Abstract
We consider deterministic homogenization (convergence to a stochastic differential equation) for multiscale systems of the form
xk+1 = xk+n−1an(xk,yk) + n−1/2bn(xk,yk), yk+1 = Tnyk,
where the fast dynamics is given by a family Tn of nonuniformly expanding maps. Part 1 builds on our recent work on martingale approximations for families of nonuniformly expanding maps. We prove an iterated weak invariance principle and establish optimal iterated moment bounds for such maps. (The iterated moment bounds are new even for a fixed nonuniformly expanding map T.) The homogenization results are a consequence of this together with parallel developments on rough path theory in Part 2 by Chevyrev, Friz, Korepanov, Melbourne and Zhang.
xk+1 = xk+n−1an(xk,yk) + n−1/2bn(xk,yk), yk+1 = Tnyk,
where the fast dynamics is given by a family Tn of nonuniformly expanding maps. Part 1 builds on our recent work on martingale approximations for families of nonuniformly expanding maps. We prove an iterated weak invariance principle and establish optimal iterated moment bounds for such maps. (The iterated moment bounds are new even for a fixed nonuniformly expanding map T.) The homogenization results are a consequence of this together with parallel developments on rough path theory in Part 2 by Chevyrev, Friz, Korepanov, Melbourne and Zhang.
| Original language | English |
|---|---|
| Pages (from-to) | 1305-1327 |
| Number of pages | 23 |
| Journal | Annales de l'Institut Henri Poincaré (B) Probabilités et Statistiques |
| Volume | 58 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Aug 2022 |