English

Martingale solution to stochastic extended Korteweg - de Vries equation

Probability 2019-01-14 v5

Abstract

We study a stochastic extended Korteweg - de Vries equation driven by a multiplicative noise. We prove the existence of a martingale solution to the equation studied. The proof of the solution is based on two approximations of the problem considered and the compactness method.

Keywords

Cite

@article{arxiv.1708.03909,
  title  = {Martingale solution to stochastic extended Korteweg - de Vries equation},
  author = {Anna Karczewska and Maciej Szczeciński},
  journal= {arXiv preprint arXiv:1708.03909},
  year   = {2019}
}

Comments

13 pages, few corrections

R2 v1 2026-06-22T21:13:28.057Z