The central limit theorem for slow-fast systems with L\'evy noise
Probability
2024-03-13 v2
Abstract
We consider a slow-fast stochastic differential system with L\'evy noise. We will employ the perturbed test function method to study the normal deviation of the slow-fast system. Our main result states that the deviation can be approximated by a Gaussian process and the central limit theorem is obtained for the system.
Cite
@article{arxiv.2008.08359,
title = {The central limit theorem for slow-fast systems with L\'evy noise},
author = {Xiaoyu Yang and Yong Xu and Ruifang Wang and Zhe Jiao},
journal= {arXiv preprint arXiv:2008.08359},
year = {2024}
}
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