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arXiv · 1904.10487

The Cauchy problem for a fractional conservation laws driven by L\'evy noise

Neeraj Bhauryal·Ujjwal Koley·Guy Vallet
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Abstract

In this article, we explore some of the main mathematical problems connected to multidimensional fractional conservation laws driven by L\'evy processes. Making use of an adapted entropy formulation, a result of existence and uniqueness of a solution is established. Moreover, 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 L\'evy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. Furthermore, we establish a result on vanishing non-local regularization of scalar stochastic conservation laws.

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Neeraj Bhauryal, Ujjwal Koley, Guy Vallet. 2019-04-23. The Cauchy problem for a fractional conservation laws driven by L\'evy noise. https://arxiv.org/abs/1904.10487

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