Slow-Fast Systems with Fractional Environment and Dynamics

We prove a fractional averaging principle for interacting slow-fast systems. The mode of convergence is in H\"older 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 fraction...

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Veröffentlicht in:arXiv.org 2022-01
Hauptverfasser: Xue-Mei, Li, Sieber, Julian
Format: Artikel
Sprache:eng
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Zusammenfassung:We prove a fractional averaging principle for interacting slow-fast systems. The mode of convergence is in H\"older 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.
ISSN:2331-8422
DOI:10.48550/arxiv.2012.01910