Work

Stability of stationary linear stochastic differential systems controlled by rough paths with Holder exponents greater than 1/3

Year: 2026

Type: article

Abstract: There are proved stability and asymptotic stability criteria for linear rough path differential systems controlled by rough signals with Holder exponent greater than $1/3$. We obtain sufficient conditions of stability in probability and asymptotic stability in probability of stochastic linear rough path differential equations controlled by rough signals with Holder exponent greater than $1/3$.

Source: Proceedings of the Institute of Mathematics of the NAS of Belarus

DOI: 10.67268/1812-5093-2026-34-1s-75-80

Authors: M. M. Vaskouski, M. Y. Zorka

Institution: Belarusian State University

Language: English

Topic: Nonlinear Differential Equations Analysis

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: hybrid

OpenAlex ID: W7225586772

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Cites: 8

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Related to: 10