Taylor estimate for differential equations driven by ΠΠ-rough paths

preprint2023arXivOpen access

Abstract

We obtain a remainder estimate for the truncated Taylor expansion for differential equations driven by weakly geometric ΠΠ-rough paths for Π=(p1,⋯ ,pk)Π=\left( p_{1},\cdots ,p_{k}\right) , pi≥1p_{i}\geq 1. When there exists p≥1 p\geq 1 such that pi=pki−1 p_{i}=pk_{i}^{-1}\ for some ki∈{1,…,[p]}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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