On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise (Q2417244)
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English | On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise |
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On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise (English)
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12 June 2019
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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.
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stochastic PDEs
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Lévy noise
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degenerate parabolic equations
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entropy solutions
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Young measures
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