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arXiv · 1403.6785

Stochastic scalar conservation laws driven by rough paths

Peter K. Friz·Benjamin Gess
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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.

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Peter K. Friz, Benjamin Gess. 2014-03-26. Stochastic scalar conservation laws driven by rough paths. https://arxiv.org/abs/1403.6785

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