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Superdiffusive limits for deterministic fast–slow dynamical systems

Chevyrev, Ilya
•
Friz, Peter K.
•
Korepanov, Alexey
•
Melbourne, Ian
2020
  • journal article

Periodico
PROBABILITY THEORY AND RELATED FIELDS
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.
DOI
10.1007/s00440-020-00988-5
WOS
WOS:000549278100001
Archivio
https://hdl.handle.net/20.500.11767/148810
info:eu-repo/semantics/altIdentifier/scopus/2-s2.0-85088154158
https://arxiv.org/abs/1907.04825
https://ricerca.unityfvg.it/handle/20.500.11767/148810
Diritti
open access
license:creative commons
license uri:http://creativecommons.org/licenses/by/4.0/
Soggetti
  • Primary 37A50

  • Secondary 60L20

  • Settore MAT/06 - Prob...

  • Settore MATH-03/B - P...

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