Year: 2015
Type: preprint
Abstract: We are concerned with multidimensional stochastic balance laws driven by Lévy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Lévy noise only depends on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional $BV$ estimate for vanishing viscosity approximations in case the noise coefficient depends on both the solution and spatial variable.
Source: arXiv (Cornell University)
Institution: Tata Institute of Fundamental Research
Language: English
Subfield: Applied Mathematics
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W2949289686