Large deviation principles for a 2D stochastic Cahn–Hilliard–Navier–Stokes driven by jump noise
Author:
Affiliation:
1. Department of Mathematics and Computer Science, University of Dschang, Dschang, Cameroon
2. Department of Mathematics and Statistics, Florida International Universit, MMC, Miami, FL, USA
Publisher
Informa UK Limited
Subject
Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442508.2021.2023151
Reference47 articles.
1. Stopping Times and Tightness
2. A generalization of the Navier-Stokes equations to two-phase flows
3. H. Breckner (Lisei), Approximation and optimal control of the stochastic Navier–Stokes equations, diss., Martin-Luther University, Halle-Wittenberg, 1999.
4. Strong solutions for SPDE with locally monotone coefficients driven by Lévy noise
5. Z. Brzeźniak, U. Manna, and A.A. Panda, Existence of weak martingale solution of nematic liquid crystals driven by pure jump noise, preprint (2017). Available at arXiv:1706.05056.
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1. Moderate deviations for stochastic Cahn-Hilliard equations with a random dynamical boundary driven by Poisson random measures;Stochastic Models;2023-09-08
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