Multiscale Systems, Homogenization, and Rough Paths:VAR75 2016: Probability and Analysis in Interacting Physical Systems

Abstract

In recent years, substantial progress was made towards understanding convergence of fast-slow deterministic systems to stochastic differential equations. In contrast to more classical approaches, the assumptions on the fast flow are very mild. We survey the origins of this theory and then revisit and improve the analysis of Kelly-Melbourne [Ann. Probab. Volume 44, Number 1 (2016), 479-520], taking into account recent progress in $p$-variation and c\`adl\`ag rough path theory.Comment: 27 pages. Minor corrections. To appear in Proceedings of the Conference in Honor of the 75th Birthday of S.R.S. Varadha