1 citations · 1 across the 3 of their papers we have counts for
7 papers
Stochastic pseudomonotone parabolic obstacle problem: well-posedness Lewy-Stampacchia's inequalities
Niklas Sapountzoglou, Yassine Tahraoui, Guy Vallet +1
We consider obstacle problems for nonlinear stochastic evolution equations. More precisely, the leading operator in our equation is a nonlinear, second order pseudomonotone operato…
On the rate of convergence of a numerical scheme for fractional conservation laws with noise
Ujjwal Koley, Guy Vallet
We consider a semi-discrete finite volume scheme for a degenerate fractional conservation laws driven by a cylindrical Wiener process. Making use of the bounded variation (BV) esti…
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…
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…
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…