Martingale solution to stochastic Korteweg - de Vries equation driven by Lévy noise (1708.03902v4)

Published 13 Aug 2017 in math.PR

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.

Summary

We haven't generated a summary for this paper yet.

Whiteboard

Generate a whiteboard explanation of this paper.

Sign Up to Generate

Paper Prompts

Sign up for free to create and run prompts on this paper using GPT-5.

Top Community Prompts

Explain it Like I'm 14

Practical Applications

Conceptual Simplification

Sign Up to Activate View All Prompts

Open Problems

We haven't generated a list of open problems mentioned in this paper yet.

Continue Learning

We haven't generated follow-up questions for this paper yet.

Authors (2)

Collections

Sign up for free to add this paper to one or more collections.