Report
Homogenization with fractional random fields
| العنوان: | Homogenization with fractional random fields |
|---|---|
| المؤلفون: | Gehringer, Johann, Li, Xue-Mei |
| سنة النشر: | 2019 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability |
| الوصف: | We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is `equivalent' to a stochastic equation driven by mixed It\^o integrals and Young integrals with respect to Wiener processes and Hermite processes. Lacking other tools we use the rough path theory for proving the convergence, our main technical endeavour is on obtaining an enhanced scaling limit theorem for path integrals (Functional CLT and non-CLT's) in a strong topology, the rough path topology, which is given by a H\"older distance for stochastic processes and their lifts. In dimension one we also include the negatively correlated case, for the second order / kinetic fractional BM model we also bound the error. Comment: 70 pages |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/1911.12600 |
| رقم الانضمام: | edsarx.1911.12600 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |