{ "id": "2006.15301", "version": "v1", "published": "2020-06-27T07:00:02.000Z", "updated": "2020-06-27T07:00:02.000Z", "title": "Stochastic Perturbation of the Lighthill-Whitham-Richards Model via the Method of Stochastic Characteristics", "authors": [ "Nora Müller", "Wolfgang Bock" ], "categories": [ "math.PR", "math.AP" ], "abstract": "In this paper we apply the method of stochastic characteristics to a Lighthill-Whitham-Richards model. The stochastic perturbation can be seen as errors in measurement of the traffic density. For concrete examples we solve the equation perturbed by a standard Brownian motion and the geometric Brownian motion without drift.", "revisions": [ { "version": "v1", "updated": "2020-06-27T07:00:02.000Z" } ], "analyses": { "keywords": [ "stochastic perturbation", "stochastic characteristics", "lighthill-whitham-richards model", "standard brownian motion", "geometric brownian motion" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable" } } }