Invariance for Rough Differential Equations
  In 1990, in It\^o's stochastic calculus framework, Aubin and Da Prato established a necessary and sufficient condition of invariance of a nonempty compact or convex subset $C$ of $\mathbb R^d$ ($d\in\mathbb N^*$) for stochastic differential equations (SDE) driven by a Brownian motion. In Lyons rough paths framework, this paper deals with an extension of Aubin and Da Prato's results to rough differential equations. A comparison theorem is provided, and the special case of differential equations driven by a fractional Brownian motion is detailed. 
Laure Coutin and Nicolas Marie
math.PR