Slow-Fast Systems with Fractional Environment and Dynamics
arXiv:2012.01910 · doi:10.1214/22-AAP1779
Abstract
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.
arXiv comment37 pages. Accepted version
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