Asymptotic stability for stochastic dissipative systems with a Hölder noise
arXiv:1812.04556
Abstract
We prove the exponential stability of the zero solution of a stochastic differential equation with a Hölder 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.
24 pages