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math.PR2025
Averaging principle for slow-fast fractional stochastic differential equations
Charles-Edouard Bréhier, Ibrahima Faye
We prove the averaging principle for a class of stochastic systems. The slow component is solution to a fractional differential equation, which is coupled with a fast component con…
math.PR2024
Weak error estimates of Galerkin approximations for the stochastic Burgers equation driven by additive trace-class noise
Charles-Edouard Bréhier, Sonja Cox, Annie Millet
We establish weak convergence rates for spectral Galerkin approximations of the stochastic viscous Burgers equation driven by additive trace-class noise. Our results complement the…