Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients (Q1930792)
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English | Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients |
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Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients (English)
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14 January 2013
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From the author's abstract: We prove a theorem on the existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with Borel measurable locally bounded coefficients. A \(\beta\)-martingale solution of a stochastic evolution functional equation is understood as a martingale solution of a stochastic evolution functional inclusion constructed on the basis of the equation. We find sufficient conditions for the existence of \(\beta\)-martingale solutions that do not blow up in finite time.
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stochastic evolution functional equations
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\(\beta\)-Martingales
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measurable locally bounded coefficients
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