Multiscale systems, homogenization, and rough paths

In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classical approaches, the assumptions on the fast flow are very mild. We survey the origins of this theory and then revisit an...

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Bibliographic Details
Main Authors: Chevyrev, I, Friz, P, Korepanov, A, Melbourne, I, Zhang, H
Format: Conference item
Language:English
Published: Springer 2019