Showing math.PRShow all
3 papers · 1 filter
math.PR2025
Limit theorems for signatures
Yuri Kifer
We obtain strong moment invariance principles for normalized multiple iterated sums and integrals of the form $\mathbb{S}^{(ν)}(t)=N^{-ν/2}\sum_{0\leq k_1<...<k_ν\leq Nt}ξ(k_1)…
math.PR2024
Some strong limit theorems in averaging
Yuri Kifer
The paper deals with the fast-slow motions setups in the discrete time , and the continuous time $\frac {dX^ε(t)}{…
math.PR2024
Almost sure diffusion approximation in averaging via rough paths theory
Peter Friz, Yuri Kifer
The paper deals with the fast-slow motions setups in the continuous time $\frac {dX^\ve(t)}{dt}=\frac 1\ve\sig(X^\ve(t))ξ(t/\ve^2)+b(X^\ve(t)),\, t\in [0,T]$ and the discrete time…