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2026-07-21 02:09 UTC · math.PR · math.PR, math.CO, math.RA

Remainders of generalised Taylor expansions and a priori bounds for rough differential equations

Lorenzo Agabiti, Alberto Bonicelli, Lorenzo Zambotti

In this article we establish global a priori estimates on the solution of a generic rough differential equation driven by an $α$-Hölder path covering the full range of regularity $α\in(0,1)$, under the hypothesis of Lipschitz continuity (but neither boundedness nor coercivity) of specific combinations of the coefficients and their derivatives, called elementary differentials. Our main tool is a closed formula for the remainder of a generalised Taylor expansion in terms of products of gradients of the elementary differentials, which allows to take advantage of cancellations in an optimal way.
arXiv abstractPDF

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