Uniform factorial decay estimates for controlled differential equations

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.

Bibliografische gegevens
Hoofdauteurs: Boedihardjo, H, Lyons, T, Yang, D
Formaat: Journal article
Gepubliceerd in: Institute of Mathematical Statistics 2016