Dimension-free Euler estimates of rough differential equations
Classical Analysis and ODEs
2013-07-18 v1
Abstract
We give a dimension-free Euler estimation of solution of rough differential equations in term of the driving rough path. In the meanwhile, we prove that, the solution of rough differential equation is close to the exponential of a Lie series, with a concrete error bound.
Cite
@article{arxiv.1307.4708,
title = {Dimension-free Euler estimates of rough differential equations},
author = {Youness Boutaib and Lajos Gergely Gyurkó and Terry Lyons and Danyu Yang},
journal= {arXiv preprint arXiv:1307.4708},
year = {2013}
}