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Uniform factorial decay estimate for the remainder of rough Taylor expansion
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Boedihardjo, Horatio, Lyons, Terry and Yang, Danyu (2016) Uniform factorial decay estimate for the remainder of rough Taylor expansion. Electronic Communications in Probability, 20 . 94. doi:10.1214/ECP.v20-4124
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WRAP-Uniform-factorial-decay-estimates-controlled-differential-equations-Boedihardjo-2016.pdf - Published Version - Requires a PDF viewer. Available under License Creative Commons Attribution. Download (824Kb) | Preview |
Official URL: https://doi.org/10.1214/ECP.v20-4124
Abstract
We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for controlled paths which is interesting in its own right.
| Item Type: | Journal Article | ||||||
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| Subjects: | Q Science > QA Mathematics | ||||||
| Divisions: | Faculty of Science > Statistics | ||||||
| Library of Congress Subject Headings (LCSH): | Differential equations, Stochastic differential equations | ||||||
| Journal or Publication Title: | Electronic Communications in Probability | ||||||
| Publisher: | Institute of Mathematical Statistics and Bernoulli Society | ||||||
| ISSN: | 1083-589X | ||||||
| Official Date: | 7 June 2016 | ||||||
| Dates: |
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| Date of first compliant deposit: | 6 July 2020 | ||||||
| Volume: | 20 | ||||||
| Article Number: | 94 | ||||||
| DOI: | 10.1214/ECP.v20-4124 | ||||||
| Status: | Peer Reviewed | ||||||
| Publication Status: | Published | ||||||
| Access rights to Published version: | Open Access | ||||||
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