Title: Stochastic scalar conservation laws
Speaker: Professor Jin Feng
Speaker Info: University of Kansas
Brief Description:
Special Note:
Abstract:
In this talk, I will introduce a notion of stochastic entropic solution following the idea of Kruzkov, but with Ito's calculus replacing deterministic calculus.Date: Thursday, November 06, 2008A uniqueness theory is then developed following a stochastic generalization of $L^1$ contraction estimate. An existence theory is also developed by adapting compensated compactness arguments to stochastic setting.
This is a joint work with David Nualart (Journal of Functional Analysis, Vol 255, 2, 2008).