Martingale solution of the stochastic Camassa–Holm equation with pure jump noise

Yong Chen, Jinqiao Duan and Hongjun Gao

Stochastic Processes and their Applications, 2024, vol. 176, issue C

Abstract: We study the stochastic Camassa–Holm equation with pure jump noise. We establish the existence of the global martingale solution by the regularization method, the tightness criterion, the generalization of the Skorokhod theorem for nonmetric spaces and the stochastic renormalized formulations.

Keywords: Stochastic camassa–holm equation; Pure jump noise; Martingale solutions; Regularization (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spa.2024.104446

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