Uniform Factorial Decay Estimates for Controlled Differential Equations
Uniform Factorial Decay Estimates for Controlled Differential Equations
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DOI：
10.1214/ecp.v20-4124
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发表时间：
2015-12
影响因子：
0.5
通讯作者：
H. Boedihardjo;Terry Lyons;Danyu Yang
中科院分区：
文献类型：
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作者：
H. Boedihardjo;Terry Lyons;Danyu Yang
在p-变差度量下，我们建立了控制微分方程解的Taylor近似的一致阶乘衰减估计。作为证明的一部分，我们还获得了阶乘衰减估计控制路径，这是有趣的本身。
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.