-stability for stochastic functional differential equation driven by time-changed Brownian motion
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\(\eta\)-stability for stochastic functional differential equation driven by time-changed Brownian motion
\(\eta\)-stability for stochastic functional differential equation driven by time-changed Brownian motion
Cites work
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- \(h\)-stability for linear dynamic equations on time scales
- \(h\)-stability for stochastic Volterra-Levin equations
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- A converse theorem for practical h-stability of time-varying nonlinear systems
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- Averaging principles for stochastic differential equations driven by time-changed Lévy noise
- Beyond the triangle. Brownian motion, Ito calculus, and Fokker-Planck equation: fractional generalizations
- Exponential stability for time-changed stochastic differential equations
- Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
- Growth conditions for asymptotic behavior of solutions for certain time-varying differential equations
- scientific article; zbMATH DE number 2112996 (Why is no real title available?)
- On the practical \(h\)-stability of nonlinear systems of differential equations
- On uniform h-stability of evolution operators in Banach spaces
- On uniform \(h\)-stability of non-autonomous evolution equations in Banach spaces
- Path properties of subdiffusion --- a martingale approach
- Path stability of stochastic differential equations driven by time-changed Lévy noises
- Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
- Semi-implicit Euler-Maruyama method for non-linear time-changed stochastic differential equations
- Stability analysis for a class of nonlinear time-changed systems
- Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
- Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
- Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations
- Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
- Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
Cited in
(3)- -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 of fractional stochastic functional differential equations driven by Lévy process
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