Open Access
2015 Uniform Factorial Decay Estimates for Controlled Differential Equations
Horatio Boedihardjo, Terry Lyons, Danyu Yang
Author Affiliations +
Electron. Commun. Probab. 20: 1-11 (2015). DOI: 10.1214/ECP.v20-4124

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.

Citation

Download Citation

Horatio Boedihardjo. Terry Lyons. Danyu Yang. "Uniform Factorial Decay Estimates for Controlled Differential Equations." Electron. Commun. Probab. 20 1 - 11, 2015. https://doi.org/10.1214/ECP.v20-4124

Information

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

zbMATH: 1333.60117
MathSciNet: MR3438739
Digital Object Identifier: 10.1214/ECP.v20-4124

Subjects:
Primary: Probability
Secondary: rough path theory

Keywords: Controlled differential equation , Factorial Decay , Rough paths , Taylor expansion

Back to Top