The Euler equations of an inviscid incompressible fluid driven by a Lévy noise

DOI10.1016/j.nonrwa.2018.04.002zbMath1406.35246OpenAlexW2806810055MaRDI QIDQ1994854

Sisi Tang, Justin Cyr, Roger M. Temam

Publication date: 2 November 2018

Published in: Nonlinear Analysis. Real World Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.nonrwa.2018.04.002

zbMATH Keywords

Lévy processesstochastic partial differential equationsEuler equationsPoisson random measureslocal pathwise solutions

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Weak solutions to PDEs (35D30) Existence, uniqueness, and regularity theory for incompressible inviscid fluids (76B03) Euler equations (35Q31)

Related Items (5)

The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise ⋮ Global martingale weak solutions for the three-dimensional stochastic chemotaxis-Navier-Stokes system with Lévy processes ⋮ Review of local and global existence results for stochastic PDEs with Lévy noise ⋮ Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise ⋮ Local and global existence of pathwise solution for the stochastic Boussinesq equations with multiplicative noises

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Existence, uniqueness and regularity of parabolic SPDEs driven by Poisson random measure
• SPDEs driven by Poisson random measure with non Lipschitz coefficients: existence results
• Strong solutions to stochastic hydrodynamical systems with multiplicative noise of jump type
• Existence of global solutions and invariant measures for stochastic differential equations driven by Poisson type noise with non-Lipschitz coefficients
• Semimartingales: A course on stochastic processes
• On the Euler equations of incompressible perfect fluids
• 2-D Euler equation perturbed by noise
• Stochastic Euler equations on the torus
• Stochastic two dimensional Euler equations
• Martingale and stationary solutions for stochastic Navier-Stokes equations
• Existence of strong solutions for Itô's stochastic equations via approximations
• Stochastic Navier-Stokes equations driven by Lévy noise in unbounded 3D domains
• On stochastic Euler equation in \(\mathbb R^d\)
• Stochastic weak attractor for a dissipative Euler equation
• Review of local and global existence results for stochastic PDEs with Lévy noise
• Local martingale and pathwise solutions for an abstract fluids model
• A concise course on stochastic partial differential equations
• On a stochastic Leray-\(\alpha\) model of Euler equations
• Local and global existence of smooth solutions for the stochastic Euler equations with multiplicative noise
• Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
• On classical solutions of the two-dimensional non-stationary Euler equation
• Nonstationary flows of viscous and ideal fluids in \(R^3\)
• On the uniqueness of solutions of stochastic differential equations
• Stochastic Euler equations of fluid dynamics with Lévy noise
• Stochastic Incompressible Euler Equations in a Two-dimensional Domain
• Regularite des solutions de certains problems aux limites Lineaires lies aux equations d'euler
• Foundations of Modern Probability
• Martingale solutions for stochastic Euler equations
• Stochastic Equations in Infinite Dimensions
• Stochastic Partial Differential Equations with Levy Noise
• A construction of markov processes by piecing out
• An Introduction to the Theory of Point Processes
• Stochastic Navier-Stokes equations

This page was built for publication: The Euler equations of an inviscid incompressible fluid driven by a Lévy noise