Stability criteria for rough systems
exponential stabilityregular discretization schemerough differential equationsrough path theorystochastic differential equationsstopping times
Generation, random and stochastic difference and differential equations (37H10) Stopping times; optimal stopping problems; gambling theory (60G40) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Rough paths (60L20) Numerical solutions to stochastic differential and integral equations (65C30)
- \(C^m\) extension by linear operators
- A course on rough paths. With an introduction to regularity structures
- An integrable bound for rough stochastic partial differential equations with applications to invariant manifolds and stability
- Asymptotic stability for stochastic dissipative Systems with a Hölder noise
- Controlled differential equations as rough integrals
- Controlled differential equations as Young integrals: a simple approach
- Controlling rough paths
- Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.
- Differential Equations Driven by Rough Paths: An Approach via Discrete Approximation
- Differential equations driven by rough signals
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((1/2,1)\)
- Exponential stability of stochastic systems: A pathwise approach
- First-order Euler scheme for SDEs driven by fractional Brownian motions: the rough case
- scientific article; zbMATH DE number 1201579 (Why is no real title available?)
- Integrability and tail estimates for Gaussian rough differential equations
- Local stability of differential equations driven by Hölder-continuous paths with Hölder index in \((1/3,1/2)\)
- Multidimensional stochastic processes as rough paths. Theory and applications.
- Non-explosion criteria for rough differential equations driven by unbounded vector fields
- Nonautonomous Young differential equations revisited
- Numerical Attractors for Rough Differential Equations
- Numerical attractors via discrete rough paths
- Random attractors for dissipative systems with rough noises
- Random dynamical systems, rough paths and rough flows
- Rough differential equations with unbounded drift term
- Stochastic stability of differential equations. With contributions by G. N. Milstein and M. B. Nevelson
- The stochastic FitzHugh-Nagumo neuron model in the excitable regime embeds a leaky integrate-and-fire model
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