10 citations · 18 across the 5 of their papers we have counts for
5 papers
Ergodicity and stability of hybrid systems with piecewise constant type state-dependent switching
Jinghai Shao, Lingdi Wang, Qiong Wu
To deal with stochastic hybrid systems with general state-dependent switching, we propose an approximation method by a sequence of stochastic hybrid systems with piecewise constant…
Sub-diffusion processes in Hilbert space and their associated stochastic differential equations and Fokker-Planck-Kolmogorov equations
Lise Chlebak, Patricia Garmirian, Qiong Wu
This paper focuses on the time-changed Q-Wiener process, a Hilbert space-valued sub-diffusion. It is a martingale with respect to an appropriate filtration, hence a stochastic inte…
Stability of stochastic differential equations with respect to time-changed Brownian motions
Qiong Wu
In this paper, the stability behaviors of stochastic differential equations (SDEs) driven by time-changed Brownian motions are discussed. Based on the generalized Lyapunov method a…
Stability analysis for a class of nonlinear time-changed systems
Qiong Wu
This paper investigates the stability of a class of differential systems time-changed by which is the inverse of a -stable subordinator. In order to explore stability, a…
A new type of the Gronwall-Bellman inequality and its application to fractional stochastic differential equations
Qiong Wu
This paper presents a new type of Gronwall-Bellman inequality, which arises from a class of integral equations with a mixture of nonsingular and singular integrals. The new idea is…