Exponential stability for time-changed stochastic differential equations
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Publication:2046246
DOI10.1007/s10255-021-1031-yzbMath1469.60173WikidataQ115384943 ScholiaQ115384943MaRDI QIDQ2046246
Min Zhu, De-zhi Liu, Jun Ping Li
Publication date: 17 August 2021
Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10255-021-1031-y
exponential stability; almost sure exponential stability; time-changed Brownian motion; time-changed stochastic differential equations
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H05: Stochastic integrals
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