Scalar conservation laws with fractional stochastic forcing: existence, uniqueness and invariant measure

DOI10.1016/j.spa.2012.01.005zbMath1278.35158MaRDI QIDQ424481

Ion Lucretiu Stoica, Bruno Saussereau

Publication date: 1 June 2012

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spa.2012.01.005

zbMATH Keywords

fractional Brownian motion; variational principle; random perturbations; generalized characteristic; deterministic control theory

Mathematics Subject Classification ID

35L65: Hyperbolic conservation laws

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

35R60: PDEs with randomness, stochastic partial differential equations

35Q93: PDEs in connection with control and optimization

Related Items

Long‐Time Behavior, Invariant Measures, and Regularizing Effects for Stochastic Scalar Conservation Laws, Stochastic scalar conservation laws driven by rough paths, Scalar conservation laws with rough flux and stochastic forcing, Invariant measure of scalar first-order conservation laws with stochastic forcing, A Bhatnagar-Gross-Krook approximation to stochastic scalar conservation laws, A survey of results on conservation laws with deterministic and random initial data, A priori estimates for rough PDEs with application to rough conservation laws, Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Stochastic scalar conservation laws
• Scalar conservation laws with stochastic forcing
• Integration with respect to fractal functions and stochastic calculus. I
• Lectures on nonlinear hyperbolic differential equations
• Conservation laws with a random source
• Invariant measures for Burgers equation with stochastic forcing
• Transportation cost for Gaussian and other product measures
• Approximating some Volterra type stochastic integrals with applications to parameter estimation.
• An inequality of the Hölder type, connected with Stieltjes integration
• Hyperbolic systems of conservation laws II
• ON A STOCHASTIC FIRST-ORDER HYPERBOLIC EQUATION IN A BOUNDED DOMAIN
• On a stochastic scalar conservation law