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 - H\"older norms with 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