Euler estimates for rough differential equations
نویسندگان
چکیده
منابع مشابه
Euler Estimates for Rough Differential Equations
We consider controlled differential equations and give new estimates for higher order Euler schemes. Our proofs are inspired by recent work of A. M. Davie who considers first and second order schemes. In order to implement the general case we make systematic use of geodesic approximations in the free nilpotent group. As application, we can control moments of solutions to rough path differential...
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ژورنال
عنوان ژورنال: Journal of Differential Equations
سال: 2008
ISSN: 0022-0396
DOI: 10.1016/j.jde.2007.10.008