2 papers
math.ST2020
Discrete-time inference for slow-fast systems driven by fractional Brownian motion
Solesne Bourguin, Siragan Gailus, Konstantinos Spiliopoulos
We study statistical inference for small-noise-perturbed multiscale dynamical systems where the slow motion is driven by fractional Brownian motion. We develop statistical estimato…
math.PR2019
Typical dynamics and fluctuation analysis of slow-fast systems driven by fractional Brownian motion
Solesne Bourguin, Siragan Gailus, Konstantinos Spiliopoulos
This article studies typical dynamics and fluctuations for a slow-fast dynamical system perturbed by a small fractional Brownian noise. Based on an ergodic theorem with explicit ra…