Large deviation principle for dynamical systems coupled with diffusion–transmutation processes

Abstract

In this paper, we introduce a mathematical apparatus that is relevant for understanding a dynamical system with small random perturbations and coupled with the so-called transmutation process — where the latter jumps from one mode to another, and thus modifying the dynamics of the system. In particular, we study the exit problem, i.e., an asymptotic estimate for the exit probabilities with which the corresponding processes exit from a given bounded open domain, and then formally prove a large deviation principle for the exit position joint with the type occupation times as the random perturbation vanishes. Moreover, under certain conditions, we also determine the exit place and the type of distribution at the exit time and, as a consequence of this, such information also give the limit of the Dirichlet problem for the corresponding partial differential equation systems with a vanishing small parameter.