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arXiv · 1708.03902

Martingale solution to stochastic Korteweg - de Vries equation driven by L\'evy noise

Anna Karczewska·Maciej Szczeciński
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Abstract

We study stochastic Korteweg - de Vries equation driven by L\'evy 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.

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Anna Karczewska, Maciej Szczeciński. 2017-08-13. Martingale solution to stochastic Korteweg - de Vries equation driven by L\'evy noise. https://arxiv.org/abs/1708.03902

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