Invariant submanifolds for solutions to rough differential equations

التفاصيل البيبلوغرافية
العنوان: Invariant submanifolds for solutions to rough differential equations
المؤلفون: Tappe, Stefan
سنة النشر: 2024
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Probability
الوصف: 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.
Comment: 15 pages
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/2403.10121
رقم الأكسشن: edsarx.2403.10121
قاعدة البيانات: arXiv