The central limit theorem for slow-fast systems with L\'evy noise

Xiaoyu Yang; Yong Xu; Ruifang Wang; Zhe Jiao

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arXiv · 2008.08359

The central limit theorem for slow-fast systems with L\'evy noise

Xiaoyu Yang·Yong Xu·Ruifang Wang·Zhe Jiao

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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.

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Xiaoyu Yang, Yong Xu, Ruifang Wang, Zhe Jiao. 2020-08-19. The central limit theorem for slow-fast systems with L\'evy noise. https://arxiv.org/abs/2008.08359

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