@article{DeOliveiraGomesHoegele2021, author = {De Oliveira Gomes, Andr{\´e} and H{\"o}gele, Michael Anton}, title = {The Kramers problem for SDEs driven by small, accelerated L{\´e}vy noise with exponentially light jumps}, series = {Stochastics and dynamics}, volume = {21}, journal = {Stochastics and dynamics}, number = {04}, publisher = {World Scientific}, address = {Singapore}, issn = {0219-4937}, doi = {10.1142/S0219493721500192}, pages = {44}, year = {2021}, abstract = {We establish Freidlin-Wentzell results for a nonlinear ordinary differential equation starting close to the stable state 0, say, subject to a perturbation by a stochastic integral which is driven by an epsilon-small and (1/epsilon)-accelerated Levy process with exponentially light jumps. For this purpose, we derive a large deviations principle for the stochastically perturbed system using the weak convergence approach developed by Budhiraja, Dupuis, Maroulas and collaborators in recent years. In the sequel, we solve the associated asymptotic first escape problem from the bounded neighborhood of 0 in the limit as epsilon -> 0 which is also known as the Kramers problem in the literature.}, language = {en} }