Almost sure exponential stability for time-changed stochastic differential equations

DOI10.22436/jnsa.010.11.35zbMath1412.60088OpenAlexW2769533996WikidataQ115496113 ScholiaQ115496113MaRDI QIDQ5743315

Min Zhu, Yongxiang Zhu, Jun Ping Li

Publication date: 9 May 2019

Published in: The Journal of Nonlinear Sciences and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.22436/jnsa.010.11.35

zbMATH Keywords

almost sure exponential stabilitytime-changed Brownian motiontime-changed stochastic differential equations

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items (3)

Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients ⋮ Polynomial stability of highly non-linear time-changed stochastic differential equations ⋮ Stability analysis of split-step \(\theta \)-Milstein method for a class of \(n\)-dimensional stochastic differential equations

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