Dimension-free Euler estimates of rough differential equations

zbMath1399.60115arXiv1307.4708MaRDI QIDQ5367155

Terence J. Lyons, Youness Boutaib, Lajos Gyurkó, Dan-Yu Yang

Publication date: 12 October 2017

Full work available at URL: https://arxiv.org/abs/1307.4708

zbMATH Keywords

Banach spacerough differential equationEuler estimate

Mathematics Subject Classification ID

Theoretical approximation of solutions to ordinary differential equations (34A45) Random operators and equations (aspects of stochastic analysis) (60H25)

Related Items (6)

Random dynamical systems, rough paths and rough flows ⋮ Flows Driven by Banach Space-Valued Rough Paths ⋮ The Inverse Problem for Rough Controlled Differential Equations ⋮ Non-explosion criteria for rough differential equations driven by unbounded vector fields ⋮ On the definition of a solution to a rough differential equation ⋮ Constructing general rough differential equations through flow approximations

This page was built for publication: Dimension-free Euler estimates of rough differential equations