论文标题
Lévy噪声的慢速系统的中心极限定理
The central limit theorem for slow-fast systems with Lévy noise
论文作者
论文摘要
我们认为具有Lévy噪声的慢速随机差分系统。我们将采用扰动的测试功能方法来研究慢速系统的正常偏差。我们的主要结果指出,可以通过高斯过程近似偏差,并为系统获得中心极限定理。
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.