Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise

2017/06/27 by Jianliang Zhai, Tusheng Zhang, Zhai, Jianliang +3
Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Mathematical Dynamics and Fractals #Probability (math.PR) #Stochastic processes and financial applications #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.1706.08862

openalex publication_date 2017/06/27 · openalex created_date 2022/10/06 · openalex updated_date 2026/07/28

Abstract

In this paper, we establish a large deviation principle for stochastic models of two-dimensional second grade fluids driven by Lévy noise. The weak convergence method introduced by Budhiraja, Dupuis and Maroulas in [5] plays a key role.

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