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- Publisher
- Springer Journals
- Copyright
- Copyright © 2012 by Pleiades Publishing, Ltd.
- Subject
- Mathematics; Difference and Functional Equations; Partial Differential Equations; Ordinary Differential Equations
- ISSN
- 0012-2661
- eISSN
- 1608-3083
- DOI
- 10.1134/S0012266112080022
- Publisher site
- See Article on Publisher Site
Abstract
We prove a theorem on the existence of β-martingale solutions of stochastic evolution functional equations of parabolic type with Borel measurable locally bounded coefficients. A β-martingale solution of a stochastic evolution functional equation is understood as a martingale solution of a stochastic evolution functional inclusion constructed on the basis of the equation. We find sufficient conditions for the existence of β-martingale solutions that do not blow up in finite time.
Journal
Differential Equations – Springer Journals
Published: Nov 15, 2012