The stochastic Korteweg–de Vries equation on a bounded domain

Peng Gao

Applied Mathematics and Computation, 2017, vol. 310, issue C, 97-111

Abstract: This paper considers the stochastic Korteweg–de Vries equation on a bounded domain. The existence of a weak martingale solution is discussed by the Galerkin’s approximation and compactness method. Based on this result, we establish the Unique Continuation Property for the stochastic Korteweg–de Vries equation.

Keywords: Stochastic Korteweg–de Vries equation; Weak martingale solution; Unique Continuation Property (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:310:y:2017:i:c:p:97-111

DOI: 10.1016/j.amc.2017.04.031

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