Strong Averaging Along Foliated Levy Diffusions with Heavy Tails on Compact Leaves

摘要

This article shows a strong averaging principle for diffusions driven by discontinuous heavy-tailed L,vy noise, which are invariant on the compact horizontal leaves of a foliated manifold subject to small transversal random perturbations. We extend a result for such diffusions with exponential moments and bounded, deterministic perturbations to diffusions with polynomial moments of order , perturbed by deterministic and stochastic integrals with unbounded coefficients and polynomial moments. The main argument relies on a result of the dynamical system for each individual jump increments of the corresponding canonical Marcus equation. The example of L,vy rotations on the unit circle subject to perturbations by a planar L,vy-Ornstein-Uhlenbeck process is carried out in detail.