Conservation laws driven by Lévy white noise

DOI10.1142/S0219891615500174zbMath1333.35357arXiv1406.1897OpenAlexW2963354296MaRDI QIDQ3451151

Ananta K. Majee, Imran H. Biswas, Kenneth Hvistendahl Karlsen

Publication date: 10 November 2015

Published in: Journal of Hyperbolic Differential Equations (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.1897

zbMATH Keywords

existenceconservation lawsuniquenessstochastic partial differential equationsentropy solutionsLévy noisemeasure valued solutionsstochastic source

Mathematics Subject Classification ID

Related Items (13)

On stochastic conservation laws and Malliavin calculus ⋮ A fractional degenerate parabolic-hyperbolic Cauchy problem with noise ⋮ On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise ⋮ Kolmogorov continuity and stability of sample paths of entropy solutions of stochastic conservation laws ⋮ Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds ⋮ The Cauchy problem for fractional conservation laws driven by Lévy noise ⋮ Path-dependent convex conservation laws ⋮ Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Lévy noise ⋮ Continuous dependence estimate for conservation laws with Lévy noise ⋮ Numerical methods for conservation laws with rough flux ⋮ Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise ⋮ Stochastic optimal control of a evolutionary p-Laplace equation with multiplicative Lévy noise ⋮ Stochastic optimal control of a doubly nonlinear PDE driven by multiplicative Lévy noise

Cites Work

• Stochastic conservation laws: weak-in-time formulation and strong entropy condition
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• Scalar conservation laws with stochastic forcing
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• Invariant measures for Burgers equation with stochastic forcing
• On nonlinear stochastic balance laws
• On a stochastic scalar conservation law
• THE CAUCHY PROBLEM FOR CONSERVATION LAWS WITH A MULTIPLICATIVE STOCHASTIC PERTURBATION
• Stochastic Partial Differential Equations with Levy Noise
• Stochastic Convolutions Driven by Martingales: Maximal Inequalities and Exponential Integrability

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