Work

Dimension-free Euler estimates of rough differential equations

Year: 2013

Type: preprint

Abstract: We give a dimension-free Euler estimation of solution of rough differential equations in term of the driving rough path. In the meanwhile, we prove that, the solution of rough differential equation is close to the exponential of a Lie series, with a concrete error bound.

Source: arXiv (Cornell University)

DOI: 10.48550/arxiv.1307.4708

Authors: Boutaib, Youness, Gyurkó, Lajos Gergely, Lyons, Terry, Yang, Danyu

Language: English

Topic: Numerical methods for differential equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: green

Funder: Engineering and Physical Sciences Research Council

Award: G7326578543

OpenAlex ID: W2185669043

Cites: 14

Cited by: 13

Related to: 10