The Library
Decay rate of iterated integrals of branched rough paths
Tools
Tools
Tools
Boedihardjo, Horatio (2018) Decay rate of iterated integrals of branched rough paths. Annales de l'Institut Henri Poincaré C, Analyse non linéaire, 35 (4). pp. 945-969. doi:10.1016/j.anihpc.2017.09.002
|
PDF
WRAP-decay-rate-iterated-integrals-branched-rough-paths-Boedihardjo-2018.pdf - Accepted Version - Requires a PDF viewer. Available under License Creative Commons Attribution Non-commercial No Derivatives 4.0. Download (503Kb) | Preview |
Official URL: http://dx.doi.org/10.1016/j.anihpc.2017.09.002
Abstract
Iterated integrals of paths arise frequently in the study of the Taylor's expansion for controlled differential equations. We will prove a factorial decay estimate, conjectured by M. Gubinelli, for the iterated integrals of non-geometric rough paths. We will explain, with a counter example, why the conventional approach of using the neoclassical inequality fails. Our proof involves a concavity estimate for sums over rooted trees and a non-trivial extension of T. Lyons' proof in 1994 for the factorial decay of iterated Young's integrals.
| Item Type: | Journal Article | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Subjects: | Q Science > QA Mathematics | ||||||||
| Divisions: | Faculty of Science > Statistics | ||||||||
| Library of Congress Subject Headings (LCSH): | Multiple integrals, Differential equations, Stochastic differential equations | ||||||||
| Journal or Publication Title: | Annales de l'Institut Henri Poincaré C, Analyse non linéaire | ||||||||
| Publisher: | Elsevier | ||||||||
| ISSN: | 0294-1449 | ||||||||
| Official Date: | July 2018 | ||||||||
| Dates: |
|
||||||||
| Volume: | 35 | ||||||||
| Number: | 4 | ||||||||
| Page Range: | pp. 945-969 | ||||||||
| DOI: | 10.1016/j.anihpc.2017.09.002 | ||||||||
| Status: | Peer Reviewed | ||||||||
| Publication Status: | Published | ||||||||
| Publisher Statement: | © 2018, Elsevier. Licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International http://creativecommons.org/licenses/by-nc-nd/4.0/. | ||||||||
| Access rights to Published version: | Restricted or Subscription Access |
Request changes or add full text files to a record
Repository staff actions (login required)
 |
View Item |
Downloads
Downloads per month over past year
