Related papers: Continuous dependence estimate for conservation la…
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…
We examine the almost-sure asymptotics of the solution to the stochastic heat equation driven by a L\'evy space-time white noise. When a spatial point is fixed and time tends to infinity, we show that the solution develops unusually high…
We study BV solutions for a $2\times2$ system of hyperbolic balance laws. We show that when initial data have small total variation on $(-\infty,\infty)$ and small amplitude, and decay sufficiently fast to a constant equilibrium state as…
Solutions of initial-boundary value problems for systems of conservation laws depend on the underlying viscous mechanism, namely different viscosity operators lead to different limit solutions. Standard numerical schemes for approximating…
We consider an SDE in R^m of the type dX(t)=a(X(t))dt+dU(t) with a L\'evy process U and study the problem for the distribution of a solution to be regular in various senses. We do not impose any specific conditions on the L\'evy measure of…
Substantially extending previous results of the authors for smooth solutions in the viscous case, we develop linear damping estimates for periodic roll-wave solutions of the inviscid Saint-Venant equations and related systems of hyperbolic…
In this paper we study general nonlinear stochastic differential equations, where the usual Brownian motion is replaced by a L\'evy process. We also suppose that the coefficient multiplying the increments of this process is merely Lipschitz…
We consider initial boundary-value problems for nonlinear systems of conservation laws in one space variable. It is known that in general different viscous mechanisms yield different solutions in the zero-viscosity limit. Here we focus on…
The present article is devoted to well-posedness by noise for the continuity equation. Namely, we consider the continuity equation with non-linear and partially degenerate stochastic perturbations in divergence form. We prove the existence…
This paper studies stabilities of stochastic differential equation (SDE) driven by time-changed L\'evy noise in both probability and moment sense. This provides more flexibility in modeling schemes in application areas including physics,…
Let a 1-d system of hyperbolic conservation laws, with two unknowns, be endowed with a convex entropy. We consider the family of small $BV$ functions which are global solutions of this equation. For any small $BV$ initial data, such global…
Semilinear stochastic evolution equations with multiplicative L\'evy noise and monotone nonlinear drift are considered. Unlike other similar work we do not impose coercivity conditions on coefficients. Existence and uniqueness of the mild…
The Langevin equation with a multiplicative L\'evy white noise is solved. The noise amplitude and the drift coefficient have a power-law form. A validity of ordinary rules of the calculus for the Stratonovich interpretation is discussed.…
We study stochastic differential equations (SDEs) of McKean-Vlasov type with distribution dependent drifts and driven by pure jump L\'{e}vy processes. We prove a uniform in time propagation of chaos result, providing quantitative bounds on…
In this article, we study the stability of solutions to 3D stochastic primitive equations driven by fractional noise. Since the fractional Brownian motion is essentially different from Brownian motion, lots of stochastic analysis tools are…
Unnormalised latent variable models are a broad and flexible class of statistical models. However, learning their parameters from data is intractable, and few estimation techniques are currently available for such models. To increase the…
The problem of integrated volatility estimation for the solution X of a stochastic differential equation with L{\'e}vy-type jumps is considered under discrete high-frequency observations in both short and long time horizon. We provide an…
A uniform bounded variation estimate for finite volume approximations of the nonlinear scalar conservation law $\partial_t \alpha + \mathrm{div}(\boldsymbol{u}f(\alpha)) = 0$ in two and three spatial dimensions with an initial data of…
We study backward stochastic differential equations (BSDEs) for time-changed L\'evy noises when the time-change is independent of the L\'evy process. We prove existence and uniqueness of the solution and we obtain an explicit formula for…
In this paper, we investigate the vanishing viscosity limit for the 3D nonhomogeneous incompressible Navier-Stokes equations with a slip boundary condition. We establish the local well-posedness of the strong solutions for initial boundary…