Martingale solution to stochastic Korteweg - de Vries equation driven by Lévy noise

Abstract

We study stochastic Korteweg - de Vries equation driven by Lévy 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.

24 pages, misprints corrected, Introduction and references extended

References in corpus (2)

• Finite Element Method for Stochastic Extended KdV Equations
• Martingale solution to stochastic extended Korteweg - de Vries equation