Martingale solution to stochastic Korteweg - de Vries equation driven by L\'evy noise
Probability
2018-03-28 v4
Abstract
We study stochastic Korteweg - de Vries equation driven by L\'evy noise consisting of the compensated time homogeneous Poisson random measure and a cylindrical Wiener process. We prove the existence of a martingale solution to the equation studied. In proof of the existence theorem we use the Galerkin approximation and several auxiliary results suitable for the problem considered.
Keywords
Cite
@article{arxiv.1708.03902,
title = {Martingale solution to stochastic Korteweg - de Vries equation driven by L\'evy noise},
author = {Anna Karczewska and Maciej Szczeciński},
journal= {arXiv preprint arXiv:1708.03902},
year = {2018}
}
Comments
24 pages, misprints corrected, Introduction and references extended