| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4604065 | Annales de l'Institut Henri Poincare (C) Non Linear Analysis | 2016 | 31 Pages |
Abstract
We prove the existence and uniqueness of solutions to a class of stochastic scalar conservation laws with joint space–time transport noise and affine-linear noise driven by a geometric p-rough path. In particular, stability of the solutions with respect to the driving rough path is obtained, leading to a robust approach to stochastic scalar conservation laws. As immediate corollaries we obtain support theorems, large deviation results and the generation of a random dynamical system.
Related Topics
Physical Sciences and Engineering
Mathematics
Analysis
Authors
Peter K. Friz, Benjamin Gess,