39 citations · 82 across the 20 of their papers we have counts for
3 papers · 2 filters
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…
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…
On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise
Imran H. Biswas, Ananta K. Majee, Guy Vallet
In this article we deal with stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasise is on analysing the effect of multiplic…