English

Conservation laws driven by L\'{e}vy white noise

Analysis of PDEs 2014-06-10 v1

Abstract

We consider multidimensional conservation laws perturbed by multiplicative L\'{e}vy noise. We establish existence and uniqueness results for entropy solutions. The entropy inequalities are formally obtained by the It\^{o}-L\'{e}vy chain rule. The multidimensionality requires a generalized interpretation of the entropy inequalities to accommodate Young measure-valued solutions. We first establish the existence of entropy solutions in the generalized sense via the vanishing viscosity method, and then establish the L1L^1-contraction principle. Finally, the L1L^1 contraction principle is used to argue that the generalized entropy solution is indeed the classical entropy solution.

Keywords

Cite

@article{arxiv.1406.1897,
  title  = {Conservation laws driven by L\'{e}vy white noise},
  author = {Imran H. Biswas and Kenneth H. Karlsen and Ananta K. Majee},
  journal= {arXiv preprint arXiv:1406.1897},
  year   = {2014}
}

Comments

46 pages

R2 v1 2026-06-22T04:33:11.975Z