The ultimate boundedness of solutions for stochastic differential equations driven by time-changed Lévy noises

DOI10.1016/J.AML.2024.109186MaRDI QIDQ6595453zbMATH OpenFDO

Authors Qingyan Meng, Yejuan Wang, Peter E. Kloeden, Yinan Ni

Publication date 30 August 2024

Published in Applied Mathematics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AML.2024.109186

zbMATH Keywords

asymptotical ultimate boundednessLyapunov function methodtime-changed Lévy noisetime-changed stochastic differential equations

Mathematics Subject Classification ID

Stochastic functional-differential equations (34K50) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Numerical solutions to stochastic differential and integral equations (65C30)

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Cites work

• Asymptotic Stability of Stochastic Differential Equations Driven by Lévy Noise
• Boundedness analysis of stochastic pantograph differential systems
• On asymptotic convergence and boundedness of stochastic systems with time-delay
• Path properties of subdiffusion --- a martingale approach
• Path stability of stochastic differential equations driven by time-changed Lévy noises
• Polynomial stability of highly non-linear time-changed stochastic differential equations
• 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
• Ultimate boundedness and an attractor for stochastic Hopfield neural networks with time-varying delays
• Ultimate Boundedness Control for Networked Systems With Try-Once-Discard Protocol and Uniform Quantization Effects

Cited in

(2)

• Path stability of stochastic differential equations driven by time-changed Lévy noises
• Strong and weak convergence orders of numerical methods for SDEs driven by time-changed Lévy noise

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