arXiv · 2004.13398
Iterated invariance principle for slowly mixing dynamical systems
Abstract
We give sufficient Gordin-type criteria for the iterated (enhanced) weak invariance principle to hold for deterministic dynamical systems. Such an invariance principle is intrinsically related to the interpretation of stochastic integrals. We illustrate this with examples of deterministic fast-slow systems where our iterated invariance principle yields convergence to a stochastic differential equation.
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Matt Galton, Ian Melbourne. 2020-04-28. Iterated invariance principle for slowly mixing dynamical systems. https://arxiv.org/abs/2004.13398
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