<p>This work is concerned with the large deviation principle (LDP) for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter <InlineEquation ID="IEq1"> <EquationSource Format="TEX">\(H\in (\frac{1}{2},1)\)</EquationSource> <EquationSource Format="MATHML"><math> <mrow> <mi>H</mi> <mo>∈</mo> <mo stretchy="false">(</mo> <mfrac> <mn>1</mn> <mn>2</mn> </mfrac> <mo>,</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </math></EquationSource> </InlineEquation>. We adopt the weak convergence method which is based on the variational representation formula for infinite-dimensional mixed fractional Brownian motion. To obtain the weak convergence of the controlled systems, we apply Khasminskii’s averaging principle and the time discretization technique. In addition, we drop the boundedness assumption of the drift coefficients of the slow components and the diffusion coefficients of the fast components. Finally, the moderate deviation principle (MDP) for the slow-fast systems is established based on the proof of the proposed LDP.</p>

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Large Deviation Principle for Slow-Fast Systems with Infinite-Dimensional Mixed Fractional Brownian Motion

  • Wenting Xu,
  • Yong Xu,
  • Xiaoyu Yang,
  • Bin Pei

摘要

This work is concerned with the large deviation principle (LDP) for a family of slow-fast systems perturbed by infinite-dimensional mixed fractional Brownian motion with Hurst parameter \(H\in (\frac{1}{2},1)\) H ( 1 2 , 1 ) . We adopt the weak convergence method which is based on the variational representation formula for infinite-dimensional mixed fractional Brownian motion. To obtain the weak convergence of the controlled systems, we apply Khasminskii’s averaging principle and the time discretization technique. In addition, we drop the boundedness assumption of the drift coefficients of the slow components and the diffusion coefficients of the fast components. Finally, the moderate deviation principle (MDP) for the slow-fast systems is established based on the proof of the proposed LDP.