Scalar conservation laws with fractional stochastic forcing: Existence, uniqueness and invariant measure
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DOI: 10.1016/j.spa.2012.01.005
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- Hult, Henrik, 2003. "Approximating some Volterra type stochastic integrals with applications to parameter estimation," Stochastic Processes and their Applications, Elsevier, vol. 105(1), pages 1-32, May.
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Keywords
Scalar conservation laws; Random perturbations; Variational principle; Deterministic control theory; Hamilton–Jacobi–Bellman equation; Fractional Brownian motion;All these keywords.
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