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Averaging Principle for Rough Slow-fast Systems of Level 3 by Inahama, Yuzuru is a scholarly article available to read on EtoBox.

What is Averaging Principle for Rough Slow-fast Systems of Level 3 about?

The averaging principle for slow-fast systems of various kind of stochastic (partial) differential equations has been extensively studied. An analogous result was shown for slow-fast systems of rough differential equations driven by random rough paths a few years ago and the study of ``rough slow-fast systems" seems to be gaining momentum now. In all known results, however, the driving rough paths are of level 2. In this paper we formulate rough slow-fast systems driven by random rough paths of level 3 and prove the strong averaging principle of Khas'minskii-type.

Author

Inahama, Yuzuru

Published

2025

Language

EN