Abstract
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.
Original language | English |
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Article number | 107897 |
Journal | Applied Mathematics Letters |
Volume | 128 |
DOIs | |
State | Published - Jun 2022 |
Keywords
- Central limit theorem
- Normal deviation
- Slow–fast systems
- Weak convergence