Stability theory for Gaussian rough differential equations. Part I
Probability
2019-01-24 v3
Abstract
We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dissipative assumption of the drift coefficient function, we prove that the trivial solution of the system under small noise is exponentially stable.
Cite
@article{arxiv.1901.00315,
title = {Stability theory for Gaussian rough differential equations. Part I},
author = {Luu Hoang Duc},
journal= {arXiv preprint arXiv:1901.00315},
year = {2019}
}
Comments
26 pages