Almost sure diffusion approximation in averaging: direct proofs with rough paths flavors

DOI10.1142/S0219493725500297MaRDI QIDQ6921044zbMATH OpenFDO

Authors Yuri Kifer

Publication date 6 October 2025

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

Full work available at URL https://doi.org/10.1142/S0219493725500297

zbMATH Keywords

diffusion approximationdynamical systemsfast-slow motionsrough pathsstationary processweak dependence

Mathematics Subject Classification ID

Averaging method for ordinary differential equations (34C29) Singular perturbations for ordinary differential equations (34E15) Discrete version of topics in analysis (39A12) Strong limit theorems (60F15) Stationary stochastic processes (60G10) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Rough paths (60L20)

Cites work

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• Multidimensional stochastic processes as rough paths. Theory and applications.
• Stability of Deep Neural Networks via Discrete Rough Paths
• The ergodic theory of axiom A flows

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