Stability of stationary linear stochastic differential systems controlled by rough paths with Holder exponents greater than 1/3
https://doi.org/10.67268/1812-5093-2026-34-1s-75-80
EDN: YQXNVP
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 $1/3$.
About the Authors
M. M. VaskouskiBelarus
Minsk
M. Y. Zorka
Belarus
Minsk
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Review
For citations:
Vaskouski M.M., Zorka M.Y. Stability of stationary linear stochastic differential systems controlled by rough paths with Holder exponents greater than 1/3. Proceedings of the Institute of Mathematics of the NAS of Belarus. 2026;34(1s):75-80. (In Russ.) https://doi.org/10.67268/1812-5093-2026-34-1s-75-80. EDN: YQXNVP
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