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

Probability 2024-09-20 v1

Abstract

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.

Keywords

Cite

@article{arxiv.2409.12265,
  title  = {The Large Deviation Principle for Stochastic Flow of Stochastic Slow-Fast Motions},
  author = {Mingkun Ye and Zuozheng Zhang},
  journal= {arXiv preprint arXiv:2409.12265},
  year   = {2024}
}

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30 pages