Superdiffusive limits beyond the Marcus regime for deterministic fast-slow systems
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\(p\)-variationfast-slow systemshomogenisationLévy processesMarcus differential equationsSkorokhod spacestochastic differential equation
Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical systems with singularities (billiards, etc.) (37C83) Processes with independent increments; Lévy processes (60G51) Stochastic integrals (60H05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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Cites work
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- Averaging method for differential equations perturbed by dynamical systems
- Billiards with polynomial decay of correlations
- Billiards with polynomial mixing rates
- Canonical RDEs and general semimartingales as rough paths
- Characterization of weak convergence of Birkhoff sums for Gibbs-Markov maps
- Convergence to a-stable Lévy motion for chaotic billiards with several cusps at flat points
- Convergence to a Lévy process in the Skorohod \(\mathcal{M}_1\) and \(\mathcal{M}_2\) topologies for nonuniformly hyperbolic systems, including billiards with cusps
- Convergence to decorated Lévy processes in non-Skorohod topologies for dynamical systems
- Convergence to Lévy stable processes under some weak dependence conditions
- Decay of correlations and dispersing billiards.
- Deterministic homogenization for fast-slow systems with chaotic noise
- Deterministic homogenization under optimal moment assumptions for fast-slow systems. I
- Deterministic homogenization under optimal moment assumptions for fast-slow systems. II
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- Differential equations driven by rough signals
- Differential equations driven by rough signals. I: An extension of an inequality of L. C. Young
- Ergodic Theory for Markov Fibred Systems and Parabolic Rational Maps
- Homogenization for deterministic maps and multiplicative noise
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- Limit theorems for partially hyperbolic systems
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- Lévy Processes and Stochastic Calculus
- Marcus versus Stratonovich for systems with jump noise
- Mixing limit theorems for ergodic transformations
- Modeling and approximation of stochastic differential equations driven by semimartingales†
- Multiscale Methods
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- Stochastic-Process Limits
- Stratonovich stochastic differential equations driven by general semimartingales
- Superdiffusive limits for deterministic fast-slow dynamical systems
- The strong p-variation of martingales and orthogonal series
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- WEAK CONVERGENCE TO LÉVY STABLE PROCESSES IN DYNAMICAL SYSTEMS
- Weak convergence to stable Lévy processes for nonuniformly hyperbolic dynamical systems
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