Polynomial stability of highly non-linear time-changed stochastic differential equations

DOI10.1016/j.aml.2021.107233zbMath1475.60106OpenAlexW3138177789WikidataQ115360705 ScholiaQ115360705MaRDI QIDQ2233281

Wei Liu

Publication date: 15 October 2021

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

Full work available at URL: https://doi.org/10.1016/j.aml.2021.107233

zbMATH Keywords

polynomial stabilitymoment stabilitytime-changed stochastic differential equations

Mathematics Subject Classification ID

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

Related Items (5)

Convergence and Stability of an Explicit Method for Autonomous Time-Changed Stochastic Differential Equations with Super-Linear Coefficients ⋮ Asymptotic behaviour analysis of stochastic functional differential equations with semi-Markovian switching signal ⋮ Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations ⋮ Almost sure polynomial stability and stabilization of stochastic differential systems with impulsive effects ⋮ Long time behavior of stochastic McKean-Vlasov equations

Cites Work

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• Beyond the Triangle
• Limit theorems for continuous-time random walks with infinite mean waiting times
• Stability analysis for a class of nonlinear time-changed systems
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• Unnamed Item

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