Asymptotical stability of differential equations driven by H\"older--continuous paths
Dynamical Systems
2016-04-22 v1
Abstract
In this manuscript, we establish asymptotic local exponential stability of the trivial solution of differential equations driven by H\"older--continuous paths with H\"older exponent greater than . This applies in particular to stochastic differential equations driven by fractional Brownian motion with Hurst parameter greater than . We motivate the study of local stability by giving a particular example of a scalar equation, where global stability of the trivial solution can be obtained.
Cite
@article{arxiv.1604.06213,
title = {Asymptotical stability of differential equations driven by H\"older--continuous paths},
author = {María J. Garrido-Atienza and Andreas Neuenkirch and Björn Schmalfuß},
journal= {arXiv preprint arXiv:1604.06213},
year = {2016}
}
Comments
18 pages