Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
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Publication:5028702
DOI10.1080/00207721.2021.1885763zbMATH Open1483.93698OpenAlexW3133422288WikidataQ115309307 ScholiaQ115309307MaRDI QIDQ5028702FDOQ5028702
Authors: Xiuwei Yin, Wentao Xu, Guangjun Shen 
Publication date: 10 February 2022
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2021.1885763
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Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic stability in control theory (93E15) Impulsive control/observation systems (93C27)
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Cited In (7)
- \(\eta\)-stability for stochastic functional differential equation driven by time-changed Brownian motion
- Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects
- Ulam-Hyers-Rassias stability for stochastic 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
- Transportation inequalities for stochastic differential equations driven by the time-changed Brownian motion
- Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
- McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion
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