Stochastic Navier-Stokes equations in 2D and 3D possibly unbounded domains driven by a multiplicative Gaussian noise are considered. The noise term depends on the unknown velocity and its spatial derivatives. The existence of a martingale solution is proved. The construction of the solution is based on the classical Faedo-Galerkin approximation, the compactness method and the Jakubowski version of the Skorokhod Theorem for nonmetric spaces. Moreover, some compactness and tightness criteria in nonmetric spaces are proved. Compactness results are based on a certain generalization of the classical Dubinsky Theorem.
Keywords:Stochastic differential equations of jump type Existence and uniqueness Invariant measuresThe purpose of this paper is twofold. Firstly, we investigate the problem of existence and uniqueness of solutions to stochastic differential equations with one sided dissipative drift driven by semi-martingales. Secondly, we investigate the problem of existence of an invariant measure for such equations when the coefficients are time independent.
Abstract. We introduce a notion of an asymptotically compact (AC) random dynamical system (RDS). We prove that for an AC RDS the Ω-limit set Ω B (ω) of any bounded set B is nonempty, compact, strictly invariant and attracts the set B. We establish that the 2D Navier Stokes Equations (NSEs) in a domain satisfying the Poincaré inequality perturbed by an additive irregular noise generate an AC RDS in the energy space H. As a consequence we deduce existence of an invariant measure for such NSEs. Our study generalizes on the one hand the earlier results by Flandoli-Crauel (1994) and Schmalfuss (1992) obtained in the case of bounded domains and regular noise, and on the other hand the results by Rosa (1998) for the deterministic NSEs.
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