Stability of the solution of stochastic differential equation driven by time-changed Lévy noise

DOI10.1090/proc/13447zbMath1364.65015arXiv1612.09044OpenAlexW2563489186WikidataQ115290830 ScholiaQ115290830MaRDI QIDQ2980828

Erkan Nane, Yinan Ni

Publication date: 4 May 2017

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.09044

zbMATH Keywords

stabilitystochastic differential equationstime-changed Lévy noise

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability and convergence of numerical methods for ordinary differential equations (65L20) Ordinary differential equations and systems with randomness (34F05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

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