Taylor Expansions and Castell Estimates for Solutions of Stochastic Differential Equations Driven by Rough Paths

Authors

Qi Feng, University of Southern California, Los Angeles, CA 90089-2532, USAFollow
Xuejing Zhang, Lincoln Financial Group, Philadelphia, PA 19103, USAFollow

Recommended Citation

Feng, Qi and Zhang, Xuejing (2020) "Taylor Expansions and Castell Estimates for Solutions of Stochastic Differential Equations Driven by Rough Paths," Journal of Stochastic Analysis: Vol. 1: No. 2, Article 4.
DOI: 10.31390/josa.1.2.04
Available at: https://repository.lsu.edu/josa/vol1/iss2/4

DOI

10.31390/josa.1.2.04