Averaging principle for rough slow-fast systems of level 3
Probability
2025-04-07 v1 Dynamical Systems
Abstract
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.
Keywords
Cite
@article{arxiv.2504.03110,
title = {Averaging principle for rough slow-fast systems of level 3},
author = {Yuzuru Inahama},
journal= {arXiv preprint arXiv:2504.03110},
year = {2025}
}
Comments
46 pages. No figure. arXiv admin note: text overlap with arXiv:2210.01334