Uniform factorial decay estimates for controlled differential equations

DOI10.1214/ECP.V20-4124zbMATH Open1333.60117MaRDI QIDQ907976FDOQ907976

Authors: Horatio Boedihardjo, Terence J. Lyons, Danyu Yang 

Publication date: 2 February 2016

Published in: Electronic Communications in Probability (Search for Journal in Brave)

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zbMATH Keywords

rough pathsTaylor expansioncontrolled differential equationsfactorial decay

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ordinary differential equations and systems with randomness (34F05) Control problems involving ordinary differential equations (34H05)

Cited In (5)

• Title not available (Why is that?)
• Decay rate of iterated integrals of branched rough paths
• An asymptotic radius of convergence for the Loewner equation and simulation of \(\mathrm{SLE}_{\kappa}\) traces via splitting
• Constructing general rough differential equations through flow approximations
• A remainder estimate for branched rough differential equations

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