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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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Official URL: https://doi.org/10.1214/ECP.v20-4124

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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
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:
DateEvent
7 June 2016Published
19 December 2015Accepted
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
RIOXX Funder/Project Grant:
Project/Grant IDRIOXX Funder NameFunder ID
291244European Research Councilhttp://dx.doi.org/10.13039/501100000781
Open Access Version:
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