Stochastic Perturbation of the Lighthill-Whitham-Richards Model via the Method of Stochastic Characteristics
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.
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