Exponential stability for time-changed stochastic differential equations

DOI10.1007/s10255-021-1031-yzbMath1469.60173OpenAlexW3191486474WikidataQ115384943 ScholiaQ115384943MaRDI QIDQ2046246

Min Zhu, De-zhi Liu, Jun Ping Li

Publication date: 17 August 2021

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-021-1031-y

zbMATH Keywords

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

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05)

Related Items

On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion, Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations, Dynamical behavior of stochastic cellular neural networks with distributed time delays

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