<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si2.svg" display="inline" id="d1e486"><mml:mi>h</mml:mi></mml:math>-stability for stochastic Volterra–Levin equations

Li, Zhi; Long, Qinyi; Xu, Li; Wen, Xueqi

doi:10.1016/j.chaos.2022.112698

Chaos, Solitons & Fractals

2022

DOI: 10.1016/j.chaos.2022.112698

|View full text |Cite

h-stability for stochastic Volterra–Levin equations

Zhi Li

Qinyi Long

Li Xu

et al.

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...

Citation Types

Supporting

Mentioning

Contrasting

Year Published

2023

2024

Publication Types

Select...

Article2

Relationship

Self Cite0

Independent2

Authors

Journals

Cited by 2 publications

References 10 publications

Supporting

Mentioning

Contrasting

Order By: Relevance

η-Stability for stochastic functional differential equation driven by time-changed Brownian motion

He,

Zhang,

Wang

et al. 2024

J Inequal Appl

View full text Add to dashboard Cite

This manuscript focuses on a class of stochastic functional differential equations driven by time-changed Brownian motion. By utilizing the Lyapunov method, we capture some sufficient conditions to ensure that the solution for the considered equation is η-stable in the pth moment sense. Subsequently, we present some new criteria of the η-stability in mean square by using time-changed Itô formula and proof by contradiction. Finally, we provide some examples to demonstrate the effectiveness of our main results.

show abstract

η-Stability for stochastic functional differential equation driven by time-changed Brownian motion

He,

Zhang,

Wang

et al. 2024

J Inequal Appl

View full text Add to dashboard Cite

show abstract

$ h $-stability for stochastic functional differential equation driven by time-changed Lévy process

Xu¹,

Li²,

Huang

2023

MATH

View full text Add to dashboard Cite

<abstract><p>In this paper, we investigate a class of stochastic functional differential equations driven by the time-changed Lévy process. Using the Lyapunov technique, we obtain some sufficient conditions to ensure that the solutions of the considered equations are $ h $-stable in $ p $-th moment sense. Subsequently, using time-changed Itô formula and a proof by reduction ad absurdum, we capture some new criteria for the $ h $-stability in mean square of the considered equations. In the end, we analyze some illustrative examples to show the interest and usefulness of the major results.</p></abstract>

show abstract

scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.

Contact Info

customersupport@researchsolutions.com

10624 S. Eastern Ave., Ste. A-614

Henderson, NV 89052, USA

This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.

Blog Terms and Conditions API Terms Privacy Policy Contact Cookie Preferences Do Not Sell or Share My Personal Information

Made with 💙 for researchers

Part of the Research Solutions Family.

h-stability for stochastic Volterra–Levin equations

Cited by 2 publications

References 10 publications

η-Stability for stochastic functional differential equation driven by time-changed Brownian motion

η-Stability for stochastic functional differential equation driven by time-changed Brownian motion

$ h $-stability for stochastic functional differential equation driven by time-changed Lévy process

Contact Info

Product

Resources

About