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- W1490128259 abstract "Iterated integrals of paths arise frequently in the study of the Taylor's expansion for controlled differential equations. We will prove a factorial decay estimate, conjectured by M. Gubinelli, for the iterated integrals of non-geometric rough paths. We will explain, with a counter example, why the conventional approach of using the neoclassical inequality fails. Our proof involves a concavity estimate for sums over rooted trees and a non-trivial extension of T. Lyons' proof in 1994 for the factorial decay of iterated Young's integrals." @default.
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- W1490128259 date "2018-07-01" @default.
- W1490128259 modified "2023-10-18" @default.
- W1490128259 title "Decay rate of iterated integrals of branched rough paths" @default.
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- W1490128259 doi "https://doi.org/10.1016/j.anihpc.2017.09.002" @default.
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