Author:
Xu Liping,Li Zhi,Huang Benchen
Abstract
<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>
Publisher
American Institute of Mathematical Sciences (AIMS)
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