Stability analysis for a class of nonlinear time-changed systems

DOI10.1080/23311835.2016.1228273zbMath1438.93202arXiv1602.07342OpenAlexW2963713970MaRDI QIDQ4966808

Qiong Wu

Publication date: 27 June 2019

Published in: Cogent Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.07342

zbMATH Keywords

\(p\)th moment asymptotic stability\(p\)th moment exponential stabilityexponential sample-path stabilitytime-changed Gronwall's inequality

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Asymptotic stability in control theory (93D20) Control/observation systems governed by ordinary differential equations (93C15) Exponential stability (93D23)

Related Items (16)

Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients ⋮ An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise ⋮ Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion ⋮ 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 ⋮ Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations ⋮ Stability of the solution of stochastic differential equation 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 ⋮ Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations ⋮ Almost sure exponential stability for time-changed stochastic differential equations ⋮ Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching ⋮ Exponential stability for time-changed stochastic differential equations ⋮ Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching ⋮ A time-changed stochastic control problem and its maximum principle theory

Cites Work

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• Calcul stochastique et problèmes de martingales
• Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
• Path Properties of Subdiffusion—A Martingale Approach
• Stochastic stability properties of jump linear systems
• Applied Delay Differential Equations

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