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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Artikel |
| Sprache: | eng |
| Schlagworte: | |
| Online-Zugang: | Volltext bestellen |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| container_end_page | |
|---|---|
| container_issue | |
| container_start_page | |
| container_title | |
| container_volume | |
| creator | Duc, Luu Hoang |
| description | 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_str_mv | 10.48550/arxiv.1901.01586 |
| format | Article |
| fullrecord | <record><control><sourceid>arxiv_GOX</sourceid><recordid>TN_cdi_arxiv_primary_1901_01586</recordid><sourceformat>XML</sourceformat><sourcesystem>PC</sourcesystem><sourcerecordid>1901_01586</sourcerecordid><originalsourceid>FETCH-LOGICAL-a676-ae9fcd83a853f572e2a5dd5b36bef1501584e99090a08fb51023837f0e6b0bc63</originalsourceid><addsrcrecordid>eNotz7FOwzAUhWEvDKj0AZjqF0i4jmvHHlEEJVIlKrV7dN1ct5bSBBynIm-PWpjO9ut8jD0LyNdGKXjB-BOuubAgchDK6EdW7RO60IU083SmIc7cD5FvcBrHgD2Pw3Q68zZ4T5H6FLDj9D1hCkM_5nyHMfG6fmIPHruRlv-7YIf3t0P1kW0_N3X1us1QlzpDsv7YGolGSa_KggpUbauc1I68ULc_a7IWLCAY75SAQhpZeiDtwB21XLDVX_auaL5iuGCcm5umuWvkLzGxRN4</addsrcrecordid><sourcetype>Open Access Repository</sourcetype><iscdi>true</iscdi><recordtype>article</recordtype></control><display><type>article</type><title>Stability theory for Gaussian rough differential equations. Part II</title><source>arXiv.org</source><creator>Duc, Luu Hoang</creator><creatorcontrib>Duc, Luu Hoang</creatorcontrib><description>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.</description><identifier>DOI: 10.48550/arxiv.1901.01586</identifier><language>eng</language><subject>Mathematics - Probability</subject><creationdate>2019-01</creationdate><rights>http://arxiv.org/licenses/nonexclusive-distrib/1.0</rights><oa>free_for_read</oa><woscitedreferencessubscribed>false</woscitedreferencessubscribed></display><links><openurl>$$Topenurl_article</openurl><openurlfulltext>$$Topenurlfull_article</openurlfulltext><thumbnail>$$Tsyndetics_thumb_exl</thumbnail><link.rule.ids>228,230,780,885</link.rule.ids><linktorsrc>$$Uhttps://arxiv.org/abs/1901.01586$$EView_record_in_Cornell_University$$FView_record_in_$$GCornell_University$$Hfree_for_read</linktorsrc><backlink>$$Uhttps://doi.org/10.48550/arXiv.1901.01586$$DView paper in arXiv$$Hfree_for_read</backlink></links><search><creatorcontrib>Duc, Luu Hoang</creatorcontrib><title>Stability theory for Gaussian rough differential equations. Part II</title><description>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.</description><subject>Mathematics - Probability</subject><fulltext>true</fulltext><rsrctype>article</rsrctype><creationdate>2019</creationdate><recordtype>article</recordtype><sourceid>GOX</sourceid><recordid>eNotz7FOwzAUhWEvDKj0AZjqF0i4jmvHHlEEJVIlKrV7dN1ct5bSBBynIm-PWpjO9ut8jD0LyNdGKXjB-BOuubAgchDK6EdW7RO60IU083SmIc7cD5FvcBrHgD2Pw3Q68zZ4T5H6FLDj9D1hCkM_5nyHMfG6fmIPHruRlv-7YIf3t0P1kW0_N3X1us1QlzpDsv7YGolGSa_KggpUbauc1I68ULc_a7IWLCAY75SAQhpZeiDtwB21XLDVX_auaL5iuGCcm5umuWvkLzGxRN4</recordid><startdate>20190106</startdate><enddate>20190106</enddate><creator>Duc, Luu Hoang</creator><scope>AKZ</scope><scope>GOX</scope></search><sort><creationdate>20190106</creationdate><title>Stability theory for Gaussian rough differential equations. Part II</title><author>Duc, Luu Hoang</author></sort><facets><frbrtype>5</frbrtype><frbrgroupid>cdi_FETCH-LOGICAL-a676-ae9fcd83a853f572e2a5dd5b36bef1501584e99090a08fb51023837f0e6b0bc63</frbrgroupid><rsrctype>articles</rsrctype><prefilter>articles</prefilter><language>eng</language><creationdate>2019</creationdate><topic>Mathematics - Probability</topic><toplevel>online_resources</toplevel><creatorcontrib>Duc, Luu Hoang</creatorcontrib><collection>arXiv Mathematics</collection><collection>arXiv.org</collection></facets><delivery><delcategory>Remote Search Resource</delcategory><fulltext>fulltext_linktorsrc</fulltext></delivery><addata><au>Duc, Luu Hoang</au><format>journal</format><genre>article</genre><ristype>JOUR</ristype><atitle>Stability theory for Gaussian rough differential equations. Part II</atitle><date>2019-01-06</date><risdate>2019</risdate><abstract>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.</abstract><doi>10.48550/arxiv.1901.01586</doi><oa>free_for_read</oa></addata></record> |
| fulltext | fulltext_linktorsrc |
| identifier | DOI: 10.48550/arxiv.1901.01586 |
| ispartof | |
| issn | |
| language | eng |
| recordid | cdi_arxiv_primary_1901_01586 |
| source | arXiv.org |
| subjects | Mathematics - Probability |
| title | Stability theory for Gaussian rough differential equations. Part II |
| url | https://sfx.bib-bvb.de/sfx_tum?ctx_ver=Z39.88-2004&ctx_enc=info:ofi/enc:UTF-8&ctx_tim=2025-01-11T18%3A52%3A54IST&url_ver=Z39.88-2004&url_ctx_fmt=infofi/fmt:kev:mtx:ctx&rfr_id=info:sid/primo.exlibrisgroup.com:primo3-Article-arxiv_GOX&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.genre=article&rft.atitle=Stability%20theory%20for%20Gaussian%20rough%20differential%20equations.%20Part%20II&rft.au=Duc,%20Luu%20Hoang&rft.date=2019-01-06&rft_id=info:doi/10.48550/arxiv.1901.01586&rft_dat=%3Carxiv_GOX%3E1901_01586%3C/arxiv_GOX%3E%3Curl%3E%3C/url%3E&disable_directlink=true&sfx.directlink=off&sfx.report_link=0&rft_id=info:oai/&rft_id=info:pmid/&rfr_iscdi=true |