Exponential Stability for Time-changed Stochastic Differential Equations

• 作者: Min ZHU Jun-ping LI De-zhi LIU
• 来源期刊: 应用数学学报（英文版）
• 年，卷（期）: 2021,（3）
• 页码范围: 617-627
• 页数: 11页
• 语种: 英文

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 It? 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.