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On rate of convergence of finite difference scheme for degenerate parabolic-hyperbolic PDE with Levy noise
Soumya Ranjan Behera, Ananta K. Majee
In this article, we consider a semi discrete finite difference scheme for a degenerate parabolic-hyperbolic PDE driven by Lévy noise in one space dimension. Using bounded variation…
math.NA2022
Convergence of an operator splitting scheme for fractional conservation laws with Levy noise
Soumya Ranjan Behera, Ananta K. Majee
In this paper, we are concerned with a operator splitting scheme for linear fractional and fractional degenerate stochastic conservation laws driven by multiplicative Levy noise. M…