Multiscale Systems, Homogenization, and Rough Paths: VAR75 2016: Probability and Analysis in Interacting Physical Systems

Ilya Chevyrev, Peter K. Friz, Alexey Korepanov, Ian Melbourne, Huilin Zhang

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract / Description of output

In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classical approaches, the assumptions on the fast flow are very mild. We survey the origins of this theory and then revisit and improve the analysis of Kelly-Melbourne [Ann. Probab. Volume 44, Number 1 (2016), 479–520], taking into account recent progress in p-variation and càdlàg rough path theory.
Original languageEnglish
Title of host publicationInternational Conference in Honor of the 75th Birthday of S.R.S. Varadhan
PublisherSpringer, Cham
Pages17-48
Number of pages27
ISBN (Electronic)978-3-030-15338-0
ISBN (Print)978-3-030-15337-3
DOIs
Publication statusE-pub ahead of print - 25 May 2019
EventInternational Conference in Honor of the 75th Birthday of S.R.S. Varadhan - Berlin, Germany
Duration: 15 Aug 201619 Aug 2016

Conference

ConferenceInternational Conference in Honor of the 75th Birthday of S.R.S. Varadhan
Abbreviated titleVAR75
Country/TerritoryGermany
CityBerlin
Period15/08/1619/08/16

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