Stochastic scalar conservation laws driven by rough paths

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dc.contributor.authorFriz, Peter K.
dc.contributor.authorGess, Benjamin
dc.date.accessioned2016-06-24T05:45:10Z
dc.date.available2019-06-28T08:08:55Z
dc.date.issued2014
dc.description.abstractWe 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 systemeng
dc.description.versionpublishedVersioneng
dc.identifier.urihttps://oa.tib.eu/renate/handle/123456789/2615
dc.language.isoengeng
dc.publisherCambridge : arXiveng
dc.relation.urihttp://arxiv.org/abs/1403.6785
dc.rights.licenseThis document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.eng
dc.rights.licenseDieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.ger
dc.subject.ddc510eng
dc.subject.otherStochastic scalar conservation lawseng
dc.subject.otherrough pathseng
dc.subject.otherrandom dynamical systemseng
dc.subject.otherstabilityeng
dc.subject.otherKruˇzkov entropy solutionseng
dc.titleStochastic scalar conservation laws driven by rough pathseng
dc.typeReporteng
dc.typeTexteng
tib.accessRightsopenAccesseng
wgl.contributorWIASeng
wgl.subjectMathematikeng
wgl.typeReport / Forschungsbericht / Arbeitspapiereng
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