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Averaging principle for rough slow-fast systems of level 3.arXiv preprint arXiv:2504.03110

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math.PR 1

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2026 1

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Fluctuation from averaging limit under fractional Brownian motion

math.PR · 2026-04-28 · unverdicted · novelty 6.0

The authors establish weak convergence of fluctuations from the averaging limit in fractional Brownian motion driven slow-fast systems to a limit that includes an extra Gaussian process, using Young-Wiener integrals and Poisson PDE methods in two cases.

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  • Fluctuation from averaging limit under fractional Brownian motion math.PR · 2026-04-28 · unverdicted · none · ref 2

    The authors establish weak convergence of fluctuations from the averaging limit in fractional Brownian motion driven slow-fast systems to a limit that includes an extra Gaussian process, using Young-Wiener integrals and Poisson PDE methods in two cases.