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arXiv · 1502.02490

Continuous dependence estimate for conservation laws with Lévy noise

Imran H. Biswas·Ujjwal Koley·Ananta K. Majee
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Abstract

We are concerned with multidimensional stochastic balance laws driven by Lévy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Lévy noise only depends on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional $BV$ estimate for vanishing viscosity approximations in case the noise coefficient depends on both the solution and spatial variable.

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Imran H. Biswas, Ujjwal Koley, Ananta K. Majee. 2015-02-09. Continuous dependence estimate for conservation laws with Lévy noise. https://arxiv.org/abs/1502.02490

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