English

Taylor estimate for differential equations driven by $\Pi $-rough paths

Classical Analysis and ODEs 2023-01-20 v1

Abstract

We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric Π\Pi -rough paths for Π=(p1,,pk)\Pi =\left( p_{1},\cdots ,p_{k}\right) , pi1p_{i}\geq 1. When there exists p1 p\geq 1 such that pi=pki1 p_{i}=pk_{i}^{-1}\ for some ki{1,,[p]}k_{i}\in \left\{ 1,\dots , \left[ p\right] \right\} , we obtain a refined Taylor remainder estimate that contains a factorial decay component. The remainder estimates are in the right order as they are comparable to the next term in the Taylor expansion.

Keywords

Cite

@article{arxiv.2301.07930,
  title  = {Taylor estimate for differential equations driven by $\Pi $-rough paths},
  author = {Danyu Yang},
  journal= {arXiv preprint arXiv:2301.07930},
  year   = {2023}
}
R2 v1 2026-06-28T08:15:08.340Z