Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
Probability
2023-03-07 v3
Abstract
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 -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.
Keywords
Cite
@article{arxiv.2108.05573,
title = {Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging},
author = {Xue-Mei Li and Julian Sieber},
journal= {arXiv preprint arXiv:2108.05573},
year = {2023}
}
Comments
To appear in Stochastics and Dynamics; 38 pages