2020/10/24 by Jakub Slavík, Slavík, Jakub · 1 citation
Computer Science · Economics, Econometrics and Finance · Mathematics · #35Q86 #60F10 #60H15 #Advanced Mathematical Modeling in Engineering #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
paper · pdf · doi:10.48550/arxiv.2010.12843
openalex publication_date 2020/10/24 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
We establish the large deviations principle (LDP) and the moderate deviations\nprinciple (MDP) and an almost sure version of the central limit theorem (CLT)\nfor the stochastic 3D viscous primitive equations driven by a multiplicative\nwhite noise allowing dependence on spatial gradient of solutions with initial\ndata in H2. The LDP is established using the weak convergence approach of\nBudjihara and Dupuis and uniform version of the stochastic Gronwall lemma. The\nresult corrects a minor technical issue in Z. Dong, J. Zhai, and R. Zhang:\nLarge deviations principles for 3D stochastic primitive equations, J.\nDifferential Equations, 263(5):3110-3146, 2017, and establishes the result for\na more general noise. The MDP is established using a similar argument.\n