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arXiv · 1307.4708

Dimension-free Euler estimates of rough differential equations

Youness Boutaib·Lajos Gergely Gyurkó·Terry Lyons·Danyu Yang
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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.

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Youness Boutaib, Lajos Gergely Gyurkó, Terry Lyons, Danyu Yang. 2013-07-17. Dimension-free Euler estimates of rough differential equations. https://arxiv.org/abs/1307.4708

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