Almost Sure Averaging for Evolution Equations driven by fractional Brownian motions

TL;DR

This paper demonstrates that in coupled evolution equations driven by fractional Brownian motions, the slow component can be approximated almost surely by an averaged stochastic evolution equation, extending averaging techniques to fractional noise.

Contribution

It introduces an averaging method for coupled evolution equations with fractional Brownian motion, providing pathwise solutions and almost sure convergence results.

Findings

Slow component converges almost surely to averaged equation

Pathwise mild solutions are established for mixed stochastic systems

Stationary solutions are generated via exponentially attracting random fixed points

Abstract

We apply the averaging method to a coupled system consisting of two evolution equations which has a slow component driven by fractional Brownian motion (FBM) with the Hurst parameter $H_1> \frac12$ and a fast component driven by additive FBM with the Hurst parameter $ H_2\in(1-H_1,1)$. The main purpose is to show that the slow component of such a couple system can be described by a stochastic evolution equation with averaged coefficients. Our first result provides a pathwise mild solution for the system of mixed stochastic evolution equations. Our main result deals with an averaging procedure which proves that the slow component converges almost surely to the solution of the corresponding averaged equation using the approach of time discretization. To do this we generate a stationary solution by a exponentially attracting random fixed point of the random dynamical system generated by the fast component.