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2504.03110

Averaging principle for rough slow-fast systems of level 3

Yuzuru Inahama

correcthigh confidence
Category
Not specified
Journal tier
Specialist/Solid
Processed
Sep 28, 2025, 12:56 AM

Audit review

The paper proves the strong averaging principle for level-3 rough slow–fast systems under (A),(H1)–(H6), using a level-3 controlled-path stability estimate that requires the 3β-Hölder norm of the additive remainder M. It establishes non-explosion, a Khasminskii decomposition, and a key bound E[||M||_{3β}^2] ≤ C(δ^{2β} + δ^{2(1−3β)} + δ^{−6β}ε), from which convergence follows by choosing δ ≍ ε^{1/(6β)} log(1/ε). The candidate solution omits the need for 3β-regularity, works only with a β-Hölder control of H^ε(t) = ∫ R^ε ds, and derives an incorrect two-term balance δ^{β} + ε/δ. This misses the level-3 requirement and the δ^{2(1−3β)} contribution, so its stability step and optimization are not justified for level-3 RDEs.

Referee report (LaTeX)

\textbf{Recommendation:} minor revisions

\textbf{Journal Tier:} specialist/solid

\textbf{Justification:}

This paper provides the first strong averaging principle for level-3 rough slow–fast systems, rigorously extending prior level-2 results. The mixed-driver construction and level-3 controlled-path framework are well executed; the probabilistic Khasminskii analysis is adapted to the 3β-Hölder regularity required by level-3 stability. Some steps are sketched with references, especially in Section 5; modest expansions (e.g., on Lemma 5.10) would enhance clarity. Overall, the results are novel, the methods are correct, and the presentation is clear enough for a solid specialist contribution.