Stability theory for Gaussian rough differential equations. Part II
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 nois...
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Sprache: | eng |
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Zusammenfassung: | 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. |
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DOI: | 10.48550/arxiv.1901.01586 |