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VERSION:2.0
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SUMMARY:Large deviation principle for slow-fast rough differential equatio
 ns via controlled rough paths
DTSTART:20250430T160000
DTEND:20250430T170000
DTSTAMP:20260503T113051Z
UID:20876b6219a54264a9f2f7fa003f2eab40d0c5e9402dda276559ab5f
CATEGORIES:Conferences - Seminars
DESCRIPTION:Xiaoyu YANG (Kyushu University)\nAbstract: We prove a large de
 viation principle for the slow-fast rough differential equations under the
  controlled rough path framework. The driver rough paths are lifted from t
 he mixed fractional Brownian motion with Hurst parameter 1/3<H<1/2. Our ap
 proach is based on the continuity of the solution mapping and the variatio
 nal framework for mixed fractional Brownian motion. By utilizing the varia
 tional representation\, our problem is transformed into a qualitative prop
 erty of the controlled system. In particular\, the fast rough differential
  equation coincides with Itô SDE almost surely\, which possesses a unique
  invariant probability measure with frozen slow component. We then demonst
 rate the weak convergence of the controlled slow component by averaging wi
 th respect to the invariant measure of the fast equation and exploiting th
 e continuity of the solution mapping.\n\n--- A probability and Stochastic 
 Analysis Seminar--
LOCATION:CM 1 517 https://plan.epfl.ch/?room=%3DCM%201%20517&dim_floor=1&l
 ang=en&dim_lang=en&tree_groups=centres_nevralgiques_grp%2Cmobilite_acces_g
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STATUS:CONFIRMED
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