Rough homogenisation with fractional dynamics

DOI10.1007/978-3-030-87432-2_8zbMATH Open1499.60335arXiv2011.00075OpenAlexW4211055838MaRDI QIDQ2107412FDOQ2107412

Authors: Yanyan Li 

Publication date: 1 December 2022

Abstract: We review recent developments of slow/fast stochastic differential equations, and also present a new result on Diffusion Homogenisation Theory with fractional and non-strong-mixing noise and providing new examples. The emphasise of the review will be on the recently developed effective dynamic theory for two scale random systems with fractional noise: Stochastic Averaging and `Rough Diffusion Homogenisation Theory'. We also study the geometric models with perturbations to symmetries.

Full work available at URL: https://arxiv.org/abs/2011.00075

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zbMATH Keywords

fractional Brownian motionrough pathsstochastic averaginghomogenisationmulti-scale

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Fractional processes, including fractional Brownian motion (60G22) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Rough paths (60L20)

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Cited In (3)

• Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging
• Multiscale systems, homogenization, and rough paths
• Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations

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