30 citations · 31 across the 2 of their papers we have counts for
4 papers · 1 filter
Time-changed Stochastic Control Problem and its Maximum Principle Theory
Erkan Nane, Yinan Ni
This paper studies a time-changed stochastic control problem, where the underlying stochastic process is a Lévy noise time-changed by an inverse subordinator. We establish a maximu…
Path stability of the solution of stochastic differential equation driven by time-changed Lévy noises
Erkan Nane, Yinan Ni
This paper studies path stabilities of the solution to stochastic differential equations (SDE) driven by time-changed Lévy noise. The conditions for the solution of time-changed SD…
Stability of stochastic differential equation driven by time-changed Lévy noise
Erkan Nane, Yinan Ni
This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed Lévy noise in both probability and moment sense. This provides more flexibility in m…
Stochastic Solution of Fractional Fokker-Planck Equations with Space-Time-Dependent Coefficients
Erkan Nane, Yinan NI
This paper develops solutions of fractional Fokker-Planck equations describing subdiffusion of probability densities of stochastic dynamical systems driven by non-Gaussian Lévy pro…