30 citations · 31 across the 2 of their papers we have counts for
Showing 2016Show all
2 papers · 1 filter
math.PR2016★ 30 cited
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…
math.PR2016★ 1 cited
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…