Mild stochastic sewing lemma, SPDE in random environment, and fractional averaging

Author:

Li Xue-Mei1,Sieber Julian1ORCID

Affiliation:

1. Department of Mathematics, Imperial College London, UK

Abstract

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 [Formula: see text]-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.

Funder

Engineering and Physical Sciences Research Council

Publisher

World Scientific Pub Co Pte Ltd

Subject

Modeling and Simulation

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Optimal Rate of Convergence for Approximations of SPDEs with Nonregular Drift;SIAM Journal on Numerical Analysis;2023-04-28

2. Generating Diffusions with Fractional Brownian Motion;Communications in Mathematical Physics;2022-08-01

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