Papers
Topics
Authors
Recent
Gemini 2.5 Flash
Gemini 2.5 Flash
144 tokens/sec
GPT-4o
7 tokens/sec
Gemini 2.5 Pro Pro
46 tokens/sec
o3 Pro
4 tokens/sec
GPT-4.1 Pro
38 tokens/sec
DeepSeek R1 via Azure Pro
28 tokens/sec
2000 character limit reached

Time inhomogeneous Poisson equations and non-autonomous multi-scale stochastic systems (2412.09188v1)

Published 12 Dec 2024 in math.PR

Abstract: We develop a new tool, the time inhomogeneous Poisson equation in the whole space and with a terminal condition at infinity, to study the asymptotic behavior of the non-autonomous multi-scale stochastic system with irregular coefficients, where both the fast and the slow equation depend on the highly oscillating time component. In particular, periodic, quasi-periodic and almost periodic coefficients are allowed. The strong convergence of double averaging principle as well as the functional central limit theorem with homogenized-averaged diffusion coefficient are established. Moreover, we also obtain rates of convergence, which do not depend on the regularities of the coefficients with respect to the time component and the fast variable.

Summary

We haven't generated a summary for this paper yet.