Moderate Deviations for Stochastic Models of Two-Dimensional Second-Grade Fluids Driven by Lévy Noise

Wuting Zheng , Jianliang Zhai , Tusheng Zhang

Communications in Mathematics and Statistics ›› 2018, Vol. 6 ›› Issue (4) : 583 -612.

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Communications in Mathematics and Statistics ›› 2018, Vol. 6 ›› Issue (4) : 583 -612. DOI: 10.1007/s40304-018-0165-6
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Moderate Deviations for Stochastic Models of Two-Dimensional Second-Grade Fluids Driven by Lévy Noise

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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.

Keywords

Moderate deviations / Second-grade fluids / Lévy process / Weak convergence method

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Wuting Zheng, Jianliang Zhai, Tusheng Zhang. Moderate Deviations for Stochastic Models of Two-Dimensional Second-Grade Fluids Driven by Lévy Noise. Communications in Mathematics and Statistics, 2018, 6(4): 583-612 DOI:10.1007/s40304-018-0165-6

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Funding

National Natural Science Foundation of China(11431014)

National Natural Science Foundation of China(11721101)

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