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math.PR2025
Coarse graining of stochastic differential equations: averaging and projection method
Manh Hong Duong, Carsten Hartmann, Michela Ottobre
We study coarse-graining methods for stochastic differential equations. In particular we consider averaging and a type of projection operator method, sometimes referred to as effec…
math.PR2025
Affine constraints in non-reversible diffusions with degenerate noise
Carsten Hartmann, Lara Neureither, Upanshu Sharma
This paper deals with the realisation of affine constraints on nonreversible stochastic differential equations (SDE) by strong confining forces. We prove that the confined dynamics…