On the small time asymptotics of the two-dimensional stochastic Navier–Stokes equations
Tiange Xu and Tusheng Zhang
Source: Ann. Inst. H. Poincaré Probab. Statist. Volume 45, Number 4
(2009), 1002-1019.
Abstract
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.
Résumé
Dans cet article, nous établissons un principe de grandes déviations en temps petit pour l’équation de Navier–Stokes bi-dimensionnelle stochastique conduite par un bruit multiplicatif. Celui-ci nécessite non seulement l’étude d’un bruit faible, mais aussi la compréhension des effets de dérives petites mais non bornées et non linéaires.
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Permanent link to this document: http://projecteuclid.org/euclid.aihp/1257529889
Digital Object Identifier: doi:10.1214/08-AIHP192
Mathematical Reviews number (MathSciNet): MR2572161
Zentralblatt MATH identifier: 1196.60119
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Annales de l'Institut Henri Poincaré, Probabilités et Statistiques
