Imperial College London

Professor Xue-Mei Li

Faculty of Natural SciencesDepartment 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

@unpublished{Li:2020,
author = {Li, X-M and Sieber, J},
publisher = {arXiv},
title = {Slow-fast systems with fractional environment and dynamics},
url = {http://arxiv.org/abs/2012.01910v1},
year = {2020}
}

RIS format (EndNote, RefMan)

TY  - UNPB
AB - We prove an averaging principle for interacting slow-fast systems driven byindependent fractional Brownian motions. The mode of convergence is in H\"oldernorm in probability. We also establish geometric ergodicity for a class offractional-driven stochastic differential equations, partially improving arecent result of Panloup and Richard.
AU - Li,X-M
AU - Sieber,J
PB - arXiv
PY - 2020///
TI - Slow-fast systems with fractional environment and dynamics
UR - http://arxiv.org/abs/2012.01910v1
UR - http://hdl.handle.net/10044/1/85423
ER -