  This article is devoted to the well-posedness of the stochastic compressible
Navier Stokes equations. We establish the global existence of an appropriate
class of weak solutions emanating from large inital data, set within a bounded
domain. The stochastic forcing is of multiplicative type, white in time and
colored in space. Energy methods are used to merge techniques of P.L. Lions for
the deterministic, compressible system with the theory of martingale solutions
to the incompressible, stochastic system. Namely, we develop stochastic
analogues of the weak compactness program of Lions, and use them to implement a
martingale method. The existence proof involves four layers of approximating
schemes. We combine the three layer scheme of Feiresil/Novotny/Petzeltova for
the deterministic, compressible system with a time splitting method used by
Berthelin/Vovelle for the one dimensional stochastic compressible Euler
equations.
