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Pré-Publication, Document De Travail Année : 2022

Invariant imbedding and rough differential equations with affine boundary conditions

Résumé

In this paper we consider rough differential equations with affine boundary conditions. Using invariant imbedding techniques, we study qualitative properties of the solutions. We also prove a Wonk-Zakai theorem to apply our results to differential equations driven by Brownian motions and fractional Brownian motions.
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Dates et versions

hal-03626402 , version 1 (31-03-2022)
hal-03626402 , version 2 (06-02-2023)
hal-03626402 , version 3 (26-06-2023)

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  • HAL Id : hal-03626402 , version 1

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Antoine Lejay, Renaud Marty. Invariant imbedding and rough differential equations with affine boundary conditions. 2022. ⟨hal-03626402v1⟩
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