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References from Global attracting sets and exponential stability of time-changed stochastic functional differential equations with Markovian switching. Local targets link to admitted publications; unresolved targets remain external evidence.
Beyond the triangle: Brownian motion
2018 · External reference
Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
10.1007/s10959-010-0320-9 · 2011 · External reference
Limit theorems for continuous-time random walks with infinite mean waiting times
10.1239/jap/1091543414 · 2004 · External reference
Triangular array limits for continuous time random walks
10.1016/j.spa.2007.10.005 · 2008 · External reference
Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
10.1016/j.sysconle.2021.105103 · 2022 · External reference
Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
10.1090/proc/13447 · 2017 · External reference
Unresolved reference
2016 · External reference
Stability analysis for a class of nonlinear time-changed systems
10.1080/23311835.2016.1228273 · 2016 · External reference
Unresolved reference
2016 · External reference
Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
10.1080/00207721.2021.1885763 · 2021 · External reference
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
10.1515/math-2019-0055 · 2019 · External reference
Exponential stability for time-changed stochastic differential equations
10.1007/s10255-021-1031-y · 2021 · External reference
Semi-implicit Euler–Maruyama method for non-linear time-changed stochastic differential equations
10.1007/s10543-020-00810-7 · 2020 · External reference
Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
10.1016/j.jmaa.2019.04.001 · 2019 · External reference
Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators
10.1007/s10543-021-00852-5 · 2021 · External reference
Truncated Euler–Maruyama method for classical and time-changed non-autonomous stochastic differential equations
10.1016/j.apnum.2020.02.007 · 2020 · External reference
Averaging principles for stochastic differential equations driven by time-changed Lévy noise
2020 · External reference
An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
10.1007/s10473-022-0208-7 · 2022 · External reference
Stabilization of stochastic delayed neural networks with Markovian switching
10.1002/asjc.26 · 2008 · External reference
Design of state-dependent switching laws for stability of switched stochastic neural networks with time-delays
10.1109/tnnls.2019.2927161 · 2019 · External reference
Option pricing and esscher transform under regime switching
10.1007/s10436-005-0013-z · 2005 · External reference
Pricing formula for a barrier call option based on stochastic delay differential equation
10.1016/j.spl.2023.109943 · 2024 · External reference
Stochastic delay foraging arena predator–prey system with Markov switching
10.1080/07362994.2019.1679645 · 2020 · External reference
Dynamics of a stochastic delay competitive model with harvesting and Markovian switching
2018 · External reference
Unresolved reference
2006 · External reference
Stability analysis for stochastic hybrid systems: A survey
10.1016/j.automatica.2014.08.006 · 2014 · External reference
Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations
10.1016/s0252-9602(13)60021-1 · 2013 · External reference
Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays
10.1186/1029-242x-2013-338 · 2013 · External reference
Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
10.1016/j.spl.2012.05.018 · 2012 · External reference
Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive α-stable processes
10.3934/dcdsb.2016110 · 2016 · External reference
Global attractiveness and quasi-invariant sets of impulsive neutral stochastic functional differential equations driven by fbm
10.1016/j.neucom.2015.11.070 · 2016 · External reference
Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fbm with hurst parameter less than 1/2
10.1007/s11464-018-0728-6 · 2018 · External reference
Razumikhin-type theorems of neutral stochastic functional differential equations
10.1016/s0252-9602(09)60019-9 · 2009 · External reference
Stabilization of stochastic delayed neural networks with Markovian switching
10.1002/asjc.26 · ExternalCitation · doi-reference
Exponential stability for time-changed stochastic differential equations
10.1007/s10255-021-1031-y · ExternalCitation · doi-reference
Option pricing and esscher transform under regime switching
10.1007/s10436-005-0013-z · ExternalCitation · doi-reference
An averaging principle for stochastic differential delay equations driven by time-changed Lévy noise
10.1007/s10473-022-0208-7 · ExternalCitation · doi-reference
Semi-implicit Euler–Maruyama method for non-linear time-changed stochastic differential equations
10.1007/s10543-020-00810-7 · ExternalCitation · doi-reference
Strong approximation of time-changed stochastic differential equations involving drifts with random and non-random integrators
10.1007/s10543-021-00852-5 · ExternalCitation · doi-reference
Stochastic calculus for a time-changed semimartingale and the associated stochastic differential equations
10.1007/s10959-010-0320-9 · ExternalCitation · doi-reference
Global attractiveness and exponential decay of neutral stochastic functional differential equations driven by fbm with hurst parameter less than 1/2
10.1007/s11464-018-0728-6 · ExternalCitation · doi-reference
Truncated Euler–Maruyama method for classical and time-changed non-autonomous stochastic differential equations
10.1016/j.apnum.2020.02.007 · ExternalCitation · doi-reference
Stability analysis for stochastic hybrid systems: A survey
10.1016/j.automatica.2014.08.006 · ExternalCitation · doi-reference
Strong approximation of stochastic differential equations driven by a time-changed Brownian motion with time-space-dependent coefficients
10.1016/j.jmaa.2019.04.001 · ExternalCitation · doi-reference
Global attractiveness and quasi-invariant sets of impulsive neutral stochastic functional differential equations driven by fbm
10.1016/j.neucom.2015.11.070 · ExternalCitation · doi-reference
Triangular array limits for continuous time random walks
10.1016/j.spa.2007.10.005 · ExternalCitation · doi-reference
Global attracting set and stability of stochastic neutral partial functional differential equations with impulses
10.1016/j.spl.2012.05.018 · ExternalCitation · doi-reference
Pricing formula for a barrier call option based on stochastic delay differential equation
10.1016/j.spl.2023.109943 · ExternalCitation · doi-reference
Global attracting sets and exponential stability of stochastic functional differential equations driven by the time-changed Brownian motion
10.1016/j.sysconle.2021.105103 · ExternalCitation · doi-reference
Razumikhin-type theorems of neutral stochastic functional differential equations
10.1016/s0252-9602(09)60019-9 · ExternalCitation · doi-reference
Attracting and quasi-invariant sets of stochastic neutral partial functional differential equations
10.1016/s0252-9602(13)60021-1 · ExternalCitation · doi-reference
Stability of stochastic differential equations driven by the time-changed Lévy process with impulsive effects
10.1080/00207721.2021.1885763 · ExternalCitation · doi-reference
Stochastic delay foraging arena predator–prey system with Markov switching
10.1080/07362994.2019.1679645 · ExternalCitation · doi-reference
Stability analysis for a class of nonlinear time-changed systems
10.1080/23311835.2016.1228273 · ExternalCitation · doi-reference
Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
10.1090/proc/13447 · ExternalCitation · doi-reference
Design of state-dependent switching laws for stability of switched stochastic neural networks with time-delays
10.1109/tnnls.2019.2927161 · ExternalCitation · doi-reference
Impulsive-integral inequalities for attracting and quasi-invariant sets of impulsive stochastic partial differential equations with infinite delays
10.1186/1029-242x-2013-338 · ExternalCitation · doi-reference
Limit theorems for continuous-time random walks with infinite mean waiting times
10.1239/jap/1091543414 · ExternalCitation · doi-reference
Razumikhin-type theorem on time-changed stochastic functional differential equations with Markovian switching
10.1515/math-2019-0055 · ExternalCitation · doi-reference
Global attracting set, exponential decay and stability in distribution of neutral SPDEs driven by additive α-stable processes
10.3934/dcdsb.2016110 · ExternalCitation · doi-reference
