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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1. Verfasser: Duc, Luu Hoang
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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.
DOI:10.48550/arxiv.1901.01586