Seminar lecture by Prof. Andrey Pilipenko: "On Exponential Stability of SDEs with Discontinuous Drift"
Prof. Andrey Pilipenko from The National Academy of Sciences of Ukraine will give a seminar lecture with the title:
On Exponential Stability of SDEs with Discontinuous Drift
Abstract: "We study a distance between (strong) solutions of an SDE that
started from two different points. The drift of the SDE may be discontinuous
and not necessarily coercive. Sufficient conditions that ensure exponential
convergence to zero of the distance are found."
Published Sep. 2, 2019 10:42 AM
- Last modified Sep. 2, 2019 10:42 AM