Ulam–Hyers–Rassias stability for stochastic differential equations driven by the time-changed Brownian motion

IF 2.1 3区计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS

Systems & Control Letters Pub Date : 2024-07-02 DOI:10.1016/j.sysconle.2024.105856

Qinyi Long, Chunhua Yang, Zhi Li, Liping Xu

引用次数: 0

Abstract

In this paper, we investigate a class of stochastic differential equations driven by the time-changed Brownian motion and impulsive stochastic differential equations driven by the time-changed Brownian motion. By establishing some time-changed retarded Gronwall-like inequalities, some sufficient conditions ensuring the Ulam–Hyers–Rassias stability in mean square of the considered equations are obtained.

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时变布朗运动驱动的随机微分方程的 Ulam-Hyers-Rassias 稳定性

本文研究了一类由时变布朗运动驱动的随机微分方程和由时变布朗运动驱动的脉冲随机微分方程。通过建立一些类似于时变迟滞 Gronwall 的不等式，我们得到了一些确保所考虑方程均方根 Ulam-Hyers-Rassias 稳定性的充分条件。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Systems & Control Letters 工程技术-运筹学与管理科学

CiteScore

4.60

自引率

3.80%

发文量

144

审稿时长

6 months

期刊介绍： Founded in 1981 by two of the pre-eminent control theorists, Roger Brockett and Jan Willems, Systems & Control Letters is one of the leading journals in the field of control theory. The aim of the journal is to allow dissemination of relatively concise but highly original contributions whose high initial quality enables a relatively rapid review process. All aspects of the fields of systems and control are covered, especially mathematically-oriented and theoretical papers that have a clear relevance to engineering, physical and biological sciences, and even economics. Application-oriented papers with sophisticated and rigorous mathematical elements are also welcome.