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Nonlinear Stochastic parabolic partial differential equations with a\n monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Levy\n noise

2021/04/23 by Phuong T. K. Nguyen, Nguyen, Phuong, Krutika Tawri +3 · 2 citations
Economics, Econometrics and Finance · #Analysis of PDEs (math.AP) #FOS: Mathematics #Probability (math.PR) #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2104.11829

openalex publication_date 2021/04/23 · openalex created_date 2022/07/25 · openalex updated_date 2026/07/28

Abstract

The aim of this article is to show the global existence of both martingale\nand pathwise solutions of stochastic equations with a monotone operator, of the\nLadyzenskaya-Smagorinsky type, driven by a general Levy noise. The classical\napproach based on using directly the Galerkin approximation is not valid.\nInstead, our approach is based on using appropriate approximations for the\nmonotone operator, Galerkin approximations and on the theory of martingale\nsolutions.\n

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