Seminario de Probabilidad y Procesos Estocásticos

Resumen: We study solutions of the irregular Stratonovich SDE. 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).

https://www.matem.unam.mx/actividades/seminarios/probabilidad-y-procesos-estocasticos/actividades/heterogeneous-diffusion-uniqueness-non-uniqueness-and-selection