Imperial College London
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Professor Xue-Mei Li

Faculty of Natural Sciences, Department of Mathematics

Chair in Probability and Stochastic Analysis
 
 
 
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Contact

 

+44 (0)20 7594 3709xue-mei.li Website CV

 
 
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Location

 

6M51Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@article{Hairer:2020:10.1214/19-AOP1408,
author = {Hairer, M and Li, X-M},
doi = {10.1214/19-AOP1408},
journal = {Annals of Probability},
pages = {1826--1860},
title = {Averaging dynamics driven by fractional Brownian motion},
url = {http://dx.doi.org/10.1214/19-AOP1408},
volume = {48},
year = {2020}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - We consider slow / fast systems where the slow system is driven by fractionalBrownian motion with Hurst parameterH >12. We show that unlike in the caseH=12, convergence to the averaged solution takes place in probability and thelimiting process solves the ‘naïvely’ averaged equation. Our proof strongly relieson the recently obtained stochastic sewing lemma.
AU  - Hairer,M
AU  - Li,X-M
DO  - 10.1214/19-AOP1408
EP  - 1860
PY  - 2020///
SN  - 0091-1798
SP  - 1826
TI  - Averaging dynamics driven by fractional Brownian motion
T2  - Annals of Probability
UR  - http://dx.doi.org/10.1214/19-AOP1408
UR  - http://arxiv.org/abs/1902.11251v1
UR  - https://projecteuclid.org/euclid.aop/1595232096
UR  - http://hdl.handle.net/10044/1/72214
VL  - 48
ER  -
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