论文标题

迭代的不变性原理,用于缓慢混合动力学系统

Iterated invariance principle for slowly mixing dynamical systems

论文作者

Galton, Matt, Melbourne, Ian

论文摘要

我们为迭代(增强的)弱不变性原理提供了足够的Gordin型标准,以确定性动力学系统。这种不变性原理与随机积分的解释本质上有关。我们用确定性快速系统的示例来说明这一点,其中我们的迭代不变性原理会收敛到随机微分方程。

We give sufficient Gordin-type criteria for the iterated (enhanced) weak invariance principle to hold for deterministic dynamical systems. Such an invariance principle is intrinsically related to the interpretation of stochastic integrals. We illustrate this with examples of deterministic fast-slow systems where our iterated invariance principle yields convergence to a stochastic differential equation.

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