arXiv Analytics

Sign in

arXiv:2403.10121 [math.PR]AbstractReferencesReviewsResources

Invariant submanifolds for solutions to rough differential equations

Stefan Tappe

Published 2024-03-15Version 1

In this paper we provide necessary and sufficient conditions for invariance of finite dimensional submanifolds for rough differential equations (RDEs) with values in a Banach space. Furthermore, we apply our findings to the particular situation of random RDEs driven by $Q$-Wiener processes and random RDEs driven by $Q$-fractional Brownian motion.

Related articles: Most relevant | Search more
arXiv:1102.4601 [math.PR] (Published 2011-02-22)
Gradient Bounds for Solutions of Stochastic Differential Equations Driven by Fractional Brownian Motions
arXiv:math/0511027 [math.PR] (Published 2005-11-01, updated 2007-10-18)
A simple theory for the study of SDEs driven by a fractional Brownian motion, in dimension one
arXiv:math/0310413 [math.PR] (Published 2003-10-26)
Unilateral Small Deviations for the Integral of Fractional Brownian Motion