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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Hlavní autoři: Chevyrev, I, Friz, P, Korepanov, A, Melbourne, I, Zhang, H
Médium: Conference item
Jazyk:English
Vydáno: Springer 2019