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