BibTex format
@unpublished{Gehringer:2020,
author = {Gehringer, J and Li, X-M},
publisher = {arXiv},
title = {Diffusive and rough homogenisation in fractional noise field},
url = {http://arxiv.org/abs/2006.11544v1},
year = {2020}
}
Publications
Citation
RIS format (EndNote, RefMan)
TY - UNPB
AB - With recently developed tools, we prove a homogenisation theorem for a randomODE with short and long-range dependent fractional noise. The effectivedynamics are not necessarily diffusions, they are given by stochasticdifferential equations driven simultaneously by stochastic processes from boththe Gaussian and the non-Gaussian self-similarity universality classes. A keylemma for this is the `lifted' joint functional central and non-central limittheorem in the rough path topology.
AU - Gehringer,J
AU - Li,X-M
PB - arXiv
PY - 2020///
TI - Diffusive and rough homogenisation in fractional noise field
UR - http://arxiv.org/abs/2006.11544v1
UR - http://hdl.handle.net/10044/1/88953
ER -