Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises

In this paper, we establish a large deviation principle for two-dimensional stochastic Navier-Stokes equations driven by multiplicative Levy noises. The weak convergence method introduced by Budhiraja, Dupuis and Maroulas [Ann. Inst. Henri Poincaré Probab. Stat. 47 (2011) 725-747] plays a key role.

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Published in:Bernoulli : official journal of the Bernoulli Society for Mathematical Statistics and Probability 2015-11, Vol.21 (4), p.2351-2392
Main Authors: ZHAI, JIANLIANG, ZHANG, TUSHENG
Format: Article
Language:English
Subjects:
Brownian motions
large deviations
Poisson random measures
Skorohod representation
stochastic Navier–Stokes equations
tightness
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description In this paper, we establish a large deviation principle for two-dimensional stochastic Navier-Stokes equations driven by multiplicative Levy noises. The weak convergence method introduced by Budhiraja, Dupuis and Maroulas [Ann. Inst. Henri Poincaré Probab. Stat. 47 (2011) 725-747] plays a key role.
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source JSTOR Archival Journals and Primary Sources Collection; Project Euclid Complete
subjects Brownian motions
large deviations
Poisson random measures
Skorohod representation
stochastic Navier–Stokes equations
tightness
title Large deviations for 2-D stochastic Navier-Stokes equations driven by multiplicative Lévy noises
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