Stability theory for Gaussian rough differential equations. Part II
Probability
2019-05-21 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.1901.01586,
title = {Stability theory for Gaussian rough differential equations. Part II},
author = {Luu Hoang Duc},
journal= {arXiv preprint arXiv:1901.01586},
year = {2019}
}
Comments
27 pages