Invariant submanifolds for solutions to rough differential equations
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 [Formula: see text]-Wiener processes and random RDEs driven by [Formula: see text]-fractional Brownian motion.
Authors
- Stefan Tappe (ORCID: https://orcid.org/0000-0003-3523-0618)
Institutions
- University of Freiburg (DE)
Publication Details
- Journal
- Stochastics and Dynamics
- Published
- 2024-12-01
- DOI
- https://doi.org/10.1142/s0219493725500030
- Primary Topic
- Advanced Numerical Analysis Techniques
- Type
- article
- Field-Weighted Citation Impact
- 0.00