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...
| Glavni autori: | , , , , |
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| Format: | Conference item |
| Jezik: | English |
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Springer
2019
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| _version_ | 1826302799812493312 |
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| author | Chevyrev, I Friz, P Korepanov, A Melbourne, I Zhang, H |
| author_facet | Chevyrev, I Friz, P Korepanov, A Melbourne, I Zhang, H |
| author_sort | Chevyrev, I |
| collection | OXFORD |
| description | 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 and improve the analysis of Kelly-Melbourne [Ann. Probab. Volume 44, Number 1 (2016), 479-520], taking into account recent progress in p-variation and càdlàg rough path theory. |
| first_indexed | 2024-03-07T05:52:55Z |
| format | Conference item |
| id | oxford-uuid:e982530f-ce42-4b9d-a808-fbf0d7b9c978 |
| institution | University of Oxford |
| language | English |
| last_indexed | 2024-03-07T05:52:55Z |
| publishDate | 2019 |
| publisher | Springer |
| record_format | dspace |
| spelling | oxford-uuid:e982530f-ce42-4b9d-a808-fbf0d7b9c9782022-03-27T10:54:53ZMultiscale systems, homogenization, and rough pathsConference itemhttp://purl.org/coar/resource_type/c_5794uuid:e982530f-ce42-4b9d-a808-fbf0d7b9c978EnglishSymplectic Elements at OxfordSpringer2019Chevyrev, IFriz, PKorepanov, AMelbourne, IZhang, HIn 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 and improve the analysis of Kelly-Melbourne [Ann. Probab. Volume 44, Number 1 (2016), 479-520], taking into account recent progress in p-variation and càdlàg rough path theory. |
| spellingShingle | Chevyrev, I Friz, P Korepanov, A Melbourne, I Zhang, H Multiscale systems, homogenization, and rough paths |
| title | Multiscale systems, homogenization, and rough paths |
| title_full | Multiscale systems, homogenization, and rough paths |
| title_fullStr | Multiscale systems, homogenization, and rough paths |
| title_full_unstemmed | Multiscale systems, homogenization, and rough paths |
| title_short | Multiscale systems, homogenization, and rough paths |
| title_sort | multiscale systems homogenization and rough paths |
| work_keys_str_mv | AT chevyrevi multiscalesystemshomogenizationandroughpaths AT frizp multiscalesystemshomogenizationandroughpaths AT korepanova multiscalesystemshomogenizationandroughpaths AT melbournei multiscalesystemshomogenizationandroughpaths AT zhangh multiscalesystemshomogenizationandroughpaths |