On the practical stability with regard to a part of the variables for distribution-dependent SDEs driven by time-changed Brownian motion
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Publication:6052363
DOI10.1080/00207179.2022.2117088zbMath1526.93196OpenAlexW4293089720MaRDI QIDQ6052363
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Publication date: 17 October 2023
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2022.2117088
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Exponential stability (93D23)
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Cites Work
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- Exponential stability for time-changed stochastic differential equations
- Asymptotic stability of the time-changed stochastic delay differential equations with Markovian switching
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- Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
- 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
- Practical stability with respect to a part of variables of stochastic differential equations
- Mean Field Games and Mean Field Type Control Theory
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