Local stability of differential equations driven by Hölder-continuous paths with Hölder index in (1/3,1/2)

DOI10.1137/17M1160999MaRDI QIDQ4686629zbMATH OpenFDO

Authors María J. Garrido-Atienza, Björn Schmalfuss

Publication date 4 October 2018

Published in SIAM Journal on Applied Dynamical Systems (Search for Journal in Brave)

zbMATH Keywords

stabilityfractional Brownian motionstochastic differential equationspathwise solutions

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability problems for infinite-dimensional dissipative dynamical systems (37L15)

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Cited in

(11)

• Rough homogenisation with fractional dynamics
• The local exponential stability of evolution equation driven by Hölder-continuous paths
• Asymptotical stability of differential equations driven by Hölder continuous paths
• Numerical Attractors for Rough Differential Equations
• An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
• Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
• Path dependent equations driven by Hölder processes
• Asymptotic stability for stochastic dissipative Systems with a Hölder noise
• Global solutions and random dynamical systems for rough evolution equations
• A proof of the additivity of rough integral
• Local zero-stability of rough evolution equations

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