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- W4385292021 abstract "This paper establishes the averaging method to a coupled system consisting of two stochastic differential equations which has a slow component driven by fractional Brownian motion (FBM) with less regularity $1/3< H leq 1/2$ and a fast dynamics under additive FBM with Hurst-index $1/3< hat H leq 1/2$. We prove that the solution of the slow component converges almost surely to the solution of the corresponding averaged equation using the approach of time discretization and controlled rough path. To do this, we employ the random dynamical system (RDS) to obtain a stationary solution by an exponentially attracting random fixed point of the RDS generated by the non-Markovian fast component." @default.
- W4385292021 created "2023-07-27" @default.
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- W4385292021 date "2023-07-24" @default.
- W4385292021 modified "2023-09-25" @default.
- W4385292021 title "Almost Sure Averaging for Fast-slow Stochastic Differential Equations via Controlled Rough Path" @default.
- W4385292021 doi "https://doi.org/10.48550/arxiv.2307.13191" @default.
- W4385292021 hasPublicationYear "2023" @default.
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