Large Deviations for L\'evy Diffusions in small regime

This article concerns the large deviations regime and the consequent solution of the Kramers problem for a two-time scale stochastic system driven by a common jump noise signal perturbed in small intensity $\varepsilon>0$ and with accelerated jumps by intensity $\frac{1}{\varepsilon}$. We establish Freidlin-Wentzell estimates for the slow process of the multiscale system in the small noise limit $\varepsilon \rightarrow 0$ using the weak convergence approach to large deviations theory. The core of our proof is the reduction of the large deviations principle to the establishment of a stochastic averaging principle for auxiliary controlled processes. As consequence we solve the first exit time/ exit locus problem from a bounded domain containing the stable state of the averaged dynamics for the family of the slow processes in the small noise limit.Comment: arXiv admin note: text overlap with arXiv:1909.1089