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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

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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:Science > School of Mathematical, Physical and Computational Sciences > Department of Mathematics and Statistics
ID Code:46660
Publisher:Institute of Mathematical Statistics and Bernoulli Society
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