Asymptotical stability of differential equations driven by H\'older--continuous paths
| Autor: | Garrido-Atienza, María J., Neuenkirch, Andreas, Schmalfuß, Björn |
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| Rok vydání: | 2016 |
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| Druh dokumentu: | Working Paper |
| Popis: | In this manuscript, we establish asymptotic local exponential stability of the trivial solution of differential equations driven by H\"older--continuous paths with H\"older exponent greater than $1/2$. This applies in particular to stochastic differential equations driven by fractional Brownian motion with Hurst parameter greater than $1/2$. We motivate the study of local stability by giving a particular example of a scalar equation, where global stability of the trivial solution can be obtained. Comment: 18 pages |
| Databáze: | arXiv |
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