The limiting behavior of stochastic evolution processes with small noise intensityεis investigated in distribution-based approaches.Letμεbe a stationary measure for stochastic process Xεwith smallεand X0 be a sem...The limiting behavior of stochastic evolution processes with small noise intensityεis investigated in distribution-based approaches.Letμεbe a stationary measure for stochastic process Xεwith smallεand X0 be a semiflow on a Polish space.Assume that{με:0<ε≤ε0}is tight.Then all their limits in the weak sense are X0-invariant and their supports are contained in the Birkhoff center of X0.Applications are made to various stochastic evolution systems,including stochastic ordinary differential equations,stochastic partial differential equations,and stochastic functional differential equations driven by Brownian motion or Levy processes.展开更多
In this paper,we establish a moderate deviation principle for stochastic models of two-dimensional second-grade fluids driven by Lévy noise.We will adopt the weak convergence approach.Because of the appearance of...In this paper,we establish a moderate deviation principle for stochastic models of two-dimensional second-grade fluids driven by Lévy noise.We will adopt the weak convergence approach.Because of the appearance of jumps,this result is significantly different from that in Gaussian case.展开更多
基金supported by National Natural Science Foundation of China(Grant Nos.11771295,11271356,11371041,11431014 and 11401557)Key Laboratory of Random Complex Structures and Data Science,Academy of Mathematics and Systems Science,Chinese Academy of Sciences,and the Fundamental Research Funds for the Central Universities(Grant No.WK0010000048)。
文摘The limiting behavior of stochastic evolution processes with small noise intensityεis investigated in distribution-based approaches.Letμεbe a stationary measure for stochastic process Xεwith smallεand X0 be a semiflow on a Polish space.Assume that{με:0<ε≤ε0}is tight.Then all their limits in the weak sense are X0-invariant and their supports are contained in the Birkhoff center of X0.Applications are made to various stochastic evolution systems,including stochastic ordinary differential equations,stochastic partial differential equations,and stochastic functional differential equations driven by Brownian motion or Levy processes.
基金supported by National Natural Science Foundation of China(NSFC)(No.11431014,No.11671372,No.11721101)the Fundamental Research Funds for the Central Universities(No.WK0010450002).
文摘In this paper,we establish a moderate deviation principle for stochastic models of two-dimensional second-grade fluids driven by Lévy noise.We will adopt the weak convergence approach.Because of the appearance of jumps,this result is significantly different from that in Gaussian case.
