On the Cauchy problem of a degenerate parabolic-hyperbolic PDE with Lévy noise

Abstract

In this article, we deal with the stochastic perturbation of degenerate parabolic partial differential equations (PDEs). The particular emphasis is on analyzing the effects of a multiplicative Lévy noise on such problems and on establishing a well-posedness theory by developing a suitable weak entropy solution framework. The proof of the existence of a solution is based on the vanishing viscosity technique. The uniqueness of the solution is settled by interpreting Kruzhkov’s doubling technique in the presence of a noise.

Keywords

• stochastic pdes
• lévy noise
• degenerate parabolic equations
• entropy solutions
• young measures
• 35k65 - 60h15