English

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 1/21/2. This applies in particular to stochastic differential equations driven by fractional Brownian motion with Hurst parameter greater than 1/21/2. 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.

Keywords

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

R2 v1 2026-06-22T13:37:33.196Z