Averaging principle for semilinear slow–fast rough partial differential equations

Miaomiao Li, Yunzhang Li, Bin Pei, Yong Xu

科研成果: 期刊稿件文章同行评审

摘要

In this paper, we investigate the averaging principle for a class of semilinear slow–fast partial differential equations driven by finite-dimensional rough multiplicative noise. Specifically, the slow component is driven by a general random γ-Hölder rough path for some γ∈(1/3,1/2), while the fast component is driven by an Itô-type Brownian rough path. Using controlled rough path theory and the classical Khasminskii's time discretization scheme, we demonstrate that the slow component converges strongly to the solution of the corresponding averaged equation under the Hölder topology.

源语言英语
文章编号104683
期刊Stochastic Processes and their Applications
188
DOI
出版状态已出版 - 10月 2025

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