Existence of \(\beta\)-martingale solutions of stochastic evolution functional equations of parabolic type with measurable locally bounded coefficients (Q1930792)

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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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