Averaging dynamics driven by fractional Brownian motion

DOI10.1214/19-AOP1408zbMath1453.60087arXiv1902.11251MaRDI QIDQ782404

D. Kharzeev

Publication date: 27 July 2020

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1902.11251

zbMATH Keywords

fractional Brownian motion; averaging; sewing lemma; slow/fast system

Mathematics Subject Classification ID

60G22: Fractional processes, including fractional Brownian motion

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

60H05: Stochastic integrals