A large deviation principle for fluids of third grade

IF 1.4 2区 经济学 Q3 BUSINESS, FINANCE
A. Almeida, F. Cipriano
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引用次数: 0

Abstract

ABSTRACT This article establishes a large deviation principle for a non-Newtonian fluid of differential type, filling a two-dimensional non-axisymmetric bounded domain with slip boundary conditions. More precisely, we show that the solutions of small stochastic white noise perturbations of the third grade fluid equations converges to the deterministic solution, as the intensity of the noise goes to zero. Moreover, this convergence has an exponential rate given by a suitable rate function. To establish such asymptotic result, we follow the weak convergence approach introduced by Budhiraja, Dupuis and Ellis.
三级流体的大偏差原理
摘要本文建立了非牛顿微分型流体在二维非轴对称有界区域内填充滑移边界条件的大偏差原理。更准确地说,我们证明了三阶流体方程的小随机白噪声扰动的解收敛于确定性解,因为噪声的强度趋于零。而且,这种收敛具有由合适的速率函数给出的指数速率。为了证明这一渐近结果,我们采用了Budhiraja, Dupuis和Ellis提出的弱收敛方法。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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来源期刊
Finance and Stochastics
Finance and Stochastics 管理科学-数学跨学科应用
CiteScore
2.90
自引率
5.90%
发文量
20
审稿时长
>12 weeks
期刊介绍: The purpose of Finance and Stochastics is to provide a high standard publication forum for research - in all areas of finance based on stochastic methods - on specific topics in mathematics (in particular probability theory, statistics and stochastic analysis) motivated by the analysis of problems in finance. Finance and Stochastics encompasses - but is not limited to - the following fields: - theory and analysis of financial markets - continuous time finance - derivatives research - insurance in relation to finance - portfolio selection - credit and market risks - term structure models - statistical and empirical financial studies based on advanced stochastic methods - numerical and stochastic solution techniques for problems in finance - intertemporal economics, uncertainty and information in relation to finance.
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