory of Stochastic Processes, (2021), Volume 25(41), Issue 2, Pages 9–14,
DOI: https://doi.org/10.37863/tsp

[15] J. Ðorđević, I.Papić, N.Šuvak, “A two diffusion stochastic model for the spread of the new corona virus SARS-CoV-2″, Chaos, Solitons Fractals Volume 148 (2021), 10991,
DOI: https://doi.org/10.1016/j.chaos.2021.110991

[14] J. Djordjević, C. J. Silva, A stochastic analysis of the impact of fluctuations in the environment on pre-exposure prophylaxis for HIV infection, Soft. Comput. 25, (2021), 6731–6743,
DOI:  https://doi.org/10.1007/s00500-019-04611-1

[13] J. Ðorđević, “Some analytic approximations for backward stochastic differential equations“, Filomat 34:7 (2020), 2235–2251,
DOI: https://doi.org/10.2298/FIL2007235D

[12] B. Andonovic, V. Andova, T. Atanasova Pacemska, P. Paunovic, V. Andonovic, J. Djordjevic, A. T. Dimitrov, “DISTANCE BASED TOPOLOGICAL INDICES ON MULTIWALL CARBON NANOTUBES SAMPLES OBTAINED BY ELECTROLYSIS IN MOLTEN SALTS,  Balkan Journal of Applied Mathematics and InformaticsVol. 3 No. 1 (2020),
DOI: https://doi.org/10.46763/bjami 

[11] M. Zdravković, J. Ðorđevic, A. Catić-Djordjević, S. Pavlović, M. Ivković, “Case study: univariate time series analysis and forecasting of pharmaceutical products’ sales data at small scale“, ICIST 2020 Proceedings, pp.1-4, 2020.

[10] J. Djordjević, C. J. Silva; D. F. M. Torres, A stochastic SICA epidemic model for HIV transmission, Applied Mathematics Letters, Volume 84, October 2018, Pages 168-175,
DOI: https://doi.org/10.1016/j.aml.2018.05.005

[9] J. Djordjević, S. Janković, “Reflected backward stochastic differential equations with perturbations, Discrete and Continuous Dynamical System – A, Volume 38Issue 4: (2018) 1833-1848,
DOI 10.3934/dcds.2018075 

[8] J. Djordjević, “Lp-estimates of solutions of backward doubly stochastic differential equations, Filomat 31:8(2017) 2356-2379,
DOI: https://doi.org/10.2298/FIL1708365D

[7] J. Djordjević, “On a class of backward doubly stochastic differential equations with continuous coefficients“, IMA Journal of Applied Mathematics, Volume 81, Issue 1, February 2016, Pages 26–41,
DOI: https://doi.org/10.1093/imamat/hxv026

[6] J. Djordjević, S. Janković, “Backward stochastic Volterra integral equations with additive perturbations“, Applied Mathematics and Computation, Volume 265, 15 August 2015, Pages 903-910,
DOI: https://doi.org/10.1016/j.amc.2015.05.077

[5] J. Djordjević, S. Janković, “On a class of backward stochastic Volterra integral equations, Applied Mathematics Letters, Volume 26, Issue 12, December 2013, Pages 1192-1197,
DOI: https://doi.org/10.1016/j.aml.2013.07.006

[4] S. Janković, M. Jovanović, J. Djordjević, “Perturbed backward stochastic differential equations“, Mathematical and Computer Modelling, Volume 55, Issues 5–6, March 2012, Pages 1734-1745,
DOI: https://doi.org/10.1016/j.mcm.2011.11.018

[3] S. Janković, J. Djordjević, M. Jovanović, “On a class of backward doubly stochastic differential equations, Applied Mathematics and Computation, Volume 217, Issue 21, 1 July 2011, Pages 8754-8764, Corrigendum to On a class of backward doubly stochastic differential equations, Appl. Math. Comput. 218 (2012) 9033-9034,
DOI: https://doi.org/10.1016/j.amc.2011.03.128

[2] J. Djordjevic, S. Janković,  “One-factor interest rates stochastic models – Vasicek model“, Sym-op-is 2006, Banja Koviljača, Zbornik radova, (2006) 429-432.

[1] M. Jovanovic, J. Đorđević,  “Binomial interest rates models“, Sym-op-is 2006, Banja Koviljaca, Zbornik radova, (2006) 145-148.

Books:


– “Probability – exercises with basics of theory”, Jasmina Đorđević, published by  Faculty of Sciences and Mathematics in Niš, 2018.

– Chapter title: “Perturbed reflected backward stochastic differential equations“, Book title: Advances in the Solution of Nonlinear Differential Equations (ISBN 978-1-83968- 657-3), Jasmina Ðorđević, 2020.

– Monograph: “Influences of perturbations on properties of Backward Stochastic Differential Equations”, Jasmina Ðorđevic, published by Faculty of Sciences and Mathematics in Niš, 2023.