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So far there have been few results presented on the exponential stability for time-changed stochastic differential equations. The main aim of this work is to fill this gap. By making use of general Lyapunov methods and time-changed Itô formula, we establish the exponential stability and almost sure exponential stability of solution to time-changed SDEs. Finally, we construct some examples to illustrate the effectiveness of our established theory.
Acta Mathematicae Applicatae Sinica – Springer Journals
Published: Aug 5, 2021
Keywords: time-changed stochastic differential equations; almost sure exponential stability; exponential stability; time-changed Brownian motion; 60H05; 60H10
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