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Invariant submanifolds for solutions to rough differential equations (2403.10121v2)
Published 15 Mar 2024 in math.PR
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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