Slow-fast systems with fractional environment and dynamics

XM Li, J Sieber - The Annals of Applied Probability, 2022 - projecteuclid.org
We prove a fractional averaging principle for interacting slow-fast systems. The mode of
convergence is in Hölder norm in probability. The main technical result is a quenched …

Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging

XM Li, J Sieber - Stochastics and Dynamics, 2022 - World Scientific
Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental
processes, with which we study SPDEs driven by fractional Brownian motions in a random …

Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus

S Bourguin, K Spiliopoulos - arXiv preprint arXiv:2301.09005, 2023 - arxiv.org
In this paper we study fluctuations of small noise multiscale diffusions around their
homogenized deterministic limit. We derive quantitative rates of convergence of the …

Averaging principle for slow-fast systems of rough differential equations via controlled paths

Y Inahama - arXiv preprint arXiv:2210.01334, 2022 - arxiv.org
In this paper we prove the strong averaging principle for a slow-fast system of rough
differential equations. The slow and the fast component of the system are driven by a rather …

Large deviation principle for slow-fast rough differential equations via controlled rough paths

X Yang, Y Xu - arXiv preprint arXiv:2401.00673, 2024 - arxiv.org
We prove a large deviation principle for the slow-fast rough differential equations under the
controlled rough path framework. The driver rough paths are lifted from the mixed fractional …

[PDF][PDF] Quantitative fluctuation analysis of multiscale diffusion systems via Malliavin calculus

B Solesne, K Spiliopoulos - https://arxiv. org/pdf/2301.09005. pdf, 2023 - open.bu.edu
S. BOURGUIN, AND K. SPILIOPOULOS Abstract. In this paper we study fluctuations of small
noise multiscale diffusions around their homogenized deterministic limit. We derive …

[PDF][PDF] Averaging Principle of Slow-Fast Systems Driven By Fractional Brownian Motion$

X Yan, M Ji, XG Yang, A Miranville - researchgate.net
In this paper, we focus on the averaging principle for a class of stochastic differential
equations driven by a small fractional Brownian noise. The fast component is driven by a …

[PDF][PDF] A Complete Bibliography of Publications in Multiscale Modeling & Simulation

NHF Beebe - 2024 - netlib.org
A Complete Bibliography of Publications in Multiscale Modeling & Simulation Page 1 A
Complete Bibliography of Publications in Multiscale Modeling & Simulation Nelson HF …