Slow-fast systems with fractional environment and dynamics
From MaRDI portal
Publication:2090612
DOI10.1214/22-AAP1779MaRDI QIDQ2090612
Publication date: 31 October 2022
Published in: The Annals of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.01910
fractional Brownian motionaveragingslow-fast systemrate of convergence to equilibriumquenched ergodic theorem
Gaussian processes (60G15) Fractional processes, including fractional Brownian motion (60G22) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Ergodicity, mixing, rates of mixing (37A25) Ergodic theorems, spectral theory, Markov operators (37A30) Dynamical systems and their relations with probability theory and stochastic processes (37A50)
Related Items
Stochastic sewing in Banach spaces ⋮ A strong averaging principle rate for two-time-scale coupled forward-backward stochastic differential equations driven by fractional Brownian motion ⋮ Asymptotic behavior of multiscale stochastic partial differential equations with Hölder coefficients ⋮ On the (non)stationary density of fractional-driven stochastic differential equations ⋮ Moderate deviation principle for multiscale systems driven by fractional Brownian motion ⋮ Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Short-range dependent processes subordinated to the Gaussian may not be strong mixing
- Reflection couplings and contraction rates for diffusions
- Stochastic averaging and stochastic extremum seeking
- Sample paths estimates for stochastic fast-slow systems driven by fractional Brownian motion
- Averaging dynamics driven by fractional Brownian motion
- Sub-exponential convergence to equilibrium for Gaussian driven stochastic differential equations with semi-contractive drift
- Averaging principle for fast-slow system driven by mixed fractional Brownian rough path
- Brownian moving averages have conditional full support
- Differential equations driven by rough signals
- Strong convergence in the stochastic averaging principle
- Differential equations driven by fractional Brownian motion
- Random perturbation methods with applications in science and engineering
- Rate of convergence to equilibrium of fractional driven stochastic differential equations with rough multiplicative noise
- Perturbation of conservation laws and averaging on manifolds
- Fractional {O}rnstein-{U}hlenbeck processes
- Ergodicity of stochastic differential equations driven by fractional Brownian motion
- Averaging principle and normal deviations for multiscale stochastic systems
- Functional limit theorems for the fractional Ornstein-Uhlenbeck process
- A stochastic sewing lemma and applications
- Mixed stochastic differential equations: averaging principle result
- Reconstructing past temperatures from natural proxies and estimated climate forcings using short- and long-memory models
- Averaging principle for slow-fast stochastic differential equations with time dependent locally Lipschitz coefficients
- Rate of convergence to equilibrium of fractional driven stochastic differential equations with some multiplicative noise
- Ergodic theory for SDEs with extrinsic memory
- Representation Formulae for the Fractional Brownian Motion
- Random Perturbations of Dynamical Systems
- Typical dynamics and fluctuation analysis of slow–fast systems driven by fractional Brownian motion
- Ergodic properties of a class of non-Markovian processes
- System Control and Rough Paths
- Climate Dynamics as a Nonlinear Brownian Motion
- Efficient Numerical Algorithms for the Generalized Langevin Equation
- Discrete-Time Inference for Slow-Fast Systems Driven by Fractional Brownian Motion
- Noise-Induced Phenomena in Slow-Fast Dynamical Systems
- Multiscale Methods
- Fractional Brownian Motions, Fractional Noises and Applications