- 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.
- Publication status:
- Published
- Peer review status:
- Peer reviewed
- Version:
- Publisher's Version
- Files:
-
-
(pdf, 265.5kb)
-
- Publisher copy:
- 10.1214/ECP.v20-4124
-
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- Publisher:
- Institute of Mathematical Statistics Publisher's website
- Journal:
- Electronic Communications in Probability Journal website
- Volume:
- 20
- Issue:
- paper no. 94
- Pages:
- 1-11
- Publication date:
- 2016-06-07
- Acceptance date:
- 2015-12-19
- DOI:
- EISSN:
-
1083-589X
- Pubs id:
-
pubs:599072
- URN:
-
uri:0f653581-cd0f-42eb-a4b4-7165ee1ed999
- UUID:
-
uuid:0f653581-cd0f-42eb-a4b4-7165ee1ed999
- Local pid:
- pubs:599072
- Copyright holder:
- Boedihardjo et al.
- Copyright date:
- 2016
- Notes:
- © 2015 The Authors. This work is licensed under a Creative Commons Attribution 3.0 License.
Journal article
Uniform factorial decay estimates for controlled differential equations
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