  We study the three-dimensional incompressible Euler equations subject to
stochastic forcing. We develop a concept of dissipative martingale solutions,
where the nonlinear terms are described by generalised Young measures. We
construct these solutions as the vanishing viscosity limit of solutions to the
corresponding stochastic Navier-Stokes equations. This requires a refined
stochastic compactness method incorporating the generalised Young measures. Our
solutions satisfy a form of the energy inequality which gives rise to a
weak-strong uniqueness result (pathwise and in law). A dissipative martingale
solution coincides (pathwise or in law) with the strong solution as soon as the
latter exists.
