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Exponential Stability for Time-changed Stochastic Differential Equations

Exponential Stability for Time-changed Stochastic Differential Equations 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. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

Exponential Stability for Time-changed Stochastic Differential Equations

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References (18)

Publisher
Springer Journals
Copyright
Copyright © The Editorial Office of AMAS & Springer-Verlag GmbH Germany 2021
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/s10255-021-1031-y
Publisher site
See Article on Publisher Site

Abstract

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.

Journal

Acta Mathematicae Applicatae SinicaSpringer 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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