arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2301.07930math.CA
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$Π$ -粗路驱动微分方程的Taylor估计

Taylor estimate for differential equations driven by $Π$-rough paths

Danyu Yang

摘要:

得到了弱几何$Π$ -粗糙路径驱动的微分方程的截断Taylor展开式的余项估计,其中有$Π=\left( p_{1},\cdots ,p_{k}\right) $,$p_{i}\geq 1$ .当存在$ p\geq 1$使得对于某个$k_{i}\in \left\{ 1,\dots , \left[ p\right] \right\} $,$p_{i}=pk_{i}^{-1}\ $成立时,我们得到了一个包含阶乘衰减分量的改进Taylor余项估计.其余的估计是正确的顺序,因为它们与泰勒展开式中的下一项相当。

英文摘要:

We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric $Π$-rough paths for $Π=\left( p_{1},\cdots ,p_{k}\right) $, $p_{i}\geq 1$. When there exists $ p\geq 1$ such that $p_{i}=pk_{i}^{-1}\ $for some $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.

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