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Exponential stability of stochastic systems: A pathwise approach - MaRDI portal

Exponential stability of stochastic systems: A pathwise approach (Q5083419)

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scientific article; zbMATH DE number 7544515

Language	Label	Description	Also known as
English	Exponential stability of stochastic systems: A pathwise approach	scientific article; zbMATH DE number 7544515

Statements

scholarly article

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Exponential stability of stochastic systems: A pathwise approach (English)

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Stochastics and Dynamics

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publication date

20 June 2022

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zbMATH Keywords

stochastic differential equations (SDE)

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rough path theory

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rough integrals

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rough differential equations

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stochastic stability

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exponential stability

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MaRDI profile type

MaRDI publication profile

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Ordinary differential equations. An introduction to nonlinear analysis. Transl. from the German by Gerhard Metzen

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Random dynamical systems, rough paths and rough flows

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Exponentially stable stationary solutions for stochastic evolution equations and their perturba\-tion

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Integrability and tail estimates for Gaussian rough differential equations

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Exponential stability of stochastic evolution equations driven by small fractional Brownian motion with Hurst parameter in \((1/2,1)\)

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Asymptotic dynamics of Young differential equations

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Pullback attractors for stochastic Young differential delay equations

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A course on rough paths. With an introduction to regularity structures

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Multidimensional Stochastic Processes as Rough Paths

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RANDOM ATTRACTORS FOR STOCHASTIC EQUATIONS DRIVEN BY A FRACTIONAL BROWNIAN MOTION

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Random Dynamical Systems for Stochastic Evolution Equations Driven by Multiplicative Fractional Brownian Noise with Hurst Parameters $H{\in} (1/3,1/2]$

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Controlling rough paths

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Local mild solutions for rough stochastic partial differential equations

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Rough path analysis via fractional calculus

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The conjugacy of stochastic and random differential equations and the existence of global attractors

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Differential equations driven by rough signals

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Differential equations driven by rough paths. Ecole d'Eté de Probabilités de Saint-Flour XXXIV -- 2004. Lectures given at the 34th probability summer school, July 6--24, 2004.

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Fractional Brownian Motions, Fractional Noises and Applications

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Rough differential equations with unbounded drift term

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On the gap between deterministic and stochastic ordinary differential equations

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full work available at URL

https://doi.org/10.1142/s0219493722400123

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Identifiers

10.1142/S0219493722400123

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5083419

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