Existence of -martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients

DOI10.1134/S0012266112080022MaRDI QIDQ1930792zbMATH OpenFDO

Authors M. M. Vas'kovskii

Publication date 14 January 2013

Published in Differential Equations (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1134/S0012266112080022

zbMATH Keywords

\(\beta\)-Martingalesmeasurable locally bounded coefficientsstochastic evolution functional equations

Mathematics Subject Classification ID

Stochastic analysis (60H99)

Review text

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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Cited in

(6)

• Global stability of an autonomous stochastic delay differential equation with discontinuous coefficients
• Well-posedness of the Cauchy problem for stochastic evolution functional equations
• Global stability of a stochastic differential equation with discontinuous coefficients in a Hilbert space
• Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space
• Existence of martingale solutions of abstract stochastic differential equations with discontinuous locally bounded coefficients
• Existence theorem for a stochastic wave equation with discontinuous unbounded coefficients

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