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The central limit theorem for slow-fast systems with Lévy noise
Published 19 Aug 2020 in math.PR | (2008.08359v2)
Abstract: We consider a slow-fast stochastic differential system with L\'evy 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.
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