Rate-independent stochastic evolution equations: Parametrized solutions

Abstract

By extending to the stochastic setting the classical vanishing viscosity approach we prove the existence of suitably weak solutions of a class of nonlinear stochastic evolution equation of rate-independent type. Approximate solutions are obtained via viscous regularization. Upon properly rescaling time, these approximations converge to a parametrized martingale solution of the problem in rescaled time, where the rescaled noise is given by a general square-integrable cylindrical martingale with absolutely continuous quadratic variation. In absence of jumps, these are strong-in-time martingale solutions of the problem in the original, not rescaled time.