Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Levy processes

Abstract

In this paper, the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy 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.

References in corpus (2)

• Global L_2-solutions of stochastic Navier-Stokes equations
• On Inviscid Limits for the Stochastic Navier-Stokes Equations and Related Models