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Superdiffusive limits for deterministic fast–slow dynamical systems
Probability Theory and Related Fields ( IF 2 ) Pub Date : 2020-07-16 , DOI: 10.1007/s00440-020-00988-5
Ilya Chevyrev , Peter K. Friz , Alexey Korepanov , Ian Melbourne

We consider deterministic fast–slow dynamical systems on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb {R}^m\times Y$$\end{document}Rm×Y of the form \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} {\left\{ \begin{array}{ll} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a\big (x_k^{(n)}\big ) + n^{-1/\alpha } b\big (x_k^{(n)}\big ) v(y_k), \\ y_{k+1} = f(y_k), \end{array}\right. } \end{aligned}$$\end{document}xk+1(n)=xk(n)+n-1a(xk(n))+n-1/αb(xk(n))v(yk),yk+1=f(yk),where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha \in (1,2)$$\end{document}α∈(1,2). Under certain assumptions we prove convergence of the m-dimensional process \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$X_n(t)= x_{\lfloor nt \rfloor }^{(n)}$$\end{document}Xn(t)=x⌊nt⌋(n) to the solution of the stochastic differential equation \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\begin{aligned} \mathrm {d} X = a(X)\mathrm {d} t + b(X) \diamond \mathrm {d} L_\alpha , \end{aligned}$$\end{document}dX=a(X)dt+b(X)⋄dLα,where \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L_\alpha $$\end{document}Lα is an \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\alpha $$\end{document}α-stable Lévy process and \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\diamond $$\end{document}⋄ 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.

中文翻译:

确定性快-慢动力系统的超扩散极限

我们考虑 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{ 上的确定性快-慢动力系统upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$\mathbb {R}^m\times Y$$\end{document}Rm×Y 形式 \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document} $$\begin{aligned} {\left\{ \begin{array}{ll} x_{k+1}^{(n)} = x_k^{(n)} + n^{-1} a\big (x_k^{(n)}\big ) + n^{-1/\alpha } b\big (x_k^{(n)}\big ) v(y_k), \\ y_{k+1} = f (y_k), \end{array}\right。} \end{aligned}$$\end{document}xk+1(n)=xk(n)+n-1a(xk(n))+n-1/αb(xk(n))v(yk) ,yk+1=f(yk), 马库斯感觉。此外,我们表明我们的假设对于 Pomeau-Manneville 类型的间歇映射 f 是满足的。
更新日期:2020-07-16
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