Delve into the future of research at MiS with our preprint repository. Our scientists are making groundbreaking discoveries and sharing their latest findings before they are published. Explore repository to stay up-to-date on the newest developments and breakthroughs.
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.