Navier-Stokes Equation with Levy Noise: Stochastic Analysis and Control
Seminar Room 1, Newton Institute
AbstractIn this talk we will discuss some of the key mathematical issues associated with stochastic Navier-Stokes equation forced by Levy type jump noise. In particular we will give an exposition on the following topics in this context: I. Solvability: Pathwise and martingale solutions II. Invariant measures III. Large Deviation theory IV. Nonlinear filtering V. Hamilton-Jacobi equation for feedback control
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