We consider deterministic fast–slow dynamical systems on Rm× Y of the form {xk+1(n)=xk(n)+n-1a(xk(n))+n-1/αb(xk(n))v(yk),yk+1=f(yk),where α∈ (1 , 2). Under certain assumptions we prove convergence of the m-dimensional process Xn(t)=x⌊nt⌋(n) to the solution of the stochastic differential equation dX=a(X)dt+b(X)⋄dLα,where Lα is an α-stable Lévy process and ⋄ indicates that the stochastic integral is in the Marcus sense. In addition, we show that our assumptions are satisfied for intermittent maps f of Pomeau–Manneville type.
Superdiffusive limits for deterministic fast–slow dynamical systems / Chevyrev, Ilya; Friz, Peter K.; Korepanov, Alexey; Melbourne, Ian. - In: PROBABILITY THEORY AND RELATED FIELDS. - ISSN 0178-8051. - 178:3-4(2020), pp. 735-770. [10.1007/s00440-020-00988-5]
Superdiffusive limits for deterministic fast–slow dynamical systems
Chevyrev, Ilya;
2020-01-01
Abstract
We consider deterministic fast–slow dynamical systems on Rm× Y of the form {xk+1(n)=xk(n)+n-1a(xk(n))+n-1/αb(xk(n))v(yk),yk+1=f(yk),where α∈ (1 , 2). Under certain assumptions we prove convergence of the m-dimensional process Xn(t)=x⌊nt⌋(n) to the solution of the stochastic differential equation dX=a(X)dt+b(X)⋄dLα,where Lα is an α-stable Lévy process and ⋄ indicates that the stochastic integral is in the Marcus sense. In addition, we show that our assumptions are satisfied for intermittent maps f of Pomeau–Manneville type.| File | Dimensione | Formato | |
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