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

DOI10.1016/J.JDE.2017.09.033MaRDI QIDQ1680464zbMATH OpenOpenAlexFDO

Authors Björn Schmalfuss, Luu Hoang Duc, María J. Garrido-Atienza, A. Neuenkirch

Publication date 16 November 2017

Published in Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1705.01573

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of topological dynamical systems (37B25) Stochastic stability in control theory (93E15)

Abstract: This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by H"older continuous functions with H"older index greater than $1/2$. The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion $B^H$ with covariance operator $Q$, provided that $Hin(1/2,1)$ and $mtr(Q)$ is sufficiently small.

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Cited in

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• Stabilization of delayed neutral semi-Markovian jumping stochastic systems driven by fractional Brownian motions: \(H_\infty\) control approach
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