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arXiv · 1604.07839

Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Levy noise

Ujjwal Koley·Ananta K. Majee·Guy Vallet
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Abstract

In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy 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 Levy noise depends only 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 coefficients depend on both the solution and spatial variable.

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Ujjwal Koley, Ananta K. Majee, Guy Vallet. 2016-04-26. Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Levy noise. https://arxiv.org/abs/1604.07839

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