Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Levy processes
Analysis of PDEs
2018-01-23 v1 Probability
Abstract
In this paper, the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by L\'evy process consisting of the Brownian motion, the compensated Poisson random measure and the Poisson random measure are considered in a bounded domain. We obtain the existence of martingale solutions. The construction of the solution is based on the classical Galerkin approximation method, stopping time, the compactness method and the Jakubowski-Skorokhod theorem.
Keywords
Cite
@article{arxiv.1801.06696,
title = {Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Levy processes},
author = {Robin Ming Chen and Dehua Wang and Huaqiao Wang},
journal= {arXiv preprint arXiv:1801.06696},
year = {2018}
}