The Kramers problem for SDEs driven by small, accelerated Lévy noise with exponentially light jumps

Abstract

We establish Freidlin–Wentzell results for a nonlinear ordinary differential equation starting close to the stable state [Formula: see text], say, subject to a perturbation by a stochastic integral which is driven by an [Formula: see text]-small and [Formula: see text]-accelerated Lévy 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 [Formula: see text] in the limit as [Formula: see text] which is also known as the Kramers problem in the literature.