3 papers
math.AP2020
A fractional degenerate parabolic-hyperbolic Cauchy problem with noise
Neeraj Bhauryal, Ujjwal Koley, Guy Vallet
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The e…
math.AP2019
The Cauchy problem for a fractional conservation laws driven by Lévy noise
Neeraj Bhauryal, Ujjwal Koley, Guy Vallet
In this article, we explore some of the main mathematical problems connected to multidimensional fractional conservation laws driven by Lévy processes. Making use of an adapted ent…
math.AP2016
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…