| Full text | |
| Author(s): |
Total Authors: 2
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| Affiliation: | [1] Univ Estadual Campinas, Dept Matemat, BR-13081970 Campinas, SP - Brazil
[2] Univ Potsdam, Inst Math, Potsdam - Germany
[3] Univ Los Andes, Dept Matemat, Bogota - Colombia
Total Affiliations: 3
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| Document type: | Journal article |
| Source: | Stochastics and Dynamics; v. 21, n. 04 JUN 2021. |
| Web of Science Citations: | 0 |
| Abstract | |
We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state 0, say, subject to a perturbation by a stochastic integral which is driven by an epsilon-small and (1/epsilon)-accelerated Levy process with exponentially light jumps. For this purpose, we derive a large deviations principle for the stochastically perturbed system using the weak convergence approach developed by Budhiraja, Dupuis, Maroulas and collaborators in recent years. In the sequel, we solve the associated asymptotic first escape problem from the bounded neighborhood of 0 in the limit as epsilon -> 0 which is also known as the Kramers problem in the literature. (AU) | |
| FAPESP's process: | 18/06531-1 - Dynamical Systems Perturbed by Lévy Processes |
| Grantee: | André de Oliveira Gomes |
| Support Opportunities: | Scholarships in Brazil - Post-Doctoral |