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Workshop

Local exponential stability for SDE's driven by an fbm with Hurst parameter in $(1/3,1/2]$

  • Björn Schmalfuss (FSU Jena)
E1 05 (Leibniz-Saal)

Abstract

We formulate conditions for existence and uniqueness for SDE's driven by an fbm with Hurst parameter in $(1/3,1/2]$. We then prove that under particular conditions on the coefficients of this equation for initial conditions in a random neighborhood of zero the solution converges exponentially fast to the trivial solution.

Katja Heid

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften