Boundary Value Problems for Stochastic Conservation Laws

The aim of the course is to present the basic theory of stochastic integration as well as scalar conservation laws and to apply them in the study of boundary problems for stochastic conservation laws. The course is aimed at senior doctoral students in the areas of EDP and Probability, mainly.

References:
[HF] Frid, H. “Lectures on Notes on Stochastic Nonlinear Degenerate Parabolic-Hyperbolic Equations”. Available online in www.impa.br/~hermano.
[FLMNZ] Frid, H., Li, Y., Marroquin, D., Nariyoshi J.-F. C., Zeng, Z. “The Neumann Problem for Stochastics Conservation Laws”. Preprint available https://arxiv.org/abs/1910.04845
[GH] Gess, B., Hofmanová, M. Well-posedness and regularity for quasilinear degenerate parabolic-hyperbolic SPDE. The Annals of Probability, 2018, Vol. 46, No. 5, 2495-2544.
[TT] Tadmor, E., Tao, T. Velocity averaging, kinetic formulations, and regularizing effects in quasi-linear PDEs. Comm. Pure Appl. Math. Vol. LX, 1448–1521 (2007).