Uniform factorial decay estimates for controlled differential equations

作者：Boedihardjo Horatio^*; Lyons Terry; Yang Danyu

来源：Electronic Communications in Probability, 2015, 20(0): 1-11.

DOI：10.1214/ECP.v20-4124

• Controlled differential equation
• Rough paths
• Taylor expansion
• Factorial Decay

We establish a 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.

• 出版日期2015-12-19