Workshop
Stability theory for Gaussian rough differential equations
- Hoang Duc Luu (MPI MIS)
Abstract
In this talk I will present my recent work on a direct method of proving the stability result for Gaussian rough differential equations. Under the strongly dissipative assumption of the drift coefficient function, I will prove that the trivial solution of the system under small noise is exponentially stable.
References:
Luu, Hoang Duc: Stability theory for Gaussian rough differential equations. Part I: MIS-Preprint: 1/2019
Luu, Hoang Duc: Stability theory for Gaussian rough differential equations. Part II: MIS-Preprint: 2/2019
