Stochastic Fractional Conservation Laws: Large deviation principle, Central limit theorem and Moderate deviation principle

2023/06/07 by Soumya Ranjan Behera, Behera, Soumya Ranjan, Ananta K. Majee +1
Economics, Econometrics and Finance · Physics and Astronomy · Mathematics · #Stochastic processes and financial applications #Advanced Thermodynamics and Statistical Mechanics #Stochastic processes and statistical mechanics

paper · pdf · doi:10.48550/arxiv.2306.04294

Abstract

In this article, we establish the Freidlin-Wentzell type large deviation principle and central limit theorem for stochastic fractional conservation laws with small multiplicative noise in kinetic formulation framework. The weak convergence method and doubling variables method play a crucial role. As a consequence, we also establish moderate deviation principle for the underlying problem.

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