Stability of solutions of stochastic differential equations weakly controlled by rough paths with arbitrary positive Hölder exponent

DOI10.1134/S001226612111001XzbMath1487.34116OpenAlexW4206978679WikidataQ115249114 ScholiaQ115249114MaRDI QIDQ2070455

M. M. Vas'kovskii

Publication date: 24 January 2022

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s001226612111001x

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stability of solutions to ordinary differential equations (34D20) Ordinary differential equations and systems with randomness (34F05)

Related Items (1)

Analog of the Kolmogorov equations for one-dimensional stochastic differential equations controlled by fractional Brownian motion with Hurst exponent \(H\in (0,1)\)

Cites Work

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• Differential equations driven by rough signals
• Differential equations driven by fractional Brownian motion
• Controlling rough paths
• Stability of linear stochastic differential equations of mixed type with fractional Brownian motions
• Existence and uniqueness of solutions of differential equations weakly controlled by rough paths with an arbitrary positive Hölder exponent
• Stability and attraction of solutions of nonlinear stochastic differential equations with standard and fractional Brownian motions
• A course on rough paths. With an introduction to regularity structures

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