Superdiffusive limits for deterministic fast-slow systems
Ian Melbourne (Univ. of Warwick, Reino Unido)

Homogenisation of fast-slow systems leads to stochastic differential equations in the limit as the time-separation grows. I’ll focus superdiffusive case where the SDE is driven by an alpha-stable Levy process. Earlier results with Gottwald and with Chevyrev, Friz & Korepanov suggested a reasonably simple theory, but the full solution turns out to be a bit stranger.

This is joint work with Chevyrev & Korepanov.