2015/02/09 by Imran H. Biswas, Biswas, Imran H., Ujjwal Koley +3
Economics, Econometrics and Finance · Engineering · Mathematics · #Fluid Dynamics and Turbulent Flows #Phase Equilibria and Thermodynamics #Stochastic processes and financial applications #math.AP
paper · pdf · doi:10.48550/arxiv.1502.02490
29 pages
arxiv created 2015/02/09 · arxiv updated 2015/02/10
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.