Olga Aryasova (Inst. of Geophysics, Nat. Acad. of Sciences of Ukraine / Friedrich–Schiller–Univ. Jena)
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.