On the small time asymptotics of the two-dimensional stochastic Navier-Stokes equations

被引:15
|
作者
Xu, Tiange [1 ]
Zhang, Tusheng [1 ]
机构
[1] Univ Manchester, Dept Math, Manchester M13 9PL, Lancs, England
关键词
stochastic Navier-Stokes equation; small time asymptotics; large deviation principle; DIFFUSION-PROCESSES; MARTINGALE; BEHAVIOR;
D O I
10.1214/08-AIHP192
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, we establish a small time large deviation principle (small time asymptotics) for the two-dimensional stochastic Navier-Stokes equations driven by multiplicative noise, which not only involves the study of the small noise, but also the investigation of the effect of the small, but highly nonlinear, unbounded drifts.
引用
收藏
页码:1002 / 1019
页数:18
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