Existence of martingale solutions of stochastic differential inclusions of parabolic type in a Hilbert space

DOI10.1134/S0012266120010127zbMath1441.60047OpenAlexW3006690845MaRDI QIDQ2188059

M. M. Vas'kovskii, A. A. Levakov, Ya. B. Zadvornyi

Publication date: 3 June 2020

Published in: Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0012266120010127

zbMATH Keywords

martingale solutionsmeasurable multivalued mappings

Mathematics Subject Classification ID

Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Martingales and classical analysis (60G46)

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• Stochastic Equations in Infinite Dimensions

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