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math.AP2016
A finite difference scheme for conservation laws driven by Levy noise
Ujjwal Koley, Ananta K. Majee, Guy Vallet
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 comp…
math.AP2016
Continuous dependence estimate for a degenerate parabolic-hyperbolic equation with Levy noise
Ujjwal Koley, Ananta K. Majee, Guy Vallet
In this article, we are concerned with a multidimensional degenerate parabolic-hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing vi…