On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise
Abstract: In this article, we deal with the stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasis is on analyzing the effects of a multiplicative Lévy noise on such problems and on establishing a well-posedness theory by developing a suitable weak entropy solution framework. The proof of the existence of a solution is based on the vanishing viscosity technique. The uniqueness of the solution is settled by interpreting Kruzhkov’s doubling technique in the presence of a noise.
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise ; volume:8 ; number:1 ; year:2017 ; pages:809-844 ; extent:36
Advances in nonlinear analysis ; 8, Heft 1 (2017), 809-844 (gesamt 36)
- Creator
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Biswas, Imran H.
Majee, Ananta K.
Vallet, Guy
- DOI
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10.1515/anona-2017-0113
- URN
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urn:nbn:de:101:1-2405021550334.902225560855
- Rights
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Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:49 AM CEST
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Associated
- Biswas, Imran H.
- Majee, Ananta K.
- Vallet, Guy
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