We consider a system of differential equations in a fast long range dependent random environment and prove a homogenization theorem involving multiple scaling constants. The effective dynamics solves a rough differential equation, which is `equivalent' to a stochastic equation driven by mixed Itô integrals and Young integrals with respect to Wiener processes and Hermite processes. Lacking other tools we use the rough path theory for proving the convergence, our main technical endeavour is on obtaining an enhanced scaling limit theorem for path integrals (Functional CLT and non-CLT's) in a strong topology, the rough path topology, which is given by a Hölder distance for stochastic processes and their lifts. In dimension one we also include t...
This thesis concerns homogenization results, in particular scaling limits and heat kernel estimates,...
The thesis is devoted to an analysis of the heat equation with large random potentials in high dimen...
AbstractThis paper concerns the random fluctuation theory of a one dimensional elliptic equation wit...
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and lon...
We review recent developments of slow/fast stochastic differential equations, and also present a new...
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbe...
This thesis is concerned with studying homogenization properties of fast-slow sys- tems driven by f...
We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process ...
We consider a multiscale system of stochastic differential equations in which the slow component is ...
We study fast / slow systems driven by a fractional Brownian motion B with Hurst parameter H∈(13,1]....
This thesis consists of two quite distinct topics. In the first and bigger part we show that the Man...
Discrete approximations to solutions of stochastic differential equations are well-known to converge...
Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental proce...
In this paper we prove the strong averaging principle for a slow-fast system of rough differential e...
Abstract. Discrete approximations to solutions of stochastic differential equations are well-known t...
This thesis concerns homogenization results, in particular scaling limits and heat kernel estimates,...
The thesis is devoted to an analysis of the heat equation with large random potentials in high dimen...
AbstractThis paper concerns the random fluctuation theory of a one dimensional elliptic equation wit...
With recently developed tools, we prove a homogenisation theorem for a random ODE with short and lon...
We review recent developments of slow/fast stochastic differential equations, and also present a new...
We prove a functional limit theorem for vector-valued functionals of the fractional Ornstein-Uhlenbe...
This thesis is concerned with studying homogenization properties of fast-slow sys- tems driven by f...
We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process ...
We consider a multiscale system of stochastic differential equations in which the slow component is ...
We study fast / slow systems driven by a fractional Brownian motion B with Hurst parameter H∈(13,1]....
This thesis consists of two quite distinct topics. In the first and bigger part we show that the Man...
Discrete approximations to solutions of stochastic differential equations are well-known to converge...
Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental proce...
In this paper we prove the strong averaging principle for a slow-fast system of rough differential e...
Abstract. Discrete approximations to solutions of stochastic differential equations are well-known t...
This thesis concerns homogenization results, in particular scaling limits and heat kernel estimates,...
The thesis is devoted to an analysis of the heat equation with large random potentials in high dimen...
AbstractThis paper concerns the random fluctuation theory of a one dimensional elliptic equation wit...