Path stability of stochastic differential equations driven by time-changed Lévy noises
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Publication:4638253
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Cites work
- A strong and weak approximation scheme for stochastic differential equations driven by a time-changed Brownian motion
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Calcul stochastique et problèmes de martingales
- scientific article; zbMATH DE number 44889 (Why is no real title available?)
- scientific article; zbMATH DE number 3349081 (Why is no real title available?)
- Inverse stable subordinators
- Lévy Processes and Stochastic Calculus
- Option pricing when underlying stock returns are discontinuous
- 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
- Stochastic model for ultraslow diffusion
Cited in
(29)- Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators
- Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
- Stability of a non-Lipschitz stochastic Riemann-Liouville type fractional differential equation driven by Lévy noise
- An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
- Polynomial stability of highly non-linear time-changed stochastic differential equations
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
- Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
- A time-changed stochastic control problem and its maximum principle maximum principle
- Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients
- On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion
- On a class of distribution dependent stochastic differential equations driven by time-changed Brownian motions
- McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion
- Spectral heat content for time-changed killed Brownian motions
- Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion
- \(\eta\)-stability for stochastic functional differential equation driven by time-changed Brownian motion
- Ulam-Hyers-Rassias stability for stochastic differential equations driven by the time-changed Brownian motion
- Time fractional equations and anomalous sub-diffusions -- in memory of Professor Shisong Mao
- The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises
- Strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise
- -scaled strong convergence of stochastic theta method for stochastic differential equations driven by time-changed Lévy noise beyond Lipschitz continuity
- -stability for stochastic functional differential equation with Markovian switching driven by time-changed Brownian motion
- Truncated Euler-Maruyama method for time-changed stochastic differential equations with super-linear state variables and Hölder's continuous time variables
- h-stability for a class of time-changed systems
- Fractional stochastic differential equations with the time-changed Brownian motion
- Viability of McKean-Vlasov stochastic differential equations driven by time-changed Brownian motion
- A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations
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