Slow-Fast Systems with Fractional Environment and Dynamics
Probability
2023-03-07 v3
Abstract
We prove a fractional averaging principle for interacting slow-fast systems. The mode of convergence is in H\"older norm in probability. The main technical result is a quenched ergodic theorem on the conditioned fractional dynamics. We also establish geometric ergodicity for a class of fractional-driven stochastic differential equations, improving a recent result of Panloup and Richard.
Cite
@article{arxiv.2012.01910,
title = {Slow-Fast Systems with Fractional Environment and Dynamics},
author = {Xue-Mei Li and Julian Sieber},
journal= {arXiv preprint arXiv:2012.01910},
year = {2023}
}
Comments
37 pages. Accepted version