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

Published 19 Jan 2023 in math.CA | (2301.07930v1)

Abstract: We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric $\Pi $-rough paths for $\Pi =\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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