{"title":"三级流体的大偏差原理","authors":"A. Almeida, F. Cipriano","doi":"10.1080/17442508.2023.2176231","DOIUrl":null,"url":null,"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.","PeriodicalId":50447,"journal":{"name":"Finance and Stochastics","volume":"66 1","pages":"906 - 940"},"PeriodicalIF":1.4000,"publicationDate":"2023-02-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"A large deviation principle for fluids of third grade\",\"authors\":\"A. Almeida, F. Cipriano\",\"doi\":\"10.1080/17442508.2023.2176231\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":50447,\"journal\":{\"name\":\"Finance and Stochastics\",\"volume\":\"66 1\",\"pages\":\"906 - 940\"},\"PeriodicalIF\":1.4000,\"publicationDate\":\"2023-02-09\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance and Stochastics\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/17442508.2023.2176231\",\"RegionNum\":2,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q3\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance and Stochastics","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/17442508.2023.2176231","RegionNum":2,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
A large deviation principle for fluids of third grade
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.
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.