Uniform factorial decay estimate for the remainder of rough Taylor expansion
| Data(s) |
19/12/2015
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|---|---|
| Resumo |
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. |
| Formato |
text |
| Identificador |
http://centaur.reading.ac.uk/46660/1/4124-23952-1-PB.pdf Boedihardjo, H. <http://centaur.reading.ac.uk/view/creators/90006975.html>, 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 doi: 10.1214/ECP.v20-4124 <http://dx.doi.org/10.1214/ECP.v20-4124> |
| Idioma(s) |
en |
| Publicador |
Institute of Mathematical Statistics and Bernoulli Society |
| Relação |
http://centaur.reading.ac.uk/46660/ creatorInternal Boedihardjo, Horatio 10.1214/ECP.v20-4124 |
| Direitos |
cc_by |
| Tipo |
Article PeerReviewed |
