Invariant submanifolds for solutions to rough differential equations

2024/03/15 by Stefan Tappe, Tappe, Stefan
Computer Science · Engineering · Mathematics · #Advanced Mathematical Modeling in Engineering #Advanced Numerical Analysis Techniques #FOS: Mathematics #Geometric Analysis and Curvature Flows #Probability (math.PR)

paper · pdf · doi:10.48550/arxiv.2403.10121

openalex publication_date 2024/03/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

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.

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