Uniform factorial decay estimates for controlled differential equations

DOI10.1214/ECP.v20-4124zbMath1333.60117MaRDI QIDQ907976

Horatio Boedihardjo, Dan-Yu Yang, Terence J. Lyons

Publication date: 2 February 2016

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

zbMATH Keywords

Taylor expansionrough pathscontrolled differential equationsfactorial decay

Mathematics Subject Classification ID

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

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