Stochastic scalar conservation laws driven by rough paths

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Date

2014

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Advisor

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Publisher

Cambridge : arXiv

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Link to publishers' Version

http://arxiv.org/abs/1403.6785

Abstract

We prove the existence and uniqueness of solutions to a class of stochastic scalar conservation laws with joint space-time transport noise and affine-linear noise driven by a geometric p-rough path. In particular, stability of the solutions with respect to the driving rough path is obtained, leading to a robust approach to stochastic scalar conservation laws. As immediate corollaries we obtain support theorems, large deviation results and the generation of a random dynamical system

Description

Keywords

Stochastic scalar conservation laws, rough paths, random dynamical systems, stability, Kruˇzkov entropy solutions

Keywords GND

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Report

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publishedVersion

URI

https://oa.tib.eu/renate/handle/123456789/2615

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Mathematik

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