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 -contraction principle. Finally, the 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