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

DOI10.1137/17M1160999zbMATH Open1408.37130MaRDI QIDQ4686629FDOQ4686629

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)

Recommendations

• Asymptotical stability of differential equations driven by Hölder continuous paths
• The local exponential stability of evolution equation driven by Hölder-continuous paths
• Differential equations driven by Hölder continuous functions of order greater than \(1/2\)
• Path dependent equations driven by Hölder processes
• Lipschitz-stability of controlled rough paths and rough differential equations

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)

Cites Work

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• Asymptotical stability of differential equations driven by Hölder continuous paths

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
• Path dependent equations driven by Hölder processes
• Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
• 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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