Averaging principle for rough slow-fast systems of level 3
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2025
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| _version_ | 1866910903317823488 |
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| author | Inahama, Yuzuru |
| author_facet | Inahama, Yuzuru |
| contents | The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fast systems of rough differential equations driven by random rough paths a few years ago and the study of ``rough slow-fast systems" seems to be gaining momentum now. In all known results, however, the driving rough paths are of level 2. In this paper we formulate rough slow-fast systems driven by random rough paths of level 3 and prove the strong averaging principle of Khas'minskii-type. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2504_03110 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Averaging principle for rough slow-fast systems of level 3 Inahama, Yuzuru Probability Dynamical Systems 60L90, 70K65, 70K70, 60F99 The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fast systems of rough differential equations driven by random rough paths a few years ago and the study of ``rough slow-fast systems" seems to be gaining momentum now. In all known results, however, the driving rough paths are of level 2. In this paper we formulate rough slow-fast systems driven by random rough paths of level 3 and prove the strong averaging principle of Khas'minskii-type. |
| title | Averaging principle for rough slow-fast systems of level 3 |
| topic | Probability Dynamical Systems 60L90, 70K65, 70K70, 60F99 |
| url | https://arxiv.org/abs/2504.03110 |