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广义泰勒展开的余项与粗糙微分方程的先验界

Remainders of generalised Taylor expansions and a priori bounds for rough differential equations

Lorenzo Agabiti, Alberto Bonicelli, Lorenzo Zambotti

arXiv 2607.18635首次发表:更新:

AI 中文总结

研究由α - 赫尔德路径驱动的粗糙微分方程解的全局先验估计,利用系数及其导数特定组合的利普希茨连续性,通过广义泰勒展开余项的封闭公式来实现。

AI 中文摘要

在本文中,我们在系数及其导数的特定组合(称为基本微分)具有利普希茨连续性(但无界性和强制性)的假设下,建立了由α - 赫尔德路径驱动的一般粗糙微分方程解的全局先验估计,其中α∈(0,1)。我们的主要工具是广义泰勒展开余项的封闭公式,它能以最优方式利用抵消项。

英文摘要

In this article we establish global a priori estimates on the solution of a generic rough differential equation driven by an $α$-Hölder path covering the full range of regularity $α\in(0,1)$, under the hypothesis of Lipschitz continuity (but neither boundedness nor coercivity) of specific combinations of the coefficients and their derivatives, called elementary differentials. Our main tool is a closed formula for the remainder of a generalised Taylor expansion in terms of products of gradients of the elementary differentials, which allows to take advantage of cancellations in an optimal way.

论文原文

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