Imagen de Portada

Almost Sure Diffusion Approximation in Averaging: Direct Proofs with Rough Paths Flavors

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autor principal:	Kifer, Yuri
Formato:	Preprint
Publicado:	2024
Materias:	Probability 34C29, 60F15, 60L20
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Almost sure diffusion approximation in averaging via rough paths theory
por: Friz, Peter, et al.
Publicado: (2021)

Some strong limit theorems in averaging
por: Kifer, Yuri
Publicado: (2022)

Approximate Transitivity of Young Translation on Rough Paths
por: Bellingeri, Carlo, et al.
Publicado: (2026)

Tightness of Stationary Nodal Measures
por: Gass, Louis, et al.
Publicado: (2025)

Almost sure approximations and laws of iterated logarithm for signatures
por: Kifer, Yuri
Publicado: (2023)

Limit theorems for signatures
por: Kifer, Yuri
Publicado: (2023)

Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models
por: Ichiba, Tomoyuki, et al.
Publicado: (2025)

Canonical Rough Path over Tempered Fractional Brownian Motion: Existence, Construction, and Applications
por: Lechiheb, Atef
Publicado: (2025)

Classical and Almost Sure Local Limit Theorems
por: Szewczak, Zbigniew, et al.
Publicado: (2022)

A Rough Functional Breuer-Major Theorem
por: Altman, Henri Elad, et al.
Publicado: (2026)

Rough Burger-like SPDEs
por: Li, Nannan, et al.
Publicado: (2025)

Concentration of Truncated Signatures of Gaussian Rough Paths
por: Lechiheb, Atef
Publicado: (2025)

Iterated Ergodic Theorems and Erd\" os--R\' enyi law of large numbers
por: Kifer, Yuri
Publicado: (2025)

Rough differential equations containing path-dependent bounded variation terms
por: Aida, Shigeki
Publicado: (2016)

When can a population spreading across sink habitats persist ?
por: Benaim, Michel, et al.
Publicado: (2023)

Gaussian Rough Paths Lifts via Complementary Young Regularity
por: Gassiat, Paul, et al.
Publicado: (2023)

Averaging principle for SDEs with singular drifts driven by $α$-stable processes
por: Cheng, Mengyu, et al.
Publicado: (2024)

Rough differential equations and planarly branched universal limit theorem
por: Gao, Xing, et al.
Publicado: (2024)

A finite-sample Borel--Cantelli inequality under $m$-dependence
por: Panraksa, Chatchawan
Publicado: (2026)

Rough SDEs and Robust Filtering for Jump-Diffusions
por: Allan, Andrew L., et al.
Publicado: (2025)

Flows driven by multi-indices Rough Paths
por: Bellingeri, Carlo, et al.
Publicado: (2025)

Rough stochastic filtering
por: Bugini, Fabio, et al.
Publicado: (2025)

Almost sure and moment convergence for triangular Pólya urns
por: Janson, Svante
Publicado: (2024)

Itô formula for reduced rough paths
por: Li, Nannan, et al.
Publicado: (2025)

Rough backward SDEs with discontinuous Young drivers
por: Becherer, Dirk, et al.
Publicado: (2025)

Rough Functional Itô Formula
por: Bielert, Franziska
Publicado: (2024)

Biased branching random walks on Bienaymé--Galton--Watson trees
por: Berestycki, Julien, et al.
Publicado: (2025)

Fractional Diffusion Bridges
por: Inahama, Yuzuru
Publicado: (2025)

Local Lipschitz continuity in the initial value and strong completeness for nonlinear stochastic differential equations
por: Cox, Sonja, et al.
Publicado: (2013)

Rough Stochastic Analysis with Jumps
por: Allan, Andrew L., et al.
Publicado: (2024)

Rough differential equations for volatility
por: Bonesini, Ofelia, et al.
Publicado: (2024)

Rough stochastic differential equations
por: Friz, Peter K., et al.
Publicado: (2021)

Parameter dependent rough SDEs with applications to rough PDEs
por: Bugini, Fabio, et al.
Publicado: (2024)

Renormalisation in the presence of variance blowup
por: Hairer, Martin
Publicado: (2024)

Universal limit theorem for rough differential equations driven by controlled rough paths
por: Li, Nannan, et al.
Publicado: (2026)

Mild Solution of Semilinear Rough Stochastic Evolution Equations
por: Liang, Jiahao, et al.
Publicado: (2024)

Reinforced dynamics for interacting agents in competitive or cooperative environments
por: Aleandri, Michele, et al.
Publicado: (2025)

Moderate deviations for rough differential equations
por: Inahama, Yuzuru, et al.
Publicado: (2023)

Singular stochastic delay equations driven by fractional Brownian motion: Dynamics, longtime behaviour, and pathwise stability
por: Varzaneh, Mazyar Ghani, et al.
Publicado: (2024)

Classical solution of path-dependent mean-field semilinear PDEs
por: Tang, Shanjian, et al.
Publicado: (2021)