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


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.


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Horatio Boedihardjo. Terry Lyons. Danyu Yang. "Uniform Factorial Decay Estimates for Controlled Differential Equations." Electron. Commun. Probab. 20 1 - 11, 2015.


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

Primary: Probability
Secondary: rough path theory

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

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