Existence theorem for a stochastic wave equation with discontinuous unbounded coefficients (Q389323)

The author studies a nonlinear wave equation \(\partial^2_tu=\Delta u+f(t,x,u)+g(t,x,u)\,\dot W\) with the homogeneous Dirichlet boundary condition on a bounded domain \(\mathcal O\subseteq\mathbb R^d\) with a smooth boundary and with initial conditions \(u(0)=u_0\), \(\partial_tu(0)=u_1\). Here \(f\) and \(g\) are real Borel measurable functions, \(u_0\) and \(u_1\) are deterministic, \(u_0=0\) on the boundary of \(\mathcal O\) and \(W\) is a Wiener process in \(L^2(\mathcal O)\) with a covariance operator \(Q\). If the equation above is understood in the sense of a sort of a stochastic inclusion and \(\sup\,\{|f(t,x,y)|+|g(t,x,y)|:t\geq 0,\,x\in\mathbb R^d,\,|y|\leq n\}<\infty\) holds for every \(n\in\mathbb N\), then the author proves existence of a local martingale solution (a so-called \(\beta\)-martingale solution, referring to the modified definition of the solution when the stochastic equation is in fact a stochastic inclusion) defined up to an accessible explosion time \(\tau\).