{
  "id": "1912.12457",
  "version": "v1",
  "published": "2019-12-28T13:27:11.000Z",
  "updated": "2019-12-28T13:27:11.000Z",
  "title": "On mutual behavior of solutions of an SDE with non-regular drift",
  "authors": [
    "Olga Aryasova",
    "Andrey Pilipenko"
  ],
  "comment": "12 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "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.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2019-12-28T13:27:11.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60H10",
      "60H99"
    ],
    "keywords": [
      "non-regular drift",
      "multidimensional stochastic differential equation",
      "mutual behavior",
      "large time behavior",
      "gaussian noise"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 12,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}