Abstract
This paper focuses on achieving pathwise synchronization in stochastic differential equations with linear multiplicative rough noises, which are fractional Brownian rough paths with Hurst parameter H∈(13,12). Using rough paths theory, a useful transformation is introduced to convert the equations into random differential equations. Stability and dynamical behavior of the solutions to the equations are discussed, and pathwise synchronization of the solutions to the coupled system is proven. Also we have verified the synchronization results in Hölder space. And at the end, two alternative forms of noises are considered, and synchronization results are presented. Moreover, numerical simulations are provided to illustrate the results.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
