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UID:927719537416440d732fadadd0d4e63a
DTSTAMP:20260516T150438Z
SUMMARY:Ioannis Gasteratos: Large Deviations for Slow-Fast Systems Driven b
 y Fractional Brownian Motion
DESCRIPTION:We consider a multiscale system of stochastic differential equa
 tions in which the slow component is perturbed by a small fractional Brown
 ian motion with Hurst index H>1/2 and the fast component is driven by an i
 ndependent Brownian motion. Working in the framework of Young integration\
 , we use tools from fractional calculus and weak convergence arguments to 
 establish a Large Deviation Principle (LDP) in the homogenized limit\, as 
 the noise intensity and time-scale separation parameters vanish at an appr
 opriate rate. Our approach is based in the study of the limiting behavior 
 of an associated controlled system. We show that\, in certain cases\,  th
 e non-local rate function admits an explicit non-variational form. The lat
 ter allows us to draw comparisons to the case H=1/2 which corresponds to t
 he classical Freidlin-Wentzell theory. Moreover\, we study the asymptotics
  of the rate function as H->1/2+ and show that it is discontinuous at H=1/
 2.
URL:https://www.imperial.ac.uk/events/154193/ioannis-gasteratos-tbd/
DTSTART;TZID=Europe/London:20221213T143000
DTEND;TZID=Europe/London:20221213T153000
LOCATION:G03\, Weeks Hall\, South Kensington Campus\, Imperial College Lond
 on\, London\, SW7 2AZ\, United Kingdom
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