The central limit theorem for slow–fast systems with Lévy noise

Xiaoyu Yang, Yong Xu, Ruifang Wang, Zhe Jiao

Research output: Contribution to journalArticlepeer-review

4 Scopus citations

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 languageEnglish
Article number107897
JournalApplied Mathematics Letters
Volume128
DOIs
StatePublished - Jun 2022

Keywords

  • Central limit theorem
  • Normal deviation
  • Slow–fast systems
  • Weak convergence

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