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MiS Preprint
1/2019

Stability theory for Gaussian rough differential equations. Part I.

Hoang Duc Luu

Abstract

We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli. Under the strongly dissipative assumption of the drift coefficient function, we prove that the trivial solution of the system under small noise is exponentially stable.

Received:
02.01.2019
Published:
04.01.2019

Related publications

Preprint
2019 Repository Open Access
Hoang Duc Luu

Stability theory for Gaussian rough differential equations I