- Hongjian Qian
- Auburn University
- Date: April 9, Wednesday, 2025
- Time: 12:00pm -- 12:50pm
- Host: Le Chen
- Room: Parker 328
- Abstract: In this talk, we will show moderate deviation principles for a fully coupled two-time-scale stochastic systems. The slow process is governed by stochastic differential equations with small noise, while the fast process is a rapidly changing purely jump process on finite state space. The system is fully coupled in that the drift and diffusion coefficients of the slow process, as well as the jump distribution of the fast process, depend on states of both processes. The diffusion component may be degenerate. Our approach is based on the combination of the weak convergence method from [A. Budhiraja, P. Dupuis, and A. Ganguly, Electron. J. Probab. 23 (2018), pp. 1-33; Ann. Probab. 44 (2016), pp. 1723-1775] with the Poisson equation for the fast-varying purely jump process.
- Download the podcast here
- Or listen to it:
- The podcast was generated by Le using NotebookLM powered by Google Gemini.