Almost sure exponential stability for time-changed stochastic differential equations

DOI10.22436/JNSA.010.11.35MaRDI QIDQ5743315zbMATH OpenOpenAlexWikidataFDO

Authors Yongxiang Zhu, Min Zhu, Junping Li

Publication date 9 May 2019

Published in The Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.22436/jnsa.010.11.35

zbMATH Keywords

almost sure exponential stabilitytime-changed Brownian motiontime-changed stochastic differential equations

Mathematics Subject Classification ID

Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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• Time changes for Lévy processes

Cited in

(9)

• Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations
• Exponential stability for time-changed stochastic differential equations
• Exponential and strong ergodicity for one-dimensional time-changed symmetric stable processes
• Polynomial stability of highly non-linear time-changed stochastic differential equations
• Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
• scientific article; zbMATH DE number 613148 (Why is no real title available?)
• Path stability of stochastic differential equations driven by time-changed Lévy noises
• Stability analysis for a class of nonlinear time-changed systems
• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients

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