Moderate deviations for stochastic models of two-dimensional second grade fluids driven by L'evy noise

2018/01/24 by Wuting Zheng, Zheng, Wuting, Jianliang Zhai +3
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1801.08429

openalex created_date 2017/07/14 · openalex publication_date 2018/01/24 · openalex updated_date 2026/07/28

Abstract

In this paper, we establish a moderate deviation principle for stochastic models of two-dimensional second grade fluids driven by Lévy noise. We will adopt the weak convergence approach. Because of the appearance of jumps, this result is significantly different from that in Gaussian case.

Citations

• Strong solutions for a stochastic model of 2-D second grade fluids driven by Lévy noise

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