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Superdiffusive limits for deterministic fast–slow dynamical systems

We consider deterministic fast–slow dynamical systems on [Formula: see text] of the form [Formula: see text] where [Formula: see text] . Under certain assumptions we prove convergence of the m-dimensional process [Formula: see text] to the solution of the stochastic differential equation [Formula: s...

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Publicat a:Probab Theory Relat Fields
Autors principals: Chevyrev, Ilya, Friz, Peter K., Korepanov, Alexey, Melbourne, Ian
Format: Artigo
Idioma:Inglês
Publicat: Springer Berlin Heidelberg 2020
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Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC7593331/
https://ncbi.nlm.nih.gov/pubmed/33184525
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s00440-020-00988-5
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