This paper focuses on a class of stochastic slow-fast differential equations driven by Brownian motion and fractional Brownian motion with Hurst parameter Formula: see text. First, we introduce a decomposition for the increment of fractional Brownian motion on Formula: see text and establish Formula: see text-estimations for the associated mixed Wiener-Young integral. Second, using the stochastic sewing lemma, we derive Formula: see text-estimations for the controlled system. Finally, we establish a large deviation principle for the slow component via the weak convergence method, viable pair method and averaging principle.
Li et al. (Mon,) studied this question.