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

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

Solesne Bourguin, Konstantinos V. Spiliopoulos, Siragan Gailus

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 motion; homogenization; fluctuations; small noise; multiscale processes; typical dynamics

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

60H05: Stochastic integrals

60H07: Stochastic calculus of variations and the Malliavin calculus