Slow-fast systems with fractional environment and dynamics
Slow-fast systems with fractional environment and dynamics
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DOI：
10.1214/22-aap1779
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发表时间：
2020-12
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影响因子：
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通讯作者：
Xue-Mei Li;J. Sieber
中科院分区：
文献类型：
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作者：
Xue-Mei Li;J. Sieber
我们证明了由独立分数布朗运动驱动的慢速系统相互作用的平均原理。收敛模式在概率的H\ \ old范数中。我们还建立了一类分数驱动随机微分方程的几何遍历性，部分改进了Panloup和Richard最近的结果。
We prove an averaging principle for interacting slow-fast systems driven by independent fractional Brownian motions. The mode of convergence is in H\"older norm in probability. We also establish geometric ergodicity for a class of fractional-driven stochastic differential equations, partially improving a recent result of Panloup and Richard.