Fetching the paper…
Reading the bibliography…
We give a dimension-free Euler estimation of solution of rough differential equations in term of the driving rough path.
Godunov, A. N., Peano’s theorem in Banach spaces, Functional Analysis and its Applications
1975
Earlier work this paper cites.
Arous, G. B., Flots et séries de Taylor stochastiques, Probab. Theory Related Fields
1989
Earlier work this paper cites.
Hu, Y., Série de Taylor stochastique et formule de Campbell-Hausdorff, d’après Ben Arous, in Séminaire de Probabilités XXV, J. Azema, P. A. Meyer, and M. Yor, eds., no. 1485 in Lecture Notes in Mathematics
1991
Earlier work this paper cites.
Castell, F., Asymptotic expansion of stochastic flows, Probab. Theory and Related Fields
1993
Earlier work this paper cites.
Lyons, T. J., Differential equations driven by rough signals, Rev. mat. Iberoamericana
1998
Cited alongside, same era.
Lyons, T. J., Qian, Z., System control and rough paths
2002
Cited alongside, same era.
Ryan, R. A., Introduction to tensor products of Banach spaces
2002
Cited alongside, same era.
Shkarin, S., On Osgood theorem in Banach spaces, Math. Nachr
2003
Cited alongside, same era.
Lyons, T. J., Caruana, M., Lévy, T., Differential equations driven by rough paths
2004
Later among the works it cites.
Davie, A. M., Differential equations driven by rough paths: an approach via discrete approximation. Appl. Math. Res. Express. AMRX
2007
Later among the works it cites.
Friz, P. K., Victoir, N. B., Euler estimates for rough differential equations. J. Differential Equations
2008
Later among the works it cites.
Friz, P., Victoir, N., Multidimensional Stochastic Processes as Rough Paths, Theory and Applications
2010
Later among the works it cites.
alphaXiv searches the wider corpus for related work and actual follow-ups.
alphaXiv is searching for related work…