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{Li:2022:10.1214/22-AAP1779,
author = {Li, X-M and Sieber, J},
doi = {10.1214/22-AAP1779},
journal = {Annals of Applied Probability},
pages = {3964--4003},
title = {Slow-fast systems with fractional environment and dynamics},
url = {http://dx.doi.org/10.1214/22-AAP1779},
volume = {32},
year = {2022}
}
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RIS format (EndNote, RefMan)

TY  - JOUR
AB  - We prove a fractional averaging principle for interacting slow-fast systems. The mode of convergence is in Hölder norm in probability. The main technical result is a quenched ergodic theorem on the conditioned fractional dynamics. We also establish geometric ergodicity for a class of fractional-driven stochastic differential equations, improving a recent result of Panloup and Richard.MSC2010: 60G22, 60H10, 37A25.Keywords: Fractional Brownian motion, averaging, slow-fast system, quenched ergodic theorem, rate of convergence to equilibrium.
AU  - Li,X-M
AU  - Sieber,J
DO  - 10.1214/22-AAP1779
EP  - 4003
PY  - 2022///
SN  - 1050-5164
SP  - 3964
TI  - Slow-fast systems with fractional environment and dynamics
T2  - Annals of Applied Probability
UR  - http://dx.doi.org/10.1214/22-AAP1779
UR  - https://projecteuclid.org/journals/annals-of-applied-probability/volume-32/issue-5/Slow-fast-systems-with-fractional-environment-and-dynamics/10.1214/22-AAP1779.full
UR  - http://hdl.handle.net/10044/1/93707
VL  - 32
ER  -
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