Stochastic one layer shallow water equations with Lévy noise

DOI10.3934/DCDSB.2018331MaRDI QIDQ2321084zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 28 August 2019

Published in Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/dcdsb.2018331

zbMATH Keywords

Galerkin approximationLévy noisepathwise uniquenessPoisson random measureshallow water equations

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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Cited in

(13)

• Local martingale solutions to the stochastic two layer shallow water equations with multiplicative white noise
• Permanence, extinction and periodic solution of a stochastic single-species model with Lévy noises
• Nonlinear stochastic parabolic partial differential equations with a monotone operator of the Ladyzenskaya-Smagorinsky type, driven by a Lévy noise
• The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise
• Review of local and global existence results for stochastic PDEs with Lévy noise
• Local martingale solutions to the stochastic one layer shallow water equations
• Analytical properties for a stochastic rotating shallow water model under location uncertainty
• Analysis of impulsive stochastic delay budworm population model with Lévy jumps
• CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process
• Well-posedness properties for a stochastic rotating shallow water model
• Erratum to: ``Stochastic reaction-diffusion equations driven by jump processes
• A counterexample to the strong Skorokhod representation theorem
• Exact solutions of stochastic generalized long-short wave resonance equations with cubic-quintic nonlinearity via the new sub-ODE method

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