Fractional order Taylor's series and the neo-classical inequality
Classical Analysis and ODEs
2010-06-08 v1 Probability
Abstract
We prove the neo-classical inequality with the optimal constant, which was conjectured by T. J. Lyons [Rev. Mat. Iberoamericana 14 (1998) 215-310]. For the proof, we introduce the fractional order Taylor's series with residual terms. Their application to a particular function provides an identity that deduces the optimal neo-classical inequality.
Keywords
Cite
@article{arxiv.1001.1775,
title = {Fractional order Taylor's series and the neo-classical inequality},
author = {Keisuke Hara and Masanori Hino},
journal= {arXiv preprint arXiv:1001.1775},
year = {2010}
}
Comments
11 pages, 1 figure