Nonlinear Filtering of Stochastic Navier-Stokes Equation with Itô-Lévy Noise

DOI10.1080/07362994.2013.759482zbMath1311.60068OpenAlexW1979785282MaRDI QIDQ5298844

B. P. W. Fernando, Sivaguru S. Sritharan

Publication date: 24 June 2013

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2013.759482

zbMATH Keywords

nonlinear filteringZakai equationstochastic Navier-Stokes equationFujisaki-Kallianpur-Kunita equationItō-Lévy noise

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (17)

\(\mathbb{L}^p\)-solutions of the stochastic Navier-Stokes equations subject to Lévy noise with \(\mathbb{L}^m(\mathbb{R}^m)\) initial data ⋮ Global existence for the stochastic Navier-Stokes equations with small \(L^p\) data ⋮ Optimal control problems governed by two dimensional convective Brinkman-Forchheimer equations ⋮ Mild solutions of stochastic Navier‐Stokes equation with jump noise in ‐spaces ⋮ Stochastic reaction-diffusion equations driven by jump processes ⋮ Nonlinear filtering with correlated Lévy noise characterized by copulas ⋮ Moderate deviation principle for the 2D stochastic convective Brinkman–Forchheimer equations ⋮ The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise ⋮ Stochastic non-resistive magnetohydrodynamic system with Lévy noise ⋮ Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type ⋮ Existence and uniqueness of solutions to backward 2D and 3D stochastic convective Brinkman-Forchheimer equations forced by Lévy noise ⋮ Local existence of strong solutions to the stochastic Navier-Stokes equations with \(L^p\) data ⋮ A stochastic maximum principle for control problems constrained by the stochastic Navier-Stokes equations ⋮ Deterministic and stochastic equations of motion arising in Oldroyd fluids of order one: existence, uniqueness, exponential stability and invariant measures ⋮ Large deviation principle for stochastic convective Brinkman-Forchheimer equations perturbed by pure jump noise ⋮ Stochastic Euler equations of fluid dynamics with Lévy noise ⋮ Stochastic Navier-Stokes equations in unbounded channel domains

Cites Work

• Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• Stochastic 2-D Navier-Stokes equation
• Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering
• Deterministic and stochastic control of Navier-Stokes equation with linear, monotone, and hyperviscosities
• Itô formula for stochastic integrals w.r.t. compensated Poisson random measures on separable Banach spaces
• Lévy Processes and Stochastic Calculus
• On stochastics equations with respect to semimartingales ii. itô formula in banach spaces
• Invariant Measures for a Stochastic Kuramoto–Sivashinsky Equation
• On the optimal filtering of diffusion processes
• On Square Integrable Martingales
• Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
• Stochastic evolution equations
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