h-stability for stochastic functional differential equation driven by time-changed Le′vy process

In this paper, we investigate a class of stochastic functional differential equations driven by the time-changed Le & PRIME;vy process. Using the Lyapunov technique, we obtain some sufficient conditions to ensure that the solutions of the considered equations are h-stable in p-th moment sense. Subsequently, using time-changed Ito <SIC> formula and a proof by reduction ad absurdum, we capture some new criteria for the h-stability in mean square of the considered equations. In the end, we analyze some illustrative examples to show the interest and usefulness of the major results.