Date | 2024-02-26 |
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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|alphacircdB, 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).