Skorohod embedding of multivariate RV's, and the sample DF

1972 ◽  
Vol 24 (1) ◽  
pp. 1-35 ◽  
Author(s):  
J. Kiefer
Keyword(s):  
Skorohod Embedding

Martingale solution and Markov selection of stochastic non-Newtonian fluid driven by Lévy noise

2014 ◽  
Vol 14 (02) ◽  
pp. 1350017 ◽  
Author(s):  
Jianhua Huang ◽  
Yan Zheng ◽  
Jin Li
Keyword(s):  
Newtonian Fluid ◽  
Embedding Theorem ◽  
Lévy Noise ◽  
Martingale Solution ◽  
Finite Dimensional ◽  
Skorohod Embedding ◽  
Markov Selection ◽  
Selection For ◽  
Levy Noise ◽  
Selection Of

This paper is devoted to stochastic non-Newtonian fluid driven by Lévy noise. By the tight compactness of distribution of the solution for finite-dimensional approximate in a Hilbert space, Skorohod embedding theorem and representation of martingale, the existence of the martingale solution is shown. Moreover, the procedure of the proof for the Markov selection in [J. Differential Equations250 (2011) 2737–2778] are simplified to show the existence of Markov selection for the martingale solution.

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