Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects

DOI10.1080/00207721.2021.1885763MaRDI QIDQ5028702zbMATH OpenOpenAlexWikidataFDO

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

zbMATH Keywords

impulsive effectsstabilitystochastic differential equationstime-changed Lévy process

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Impulsive control/observation systems (93C27) Stochastic stability in control theory (93E15)

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Cited in

(12)

• 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

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