On mutual behavior of solutions of an SDE with non-regular drift

19.05.2017, 10.15-11.45  –  2.09.0.13
Forschungsseminar Wahrscheinlichkeitstheorie

Olga Aryasova (Kyiv)

We consider a stochastic differential equation with a Gaussian noise and a drift vector having jump discontinuities
along a hyperplane or surface. We study the large time behavior of the distance between two solutions starting from different points.