Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion

DOI10.1007/S10955-020-02485-4MaRDI QIDQ781802zbMATHOpenAlexWikidataFDO

Authors Katharina Eichinger, Christian Kuehn, Alexandra Neamţu

Publication date 20 July 2020

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.06824

zbMATH Keywords

fractional Brownian motioncorrelated noisefast-slow systemsAMOC modelsample path estimates

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Singular perturbations for ordinary differential equations (34E15) Ordinary differential equations and systems with randomness (34F05) Generation, random and stochastic difference and differential equations (37H10)

Abstract: We analyze the effect of additive fractional noise with Hurst parameter $H>frac12$ on fast-slow systems. Our strategy is based on sample paths estimates, similar to the approach by Berglund and Gentz in the Brownian motion case. Yet, the setting of fractional Brownian motion does not allow us to use the martingale methods from fast-slow systems with Brownian motion. We thoroughly investigate the case where the deterministic system permits a uniformly hyperbolic stable slow manifold. In this setting, we provide a neighborhood, tailored to the fast-slow structure of the system, that contains the process with high probability. We prove this assertion by providing exponential error estimates on the probability that the system leaves this neighborhood. We also illustrate our results in an example arising in climate modeling, where time-correlated noise processes have become of greater relevance recently.

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Cited in

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• Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging
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• Amplitude equations for SPDEs driven by fractional additive noise with small hurst parameter
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