  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.
