A finite difference scheme for conservation laws driven by Lévy noise
Work
Year: 2017
Type: article
Abstract: In this paper, we analyze a semi-discrete finite difference scheme for a conservation laws driven by a homogeneous multiplicative Levy noise. Thanks to BV estimates, we show a compact sequence of appr... more
Authors Ujjwal Koley, Ananta K. Majee, Guy Vallet
Institutions Tata Institute of Fundamental Research, University of Tübingen, Centre National de la Recherche Scientifique
Cites: 31
Cited by: 18
Related to: 10
FWCI: 2.153
Citation percentile (by year/subfield): 90.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Life on land
Open Access status: green