摘要

In this paper, we establish the solvability of martingale solutions for the stochastic Navier-Stokes equations with Ito-Levy noise in bounded and unbounded domains in Rd, d = 2, 3. The tightness criteria for the laws of a sequence of semimartingales is obtained from a theorem of Rebolledo as formulated by Metivier for the Lusin space valued processes. The existence of martingale solutions (in the sense of Stroock and Varadhan) relies on a generalization of Minty-Browder technique to stochastic case obtained from the local monotonicity of the drift term.

  • 出版日期2012-12