Electronic Communications in Probability

Uniform Factorial Decay Estimates for Controlled Differential Equations

Horatio Boedihardjo, Terry Lyons, and Danyu Yang

Full-text: Open access

Abstract

We establish an uniform factorial decay estimate for the Taylor approximation of solutions to controlled differential equations in the p-variation metric. As part of the proof, we also obtain a factorial decay estimate for controlled paths which is interesting in its own right.

Article information

Source
Electron. Commun. Probab., Volume 20 (2015), paper no. 94, 11 pp.

Dates
Accepted: 19 December 2015
First available in Project Euclid: 7 June 2016

Permanent link to this document
https://projecteuclid.org/euclid.ecp/1465321021

Digital Object Identifier
doi:10.1214/ECP.v20-4124

Mathematical Reviews number (MathSciNet)
MR3438739

Zentralblatt MATH identifier
1333.60117

Subjects
Primary: Probability
Secondary: Rough path theory Controlled differential equation

Keywords
Controlled differential equation Rough paths Taylor expansion Factorial Decay

Rights
This work is licensed under a Creative Commons Attribution 3.0 License.

Citation

Boedihardjo, Horatio; Lyons, Terry; Yang, Danyu. Uniform Factorial Decay Estimates for Controlled Differential Equations. Electron. Commun. Probab. 20 (2015), paper no. 94, 11 pp. doi:10.1214/ECP.v20-4124. https://projecteuclid.org/euclid.ecp/1465321021


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References

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