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

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 $1/3$.

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Publication Details

Journal
Proceedings of the Institute of Mathematics of the NAS of Belarus
Published
2026-11-07
DOI
https://doi.org/10.67268/1812-5093-2026-34-1s-75-80
Primary Topic
Nonlinear Differential Equations Analysis
Type
article
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article

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

Maksim M. Vaskouski, M. Y. Zorka
Proceedings of the Institute of Mathematics of the NAS of Belarus
Nonlinear Differential Equations Analysis
article

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

Maksim M. Vaskouski, M. Y. Zorka
article en

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 $1/3$.

Proceedings of the Institute of Mathematics of the NAS of BelarusVol. 34(1s)
Belarusian State University (BY)
Openalex Percentile: Top 22%
Nonlinear Differential Equations Analysis
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