Stochastic scalar conservation laws driven by rough paths

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Publication:305110


DOI10.1016/j.anihpc.2015.01.009zbMath1345.60055arXiv1403.6785MaRDI QIDQ305110

Peter K. Friz, Benjamin Gess

Publication date: 26 August 2016

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.6785


35L65: Hyperbolic conservation laws

60F10: Large deviations

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

37H10: Generation, random and stochastic difference and differential equations

35R60: PDEs with randomness, stochastic partial differential equations


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