On stochastic conservation laws and Malliavin calculus
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Gaussian processes (60G15) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) First-order nonlinear hyperbolic equations (35L60) Hyperbolic conservation laws (35L65) PDEs with randomness, stochastic partial differential equations (35R60)
Abstract: For stochastic conservation laws driven by a semilinear noise term, we propose a generalization of the Kruv{z}kov entropy condition by allowing the Kruv{z}kov constants to be Malliavin differentiable random variables. Existence and uniqueness results are provided. Our approach sheds some new light on the stochastic entropy conditions put forth by Feng and Nualart [J. Funct. Anal., 2008] and Bauzet, Vallet, and Wittbold [J. Hyperbolic Differ. Equ., 2012].
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- A primer on stochastic partial differential equations
- An elementary proof of the Eberlein-Šmulian theorem
- Combinatorics of partial derivatives
- Conservation laws driven by Lévy white noise
- Conservation laws with a random source
- Continuity equations and ODE flows with non-smooth velocity
- Dirichlet problem for a nonlinear conservation law
- Existence and uniqueness of the entropy solution to a nonlinear hyperbolic equation
- Interest rate models: an infinite dimensional stochastic analysis perspective
- Introduction to stochastic integration
- Measure theory
- Measure-valued solutions to conservation laws
- On a stochastic first-order hyperbolic equation in a bounded domain
- On a stochastic scalar conservation law
- On measure-valued solutions of the Cauchy problem for a first-order quasilinear equation
- On nonlinear stochastic balance laws
- On the time continuity of entropy solutions
- One-dimensional transport equations with discontinuous coefficients
- Parametrized measures and variational principles
- Scalar conservation laws with rough (stochastic) fluxes
- Scalar conservation laws with rough (stochastic) fluxes: the spatially dependent case
- Scalar conservation laws with stochastic forcing
- Stochastic Partial Differential Equations with Levy Noise
- Stochastic integrals for SPDEs: a comparison
- Stochastic integration in UMD Banach spaces
- Stochastic scalar conservation laws
- The Cauchy problem for conservation laws with a multiplicative stochastic perturbation
- The Malliavin Calculus and Related Topics
- Vector-valued decoupling and the Burkholder-Davis-Gundy inequality
- Well-posedness of the transport equation by stochastic perturbation
Cited in
(17)- The strong trace property and the Neumann problem for stochastic conservation laws
- Well-posedness theory for stochastically forced conservation laws on Riemannian manifolds
- Nonlinear anisotropic degenerate parabolic-hyperbolic equations with stochastic forcing
- Existence and uniqueness result for an hyperbolic scalar conservation law with a stochastic force using a finite volume approximation
- The operators of stochastic calculus
- Numerical methods for conservation laws with rough flux
- Homogenization of stochastic conservation laws with multiplicative noise
- Convergence of approximations to stochastic scalar conservation laws
- Quantitative compactness estimates for stochastic conservation laws
- Convergence of the finite volume method for scalar conservation laws with multiplicative noise: an approach by kinetic formulation
- A boundary value problem for a class of anisotropic stochastic degenerate parabolic-hyperbolic equations
- Invariant measures for nonlinear conservation laws driven by stochastic forcing
- Entropy solutions for stochastic porous media equations
- The Cauchy problem for fractional conservation laws driven by Lévy noise
- The Dirichlet Problem for Stochastic Degenerate Parabolic-Hyperbolic Equations
- Convergence of a flux-splitting finite volume scheme for conservation laws driven by Lévy noise
- Path-dependent convex conservation laws
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