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2022 A remainder estimate for branched rough differential equations
Danyu Yang
Author Affiliations +
Electron. Commun. Probab. 27: 1-12 (2022). DOI: 10.1214/22-ECP473

Abstract

Based on two isomorphisms of Hopf algebras, we provide a bound in the optimal order on the remainder of the truncated Taylor expansion for controlled differential equations driven by branched rough paths.

Funding Statement

The author gratefully acknowledge the support of the National Natural Science Foundation of China (Young Scholar Grant 12201081), Chongqing University (Starting Grant 02080011044104) and EPSRC (Programme Grant EP/S026347/1).

Citation

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Danyu Yang. "A remainder estimate for branched rough differential equations." Electron. Commun. Probab. 27 1 - 12, 2022. https://doi.org/10.1214/22-ECP473

Information

Received: 26 November 2021; Accepted: 5 June 2022; Published: 2022
First available in Project Euclid: 6 October 2022

Digital Object Identifier: 10.1214/22-ECP473

Subjects:
Primary: 60L20
Secondary: 60L70

Keywords: branched rough differential equations , Rough paths theory , Taylor expansion

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