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

DOI10.1016/J.AML.2021.107233MaRDI QIDQ2233281zbMATH OpenOpenAlexWikidataFDO

Authors 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 stabilitymoment stabilitytime-changed stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• scientific article; zbMATH DE number 6866535 (Why is no real title available?)
• Almost sure exponential stability for time-changed stochastic differential equations
• Bernstein functions. Theory and applications
• Beyond the triangle. Brownian motion, Ito calculus, and Fokker-Planck equation: fractional generalizations
• Dissipativity of semilinear time fractional subdiffusion equations and numerical approximations
• Introduction to stochastic integration.
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Path properties of subdiffusion --- a martingale approach
• Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
• Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
• Stability analysis for a class of nonlinear time-changed systems
• Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
• Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
• Time fractional equations and probabilistic representation
• Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations

Cited in

(10)

• Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
• Asymptotic behaviour analysis of stochastic functional differential equations with semi-Markovian switching signal
• Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects
• Polynomial stability of stochastic heat equations
• The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises
• Mean square stability of the split-step theta method for non-linear time-changed stochastic differential equations
• Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients
• Stability analysis for a class of nonlinear time-changed systems
• Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations
• Long time behavior of stochastic McKean-Vlasov equations

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