Large deviations for Lévy diffusions in the small noise regime

DOI10.1142/s0219493723500582arXiv2207.07081OpenAlexW4389085188MaRDI QIDQ6198717

André de Oliveira Gomes, Pedro José Catuogno

Publication date: 23 February 2024

Published in: Stochastics and Dynamics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.07081

zbMATH Keywords

large deviations principlestochastic averaging principleweak convergence approachmulti-scale stochastic differential equations with jumps

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stopping times; optimal stopping problems; gambling theory (60G40) Large deviations (60F10) Jump processes on general state spaces (60J76)

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