Polynomial stability of highly non-linear time-changed stochastic differential equations

DOI10.1016/j.aml.2021.107233zbMath1475.60106WikidataQ115360705 ScholiaQ115360705MaRDI QIDQ2233281

Wei Liu

Publication date: 15 October 2021

Published in: Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107233

zbMATH Keywords

polynomial stability; moment stability; time-changed stochastic differential equations

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

65C30: Numerical solutions to stochastic differential and integral equations