On stochastic conservation laws and Malliavin calculus
Analysis of PDEs
2016-08-23 v2
Abstract
For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kru\v{z}kov entropy condition by allowing the Kru\v{z}kov constants to be Malliavin differentiable random variables. Existence and uniqueness results are provided. Our approach sheds some new light on the stochastic entropy conditions put forth by Feng and Nualart [J. Funct. Anal., 2008] and Bauzet, Vallet, and Wittbold [J. Hyperbolic Differ. Equ., 2012].
Keywords
Cite
@article{arxiv.1507.05518,
title = {On stochastic conservation laws and Malliavin calculus},
author = {Kenneth Hvistendahl Karlsen and Erlend Briseid Storrøsten},
journal= {arXiv preprint arXiv:1507.05518},
year = {2016}
}