Abstract
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
epsilon > 0 and with accelerated jumps by intensity
1/epsilon. We establish Freidlin-Wentzell estimates for the slow process
of the multiscale system in the small noise limit epsilon tend to 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.