Large deviations for stochastic nonlinear systems of slow-fast diffusions with non-Gaussian L\'evy noises

DOI10.1016/J.IJNONLINMEC.2022.104304arXiv1908.03481MaRDI QIDQ6323442

Shenglan Yuan, Rene L. Schilling, Jin-qiao Duan

Publication date: 9 August 2019

Mathematics Subject Classification ID

Large deviations (60F10) Generation, random and stochastic difference and differential equations (37H10) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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