Year: 2024
Type: article
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 [Formula: see text]-Wiener processes and random RDEs driven by [Formula: see text]-fractional Brownian motion.
Source: Stochastics and Dynamics
Author: Stefan Tappe
Institution: University of Freiburg
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
Funder: Deutsche Forschungsgemeinschaft
OpenAlex ID: W4406380837