Analysis reveals a large deviation principle in stochastic systems using fractional Brownian motion and weak convergence methods.
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.
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Li et al. (2025) studied this question.
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