\(\eta\)-stability for stochastic functional differential equation driven by time-changed Brownian motion

Brownian motion (60J65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic functional-differential equations (34K50) Stability theory for random and stochastic dynamical systems (37H30)

Cites Work

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Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
\(h\)-stability for linear dynamic equations on time scales
\(\mathcal H\)-stability of linear \(\theta\)-method with general variable stepsize for system of pantograph equations with two delay terms
Truncated Euler-Maruyama method for classical and time-changed non-autonomous stochastic differential equations
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\(h\)-stability in \(p\)th moment of neutral pantograph stochastic differential equations with Markovian switching driven by Lévy noise
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Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
\(h\)-stability for stochastic Volterra-Levin equations
Strong approximation of non-autonomous time-changed McKean-Vlasov stochastic differential equations
Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
Path Properties of Subdiffusion—A Martingale Approach
Beyond the Triangle
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

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