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 -rough paths for , . When there exists such that for some , 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.
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}
}