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

DOI10.1016/J.JDE.2017.09.033zbMATH Open1386.60198arXiv1705.01573OpenAlexW2963474274MaRDI QIDQ1680464FDOQ1680464

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)

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.

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

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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)

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Cited In (35)

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