{"title":"时变布朗运动驱动的随机微分方程的 Ulam-Hyers-Rassias 稳定性","authors":"Qinyi Long, Chunhua Yang, Zhi Li, Liping Xu","doi":"10.1016/j.sysconle.2024.105856","DOIUrl":null,"url":null,"abstract":"<div><p>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.</p></div>","PeriodicalId":49450,"journal":{"name":"Systems & Control Letters","volume":"191 ","pages":"Article 105856"},"PeriodicalIF":2.1000,"publicationDate":"2024-07-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Ulam–Hyers–Rassias stability for stochastic differential equations driven by the time-changed Brownian motion\",\"authors\":\"Qinyi Long, Chunhua Yang, Zhi Li, Liping Xu\",\"doi\":\"10.1016/j.sysconle.2024.105856\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><p>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.</p></div>\",\"PeriodicalId\":49450,\"journal\":{\"name\":\"Systems & Control Letters\",\"volume\":\"191 \",\"pages\":\"Article 105856\"},\"PeriodicalIF\":2.1000,\"publicationDate\":\"2024-07-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Systems & Control Letters\",\"FirstCategoryId\":\"94\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0167691124001440\",\"RegionNum\":3,\"RegionCategory\":\"计算机科学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"AUTOMATION & CONTROL SYSTEMS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Systems & Control Letters","FirstCategoryId":"94","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0167691124001440","RegionNum":3,"RegionCategory":"计算机科学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"AUTOMATION & CONTROL SYSTEMS","Score":null,"Total":0}
Ulam–Hyers–Rassias stability for stochastic differential equations driven by the time-changed Brownian motion
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.
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.
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