Olga Aryasova, Andrey Pilipenko
Published 2019-12-28Version 1
We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of the distance between two solutions starting from different points is studied.We consider a multidimensional stochastic differential equation with a Gaussian noise and a drift vector having a jump discontinuity along a hyperplane. The large time behavior of the distance between two solutions starting from different points is studied.
A representation for the derivative with respect to the initial data of the solution of an SDE with a non-regular drift and a Gaussian noise
Large time behavior in random multiplicative processes
Optimal rate of convergence for approximations of SPDEs with non-regular drift
![QR code for arXiv:1912.12457 [math.PR]](http://oss.arxitics.com/images/favicon.svg)