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Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects.

Authors :
Yin, Xiuwei
Xu, Wentao
Shen, Guangjun
Source :
International Journal of Systems Science; Aug2021, Vol. 52 Issue 11, p2338-2357, 20p
Publication Year :
2021

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. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00207721
Volume :
52
Issue :
11
Database :
Complementary Index
Journal :
International Journal of Systems Science
Publication Type :
Academic Journal
Accession number :
151609653
Full Text :
https://doi.org/10.1080/00207721.2021.1885763