Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
DOI10.3150/14-BEJ647zbMath1344.60030MaRDI QIDQ888484
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
weak convergence; tightness; large deviation principle; stochastic Navier-Stokes equations; Poisson random measures; Brownian motions; Skorohod representation; Lévy noises
60E07: Infinitely divisible distributions; stable distributions
60G51: Processes with independent increments; Lévy processes
60F05: Central limit and other weak theorems
60J65: Brownian motion
60F10: Large deviations
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
60G57: Random measures
60G55: Point processes (e.g., Poisson, Cox, Hawkes processes)
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