EconPapers    
Economics at your fingertips  
 

Random Dynamics of the Stochastic Boussinesq Equations Driven by Lévy Noises

Jianhua Huang, Yuhong Li and Jinqiao Duan

Abstract and Applied Analysis, 2013, vol. 2013, issue 1

Abstract: This paper is devoted to the investigation of random dynamics of the stochastic Boussinesq equations driven by Lévy noise. Some fundamental properties of a subordinator Lévy process and the stochastic integral with respect to a Lévy process are discussed, and then the existence, uniqueness, regularity, and the random dynamical system generated by the stochastic Boussinesq equations are established. Finally, some discussions on the global weak solution of the stochastic Boussinesq equations driven by general Lévy noise are also presented.

Date: 2013
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1155/2013/653160

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:653160

Access Statistics for this article

More articles in Abstract and Applied Analysis from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().

 
Page updated 2025-03-22
Handle: RePEc:wly:jnlaaa:v:2013:y:2013:i:1:n:653160