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math.PR2025
Fluctuations from a random fractional averaging limit
Xue-Mei Li, Colin Piernot, Szymon Sobczak +1
We consider a system of multiscale stochastic differential equations whose slow component is drivenby a fractional Brownian motion with Hurst parameter H greater than 1/2. Under er…
math.PR2025
Strong completeness of SDEs and non-explosion for RDEs with coefficients having unbounded derivatives
Xue-Mei Li, Kexing Ying
We establish a non-explosion result for rough differential equations (RDEs) in which the noise and drift coefficients, together with their derivatives, may grow unboundedly at infi…