Date | Feb 26, 2024 |
---|---|

Speaker | Ilya Pavlyukevich |

Dept. | Friedrich Schiller University Jena |

Room | 129-301 |

Time | 15:00-16:00 |

We study solutions of the irregular Stratonovich SDE $dX = |X|^alpha circ dB$, $alphain (0, 1)$. In particular, we construct solutions spending positive time in 0, describe solutions spending zero time in 0, and show how a particular physically natural solution can be singled out by means of an additional external "ambient" noise.

This talk is based on the joint works with G. Shevchenko (Kiev).

TEL 02-880-5857,6530,6531 / FAX 02-887-4694