Superdiffusive limits beyond the Marcus regime for deterministic fast-slow systems
DOI10.1090/cams/41MaRDI QIDQ6660968
Ian Melbourne, Ilya Chevyrev, Alexey Korepanov
Publication date: 10 January 2025
Published in: Communications of the American Mathematical Society (Search for Journal in Brave)
stochastic differential equationLévy processesfast-slow systems\(p\)-variationSkorokhod spacehomogenisationMarcus differential equations
Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stochastic integrals (60H05) Dynamical systems and their relations with probability theory and stochastic processes (37A50) Dynamical systems with singularities (billiards, etc.) (37C83)
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