On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise (Q2417244): Difference between revisions

The authors consider a stochastic perturbation of degenerate parabolic partial differential equations of the form \[ du-\Delta \varphi(u)dt- \operatorname{div}\,f(u)dt =\int_{E}\eta(x,u,z)\,dN(dz,dt),\ \ (x,t)\in {\mathbb R}^{d}\times (0,T), \] where \(u(t,x)\) is the unknown random scalar-valued function, \(N(dz, dt)\) is the compensated Poisson random measure. The function \(\varphi'(u)\geq 0\) can vanish and thereby the equation is degenerate. The stochastic integral on the right-hand side of is defined in the Lévy-Itô sense. The equation (1) is furnished with the Cauchy data \(u(0,x)=u_{0}(x)\). The existence and uniqueness of an entropy solution to the Cauchy problem is proven. The proof of the existence of a solution is based on the vanishing viscosity technique.