Exponential Stability for Time-changed Stochastic Differential Equations

被引：0
|
作者：
Min Zhu
Jun-ping Li
De-zhi Liu
机构：
[1] Hunan University of Technology,College of Traffic Engineering
[2] Central South University,School of Mathematics and Statistics
[3] Anhui University of Finance and Economics,School of Statistics and Applied Mathematics
来源：
Acta Mathematicae Applicatae Sinica, English Series | 2021年 / 37卷
关键词：
time-changed stochastic differential equations; almost sure exponential stability; exponential stability; time-changed Brownian motion; 60H05; 60H10;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
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收藏
页码：617 / 627
页数：10
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