Uniform Factorial Decay Estimates for Controlled Differential Equations

Horatio Boedihardjo, Terry Lyons, Danyu Yang
2015 Electronic Communications in Probability  
We establish a 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.
doi:10.1214/ecp.v20-4124 fatcat:zcpgplbkoremlinq7bbcu45xhe