Mild Stochastic Sewing Lemma, SPDE in Random Environment, and Fractional Averaging
File(s)
OA Location
Author(s)
Li, Xue-Mei
Sieber, Julian
Type
Working Paper
Abstract
Our first result is a stochastic sewing lemma with quantitative estimates for mild incremental processes, with which we study SPDEs driven by fractional Brownian motions in a random environment. We obtain uniform Lp-bounds. Our second result is a fractional averaging principle admitting non-stationary fast environments. As an application, we prove a fractional averaging principle for SPDEs.
Date Issued
2021-11-02
Citation
2021
Sponsor
Engineering and Physical Sciences Research Council
Engineering & Physical Science Research Council (EPSRC)
EPSRC
Identifier
https://arxiv.org/abs/2108.05573
Grant Number
EP/V026100/1
EP/V026100/1
EP/S023925/1
Publication Status
Published