Abstract
We prove an existence theorem for martingale solutions of abstract stochastic differential equations with measurable locally bounded coefficients. A martingale solution is understood as a martingale solution of a stochastic differential inclusion constructed on the basis of the equation.
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Original Russian Text © M.M. Vas’kovskii, 2014, published in Differentsial’nye Uravneniya, 2014, Vol. 50, No. 11, pp. 1435–1440.
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Vas’kovskii, M.M. Existence of martingale solutions of abstract stochastic differential equations with discontinuous locally bounded coefficients. Diff Equat 50, 1429–1434 (2014). https://doi.org/10.1134/S0012266114110019
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DOI: https://doi.org/10.1134/S0012266114110019