English

Asymptotic stability of controlled differential equations. Part II: rough integrals

Probability 2020-07-29 v4

Abstract

We continue the approach in Part I \cite{duchong19} to study stationary states of controlled differential equations driven by rough paths, using the framework of random dynamical systems and random attractors. Part II deals with driving paths of finite ν\nu - H\"older norms with ν(13,12)\nu \in (\frac{1}{3},\frac{1}{2}) so that the integrals are interpreted in the Gubinelli sense for controlled rough paths. We prove sufficient conditions for the attractor to be a singleton, thus the pathwise convergence is in both pullback and forward senses.

Keywords

Cite

@article{arxiv.1905.08236,
  title  = {Asymptotic stability of controlled differential equations. Part II: rough integrals},
  author = {Luu Hoang Duc},
  journal= {arXiv preprint arXiv:1905.08236},
  year   = {2020}
}

Comments

21 pages. arXiv admin note: text overlap with arXiv:1905.04945