Quantitative compactness estimates for stochastic conservation laws

2023/01/09 by Kenneth H. Karlsen, Karlsen, Kenneth H.
Decision Sciences · Economics, Econometrics and Finance · Engineering · #35L60 #60H15 #Analysis of PDEs (math.AP) #FOS: Mathematics #Fluid Dynamics and Turbulent Flows #Risk and Portfolio Optimization #Stochastic processes and financial applications

paper · pdf · doi:10.48550/arxiv.2301.03452

openalex publication_date 2023/01/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present a quantitative compensated compactness estimate for stochastic conservation laws, which generalises a previous result of Golse & Perthame (2013) for deterministic equations. With a stochastic modification of Kruzkov's interpolation lemma, this estimate provides bounds on the rate at which a sequence of vanishing viscosity solutions becomes compact. This contribution is for the Proceedings of HYP2022.

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