Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion

DOI10.1142/S0219493721500301zbMath1484.60047arXiv1906.02131OpenAlexW3093232128MaRDI QIDQ3384675

Siragan Gailus, Solesne Bourguin, Konstantinos V. Spiliopoulos

Publication date: 17 December 2021

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.02131

zbMATH Keywords

fractional Brownian motionhomogenizationfluctuationssmall noisemultiscale processestypical dynamics

Mathematics Subject Classification ID

Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items (7)

Central limit type theorem and large deviation principle for multi-scale McKean-Vlasov SDEs ⋮ Approximation of linear controlled dynamical systems with small random noise and fast periodic sampling ⋮ Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion ⋮ Moderate deviation principle for multiscale systems driven by fractional Brownian motion ⋮ Generating diffusions with fractional Brownian motion ⋮ Slow-fast systems with fractional environment and dynamics ⋮ Functional limit theorems for the fractional Ornstein-Uhlenbeck process

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