Stability of the solution of stochastic differential equation driven by time-changed Lévy noise
Work
Year: 2016
Type: article
Abstract: This paper studies stabilities of the solution of stochastic differential equations (SDE) driven by time-changed Lévy noise in both probability and moment sense. This provides more flexibility in mode... more
Authors Erkan Nane, Yinan Ni
Institution Auburn University
Cites: 18
Cited by: 29
Related to: 10
FWCI: 3.289
Citation percentile (by year/subfield): 89.04
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze