Statistical Inference for the Rough Homogenization Limit of Multiscale Fractional Ornstein-Uhlenbeck Processes

Pablo Ramses Alonso-Martin, Horatio Boedihardjo, Anastasia Papavasiliou

We study the problem of parameter estimation for the homogenization limit of multiscale systems involving fractional dynamics. In the case of stochastic multiscale systems driven b…