Existence of Martingale Solutions to Stochastic Constrained Heat Equation

2024/11/07 by Hussain, Javed, Fatah, Abdul, Ahmed, Saeed
#FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.2411.04631

Abstract

This article extends the work on stochastic constrained heat equation in \citebrzezniak2020global. We will show the existence of Martingale solutions to the stochastic-constrained heat equations. The proof is based on compactness, tightness of measure, quadratic variations, and Martingale representation theorem.

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