Uniform factorial decay estimate for the remainder of rough Taylor expansion

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Boedihardjo, H., Lyons, T. and Yang, D. (2015) Uniform factorial decay estimate for the remainder of rough Taylor expansion. Electronic Communications in Probability, 20. 94. ISSN 1083-589X doi: 10.1214/ECP.v20-4124

Abstract/Summary

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.

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Item Type	Article
URI	https://reading-clone.eprints-hosting.org/id/eprint/46660
Identification Number/DOI	10.1214/ECP.v20-4124
Refereed	Yes
Divisions	Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
Publisher	Institute of Mathematical Statistics and Bernoulli Society
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Date Deposited:	26 Nov 2015 16:28	Date item deposited into CentAUR
Last Modified:	09 Jun 2024 04:36	Date item last modified

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