Stability theory for Gaussian rough differential equations. Part II
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🧮 math.PR
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differentialequationsgaussiangubinelliroughstabilityunderassumption
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We propose a quantitative direct method of proving the stability result for Gaussian rough differential equations in the sense of Gubinelli \cite{gubinelli}. Under the strongly dissipative assumption of the drift coefficient function, we prove that the trivial solution of the system under small noise is exponentially stable.
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