Large deviation principles for 3D stochastic primitive equations
Zhao Dong, Jianliang Zhai, Rangrang Zhang

TL;DR
This paper establishes the large deviation principle for three-dimensional stochastic primitive equations with small multiplicative noise, using the weak convergence approach to analyze the probabilities of rare events in this complex stochastic system.
Contribution
It introduces a novel application of the weak convergence method to derive large deviation principles for 3D stochastic primitive equations.
Findings
Large deviation principle proven for 3D stochastic primitive equations
Method based on weak convergence approach
Provides a framework for analyzing rare events in complex stochastic systems
Abstract
In this paper, we establish the large deviation principle for 3D stochastic primitive equations with small perturbation multiplicative noise. The proof is mainly based on the weak convergence approach.
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Taxonomy
TopicsStochastic processes and financial applications · Advanced Mathematical Modeling in Engineering · Stochastic processes and statistical mechanics
