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math.DS2020★ 1 cited
Deterministic homogenization under optimal moment assumptions for fast-slow systems. Part 1
Alexey Korepanov, Zemer Kosloff, Ian Melbourne
We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form \[ x_{k+1} = x_k + n^{-1} a_n(x_k,y_k) + n^{-1/2} b_…
math.DS2017★ 22 cited
Multiscale systems, homogenization, and rough paths
Ilya Chevyrev, Peter K. Friz, Alexey Korepanov +2
In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classi…