Large deviations for stochastic nonlinear systems of slow–fast diffusions with non-Gaussian Lévy noises
Research output: Contribution to journal › Research article › Contributed › peer-review
Contributors
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
Original language | English |
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Article number | 104304 |
Journal | International journal of non-linear mechanics |
Volume | 148 |
Publication status | Published - Jan 2023 |
Peer-reviewed | Yes |
External IDs
WOS | 000891839800006 |
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Keywords
ASJC Scopus subject areas
Keywords
- 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