Author
Chevyrev, I
Friz, P
Korepanov, A
Melbourne, I
Journal title
PROBABILITY THEORY AND RELATED FIELDS
DOI
10.1007/s00440-020-00988-5
Last updated
2020-09-17T06:45:39.98+01:00
Abstract
© 2020, The Author(s). We consider deterministic fast–slow dynamical systems on Rm× Y of the form {xk+1(n)=xk(n)+n-1a(xk(n))+n-1/αb(xk(n))v(yk),yk+1=f(yk),where α∈ (1 , 2). Under certain assumptions we prove convergence of the m-dimensional process Xn(t)=x⌊nt⌋(n) to the solution of the stochastic differential equation dX=a(X)dt+b(X)⋄dLα,where Lα is an α-stable Lévy process and ⋄ indicates that the stochastic integral is in the Marcus sense. In addition, we show that our assumptions are satisfied for intermittent maps f of Pomeau–Manneville type.
Symplectic ID
1031829
Download URL
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000549278100001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=4fd6f7d59a501f9b8bac2be37914c43e
Publication type
Journal Article
Publication date
16 July 2020
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