Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises

DOI10.3150/14-BEJ647zbMATH Open1344.60030OpenAlexW1905167828MaRDI QIDQ888484FDOQ888484

Authors: Jianliang Zhai, Tu-Sheng Zhang 

Publication date: 30 October 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.bj/1438777597

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zbMATH Keywords

weak convergencelarge deviation principlePoisson random measuresBrownian motionstightnessstochastic Navier-Stokes equationsSkorohod representationLévy noises

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Large deviations (60F10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Central limit and other weak theorems (60F05) Brownian motion (60J65) Random measures (60G57)

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Cited In (62)

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