The central limit theorem for slow-fast systems with Lévy noise
Fuente:
arXiv
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| Autori principali: | , , , |
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| Natura: | Preprint |
| Pubblicazione: |
2020
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| _version_ | 1866929272083447808 |
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| author | Yang, Xiaoyu Xu, Yong Wang, Ruifang Jiao, Zhe |
| author_facet | Yang, Xiaoyu Xu, Yong Wang, Ruifang Jiao, Zhe |
| contents | We consider a slow-fast stochastic differential system with Lévy 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. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2008_08359 |
| institution | arXiv |
| publishDate | 2020 |
| record_format | arxiv |
| spellingShingle | The central limit theorem for slow-fast systems with Lévy noise Yang, Xiaoyu Xu, Yong Wang, Ruifang Jiao, Zhe Probability 70K70, 60G51, 60G46 We consider a slow-fast stochastic differential system with Lévy 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. |
| title | The central limit theorem for slow-fast systems with Lévy noise |
| topic | Probability 70K70, 60G51, 60G46 |
| url | https://arxiv.org/abs/2008.08359 |