Deterministic homogenization under optimal moment assumptions for fast-slow systems. II

DOI10.1214/21-AIHP1203zbMath1502.37040arXiv1903.10418OpenAlexW4293572924WikidataQ114599240 ScholiaQ114599240MaRDI QIDQ2157438

Ilya Chevyrev, Ian Melbourne, Huilin Zhang, Alexey Korepanov, Peter K. Friz

Publication date: 22 July 2022

Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1903.10418

zbMATH Keywords

homogenizationfast-slow systems\(p\)-variationrough paths

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Generation, random and stochastic difference and differential equations (37H10) Functional limit theorems; invariance principles (60F17) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Systems with slow and fast motions for nonlinear problems in mechanics (70K70) Stochastic difference equations (39A50)

Related Items

Strong diffusion approximation in averaging with dynamical systems fast motions ⋮ Strong diffusion approximation in averaging and value computation in Dynkin's games

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