Invariant submanifolds for solutions to rough differential equations
Fuente:
arXiv
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| Autor principal: | |
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| Formato: | Preprint |
| Publicado: |
2024
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| Materias: | |
| Acceso en línea: | |
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| _version_ | 1866909914574618624 |
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| author | Tappe, Stefan |
| author_facet | Tappe, Stefan |
| contents | 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2403_10121 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Invariant submanifolds for solutions to rough differential equations Tappe, Stefan Probability 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. |
| title | Invariant submanifolds for solutions to rough differential equations |
| topic | Probability |
| url | https://arxiv.org/abs/2403.10121 |