Large deviations principle via Malliavin calculus for the Navier-Stokes system driven by a degenerate white-in-time noise
Vahagn Nersesyan, Xuhui Peng, Lihu Xu

TL;DR
This paper establishes a large deviations principle for the 2D stochastic Navier-Stokes equations driven by highly degenerate noise, using Malliavin calculus to verify key properties of the associated semigroup.
Contribution
It introduces a novel approach to prove the LDP for Navier-Stokes systems with degenerate noise by extending existing criteria and employing Malliavin calculus.
Findings
Proved the LDP for the 2D stochastic Navier-Stokes system with degenerate noise.
Verified the uniform Feller property using Malliavin calculus.
Extended existing LDP criteria to continuous-time stochastic PDEs.
Abstract
The purpose of this paper is to establish the Donsker-Varadhan type large deviations principle (LDP) for the two-dimensional stochastic Navier-Stokes system. The main novelty is that the noise is assumed to be highly degenerate in the Fourier space. The proof is carried out by using a criterion for the LDP developed in arXiv:1410.6188 in a discrete-time setting and extended in arXiv:1505.03686 to the continuous-time. One of the main conditions of that criterion is the uniform Feller property for the Feynman-Kac semigroup, which we verify by using Malliavin calculus.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Mathematical Biology Tumor Growth · Financial Risk and Volatility Modeling
