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Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging (2108.05573v3)
Published 12 Aug 2021 in math.PR
Abstract: Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental processes, with which we study SPDEs driven by fractional Brownian motions in a random environment. We obtain uniform $Lp$-bounds. Our second result is a fractional averaging principle admitting non-stationary fast environments. As an application, we prove a fractional averaging principle for SPDEs.