Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises
DOI10.3150/14-BEJ647zbMath1344.60030OpenAlexW1905167828MaRDI 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 convergencetightnesslarge deviation principlestochastic Navier-Stokes equationsPoisson random measuresBrownian motionsSkorohod representationLévy noises
Infinitely divisible distributions; stable distributions (60E07) Processes with independent increments; Lévy processes (60G51) Central limit and other weak theorems (60F05) Brownian motion (60J65) Large deviations (60F10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)
Related Items (43)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Schilder theorem for the Brownian motion on the diffeomorphism group of the circle
- Large deviations for stochastic PDE with Lévy noise
- Variational representations for continuous time processes
- Large deviation principles for 2-D stochastic Navier-Stokes equations driven by Lévy processes
- Large deviations for the stochastic shell model of turbulence
- Stochastic Volterra equations in Banach spaces and stochastic partial differential equation
- Large deviations for the two-dimensional Navier-Stokes equations with multiplicative noise
- Stochastic evolution equations of jump type: Existence, uniqueness and large deviation princi\-ples
- Large deviations for infinite dimensional stochastic dynamical systems
- Large deviations for stochastic tamed 3D Navier-Stokes equations
- Large deviation principle and inviscid shell models
- Large deviations for stochastic evolution equations with small multiplicative noise
- Large deviations for the Boussinesq equations under random influences
- On the Skorokhod topology
- Large deviations for a reaction-diffusion equation with non-Gaussian perturbations
- Stopping times and tightness
- A variational representation for certain functionals of Brownian motion
- Dissipativity and invariant measures for stochastic Navier-Stokes equations
- Large deviations for a Burgers'-type SPDE
- On the small time asymptotics of diffusion processes on Hilbert spaces.
- Large deviations for stochastic reaction-diffusion systems with multiplicative noise and non-Lipschitz reaction term.
- Martingale and stationary solutions for stochastic Navier-Stokes equations
- Large deviations for stochastic partial differential equations driven by a Poisson random measure
- Stochastic 2D hydrodynamical type systems: well posedness and large deviations
- Uniform large deviations for parabolic SPDEs and applications
- Ergodicity of the 2D Navier-Stokes equations with degenerate stochastic forcing
- Global \(L_2\)-solutions of stochastic Navier-Stokes equations
- Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
- Equations stochastiques du type Navier-Stokes
- Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs
- Reductions and Deviations for Stochastic Partial Differential Equations Under Fast Dynamical Boundary Conditions
- Large deviation problem for some parabolic itǒ equations
- Stochastic Equations in Infinite Dimensions
This page was built for publication: Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative \textit{Lévy} noises