A finite difference scheme for conservation laws driven by Lévy noise-Reference-Cited by-同舟云学术

A finite difference scheme for conservation laws driven by Lévy noise

Published:2017-05-23 Issue:2 Volume:38 Page:998-1050
ISSN:0272-4979
Container-title:IMA Journal of Numerical Analysis
language:en
Short-container-title:

Author:

Koley Ujjwal¹,Majee Ananta K²,Vallet Guy³

Affiliation:

1. Centre for Applicable Mathematics, Tata Institute of Fundamental Research, Bangalore, Karnataka, India

2. Mathematisches Institut, Universität Tübingen, Auf der Morgenstelle, Tübingen, Germany

3. LMAP UMR- CNRS, IPRA BP, Pau Cedex, France

Publisher

Oxford University Press (OUP)

Subject

Applied Mathematics,Computational Mathematics,General Mathematics

Link

http://academic.oup.com/imajna/article-pdf/38/2/998/24654966/drx023.pdf

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4. Convergence of monotone finite volume schemes for hyperbolic scalar conservation laws with multiplicative noise.;Bauzet;Stochastic Partial Diff. Equ. Anal. Comput.,,2016

5. The Cauchy problem for a conservation law with a multiplicative stochastic perturbation.;Bauzet;J. Hyperbolic Differ. Equ.,2012

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