  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.
