Jourdain, Benjamin; Roux, Raphaël - In: Stochastic Processes and their Applications 121 (2011) 5, pp. 957-988
We are interested in a probabilistic approximation of the solution to scalar conservation laws with fractional diffusion and nonlinear drift. The probabilistic interpretation of this equation is based on a stochastic differential equation driven by an [alpha]-stable Lévy process and involving a...