Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
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DOI：
10.1142/s0219493722400251
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发表时间：
2021-08
影响因子：
1.1
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
我们的第一个结果是一个具有温和增量过程定量估计的随机缝纫引理，利用它我们研究了随机环境中分数布朗运动驱动的SPDEs。我们得到了统一的L^p -界。我们的第二个结果是一个分数平均原理，允许非平稳快速环境。作为应用，我们证明了spde的分数平均原理。
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 environment. We obtain uniform $L^p$-bounds. Our second result is a fractional averaging principle admitting non-stationary fast environments. As an application, we prove a fractional averaging principle for SPDEs.