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Navier-Stokes Equation with Levy Noise: Stochastic Analysis and Control

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If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Partial Differential Equations (SPDEs)

In 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

This talk is part of the Isaac Newton Institute Seminar Series series.

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