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arXiv · 1812.04556

Asymptotic stability for stochastic dissipative systems with a H\"older noise

Luu Hoang Duc·Phan Thanh Hong·Nguyen Dinh Cong
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Abstract

We prove the exponential stability of the zero solution of a stochastic differential equation with a H\"older noise, under the strong dissipativity assumption. As a result, we also prove that there exists a random pullback attractor for a stochastic system under a multiplicative fractional Brownian noise.

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Luu Hoang Duc, Phan Thanh Hong, Nguyen Dinh Cong. 2018-12-11. Asymptotic stability for stochastic dissipative systems with a H\"older noise. https://arxiv.org/abs/1812.04556

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