English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Plus annual

Presents the access of premium content as premium feature

Premium Content

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Plus monthly

Global: Zendy Tools annual

Global: Zendy Tools monthly

Global: Zendy Free Plan

We study stochastic Korteweg - de Vries equation driven by L\'evy noiseconsisting of the compensated time homogeneous Poisson random measure and acylindrical Wiener process. We prove the existence of a martingale solution tothe equation studied. In proof of the existence theorem we use the Galerkinapproximation and several auxiliary results suitable for the problemconsidered.

Martingale solution to stochastic Korteweg - de Vries equation driven by L\'evy noise