A moderate deviation principle for 2-D stochastic Navier–Stokes equations

Moderate deviation and central limit theorem for stochastic differential delay equations with polynomial growth

“…It is worthy to point out that most of the literature focus on MDPs and CLTs for SDEs with linear growth; see, e.g., [7,33]. Whereas, in the present work, we are interested in MDPs for a wide range of SDEs with memory, which allow the coefficients are nonlinear growth with respect to the variables and CLTs which allow the coefficients to be of polynomial growth with respect to the delay variables.…”

Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise

“…There is a large amount of literature on the existence and uniqueness solutions for stochastic partial differential equations(SPDEs) driven by jump-type noises. We refer the reader to [7,1,8,6,35,37,38,2,16].…”

Moderate Deviations for a Stochastic Wave Equation in Dimension Three

“…The problem of moderate deviations for stochastic partial differential equations has been receiving much attention in very recently years, such as Wang and Zhang [28] for stochastic reaction-diffusion equations, Wang et al [27] for stochastic Navier-Stokes equations, Budhiraja et al [2] and Dong et al [11] for stochastic systems with jumps. Those moderate deviation results are established for the stochastic parabolic equations.…”