Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
From MaRDI portal
Publication:5028702
DOI10.1080/00207721.2021.1885763zbMath1483.93698OpenAlexW3133422288WikidataQ115309307 ScholiaQ115309307MaRDI QIDQ5028702
Wentao Xu, Xiuwei Yin, Guang Jun Shen
Publication date: 10 February 2022
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207721.2021.1885763
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)
Related Items (5)
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 ⋮ 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
Cites Work
- Unnamed Item
- Unnamed Item
- Small ball probabilities for a class of time-changed self-similar processes
- Stochastic solution of fractional Fokker-Planck equations with space-time-dependent coefficients
- Space-time fractional stochastic partial differential equations
- Global exponential stability of impulsive stochastic functional differential systems
- Impulsive stabilization of stochastic functional differential equations
- On time-changed Gaussian processes and their associated Fokker-Planck-Kolmogorov equations
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
- A unified synchronization criterion for impulsive dynamical networks
- Stability analysis of stochastic delay differential equations with Lévy noise
- Almost sure exponential stability and stochastic stabilization of stochastic differential systems with impulsive effects
- Stochastic stabilization of hybrid differential equations
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
- Input-to-state stability for nonlinear systems with stochastic impulses
- Event-triggered attitude consensus with absolute and relative attitude measurements
- Mean square polynomial stability of numerical solutions to a class of stochastic differential equations
- Impulsive stabilization of stochastic differential equations with time delays
- Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
- Stabilisation of highly nonlinear hybrid stochastic differential delay equations by delay feedback control
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
- Fokker-Planck-Kolmogorov equations associated with time-changed fractional Brownian motion
- Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
- Beyond the Triangle
- Stabilization of Highly Nonlinear Hybrid Systems by Feedback Control Based on Discrete-Time State Observations
- Input-to-State Stability of Time-Varying Switched Systems With Time Delays
- Stochastic Differential Equations with Markovian Switching
- Stability in Terms of Two Measures for Stochastic Differential Equations with Markovian Switching
- Dynamic event-based reliable dissipative asynchronous control for stochastic Markov jump systems with general conditional probabilities
This page was built for publication: Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
