Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects. Issue 11 (18th August 2021)
- Record Type:
- Journal Article
- Title:
- Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects. Issue 11 (18th August 2021)
- Main Title:
- Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
- Authors:
- Yin, Xiuwei
Xu, Wentao
Shen, Guangjun - Abstract:
- Abstract : The stability of nonlinear stochastic differential equations driven by time-changed Lévy process with impulsive effects is discussed in this paper. Some sufficient conditions are provided to guarantee the solutions to be stable in different senses. The stochastic perturbation is also investigated for some unstable time-changed differential equations with impulses. The efficiency of the proposed results is illustrated by some examples with numerical simulations.
- Is Part Of:
- International journal of systems science. Volume 52:Issue 11(2021)
- Journal:
- International journal of systems science
- Issue:
- Volume 52:Issue 11(2021)
- Issue Display:
- Volume 52, Issue 11 (2021)
- Year:
- 2021
- Volume:
- 52
- Issue:
- 11
- Issue Sort Value:
- 2021-0052-0011-0000
- Page Start:
- 2338
- Page End:
- 2357
- Publication Date:
- 2021-08-18
- Subjects:
- Stochastic differential equations -- time-changed Lévy process -- stability -- impulsive effects
System analysis -- Periodicals
003.3 - Journal URLs:
- http://www.tandf.co.uk/journals/titles/00207721.asp ↗
http://www.tandfonline.com/ ↗ - DOI:
- 10.1080/00207721.2021.1885763 ↗
- Languages:
- English
- ISSNs:
- 0020-7721
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 4542.693000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 18320.xml