Local Stability of Differential Equations Driven by Hölder-Continuous Paths with Hölder Index in (1/3,1/2) (Q4686629): Difference between revisions

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scientific article; zbMATH DE number 6946760

Language	Label	Description	Also known as
English	Local Stability of Differential Equations Driven by Hölder-Continuous Paths with Hölder Index in (1/3,1/2)	scientific article; zbMATH DE number 6946760

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instance of

scholarly article

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title

Local Stability of Differential Equations Driven by Hölder-Continuous Paths with Hölder Index in (1/3,1/2) (English)

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published in

SIAM Journal on Applied Dynamical Systems

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publication date

4 October 2018

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zbMATH Keywords

stochastic differential equations

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fractional Brownian motion

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pathwise solutions

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stability

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author

María J. Garrido-Atienza

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Björn Schmalfuss

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MaRDI profile type

MaRDI publication profile

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cites work

Ordinary differential equations. An introduction to nonlinear analysis. Transl. from the German by Gerhard Metzen

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Q4210478

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Random dynamical systems, rough paths and rough flows

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Probability theory. Translated from the German by Robert B. Burckel

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Stochastic Lattice Dynamical Systems with Fractional Noise

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Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than $1/2$ and random dynamical systems

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A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion

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Q4452862

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Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in $(1/2,1)$

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Dynamics of SPDEs driven by a small fractional Brownian motion with Hurst parameter larger than 1/2

0 references

A course on rough paths. With an introduction to regularity structures

0 references

Random Attractors for Stochastic Evolution Equations Driven by Fractional Brownian Motion

0 references

Unstable invariant manifolds for stochastic PDEs driven by a fractional Brownian motion

0 references

Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters $H\in (1/3,1/2]$

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Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2]$

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RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION

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Asymptotical stability of differential equations driven by Hölder continuous paths

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Ergodicity of the infinite dimensional fractional Brownian motion

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Ergodicity of stochastic differential equations driven by fractional Brownian motion

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Ergodic theory for SDEs with extrinsic memory

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Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion

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Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths

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Rough path analysis via fractional calculus

0 references

Q3995203

0 references

Q4412145

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Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion

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An inequality of the Hölder type, connected with Stieltjes integration

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Integration with respect to fractal functions and stochastic calculus. I

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Identifiers

zbMATH Open document ID

1408.37130

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DOI

10.1137/17M1160999

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4686629

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Ordinary differential equations. An introduction to nonlinear analysis. Transl. from the German by Gerhard Metzen
+Normal rank
@@ Property / cites work @@
+Q4210478
@@ Property / cites work: Q4210478 / rank @@
+Normal rank
@@ Property / cites work @@
+Random dynamical systems, rough paths and rough flows
+Normal rank
@@ Property / cites work @@
+Probability theory. Translated from the German by Robert B. Burckel
+Normal rank
@@ Property / cites work @@
+Stochastic Lattice Dynamical Systems with Fractional Noise
+Normal rank
@@ Property / cites work @@
+Pathwise solutions of SPDEs driven by Hölder-continuous integrators with exponent larger than \(1/2\) and random dynamical systems
+Normal rank
@@ Property / cites work @@
+A Milstein-type scheme without Lévy area terms for SDEs driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Q4452862
@@ Property / cites work: Q4452862 / rank @@
+Normal rank
@@ Property / cites work @@
+Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((1/2,1)\)
+Normal rank
@@ Property / cites work @@
+Dynamics of SPDEs driven by a small fractional Brownian motion with Hurst parameter larger than 1/2
+Normal rank
@@ Property / cites work @@
+A course on rough paths. With an introduction to regularity structures
+Normal rank
@@ Property / cites work @@
+Random Attractors for Stochastic Evolution Equations Driven by Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+Unstable invariant manifolds for stochastic PDEs driven by a fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Local pathwise solutions to stochastic evolution equations driven by fractional Brownian motions with Hurst parameters \(H\in (1/3,1/2]\)
+Normal rank
@@ Property / cites work @@
+Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2]$
+Normal rank
@@ Property / cites work @@
+RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION
+Normal rank
@@ Property / cites work @@
+Asymptotical stability of differential equations driven by Hölder continuous paths
+Normal rank
@@ Property / cites work @@
+Ergodicity of the infinite dimensional fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Ergodicity of stochastic differential equations driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Ergodic theory for SDEs with extrinsic memory
@@ Property / cites work: Ergodic theory for SDEs with extrinsic memory / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity of hypoelliptic SDEs driven by fractional Brownian motion
+Normal rank
@@ Property / cites work @@
+Regularity of laws and ergodicity of hypoelliptic SDEs driven by rough paths
+Normal rank
@@ Property / cites work @@
+Rough path analysis via fractional calculus
@@ Property / cites work: Rough path analysis via fractional calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Q3995203
@@ Property / cites work: Q3995203 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4412145
@@ Property / cites work: Q4412145 / rank @@
+Normal rank
@@ Property / cites work @@
+Random Dynamical Systems and Stationary Solutions of Differential Equations Driven by the Fractional Brownian Motion
+Normal rank
@@ Property / cites work @@
+An inequality of the Hölder type, connected with Stieltjes integration
+Normal rank
@@ Property / cites work @@
+Integration with respect to fractal functions and stochastic calculus. I
+Normal rank