Martingale solutions for the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Levy processes

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In this paper, the three-dimensional stochastic nonhomogeneous incompressible Navier-Stokes equations driven by Lévy process consisting of the Brownian motion, the compensated Poisson random measure and the Poisson random measure are considered in a bounded domain. We obtain the existence of martingale solutions. The construction of the solution is based on the classical Galerkin approximation method, stopping time, the compactness method and the Jakubowski-Skorokhod theorem.