Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
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Publication:888484
Brownian motionslarge deviation principleLévy noisesPoisson random measuresSkorohod representationstochastic Navier-Stokes equationstightnessweak convergence
Infinitely divisible distributions; stable distributions (60E07) Central limit and other weak theorems (60F05) Large deviations (60F10) Processes with independent increments; Lévy processes (60G51) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Random measures (60G57) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Brownian motion (60J65)
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Cited in
(73)- Strong solutions for a stochastic model of two-dimensional second grade fluids driven by Lévy noise
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