Large deviations for stochastic nonlinear systems of slow–fast diffusions with non-Gaussian Lévy noises
Publikation: Beitrag in Fachzeitschrift › Forschungsartikel › Beigetragen › Begutachtung
Beitragende
Abstract
We establish the large deviation principle for the slow variables in slow–fast dynamical system driven by both Brownian noises and Lévy noises. The fast variables evolve at much faster time scale than the slow variables, but they are fully inter-dependent. We study the asymptotics of the logarithmic functionals of the slow variables in the three regimes based on viscosity solutions to the Cauchy problem for a sequence of partial integro-differential equations. We also verify the comparison principle for the related Cauchy problem to show the existence and uniqueness of the limit for viscosity solutions.
Details
Originalsprache | Englisch |
---|---|
Aufsatznummer | 104304 |
Fachzeitschrift | International journal of non-linear mechanics |
Jahrgang | 148 |
Publikationsstatus | Veröffentlicht - Jan. 2023 |
Peer-Review-Status | Ja |
Externe IDs
WOS | 000891839800006 |
---|
Schlagworte
ASJC Scopus Sachgebiete
Schlagwörter
- Comparison principle, Large deviations, Lévy noises, Slow–fast dynamical system, Viscosity solutions, Large deviations Slow-fast dynamical system L?vy noises Viscosity solutions Comparison principle