MARTINGALE SOLUTIONS FOR STOCHASTIC NAVIER-STOKES EQUATIONS DRIVEN BY LEVY NOISE

被引：21

作者：

Sakthivel, Kumarasamy ^{[1
]}

Sritharan, Sivaguru S. ^{[1
]}

机构：

[1] Naval Postgraduate Sch, Ctr Decis Risk Controls & Signals Intelligence, Monterey, CA 93943 USA

来源：

EVOLUTION EQUATIONS AND CONTROL THEORY | 2012年 / 1卷 / 02期

关键词：

Stochastic Navier-Stokes equations; martingale solutions; Levy noise; FLUID;

D O I：

10.3934/eect.2012.1.355

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

In this paper, we establish the solvability of martingale solutions for the stochastic Navier-Stokes equations with Ito-Levy 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 formulated by Metivier for the Lusin space valued processes. The existence of martingale solutions (in the sense of Stroock and Varadhan) relies on a generalization of Minty-Browder technique to stochastic case obtained from the local monotonicity of the drift term.

引用

页码：355 / 392

页数：38

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