Multiscale systems, homogenization, and rough paths
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Publication:2290657
DOI10.1007/978-3-030-15338-0_2zbMath1443.60060arXiv1712.01343OpenAlexW3099428614MaRDI QIDQ2290657
Ilya Chevyrev, Ian Melbourne, Alexey Korepanov, Huilin Zhang, Peter K. Friz
Publication date: 29 January 2020
Full work available at URL: https://arxiv.org/abs/1712.01343
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Uniformly hyperbolic systems (expanding, Anosov, Axiom A, etc.) (37D20) Nonuniformly hyperbolic systems (Lyapunov exponents, Pesin theory, etc.) (37D25) Rough paths (60L20)
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