Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
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Cites work
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Cited in
(17)- Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
- Path stability of stochastic differential equations driven by time-changed Lévy noises
- Stability analysis for a class of nonlinear time-changed systems
- On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion
- McKean-Vlasov stochastic differential equations driven by the time-changed Brownian motion
- Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects
- 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
- -stability for stochastic functional differential equation with Markovian switching driven by time-changed Brownian motion
- Strong convergence and Mittag-Leffler stability of stochastic theta method for time-changed stochastic differential equations
- h-stability for a class of time-changed systems
- Viability of McKean-Vlasov stochastic differential equations driven by time-changed Brownian motion
- Option pricing model using time-changed Brownian motion: fractional neutral stochastic system's stability and T-controllability
- A Milstein-type method for highly non-linear non-autonomous time-changed stochastic differential equations
- Global attracting sets and exponential stability of time-changed stochastic functional differential equations with Markovian switching
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