Abstract:This work considers a type of slow-fast system, where the slow component is driven by fractional Brownian motion (FBM) with \(H > 1/2\) and the fast component is a Markovian stationary process. Our solution mapping is defined based on the Young-Wiener sense, which is constructed via the stochastic sewing lemma. Then, we aim to show the fluctuation from the averaging limit by applying the Poisson PDE method. Unlike the case of standard Brownian motion, the Poisson PDE method must be developed to a non-Markovian fractional setting. The first part addresses the central limit theorem problem for a slow-fast system under small FBM, which is fully coupled with the fast varying one. Firstly, a Wiener-Young-Ito formula is constructed for the Wiener-Young-Ito integral. The behavior of the deviation component is related to solutions of Poisson PDEs associated with the Laplace operator of the fast process. The fast one is assumed to satisfy "stricter" Holder conditions related to the time scale parameter. The tightness is then derived through the Holder semi-norm of the fast one, the properties of the Poisson PDE solution, and a Gronwall-type result for a linear Young differential equation. The weak limit shown includes an extra Gaussian process. The second part is dedicated to the problem under a general FBM. In contrast to the former one, here the FBM integral term will be more difficult to bound due to the coupling between the regularity of the Poisson PDE solution and dependence on the unbounded Holder seminorm of the fast one.
From: Xiaoyu Yang [view email]
[v1]
Tue, 28 Apr 2026 07:51:02 UTC (46 KB)
[v2]
Thu, 2 Jul 2026 03:40:31 UTC (37 KB)
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