Asymptotic Stability for Stochastic Dissipative Systems with a Hölder Noise

DOI10.1137/19M1236527zbMath1420.37034arXiv1812.04556OpenAlexW2970695287MaRDI QIDQ5232261

Luu Hoang Duc, Phan Thanh Hong, Nguyen Dinh Cong

Publication date: 30 August 2019

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1812.04556

zbMATH Keywords

exponential stabilityfractional Brownian motionstochastic differential equationsrandom attractorYoung integral

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Brownian motion (60J65) Fractional derivatives and integrals (26A33) Generation, random and stochastic difference and differential equations (37H10)

Related Items (6)

The continuity, regularity and polynomial stability of mild solutions for stochastic 2D-Stokes equations with unbounded delay driven by tempered fractional Gaussian noise ⋮ Asymptotic dynamics of Young differential equations ⋮ Random attractors for dissipative systems with rough noises ⋮ Mean square stability of stochastic theta method for stochastic differential equations driven by fractional Brownian motion ⋮ Almost sure exponential stability of nonlinear stochastic delay hybrid systems driven by \(G\)-Brownian motion ⋮ Pullback attractors for stochastic Young differential delay equations

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