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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. Vaskouski
Belarusian State University
Belarus

Minsk



M. Y. Zorka
Belarusian State University
Belarus

Minsk



References

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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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ISSN 1812-5093 (Print)