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Averaging principle for slow-fast systems of rough differential equations via controlled paths

Inahama, Yuzuru
arXiv (All) · Papers
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dynamical-systemsprobability
In this paper we prove the strong averaging principle for a slow-fast system of rough differential equations. The slow and the fast component of the system are driven by a rather general random rough path and Brownian rough path, respectively. These two driving noises are assumed to be independent.
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