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Existence of Martingale Solutions to Stochastic Constrained Heat Equation

Probability 2024-11-08 v1

Abstract

This article extends the work on stochastic constrained heat equation in \cite{brzezniak2020global}. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness, tightness of measure, quadratic variations, and Martingale representation theorem.

Keywords

Cite

@article{arxiv.2411.04631,
  title  = {Existence of Martingale Solutions to Stochastic Constrained Heat Equation},
  author = {Javed Hussain and Abdul Fatah and Saeed Ahmed},
  journal= {arXiv preprint arXiv:2411.04631},
  year   = {2024}
}