Report
Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
| العنوان: | Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging |
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| المؤلفون: | Li, Xue-Mei, Sieber, Julian |
| المصدر: | Stochastics and Dynamics vol 22 No 07 (2022) |
| سنة النشر: | 2021 |
| المجموعة: | Mathematics |
| مصطلحات موضوعية: | Mathematics - Probability, 60G22, 60H10, 37A25 |
| الوصف: | Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental processes, with which we study SPDEs driven by fractional Brownian motions in a random environment. We obtain uniform $L^p$-bounds. Our second result is a fractional averaging principle admitting non-stationary fast environments. As an application, we prove a fractional averaging principle for SPDEs. Comment: To appear in Stochastics and Dynamics; 38 pages |
| نوع الوثيقة: | Working Paper |
| DOI: | 10.1142/S0219493722400251 |
| URL الوصول: | http://arxiv.org/abs/2108.05573 |
| رقم الانضمام: | edsarx.2108.05573 |
| قاعدة البيانات: | arXiv |
| DOI: | 10.1142/S0219493722400251 |
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