We discuss the minimal integrability needed for the initial data, in order that the Cauchy problem for a multi-dimensional conservation law admit an entropy solution. In particular we allow unbounded initial data. We investigate also the decay of the solution as time increases, in relation with the nonlinearity. The main ingredient is our recent theory of divergence-free positive symmetric tensor. We apply in particular the so-called compensated integrability to a tensor which generalizes the one that L. Tartar used in one space dimension. It allows us to establish a Strichartz-like inequality, in a quasilinear context. This program is carried out in details for a multi-dimensional version of the Burgers equation.