Accessibility navigation


Uniform factorial decay estimate for the remainder of rough Taylor expansion

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

[img]
Preview
Text (Open Access) - Published Version
· Available under License Creative Commons Attribution.
· Please see our End User Agreement before downloading.

271kB

It is advisable to refer to the publisher's version if you intend to cite from this work. See Guidance on citing.

To link to this item 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.

Item Type:Article
Refereed:Yes
Divisions:Faculty of Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:46660
Publisher:Institute of Mathematical Statistics and Bernoulli Society

Downloads

Downloads per month over past year

University Staff: Request a correction | Centaur Editors: Update this record

Page navigation