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 $1/3$.
Authors
- Maksim M. Vaskouski (ORCID: https://orcid.org/0000-0001-5769-3678)
- M. Y. Zorka
Institutions
- Belarusian State University (BY)
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
- Field-Weighted Citation Impact
- 0.00