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DCDS-B

In this paper, we study two variations of the time discrete Taylor schemes for rough differential equations and for stochastic differential equations driven by fractional Brownian motions. One is the incomplete Taylor scheme which
excludes some terms of an Taylor scheme in its recursive computation so as to reduce the computation time.
The other one
is to add some deterministic terms to an incomplete Taylor scheme to improve the mean rate of convergence.
Almost sure rate of convergence and $L_p$-rate of convergence are obtained for the incomplete
Taylor schemes. Almost sure rate is expressed in terms of the Hölder exponents of the driving signals
and the $L_p$-rate is expressed by the Hurst parameters.
Both the almost sure and the $L_{p}$-convergence rates can be computed explicitly in terms of the parameters and the number of terms included in the incomplete scheme. In this way we can design the best incomplete schemes for the almost sure or the $L_p$-convergence.
As in the smooth case, general
Taylor schemes are always complicated to deal with. The incomplete Taylor scheme
is even more sophisticated to analyze. A new feature of our
approach is the explicit expression of the error functions
which will be easier to study.
Estimates for multiple integrals and formulas for the iterated vector fields are
obtained to analyze the error functions and then to obtain the rates of convergence.

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