Large deviations for stochastic nonlinear systems of slow–fast diffusions with non-Gaussian Lévy noises

Publikation: Beitrag in FachzeitschriftForschungsartikelBeigetragenBegutachtung

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

OriginalspracheEnglisch
Aufsatznummer104304
FachzeitschriftInternational journal of non-linear mechanics
Jahrgang148
PublikationsstatusVeröffentlicht - Jan. 2023
Peer-Review-StatusJa

Externe IDs

WOS 000891839800006

Schlagworte

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

Bibliotheksschlagworte