Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in $(1/2,1)$
| Autor: | Duc, Luu Hoang, Garrido-Atienza, María J., Neuenkirch, Andreas, Schmalfuß, Björn |
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| Rok vydání: | 2017 |
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| Druh dokumentu: | Working Paper |
| Popis: | This paper addresses the exponential stability of the trivial solution of some types of evolution equations driven by H\"older continuous functions with H\"older index greater than $1/2$. The results can be applied to the case of equations whose noisy inputs are given by a fractional Brownian motion $B^H$ with covariance operator $Q$, provided that $H\in (1/2,1)$ and ${\rm tr}(Q)$ is sufficiently small. Comment: 19 pages |
| Databáze: | arXiv |
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