Bernoulli · 2015 · 65 citations · 35 references
Large DeviationsMultivariate Stochastic VolatilityEngineeringMultiplicative Lévy NoisesLarge Deviation PrincipleWeak Convergence MethodStochastic ProcessesStochastic CalculusStochastic Dynamical SystemStochastic AnalysisProbability TheoryLevy ProcessStochastic PhenomenonStochastic Differential EquationStochastic Modeling
In this paper, we establish a large deviation principle for two-dimensional stochastic Navier–Stokes equations driven by multiplicative Lévy noises. The weak convergence method introduced by Budhiraja, Dupuis and Maroulas [ Ann. Inst. Henri Poincaré Probab. Stat. 47 (2011) 725–747] plays a key role.
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