A central limit theorem and moderate deviations for 2-D Stochastic Navier-Stokes equations with jumps

2015/05/12 by Ran Wang, Wang, Ran, Jianliang Zhai +1
Economics, Econometrics and Finance · Mathematics · Engineering · #Stochastic processes and financial applications #Navier-Stokes equation solutions #Stability and Controllability of Differential Equations

paper · pdf · doi:10.48550/arxiv.1505.03021

Abstract

We study the small noise asymptotics for two-dimensional Navier-Stokes equa- tions driven by Levy noise. Central limit theorem and moderate deviation are established under appropriate assumptions, which describes the exponen- tial rate of convergence of the stochastic solution to the deterministic solution.

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