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arXiv · 1901.00315

Stability theory for Gaussian rough differential equations. Part I

Luu Hoang Duc
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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.

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Luu Hoang Duc. 2019-01-02. Stability theory for Gaussian rough differential equations. Part I. https://arxiv.org/abs/1901.00315

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