Superdiffusive limits for deterministic fast-slow dynamical systems

DOI10.1007/s00440-020-00988-5zbMath1473.37011arXiv1907.04825OpenAlexW2956725450WikidataQ102054121 ScholiaQ102054121MaRDI QIDQ2210741

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

Publication date: 8 November 2020

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.04825

zbMATH Keywords

stochastic differential equationLévy processintermittent mapsdeterministic fast-slow dynamical systems

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Rough paths (60L20)

Related Items (11)

Deterministic homogenization under optimal moment assumptions for fast-slow systems. I ⋮ Averaging principle and normal deviations for multi-scale stochastic hyperbolic-parabolic equations ⋮ Random‐like properties of chaotic forcing ⋮ A functional stable limit theorem for Gibbs-Markov maps ⋮ Numerical aspects of shot noise representation of infinitely divisible laws and related processes ⋮ Averaging principle and normal deviations for multiscale stochastic systems ⋮ Diffusion approximation for fully coupled stochastic differential equations ⋮ Additive functionals as rough paths ⋮ Sharp statistical properties for a family of multidimensional nonMarkovian nonconformal intermittent maps ⋮ Simulation of Non-Lipschitz Stochastic Differential Equations Driven by $\alpha$-Stable Noise: A Method Based on Deterministic Homogenization ⋮ Functional correlation bounds and optimal iterated moment bounds for slowly-mixing nonuniformly hyperbolic maps

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