The Large Deviation Principle for Stochastic Flow of Stochastic Slow-Fast Motions

In this paper, we consider a kind of fully coupled slow fast motion, in which the slow variable satisfies the non Lipschitz condition. We prove that the stochastic flow of the slow variable exists and moreover, satisfies the large deviation principle. The argument is mainly based on Khasminskii'...

Full description

Saved in:
Bibliographic Details
Published inarXiv.org
Main Authors Ye, Mingkun, Zhang, Zuozheng
Format Paper
LanguageEnglish
Published Ithaca Cornell University Library, arXiv.org 18.09.2024
Subjects
Deviation
Exponential functions
Lipschitz condition
Online AccessGet full text

Cover

More Information
Summary:In this paper, we consider a kind of fully coupled slow fast motion, in which the slow variable satisfies the non Lipschitz condition. We prove that the stochastic flow of the slow variable exists and moreover, satisfies the large deviation principle. The argument is mainly based on Khasminskii's averaging principle, the variational representation of the exponential functional of the Brownian motion, and the weak convergence framework proposed by Budhiraja and Dupuis.
ISSN:2331-8422