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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…

Probability · Mathematics 2019-01-24 Luu Hoang Duc

We propose a quantitative direct method to prove the local stability of a stationary solution for a rough differential equation and its regular discretization scheme. Using Doss-Sussmann technique and stopping time analysis, we provide…

Dynamical Systems · Mathematics 2025-09-24 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a…

Probability · Mathematics 2019-05-14 Luu Hoang Duc , Phan Thanh Hong , Nguyen Dinh Cong

In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…

Probability · Mathematics 2021-04-21 Lidan Wang , Guoli Zhou

We consider the rough differential equation with drift driven by a Gaussian geometric rough path. Under natural conditions on the rough path, namely non-determinism, and uniform ellipticity conditions on the diffusion coefficient, we prove…

Probability · Mathematics 2024-02-15 Rémi Catellier , Romain Duboscq

In this paper, We study the stability of solutions of fuzzy differential equations by Lyapunov's second method. By using scale equations and comparison principle for Lyapunov - like functions, we give some sufficient criterias for the…

Dynamical Systems · Mathematics 2007-05-23 Le Van Hien

The stability of Bernstein's characterization of Gaussian distributions is extended to vectors by utilizing characteristic functions. Stability is used to develop a soft doubling argument that establishes the optimality of Gaussian vectors…

Information Theory · Computer Science 2023-08-15 Mohammad Mahdi Mahvari , Gerhard Kramer

We introduce a Gaussian measure formally preserved by the 2-dimensional Primitive Equations driven by additive Gaussian noise. Under such measure the stochastic equations under consideration are singular: we propose a solution theory based…

Probability · Mathematics 2022-05-13 Francesco Grotto , Umberto Pappalettera

The aim of the paper is to show the probabilistically strong well-posedness of rough differential equations with distributional drifts driven by the Gaussian rough path lift of fractional Brownian motion with Hurst parameter…

Probability · Mathematics 2024-12-17 Konstantinos Dareiotis , Máté Gerencsér , Khoa Lê , Chengcheng Ling

In this paper, we claim the availability of deterministic noises for stabilization of the origins of dynamical systems, provided that the noises have unbounded variations. To achieve the result, we first consider the system representations…

Systems and Control · Computer Science 2022-09-20 Yuki Nishimura

In this note, we investigate a doubly nonlinear diffusion equation in the slow diffusion regime. We prove stability of the pressure of solutions that are close to traveling wave solutions in a homogeneous Lipschitz sense. We derive…

Analysis of PDEs · Mathematics 2026-02-25 Christian Seis , Dominik Winkler

Gaussian noise stability results have recently played an important role in proving results in hardness of approximation in computer science and in the study of voting schemes in social choice. We prove a new Gaussian noise stability result…

Probability · Mathematics 2009-08-03 Marcus Isaksson , Elchanan Mossel

The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…

Analysis of PDEs · Mathematics 2020-06-19 Benjamin Gess , Scott Smith

In this paper we focus on the pathwise stability of mild solutions for a class of stochastic partial differential equations which are driven by switching-diffusion processes with jumps. In comparison to the existing literature, we show…

Probability · Mathematics 2015-03-13 Chenggui Yuan , Jianhai Bao

We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as…

Analysis of PDEs · Mathematics 2016-02-03 Benjamin Gess , Jonas M. Tölle

In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward…

Probability · Mathematics 2011-05-24 Defei Zhang

We study the stability of reaction-diffusion equations in presence of noise. The relationship of stability of solutions between the stochastic ordinary different equations and the corresponding stochastic reaction-diffusion equation is…

Probability · Mathematics 2020-02-18 Guangying Lv , Jinlong Wei , Guang-an Zou

We study a class of linear first and second order partial differential equations driven by weak geometric $p$-rough paths, and prove the existence of a unique solution for these equations. This solution depends continuously on the driving…

Analysis of PDEs · Mathematics 2008-03-24 Michael Caruana , Peter Friz

This work is concerned with the stability properties of linear stochastic differential equations with random (drift and diffusion) coefficient matrices, and the stability of a corresponding random transition matrix (or exponential…

Probability · Mathematics 2019-05-02 Adrian N. Bishop , Pierre Del Moral

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…

Probability · Mathematics 2020-07-29 Luu Hoang Duc
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