Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
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Publication:888484
weak convergencelarge deviation principlePoisson random measuresBrownian motionstightnessstochastic Navier-Stokes equationsSkorohod representationLévy noises
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)- Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
- Large deviations for locally monotone stochastic partial differential equations driven by Lévy noise
- A moderate deviation principle for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
- Large deviation principles for a 2D stochastic Allen-Cahn-Navier-Stokes driven by jump noise
- Large deviations for stochastic models of two-dimensional second grade fluids driven by Lévy noise
- Well-posedness and large deviations for 2D stochastic constrained Navier-Stokes equations driven by Lévy noise in the Marcus canonical form
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- Large deviation for Navier-Stokes equations with small stochastic perturbation
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