2 papers
math.CA2015
The theory of rough paths via one-forms and the extension of an argument of Schwartz to rough differential equations
Terry Lyons, Danyu Yang
We give an overview of the recent approach to the integration of rough paths that reduces the problem to classical Young integration. As an application, we extend an argument of Sc…
math.CA2015
Uniform Factorial Decay Estimate for the Remainder of Rough Taylor Expansion
Horatio Boedihardjo, Danyu Yang, Terry Lyons
We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations. Its proof requires a factorial decay estimate for c…