Uniform factorial decay estimates for controlled differential equations

DOI10.1214/ECP.V20-4124MaRDI QIDQ907976zbMATH OpenFDO

Authors Horatio Boedihardjo, Terence J. Lyons, Danyu Yang

Publication date 2 February 2016

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

Full work available at URL https://doi.org/10.1214/ECP.V20-4124

zbMATH Keywords

controlled differential equationsfactorial decayrough pathsTaylor expansion

Mathematics Subject Classification ID

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

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(6)

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• An asymptotic radius of convergence for the Loewner equation and simulation of \(\mathrm{SLE}_{\kappa}\) traces via splitting
• Understanding recurrent neural networks using nonequilibrium response theory
• Taylor expansions and Castell estimates for solutions of stochastic differential equations driven by rough paths

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