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Iterated invariance principle for slowly mixing dynamical systems (2004.13398v2)
Published 28 Apr 2020 in math.DS
Abstract: We give sufficient Gordin-type criteria for the iterated (enhanced) weak invariance principle to hold for deterministic dynamical systems. Such an invariance principle is intrinsically related to the interpretation of stochastic integrals. We illustrate this with examples of deterministic fast-slow systems where our iterated invariance principle yields convergence to a stochastic differential equation.
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