Martingale solutions for stochastic Navier–Stokes equations driven by Lévy noise
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Authors
Sakthivel, Kumarasamy
Sritharan, Sivaguru S.
Subjects
Stochastic Navier-Stokes equations, martingale solutions, L ́evy noise.
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Date of Issue
2012-12
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Abstract
In this paper, we establish the solvability of martingale solutions for the stochastic Navier-Stokes equations with Itˆo-L ́evy noise in bounded and unbounded domains in Rd,d = 2,3. The tightness criteria for the laws of a sequence of semimartingales is obtained from a theorem of Rebolledo as for- mulated by Metivier for the Lusin space valued processes. The existence of martingale solutions (in the sense of Stroock and Varadhan) relies on a gen- eralization of Minty-Browder technique to stochastic case obtained from the local monotonicity of the drift term.
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Article
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The article of record as published may be found at http://dx.doi.org/10.3934/eect.2012.1.355
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DO- DARMY41712
Army Research Probability and Statistics Program
Army Research Probability and Statistics Program
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Citation
Sakthivel, Kumarasamy, and Sivaguru S. Sritharan. "Martingale solutions for stochastic Navier–Stokes equations driven by Lévy noise." Evolution Equations and Control Theory 1.2 (2012): 355-392.
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This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States.